Rodrigo Sekkel : Citation Profile


Are you Rodrigo Sekkel?

Bank of Canada

8

H index

8

i10 index

276

Citations

RESEARCH PRODUCTION:

11

Articles

17

Papers

RESEARCH ACTIVITY:

   17 years (2005 - 2022). See details.
   Cites by year: 16
   Journals where Rodrigo Sekkel has often published
   Relations with other researchers
   Recent citing documents: 68.    Total self citations: 6 (2.13 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pse687
   Updated: 2022-08-13    RAS profile: 2020-05-07    
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Relations with other researchers


Works with:

Champagne, Julien (5)

Chernis, Tony (3)

Matveev, Dmitry (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Rodrigo Sekkel.

Is cited by:

GUPTA, RANGAN (24)

Gabauer, David (7)

Chernis, Tony (5)

Wolters, Maik (4)

Claeys, Peter (4)

Degiannakis, Stavros (4)

Cheung, Calista (4)

Guérin, Pierre (4)

Lau, Chi Keung (4)

Antonakakis, Nikolaos (4)

Pichette, Lise (4)

Cites to:

Orphanides, Athanasios (15)

Wright, Jonathan (13)

Rossi, Barbara (10)

Champagne, Julien (10)

Timmermann, Allan (10)

mumtaz, haroon (9)

Watson, Mark (9)

Modugno, Michele (9)

Perez Quiros, Gabriel (9)

Giannone, Domenico (8)

Campbell, John (8)

Main data


Where Rodrigo Sekkel has published?


Journals with more than one article published# docs
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada9
Staff Analytical Notes / Bank of Canada3
Discussion Papers / Bank of Canada2

Recent works citing Rodrigo Sekkel (2022 and 2021)


YearTitle of citing document
2021Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:1:p:188-215.

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2021Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:25:y:2021:i:1:p:188-215.

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2021The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724.

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2021Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2021Economic Nowcasting with Long Short-Term Memory Artificial Neural Networks (LSTM). (2021). Hopp, Daniel. In: Papers. RePEc:arx:papers:2106.08901.

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2022Benchmarking Econometric and Machine Learning Methodologies in Nowcasting. (2022). Hopp, Daniel. In: Papers. RePEc:arx:papers:2205.03318.

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2021Qualitative Field Research in Monetary Policy Making. (). D'Souza, Chris ; Voll, Jane . In: Discussion Papers. RePEc:bca:bocadp:21-1.

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2022Nowcasting Canadian GDP with Density Combinations. (2022). Chernis, Tony ; Webley, Taylor. In: Discussion Papers. RePEc:bca:bocadp:22-12.

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2021Using Payments Data to Nowcast Macroeconomic Variables During the Onset of COVID-19. (2021). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:21-2.

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2021A New Measure of Monetary Policy Shocks. (2021). Zhang, XU. In: Staff Working Papers. RePEc:bca:bocawp:21-29.

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2022Macroeconomic Predictions Using Payments Data and Machine Learning. (2022). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:22-10.

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2022Monetary Policy and Redistribution in Open Economies. (2022). Guo, Xing ; Perez, Diego ; Ottonello, Pablo. In: Staff Working Papers. RePEc:bca:bocawp:22-6.

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2021Exploring the potential benefits of inflation overshooting. (2021). See, Kurt ; Amano, Robert ; Gosselin, Marc-Andre. In: Staff Analytical Notes. RePEc:bca:bocsan:21-16.

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2021Potential output and the neutral rate in Canada: 2021 update. (2021). Park, Youngmin ; Kuncl, Martin ; Brouillette, Dany ; McWhirter, Austin ; Faucher, Guyllaume. In: Staff Analytical Notes. RePEc:bca:bocsan:21-6.

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2021Economic policy uncertainty spillovers in Europe before and after the Eurozone crisis. (2021). Fountas, Stilianos ; Tzika, Paraskevi. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:4:p:330-352.

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2021Financial market spillovers of U.S. monetary policy shocks. (2021). Ha, Jongrim. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:5:p:1221-1274.

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2022Inflationary household uncertainty shocks. (2022). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_005.

