Details about Rodrigo Sekkel

Access statistics for papers by Rodrigo Sekkel.

Last updated 2024-09-06. Update your information in the RePEc Author Service.

Short-id: pse687

Working Papers

2024

1. Monetary Policy Transmission to Small Business Loan Performance: Evidence from Loan-Level Data
   Staff Working Papers, Bank of Canada
2. The Output-Inflation Trade-off in Canada
   Discussion Papers, Bank of Canada
3. U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields
   Staff Working Papers, Bank of Canada

2023

4. Central Bank Forecasting: A Survey
   Staff Working Papers, Bank of Canada View citations (4)
   See also Journal Article Central bank forecasting: A survey, Journal of Economic Surveys, Wiley Blackwell (2024) (2024)

2022

5. Uncertainty and Monetary Policy Experimentation: Empirical Challenges and Insights from Academic Literature
   Discussion Papers, Bank of Canada

2020

6. Le taux neutre au Canada: mise à jour de 2020
   Staff Analytical Notes, Bank of Canada
7. The neutral rate in Canada: 2020 update
   Staff Analytical Notes, Bank of Canada View citations (2)

2018

8. Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada
   2018 Meeting Papers, Society for Economic Dynamics View citations (43)
   Also in Staff Working Papers, Bank of Canada (2017) View citations (11)
   See also Journal Article Changes in monetary regimes and the identification of monetary policy shocks: Narrative evidence from Canada, Journal of Monetary Economics, Elsevier (2018) View citations (37) (2018)
9. Does US or Canadian Macro News Drive Canadian Bond Yields?
   Staff Analytical Notes, Bank of Canada
10. Evaluating the Bank of Canada Staff Economic Projections Using a New Database of Real-Time Data and Forecasts
    Staff Working Papers, Bank of Canada View citations (10)
11. Nowcasting Canadian Economic Activity in an Uncertain Environment
    Discussion Papers, Bank of Canada View citations (4)

2017

12. A Dynamic Factor Model for Nowcasting Canadian GDP Growth
    Staff Working Papers, Bank of Canada View citations (45)
    See also Journal Article A dynamic factor model for nowcasting Canadian GDP growth, Empirical Economics, Springer (2017) View citations (40) (2017)
13. Macroeconomic Uncertainty Through the Lens of Professional Forecasters
    Working Papers, Federal Reserve Bank of Dallas View citations (14)
    Also in Staff Working Papers, Bank of Canada (2016) View citations (6)
    See also Journal Article Macroeconomic Uncertainty Through the Lens of Professional Forecasters, Journal of Business & Economic Statistics, Taylor & Francis Journals (2019) View citations (38) (2019)

2016

14. The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies
    Staff Working Papers, Bank of Canada View citations (7)
    See also Journal Article The Global Financial Cycle, Monetary Policies, and Macroprudential Regulations in Small, Open Economies, Canadian Public Policy, University of Toronto Press (2018) View citations (4) (2018)
15. The Real-Time Properties of the Bank of Canada’s Staff Output Gap Estimates
    Staff Working Papers, Bank of Canada View citations (13)
    See also Journal Article The Real‐Time Properties of the Bank of Canada's Staff Output Gap Estimates, Journal of Money, Credit and Banking, Blackwell Publishing (2018) View citations (12) (2018)

2014

16. Balance Sheets of Financial Intermediaries: Do They Forecast Economic Activity?
    Staff Working Papers, Bank of Canada
    See also Journal Article Balance sheets of financial intermediaries: Do they forecast economic activity?, International Journal of Forecasting, Elsevier (2015) (2015)
17. International Spillovers of Policy Uncertainty
    Staff Working Papers, Bank of Canada View citations (141)
    See also Journal Article International spillovers of policy uncertainty, Economics Letters, Elsevier (2014) View citations (143) (2014)

2013

18. Forecasting with Many Models: Model Confidence Sets and Forecast Combination
    Staff Working Papers, Bank of Canada View citations (11)

2005

19. THE ECONOMIC DETERMINANTS OF THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES
    Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] View citations (1)

Journal Articles

2024

1. Central bank forecasting: A survey
   Journal of Economic Surveys, 2024, 38, (2), 342-364
   See also Working Paper Central Bank Forecasting: A Survey, Staff Working Papers (2023) View citations (4) (2023)

2020

2. Introducing the Bank of Canada staff economic projections database
   Journal of Applied Econometrics, 2020, 35, (1), 114-129 View citations (3)

2019

3. Macroeconomic Uncertainty Through the Lens of Professional Forecasters
   Journal of Business & Economic Statistics, 2019, 37, (3), 436-446 View citations (38)
   See also Working Paper Macroeconomic Uncertainty Through the Lens of Professional Forecasters, Working Papers (2017) View citations (14) (2017)

2018

4. Changes in monetary regimes and the identification of monetary policy shocks: Narrative evidence from Canada
   Journal of Monetary Economics, 2018, 99, (C), 72-87 View citations (37)
   See also Working Paper Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada, 2018 Meeting Papers (2018) View citations (43) (2018)
5. The Global Financial Cycle, Monetary Policies, and Macroprudential Regulations in Small, Open Economies
   Canadian Public Policy, 2018, 44, (2), 81-99 View citations (4)
   See also Working Paper The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies, Staff Working Papers (2016) View citations (7) (2016)
6. The Real‐Time Properties of the Bank of Canada's Staff Output Gap Estimates
   Journal of Money, Credit and Banking, 2018, 50, (6), 1167-1188 View citations (12)
   See also Working Paper The Real-Time Properties of the Bank of Canada’s Staff Output Gap Estimates, Staff Working Papers (2016) View citations (13) (2016)

2017

7. A dynamic factor model for nowcasting Canadian GDP growth
   Empirical Economics, 2017, 53, (1), 217-234 View citations (40)
   See also Working Paper A Dynamic Factor Model for Nowcasting Canadian GDP Growth, Staff Working Papers (2017) View citations (45) (2017)
8. Model Confidence Sets and forecast combination
   International Journal of Forecasting, 2017, 33, (1), 48-60 View citations (22)

2015

9. Balance sheets of financial intermediaries: Do they forecast economic activity?
   International Journal of Forecasting, 2015, 31, (2), 263-275
   See also Working Paper Balance Sheets of Financial Intermediaries: Do They Forecast Economic Activity?, Staff Working Papers (2014) (2014)

2014

10. International spillovers of policy uncertainty
    Economics Letters, 2014, 124, (3), 508-512 View citations (143)
    See also Working Paper International Spillovers of Policy Uncertainty, Staff Working Papers (2014) View citations (141) (2014)

2011

11. International evidence on bond risk premia
    Journal of Banking & Finance, 2011, 35, (1), 174-181 View citations (15)

2010

12. The economic determinants of the Brazilian nominal term structure of interest rates
    Applied Economics, 2010, 42, (1), 1-10 View citations (2)

2004

13. Breaking trend, Lagrange multiplier test statistic and the presence of a unit root in the Brazilian gross domestic product
    Applied Economics Letters, 2004, 11, (6), 361-364 View citations (1)