Rodrigo Sekkel

Names

Identifer

Contact

Affiliations

• Bank of Canada
  • EDIRC entry
  • location:

Research profile

author of:

• 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] (2005)
  by Rodrigo Sekkel & Denisard Alves
  (ReDIF-paper, anp:en2005:027)
• Nowcasting Canadian Economic Activity in an Uncertain Environment
  Discussion Papers, Bank of Canada (2018)
  by Tony Chernis & Rodrigo Sekkel
  (ReDIF-paper, bca:bocadp:18-9)
• Uncertainty and Monetary Policy Experimentation: Empirical Challenges and Insights from Academic Literature
  Discussion Papers, Bank of Canada (2022)
  by Matteo Cacciatore & Dmitry Matveev & Rodrigo Sekkel
  (ReDIF-paper, bca:bocadp:22-9)
• The Output-Inflation Trade-off in Canada
  Discussion Papers, Bank of Canada (2024)
  by Stefano Gnocchi & Fanny McKellips & Rodrigo Sekkel & Laure Simon & Yinxi Xie & Yang Zhang
  (ReDIF-paper, bca:bocadp:24-07)
• Forecasting with Many Models: Model Confidence Sets and Forecast Combination
  Staff Working Papers, Bank of Canada (2013)
  by Jon D. Samuels & Rodrigo Sekkel
  (ReDIF-paper, bca:bocawp:13-11)
• Balance Sheets of Financial Intermediaries: Do They Forecast Economic Activity?
  Staff Working Papers, Bank of Canada (2014)
  by Rodrigo Sekkel
  (ReDIF-paper, bca:bocawp:14-40)
• International Spillovers of Policy Uncertainty
  Staff Working Papers, Bank of Canada (2014)
  by Stefan Klößner & Rodrigo Sekkel
  (ReDIF-paper, bca:bocawp:14-57)
• The Real-Time Properties of the Bank of Canada’s Staff Output Gap Estimates
  Staff Working Papers, Bank of Canada (2016)
  by Julien Champagne & Guillaume Poulin-Bellisle & Rodrigo Sekkel
  (ReDIF-paper, bca:bocawp:16-28)
• The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies
  Staff Working Papers, Bank of Canada (2016)
  by Gregory Bauer & Gurnain Pasricha & Rodrigo Sekkel & Yaz Terajima
  (ReDIF-paper, bca:bocawp:16-38)
• Macroeconomic Uncertainty Through the Lens of Professional Forecasters
  Staff Working Papers, Bank of Canada (2016)
  by Soojin Jo & Rodrigo Sekkel
  (ReDIF-paper, bca:bocawp:16-5)
• A Dynamic Factor Model for Nowcasting Canadian GDP Growth
  Staff Working Papers, Bank of Canada (2017)
  by Tony Chernis & Rodrigo Sekkel
  (ReDIF-paper, bca:bocawp:17-2)
• Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada
  Staff Working Papers, Bank of Canada (2017)
  by Julien Champagne & Rodrigo Sekkel
  (ReDIF-paper, bca:bocawp:17-39)
• Evaluating the Bank of Canada Staff Economic Projections Using a New Database of Real-Time Data and Forecasts
  Staff Working Papers, Bank of Canada (2018)
  by Julien Champagne & Guillaume Poulin-Bellisle & Rodrigo Sekkel
  (ReDIF-paper, bca:bocawp:18-52)
• Central Bank Forecasting: A Survey
  Staff Working Papers, Bank of Canada (2023)
  by Carola Conces Binder & Rodrigo Sekkel
  (ReDIF-paper, bca:bocawp:23-18)
• U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields
  Staff Working Papers, Bank of Canada (2024)
  by Bingxin Ann Xing & Bruno Feunou & Morvan Nongni-Donfack & Rodrigo Sekkel
  (ReDIF-paper, bca:bocawp:24-12)
• Monetary Policy Transmission to Small Business Loan Performance: Evidence from Loan-Level Data
  Staff Working Papers, Bank of Canada (2024)
  by Rodrigo Sekkel & Tamon Takamura & Yaz Terajima
  (ReDIF-paper, bca:bocawp:24-41)
• Does US or Canadian Macro News Drive Canadian Bond Yields?
  Staff Analytical Notes, Bank of Canada (2018)
  by Bruno Feunou & Rodrigo Sekkel & Morvan Nongni Donfack
  (ReDIF-paper, bca:bocsan:18-38)
• The neutral rate in Canada: 2020 update
  Staff Analytical Notes, Bank of Canada (2020)
  by Dmitry Matveev & Julien McDonald-Guimond & Rodrigo Sekkel