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2021Forecasting Canadian GDP Growth with Machine Learning. (2021). Demers, Fanny S ; Chu, BA ; Qureshi, Shafiullah. In: Carleton Economic Papers. RePEc:car:carecp:21-05.

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2021The Impact of Aggregate Uncertainty on Firm-Level Uncertainty. (2021). Grimme, Christian ; Easaw, Joshy. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8934.

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2022Probability density forecasts for natural gas demand in China: Do mixed-frequency dynamic factors matter?. (2022). Wang, Lei ; Zhao, Zhongchao ; Ding, Lili. In: Applied Energy. RePEc:eee:appene:v:312:y:2022:i:c:s0306261922002100.

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2021Have cross-category spillovers of economic policy uncertainty changed during the US–China trade war?. (2021). Nong, Huifu. In: Journal of Asian Economics. RePEc:eee:asieco:v:74:y:2021:i:c:s1049007821000415.

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2021Economic policy uncertainty and cross-border lending. (2021). Zhai, Wei ; Biswas, Sonny. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119920303114.

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2021Evaluating the forecasting power of an open-economy DSGE model when estimated in a data-Rich environment. (2021). Gelfer, Sacha. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:129:y:2021:i:c:s0165188921001123.

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2021Words and deeds in managing expectations: Empirical evidence from an inflation targeting economy. (2021). Stanisławska, Ewa ; Łyziak, Tomasz ; Stanisawska, Ewa ; Dory, Wirginia ; Baranowski, Pawe. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:49-67.

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2021Do U.S. and Japanese uncertainty shocks play important roles in affecting transition mechanisms of Japanese stock market?. (2021). Chang, Kuang-Liang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001145.

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2021Spillovers of U.S. market volatility and monetary policy uncertainty to global stock markets. (2021). Chiang, Thomas C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100139x.

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2021Economic policy uncertainty, contracting frictions and imports sourcing decisions. (2021). Li, Jie. In: Economics Letters. RePEc:eee:ecolet:v:200:y:2021:i:c:s0165176521000495.

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2021Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:47-73.

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2021Modeling the cross-section of stock returns using sensible models in a model pool. (2021). Zhou, Qing ; Liao, Yin ; Chiang, I-Hsuan Ethan ; I-Hsuan Ethan Chiang, . In: Journal of Empirical Finance. RePEc:eee:empfin:v:60:y:2021:i:c:p:56-73.

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2021Does oil price aggravate the impact of economic policy uncertainty on bank performance in India?. (2021). Tripe, David ; Nghiem, Son ; Thien, Thanh Pham. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004072.

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2021A global economic policy uncertainty index from principal component analysis. (2021). Zhou, Wei-Xing ; Xiong, Xiong ; Dai, Peng-Fei. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612319310542.

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2021Addressing the life expectancy gap in pension policy. (2021). Palmer, Edward ; Holzmann, Robert ; Ayuso, Mercedes ; Bravo, Jorge M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:200-221.

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2021On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities. (2021). Yfanti, S ; Karanasos, M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000111.

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2021A comparison of monthly global indicators for forecasting growth. (2021). Guérin, Pierre ; Guerin, Pierre ; Baumeister, Christiane. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1276-1295.

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2022Optimal and robust combination of forecasts via constrained optimization and shrinkage. (2022). Vrins, Frederic ; Gambetti, Paolo ; Roccazzella, Francesco. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:97-116.

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2022Economic uncertainty spillover and social networks. (2022). Xu, Bing ; Hui, Yarong ; Zhang, Chuan ; Ma, Dan. In: Journal of Business Research. RePEc:eee:jbrese:v:145:y:2022:i:c:p:454-467.

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2021Measuring macroeconomic disagreement – A mixed frequency approach. (2021). Wang, Ben Zhe ; Sheen, Jeffrey. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:189:y:2021:i:c:p:547-566.

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2022High policy uncertainty and low implied market volatility: An academic puzzle?. (2022). Wei, Xiaopeng ; Dang, Huong Dieu ; Biakowski, Jdrzej. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:3:p:1185-1208.

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2021Technological progress and monetary policy: Managing the fourth industrial revolution. (2021). Poloz, Stephen S. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:114:y:2021:i:c:s026156062100022x.

