9
H index
9
i10 index
349
Citations
Bank of Canada | 9 H index 9 i10 index 349 Citations RESEARCH PRODUCTION: 11 Articles 18 Papers RESEARCH ACTIVITY: 18 years (2005 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pse687 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Rodrigo Sekkel. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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International Journal of Forecasting | 2 |
Working Papers Series with more than one paper published | # docs |
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Staff Working Papers / Bank of Canada | 10 |
Staff Analytical Notes / Bank of Canada | 3 |
Discussion Papers / Bank of Canada | 2 |
Year | Title of citing document |
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2023 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper |
2023 | Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels. In: Papers. RePEc:arx:papers:2302.02808. Full description at Econpapers || Download paper |
2023 | GDP nowcasting with artificial neural networks: How much does long-term memory matter?. (2023). Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2304.05805. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | The impact of financial shocks on the forecast distribution of output and inflation. (2023). Sala, Luca ; Maffei-Faccioli, Nicolo ; Gambetti, Luca ; Forni, Mario. In: Working Paper. RePEc:bno:worpap:2023_3. Full description at Econpapers || Download paper |
2023 | Can we estimate macroforecasters’ mis-behavior?. (2023). Chini, Emilio Zanetti. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000386. Full description at Econpapers || Download paper |
2023 | Spillover shifts in the FX market: Implication for the behavior of a safe haven currency. (2023). Lee, Seojin ; Kim, Youngmin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000086. Full description at Econpapers || Download paper |
2023 | Measuring macroeconomic uncertainty: A cross-country analysis. (2023). Dibiasi, Andreas ; Sarferaz, Samad. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000120. Full description at Econpapers || Download paper |
2023 | Uncertainty shocks in emerging economies: A global to local approach for identification. (2023). Miescu, Mirela S. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000661. Full description at Econpapers || Download paper |
2023 | The effects of economic uncertainty on financial volatility: A comprehensive investigation. (2023). Wang, Tianyi ; Zhang, Cong ; Huang, Zhuo ; Tong, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:369-389. Full description at Econpapers || Download paper |
2023 | Foreign uncertainty and domestic exporter dynamics. (2023). Hu, Shiwei ; Zhang, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s105752192300145x. Full description at Econpapers || Download paper |
2023 | Weekly economic activity: Measurement and informational content. (2023). Guggia, Valentino ; Glocker, Christian ; Wegmuller, Philipp. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:228-243. Full description at Econpapers || Download paper |
2023 | United States of Mind under Uncertainty. (2023). Shim, Myungkyu ; Jo, Soojin ; Bae, Siye. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:102-127. Full description at Econpapers || Download paper |
2023 | Cross-country uncertainty spillovers: Evidence from international survey data. (2023). Beckmann, Joscha ; Schussler, Rainer ; Koop, Gary ; Davidson, Sharada Nia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001632. Full description at Econpapers || Download paper |
2023 | US trade policy uncertainty on Chinese agricultural imports and exports: An aggregate and product-level analysis. (2023). Wang, Jie ; Fan, Jiachuan ; Yu, Mingzhe. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:70-83. Full description at Econpapers || Download paper |
2023 | Nowcasting Unemployment Using Neural Networks and Multi-Dimensional Google Trends Data. (2023). Stundien, Alina ; Lukauskas, Mantas ; Pilinkien, Vaida ; Grybauskas, Andrius ; Bruneckien, Jurgita. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:5:p:130-:d:1132215. Full description at Econpapers || Download paper |
2023 | Term Premia in Norwegian Interest Rate Swaps. (2023). Westgaard, Sjur ; Semmen, Kristian ; Risstad, Morten ; de Lange, Petter Eilif. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:188-:d:1093268. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Multinational Firms and Economic Integration: The Role of Global Uncertainty. (2023). Jung, Jaewon. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2801-:d:1057047. Full description at Econpapers || Download paper |
2023 | Which Monetary Shocks Matter in Small Open Economies? Evidence from Canada. (2023). Ha, Jongrim ; So, Inhwan. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:2:a:8. Full description at Econpapers || Download paper |
2023 | Fundamentals, real-time uncertainty and CDS index spreads. (2023). Wang, XU ; Audzeyeva, Alena. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01127-6. Full description at Econpapers || Download paper |
2023 | Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia. (2023). Škrinjarić, Tihana. In: Comparative Economic Studies. RePEc:pal:compes:v:65:y:2023:i:3:d:10.1057_s41294-023-00220-y. Full description at Econpapers || Download paper |
2023 | Using causal graphs to test for the direction of instantaneous causality between economic policy uncertainty and stock market volatility. (2023). Raunig, Burkhard. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02409-7. Full description at Econpapers || Download paper |
2023 | Examining the Time Varying Spillover Dynamics of Indian Financial Indictors from Global and Local Economic Uncertainty. (2023). Singh, Vipul Kumar ; Kumar, Pawan. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:1:d:10.1007_s40953-022-00333-8. Full description at Econpapers || Download paper |
