Rodrigo Sekkel : Citation Profile

Are you Rodrigo Sekkel?

Bank of Canada

9

H index

9

i10 index

376

Citations

RESEARCH PRODUCTION:

11

Articles

19

Papers

RESEARCH ACTIVITY:

   19 years (2005 - 2024). See details.
   Cites by year: 19
   Journals where Rodrigo Sekkel has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 7 (1.83 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pse687
   Updated: 2024-07-05    RAS profile: 2023-03-10    
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Relations with other researchers

Works with:

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)

Moran, Kevin (6)

Chernis, Tony (6)

Stevanovic, Dalibor (6)

Guérin, Pierre (5)

Degiannakis, Stavros (5)

Caporale, Guglielmo Maria (4)

Pichette, Lise (4)

Filis, George (4)

Antonakakis, Nikolaos (4)

Cites to:

Orphanides, Athanasios (15)

Wright, Jonathan (15)

Rossi, Barbara (13)

Perez Quiros, Gabriel (12)

Timmermann, Allan (10)

Champagne, Julien (10)

Modugno, Michele (10)

Croushore, Dean (10)

Sekhposyan, Tatevik (10)

Giannone, Domenico (10)

Romer, David (9)

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 Canada11
Staff Analytical Notes / Bank of Canada3
Discussion Papers / Bank of Canada2

Recent works citing Rodrigo Sekkel (2024 and 2023)

YearTitle of citing document
2023Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2023Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels. In: Papers. RePEc:arx:papers:2302.02808.

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2024GDP nowcasting with artificial neural networks: How much does long-term memory matter?. (2023). Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2304.05805.

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2024.

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2024.

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2023.

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2023.

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2023The 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.

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2024Battle of the markups: conflict inflation and the aspirational channel of monetary policy transmission. (2024). Willems, Tim ; van der Ploeg, Frederick. In: Bank of England working papers. RePEc:boe:boeewp:1065.

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2024Risk Scenarios and Macroeconomic Forecasts. (2024). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stphane. In: CIRANO Working Papers. RePEc:cir:cirwor:2024s-03.

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2023Can 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.

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2023Spillover 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.

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2023Measuring 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.

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2023Uncertainty 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.

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2023The 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.

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2024Does energy consumption play a key role? Re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting. (2024). Hu, Shiyang ; Ma, Feng ; Lu, Fei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007661.

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2023Foreign 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.

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2023Intergenerational actuarial fairness when longevity increases: Amending the retirement age. (2023). Holzmann, Robert ; Ayuso, Mercedes ; Bravo, Jorge M ; Palmer, Edward. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:161-184.

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2023Weekly 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.

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2023Real-time density nowcasts of US inflation: A model combination approach. (2023). Zaman, Saeed ; Knotek, Edward S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1736-1760.

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2023United 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.

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2023Cross-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.

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2024Is the Bank of Canada concerned about inflation or the state of the economy?. (2024). Shiamptanis, Christos ; Pang, KE. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s026156062300178x.

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2024The international spillovers of synchronous monetary tightening. (2024). Iacoviello, Matteo ; Ferrante, Francesco ; Caldara, Dario ; Queralto, Albert ; Prestipino, Andrea. In: Journal of Monetary Economics. RePEc:eee:moneco:v:141:y:2024:i:c:p:127-152.

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2023US 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.

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2024Spatial analysis of sovereign risk from the perspective of EPU spillovers. (2024). Huang, Wei-Qiang ; Liu, Peipei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:427-443.

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2023Nowcasting 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.

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2023Term 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.

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2023.

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2024Two-Population Mortality Forecasting: An Approach Based on Model Averaging. (2024). Haberman, Steven ; Zhu, Rui ; Millossovich, Pietro ; de Mori, Luca. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:4:p:60-:d:1365205.

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2023Multinational 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.

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2023Which 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.

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2024Dynamic connectedness of economic policy uncertainty in G7 countries and the influence of the USA and UK on non-G7 countries. (2024). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Al-Faryan, Mamdouh Abdulaziz Sa ; Olayinka, Hammed A ; Vo, Xuan Vinh. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09658-1.

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2023The Procyclicality of Impairment Accounting: Comparing Expected Losses Under IFRS 9 and US GAAP. (2023). Buesa, Alejandro ; Tarancon, Javier ; Poblacion, Javier. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:64:y:2023:i:3:d:10.1007_s10693-022-00392-1.

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2023Fundamentals, 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.

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2023Credit-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.

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2023Using 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.

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2023Examining 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.

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2023Nowcasting 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.

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2023The 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.

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2023Forecasting 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.

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2023Forecasting 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.

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2023Uncertainty?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.

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2024Forecasting CPI with multisource data: The value of media and internet information. (2024). Jin, Wei ; Fan, Xinyue ; Zheng, Tingguo ; Fang, Kuangnan. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:702-753.

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2023.

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2023Revisiting 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.

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2023.

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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].
[Full Text][Citation analysis]		paper1
2018Nowcasting Canadian Economic Activity in an Uncertain Environment In: Discussion Papers.
[Full Text][Citation analysis]		paper4
2022Uncertainty and Monetary Policy Experimentation: Empirical Challenges and Insights from Academic Literature In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2013Forecasting with Many Models: Model Confidence Sets and Forecast Combination In: Staff Working Papers.
[Full Text][Citation analysis]		paper11
2014Balance Sheets of Financial Intermediaries: Do They Forecast Economic Activity? In: Staff Working Papers.
[Full Text][Citation analysis]		paper0
2015Balance 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
2014International Spillovers of Policy Uncertainty In: Staff Working Papers.
[Full Text][Citation analysis]		paper142
2014International spillovers of policy uncertainty.(2014) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 142		article
2016The Real-Time Properties of the Bank of Canada’s Staff Output Gap Estimates In: Staff Working Papers.
[Full Text][Citation analysis]		paper19
2018The 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: 19		article
2016The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies In: Staff Working Papers.
[Full Text][Citation analysis]		paper8
2018The 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
2016Macroeconomic Uncertainty Through the Lens of Professional Forecasters In: Staff Working Papers.
[Full Text][Citation analysis]		paper54
2017Macroeconomic Uncertainty Through the Lens of Professional Forecasters.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		paper
2019Macroeconomic 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: 54		article
2017A Dynamic Factor Model for Nowcasting Canadian GDP Growth In: Staff Working Papers.
[Full Text][Citation analysis]		paper43
2017A dynamic factor model for nowcasting Canadian GDP growth.(2017) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		article
2017Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada In: Staff Working Papers.
[Full Text][Citation analysis]		paper39
2018Changes 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: 39		article
2018Changes 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: 39		paper
2018Evaluating 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]		paper10
2023Central Bank Forecasting: A Survey In: Staff Working Papers.
[Full Text][Citation analysis]		paper3
2024U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields In: Staff Working Papers.
[Full Text][Citation analysis]		paper0
2018Does US or Canadian Macro News Drive Canadian Bond Yields? In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper0
2020The neutral rate in Canada: 2020 update In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper2
2020Le taux neutre au Canada : mise à jour de 2020 In: Staff Analytical Notes.
[Full Text][Citation analysis]		paper0
2017Model Confidence Sets and forecast combination In: International Journal of Forecasting.
[Full Text][Citation analysis]		article21
2011International evidence on bond risk premia In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article15
2010The economic determinants of the Brazilian nominal term structure of interest rates In: Applied Economics.
[Full Text][Citation analysis]		article2
2020Introducing the Bank of Canada staff economic projections database In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article2

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