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2022Policy uncertainty in Japan. (2022). Davis, Steven ; Miake, Naoko ; Ito, Arata ; Arbatli, Elif C. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:64:y:2022:i:c:s0889158322000028.

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2021Economic uncertainty and its spillover networks: Evidence from the Asia-Pacific countries. (2021). Chen, Hao ; Ding, Saijie ; Tang, Wenjin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000469.

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2021Policy uncertainty spillovers and financial risk contagion in the Asia-Pacific network. (2021). Jiang, Yongmu ; Luo, Jingqiu ; Li, Yang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000615.

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2022Nonlinear analysis of economic policy uncertainty: Based on the data in China, the US and the global. (2022). Liu, Shengnan ; Gu, Rongbao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:593:y:2022:i:c:s0378437122000280.

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2022Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach. (2022). Gong, XU ; Cheng, Yuxiang ; Shui, Aojie ; Wen, Fenghua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:457-482.

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2021Economic policy uncertainty: Persistence and cross-country linkages. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Aikins, Emmanuel Joel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000635.

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2022The global economic policy uncertainty spillover analysis: In the background of COVID-19 pandemic. (2022). Wu, Shan ; Liu, Zhen Hua ; Zhou, Yuqin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s027553192200054x.

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2021Time-varying Uncertainty of the Federal Reserve’s Output Gap Estimate. (2020). Berge, Travis J. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-12.

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2021Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters. (2021). Ayuso, Mercedes ; Palmer, Edward ; Holzmann, Robert ; Bravo, Jorge M. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:96-:d:554249.

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2021Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2021). Lahiri, Kajal ; Sheng, Xuguang Simon ; Peng, Huaming. In: Working Papers. RePEc:gwc:wpaper:2021-005.

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2021Potential GDP and its factors assessment. (2021). Kvasha, Tetiana. In: Technology audit and production reserves. RePEc:nos:ddldem:115.

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2021Economic Policy Uncertainty and Stock Market Volatility: A Causality Check. (2021). Raunig, Burkhard. In: Working Papers. RePEc:onb:oenbwp:234.

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2021The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle. (2021). Salisu, Afees ; GUPTA, RANGAN ; Adediran, Idris. In: Working Papers. RePEc:pre:wpaper:202136.

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2021The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model. (2021). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:202145.

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2022Dynamic Impacts of Economic Policy Uncertainty on Australian Stock Market: An Intercontinental Evidence. (2022). Bairagi, Ranajit Kumar . In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:21:y:2022:i:1:p:64-91.

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2021U.S. Economic Uncertainty Shocks and China’s Economic Activities: A Time-Varying Perspective. (2021). Liu, Lin. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:3:p:21582440211032672.

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2022Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises. (2022). Yfanti, S ; Karanasos, M ; Hunter, J. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-04042-y.

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2021On the Aggregation of Survey-Based Economic Uncertainty Indicators Between Different Agents and Across Variables. (2021). Claveria, Oscar. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:17:y:2021:i:1:d:10.1007_s41549-020-00050-2.

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2021Modeling Judgment in Macroeconomic Forecasts. (2021). Franses, Philip Hans. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:19:y:2021:i:1:d:10.1007_s40953-021-00277-5.

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2021Disagreement on expectations: firms versus consumers. (2021). Claveria, Oscar. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:12:d:10.1007_s43546-021-00164-4.

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2022Nowcasting the GDP in Taiwan and the Real-Time Tourism Data. (2022). Hsiao, Yi-Long ; Ting, Chien-Jung. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:12:y:2022:i:3:f:12_3_2.

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2022Application of the Real-Time Tourism Data in Nowcasting the Service Consumption in Taiwan. (2022). Su, Rui-Jun ; Hsiao, Yi-Long ; Ting, Chien-Jung. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:12:y:2022:i:4:f:12_4_4.

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2022Reliable Real-Time Output Gap Estimates Based on a Modified Hamilton Filter. (2022). Wolters, Maik ; Quast, Josefine. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:40:y:2022:i:1:p:152-168.

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2021Weekly Economic Activity: Measurement and Informational Content. (2021). Wegmueller, Philipp ; Guggia, Valentino ; Glocker, Christian ; Wegmuller, Philipp. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2021:i:627.