2023 | Nowcasting India’s Quarterly GDP Growth: A Factor-Augmented Time-Varying Coefficient Regression Model (FA-TVCRM). (2023). Mundle, Sudipto ; Bhandari, Bornali ; Bhattacharya, Rudrani. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:1:d:10.1007_s40953-022-00335-6. Full description at Econpapers || Download paper |
2023 | The D-model for GDP nowcasting. (2023). Degiannakis, Stavros. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00109-8. Full description at Econpapers || Download paper |
2023 | Forecasting Chinas stock market volatility with shrinkage method: Can Adaptive Lasso select stronger predictors from numerous predictors?. (2023). Xu, Yongan ; Liang, Chao ; Chen, Zhonglu. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3689-3699. Full description at Econpapers || Download paper |
2023 | Forecasting inflation time series using score?driven dynamic models and combination methods: The case of Brazil. (2023). Lucena, Fernando Antonio ; Dias, Carlos Henrique. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:369-401. Full description at Econpapers || Download paper |
2023 | Uncertainty?driven oil volatility risk premium and international stock market volatility forecasting. (2023). Yin, Libo ; Su, Zhi ; Miao, Deyu ; Fang, Tong. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:872-904. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Revisiting the Monetary Transmission Mechanism through an Industry-Level Differential Approach. (2023). Choi, Sangyup ; Yoo, Seung Yong ; Willems, Tim. In: Working papers. RePEc:yon:wpaper:2023rwp-215. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2005 | THE 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]. [Full Text][Citation analysis] | paper | 1 |
2018 | Nowcasting Canadian Economic Activity in an Uncertain Environment In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2022 | Uncertainty and Monetary Policy Experimentation: Empirical Challenges and Insights from Academic Literature In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Forecasting with Many Models: Model Confidence Sets and Forecast Combination In: Staff Working Papers. [Full Text][Citation analysis] | paper | 11 |
2014 | Balance Sheets of Financial Intermediaries: Do They Forecast Economic Activity? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Balance sheets of financial intermediaries: Do they forecast economic activity?.(2015) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2014 | International Spillovers of Policy Uncertainty In: Staff Working Papers. [Full Text][Citation analysis] | paper | 138 |
2014 | International spillovers of policy uncertainty.(2014) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 138 | article | |
2016 | The Real-Time Properties of the Bank of Canada’s Staff Output Gap Estimates In: Staff Working Papers. [Full Text][Citation analysis] | paper | 18 |
2018 | The Real?Time Properties of the Bank of Canadas Staff Output Gap Estimates.(2018) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2016 | The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies In: Staff Working Papers. [Full Text][Citation analysis] | paper | 8 |
2018 | The Global Financial Cycle, Monetary Policies, and Macroprudential Regulations in Small, Open Economies.(2018) In: Canadian Public Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2016 | Macroeconomic Uncertainty Through the Lens of Professional Forecasters In: Staff Working Papers. [Full Text][Citation analysis] | paper | 52 |
2017 | Macroeconomic Uncertainty Through the Lens of Professional Forecasters.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
2019 | Macroeconomic Uncertainty Through the Lens of Professional Forecasters.(2019) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
2017 | A Dynamic Factor Model for Nowcasting Canadian GDP Growth In: Staff Working Papers. [Full Text][Citation analysis] | paper | 39 |
2017 | A dynamic factor model for nowcasting Canadian GDP growth.(2017) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
2017 | Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada In: Staff Working Papers. [Full Text][Citation analysis] | paper | 31 |
2018 | Changes in monetary regimes and the identification of monetary policy shocks: Narrative evidence from Canada.(2018) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | article | |
2018 | Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada.(2018) In: 2018 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2018 | Evaluating the Bank of Canada Staff Economic Projections Using a New Database of Real-Time Data and Forecasts In: Staff Working Papers. [Full Text][Citation analysis] | paper | 10 |
2023 | Central Bank Forecasting: A Survey In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Does US or Canadian Macro News Drive Canadian Bond Yields? In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 0 |
2020 | The neutral rate in Canada: 2020 update In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 2 |
2020 | Le taux neutre au Canada : mise à jour de 2020 In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 0 |
2017 | Model Confidence Sets and forecast combination In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 18 |
2011 | International evidence on bond risk premia In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 15 |
2010 | The economic determinants of the Brazilian nominal term structure of interest rates In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
2020 | Introducing the Bank of Canada staff economic projections database In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
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