  (ReDIF-paper, bca:bocsan:20-24)
• Le taux neutre au Canada : mise à jour de 2020
  Staff Analytical Notes, Bank of Canada (2020)
  by Dmitry Matveev & Julien McDonald-Guimond & Rodrigo Sekkel
  (ReDIF-paper, bca:bocsan:20-24fr)
• Central bank forecasting: A survey
  Journal of Economic Surveys, Wiley Blackwell (2024)
  by Carola Conces Binder & Rodrigo Sekkel
  (ReDIF-article, bla:jecsur:v:38:y:2024:i:2:p:342-364)
• The Global Financial Cycle, Monetary Policies, and Macroprudential Regulations in Small, Open Economies
  Canadian Public Policy, University of Toronto Press (2018)
  by Gregory Bauer & Gurnain Pasricha & Rodrigo Sekkel & Yaz Terajima
  (ReDIF-article, cpp:issued:v:44:y:2018:i:2:p:81-99)
• International spillovers of policy uncertainty
  Economics Letters, Elsevier (2014)
  by Klößner, Stefan & Sekkel, Rodrigo
  (ReDIF-article, eee:ecolet:v:124:y:2014:i:3:p:508-512)
• Balance sheets of financial intermediaries: Do they forecast economic activity?
  International Journal of Forecasting, Elsevier (2015)
  by Sekkel, Rodrigo M.
  (ReDIF-article, eee:intfor:v:31:y:2015:i:2:p:263-275)
• Model Confidence Sets and forecast combination
  International Journal of Forecasting, Elsevier (2017)
  by Samuels, Jon D. & Sekkel, Rodrigo M.
  (ReDIF-article, eee:intfor:v:33:y:2017:i:1:p:48-60)
• International evidence on bond risk premia
  Journal of Banking & Finance, Elsevier (2011)
  by Sekkel, Rodrigo
  (ReDIF-article, eee:jbfina:v:35:y:2011:i:1:p:174-181)
• Changes in monetary regimes and the identification of monetary policy shocks: Narrative evidence from Canada
  Journal of Monetary Economics, Elsevier (2018)
  by Champagne, Julien & Sekkel, Rodrigo
  (ReDIF-article, eee:moneco:v:99:y:2018:i:c:p:72-87)
• Macroeconomic Uncertainty Through the Lens of Professional Forecasters
  Working Papers, Federal Reserve Bank of Dallas (2017)
  by Soojin Jo & Rodrigo Sekkel
  (ReDIF-paper, fip:feddwp:1702)
• Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada
  2018 Meeting Papers, Society for Economic Dynamics (2018)
  by Julien Champagne & Rodrigo Sekkel
  (ReDIF-paper, red:sed018:128)
• A dynamic factor model for nowcasting Canadian GDP growth
  Empirical Economics, Springer (2017)
  by Tony Chernis & Rodrigo Sekkel
  (ReDIF-article, spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-017-1254-1)
• Breaking trend, Lagrange multiplier test statistic and the presence of a unit root in the Brazilian gross domestic product
  Applied Economics Letters, Taylor & Francis Journals (2004)
  by Ana Luisa Abras & Braulio Borges & Rodrigo Sekkel
  (ReDIF-article, taf:apeclt:v:11:y:2004:i:6:p:361-364)
• The economic determinants of the Brazilian nominal term structure of interest rates
  Applied Economics, Taylor & Francis Journals (2010)
  by Rodrigo Sekkel & Denisard Alves
  (ReDIF-article, taf:applec:v:42:y:2010:i:1:p:1-10)
• Macroeconomic Uncertainty Through the Lens of Professional Forecasters
  Journal of Business & Economic Statistics, Taylor & Francis Journals (2019)
  by Soojin Jo & Rodrigo Sekkel
  (ReDIF-article, taf:jnlbes:v:37:y:2019:i:3:p:436-446)
• Introducing the Bank of Canada staff economic projections database
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2020)
  by Julien Champagne & Guillaume Poulin‐Bellisle & Rodrigo Sekkel
  (ReDIF-article, wly:japmet:v:35:y:2020:i:1:p:114-129)
• The Real‐Time Properties of the Bank of Canada's Staff Output Gap Estimates
  Journal of Money, Credit and Banking, Blackwell Publishing (2018)
  by Julien Champagne & Guillaume Poulin‐Bellisle & Rodrigo Sekkel
  (ReDIF-article, wly:jmoncb:v:50:y:2018:i:6:p:1167-1188)