Rodrigo Sekkel : Citation Profile

Are you Rodrigo Sekkel?

Bank of Canada

9

H index

9

i10 index

381

Citations

RESEARCH PRODUCTION:

11

Articles

21

Papers

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 19
   Journals where Rodrigo Sekkel has often published
   Relations with other researchers
   Recent citing documents: 68.    Total self citations: 8 (2.06 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pse687
   Updated: 2024-12-03    RAS profile: 2024-09-06    
   Missing citations? Add them    Incorrect content? Let us know

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)

Degiannakis, Stavros (5)

Ha, Jongrim (5)

Guérin, Pierre (5)

Glocker, Christian (4)

Clark, Todd (4)

Baumeister, Christiane (4)

Cites to:

Wright, Jonathan (15)

Orphanides, Athanasios (15)

Rossi, Barbara (13)

Champagne, Julien (13)

Perez Quiros, Gabriel (13)

Campbell, John (11)

Timmermann, Allan (10)

Croushore, Dean (10)

Modugno, Michele (10)

Sekhposyan, Tatevik (10)

Giannone, Domenico (10)

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 Canada12
Staff Analytical Notes / Bank of Canada3
Discussion Papers / Bank of Canada3

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.

Full description at Econpapers || Download paper

2023Adaptive 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

2024GDP 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

2024.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Financial cycle comovement with monetary and macroprudential policy and global factors: Evidence from India. (2024). Bicchal, Motilal ; Mundra, Sruti. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000457.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Metal and energy price uncertainties and the global economy. (2024). Wang, Ben Zhe ; Sheen, Jeffrey ; Ponomareva, Natalia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000317.

Full description at Econpapers || Download paper

2024Uncertainty spill-overs: When policy and financial realms overlap. (2024). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400055x.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Monetary Policy Transmission Heterogeneity: Cross-Country Evidence. (2023). Furceri, Davide ; Kothari, Siddharth ; Firat, Melih ; Estefania-Flores, Julia ; Deb, Pragyan. In: IMF Working Papers. RePEc:imf:imfwpa:2023/204.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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
2024The Output-Inflation Trade-off in Canada 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]		paper144
2014International spillovers of policy uncertainty.(2014) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 144		article
2016The Real-Time Properties of the Bank of Canada’s Staff Output Gap Estimates In: Staff Working Papers.
[Full Text][Citation analysis]		paper10
2016The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies In: Staff Working Papers.
[Full Text][Citation analysis]		paper9
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: 9		article
2016Macroeconomic Uncertainty Through the Lens of Professional Forecasters In: Staff Working Papers.
[Full Text][Citation analysis]		paper57
2017Macroeconomic Uncertainty Through the Lens of Professional Forecasters.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		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: 57		article
2017A Dynamic Factor Model for Nowcasting Canadian GDP Growth In: Staff Working Papers.
[Full Text][Citation analysis]		paper44
2017A dynamic factor model for nowcasting Canadian GDP growth.(2017) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		article
2017Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada In: Staff Working Papers.
[Full Text][Citation analysis]		paper43
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: 43		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: 43		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]		paper4
2024U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields In: Staff Working Papers.
[Full Text][Citation analysis]		paper0
2024Monetary Policy Transmission to Small Business Loan Performance: Evidence from Loan-Level Data 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]		article22
2011International evidence on bond risk premia In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article15
2004Breaking trend, Lagrange multiplier test statistic and the presence of a unit root in the Brazilian gross domestic product In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team