Rodrigo Sekkel

Senior Analyst

Rodrigo Sekkel is a Senior Analyst of the Current Analysis division of the Canadian Economic Analysis Department. He is an applied macroeconometrician, and holds a PhD from Johns Hopkins University, Baltimore.

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Rodrigo Sekkel

Senior Analyst
Canadian Economic Analysis
Canadian Projections and Policy Analysis

Bank of Canada
234 Laurier Avenue West
Ottawa, ON, K1A 0G9

Curriculum vitae

Latest

Balance Sheets of Financial Intermediaries: Do They Forecast Economic Activity?

Working Paper 2014-40 Rodrigo Sekkel
This paper conducts a real-time, out-of-sample analysis of the forecasting power of various aggregate financial intermediaries’ balance sheets to a wide range of economic activity measures in the United States.
Content Type(s): Research, Working Papers Topic(s): Econometric and statistical methods JEL Code(s): C, C5, C53

Forecasting with Many Models: Model Confidence Sets and Forecast Combination

Working Paper 2013-11 Jon D. Samuels, Rodrigo Sekkel
A longstanding finding in the forecasting literature is that averaging forecasts from different models often improves upon forecasts based on a single model, with equal weight averaging working particularly well. This paper analyzes the effects of trimming the set of models prior to averaging.
Content Type(s): Research, Working Papers Topic(s): Econometric and statistical methods JEL Code(s): C, C5, C53

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Other

Other Publications

  • “International Evidence on Bond Risk Premia.”
    Journal of Banking & Finance 35 (1): 174–81, 2011.
  • The Economic Determinants of the Brazilian Term Structure of Interest Rates
    Applied Economics, vol.42, 1, 2010. With D. Alves.

Work in Progress

  • Forecasting with Many Models: Model Confidence Sets and Forecast Combinations"
    (with Jon Samuels). Revise and Resubmit.
  • Balance Sheets of Financial Intermediaries: Do They Forecast Economic Activity?"
    Revise and Resubmit.
  • Estimating Macroeconomic Uncertainty using Surveys"
    (with Soojin Jo and Monica Jain), work in progress.

Research Interests

  • Macroeconometrics

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