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2022Macroeconomic uncertainty and the COVID?19 pandemic: Measure and impacts on the Canadian economy. (2022). Toure, Adam Kader ; Stevanovic, Dalibor ; Moran, Kevin. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:55:y:2022:i:s1:p:379-405.

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2021The spillover effects of economic policy uncertainty on the oil, gold, and stock markets: Evidence from China. (2021). Zhang, Bing ; Zhao, Yancai ; Gao, Ruzhao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2134-2141.

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2022Oil shocks, financial stability and implementing macroeconomics and macro?prudential policies in an oil?exporting economy. (2022). Hadian, Mehdi ; Dargahi, Hassan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2481-2496.

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2022Evaluating the Eurosystem/ECB staff macroeconomic projections: The first 20 years. (2022). Lambrias, Kyriacos ; Kontogeorgos, G. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:2:p:213-229.

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2021Economic Policy Uncertainty and Bond Risk Premia. (2021). Ka, Kook ; Ioannidis, Christos. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:6:p:1479-1522.

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Works by Rodrigo Sekkel:


YearTitleTypeCited
2005THE ECONOMIC DETERMINANTS OF THE BRAZILIAN TERM STRUCTURE OF INTEREST RATES In: Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting].
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paper1
2018Nowcasting Canadian Economic Activity in an Uncertain Environment In: Discussion Papers.
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paper3
2022Uncertainty and Monetary Policy Experimentation: Empirical Challenges and Insights from Academic Literature In: Discussion Papers.
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paper0
2013Forecasting with Many Models: Model Confidence Sets and Forecast Combination In: Staff Working Papers.
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paper11
2014Balance Sheets of Financial Intermediaries: Do They Forecast Economic Activity? In: Staff Working Papers.
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paper0
2015Balance sheets of financial intermediaries: Do they forecast economic activity?.(2015) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 0
article
2014International Spillovers of Policy Uncertainty In: Staff Working Papers.
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paper108
2014International spillovers of policy uncertainty.(2014) In: Economics Letters.
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This paper has another version. Agregated cites: 108
article
2016The Real-Time Properties of the Bank of Canada’s Staff Output Gap Estimates In: Staff Working Papers.
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paper18
2018The Real?Time Properties of the Bank of Canadas Staff Output Gap Estimates.(2018) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 18
article
2016The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies In: Staff Working Papers.
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paper8
2018The Global Financial Cycle, Monetary Policies, and Macroprudential Regulations in Small, Open Economies.(2018) In: Canadian Public Policy.
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This paper has another version. Agregated cites: 8
article
2016Macroeconomic Uncertainty Through the Lens of Professional Forecasters In: Staff Working Papers.
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paper34
2017Macroeconomic Uncertainty Through the Lens of Professional Forecasters.(2017) In: Working Papers.
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This paper has another version. Agregated cites: 34
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2019Macroeconomic Uncertainty Through the Lens of Professional Forecasters.(2019) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 34
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2017A Dynamic Factor Model for Nowcasting Canadian GDP Growth In: Staff Working Papers.
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2017A dynamic factor model for nowcasting Canadian GDP growth.(2017) In: Empirical Economics.
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This paper has another version. Agregated cites: 27
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2017Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada In: Staff Working Papers.
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paper23
2018Changes in monetary regimes and the identification of monetary policy shocks: Narrative evidence from Canada.(2018) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 23
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2018Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada.(2018) In: 2018 Meeting Papers.
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This paper has another version. Agregated cites: 23
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2018Evaluating the Bank of Canada Staff Economic Projections Using a New Database of Real-Time Data and Forecasts In: Staff Working Papers.
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2018Does US or Canadian Macro News Drive Canadian Bond Yields? In: Staff Analytical Notes.
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2020The neutral rate in Canada: 2020 update In: Staff Analytical Notes.
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paper2
2020Le taux neutre au Canada : mise à jour de 2020 In: Staff Analytical Notes.
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2017Model Confidence Sets and forecast combination In: International Journal of Forecasting.
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2011International evidence on bond risk premia In: Journal of Banking & Finance.
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article15
2010The economic determinants of the Brazilian nominal term structure of interest rates In: Applied Economics.
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article2
2020Introducing the Bank of Canada staff economic projections database In: Journal of Applied Econometrics.
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article1

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