Rodrigo Sekkel - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T07:26:11+00:00International Spillovers of Policy Uncertainty
https://www.bankofcanada.ca/2014/12/working-paper-2014-57/
Using the Baker et al. (2013) index of policy uncertainty for six developed countries, this paper estimates spillovers of policy uncertainty. We find that spillovers account for slightly more than one-fourth of the dynamics of policy uncertainty in these countries, with this share rising to one-half during the financial crisis.2014-12-15T15:29:27+00:00enInternational Spillovers of Policy Uncertainty2014-12-15Econometric and statistical methodsWorking Paper 2014-57https://www.bankofcanada.ca/wp-content/uploads/2014/12/wp2014-57.pdfInternational Spillovers of Policy UncertaintyStefan KlößnerRodrigo SekkelDecember 2014CC3DD8D80FF4F42Balance Sheets of Financial Intermediaries: Do They Forecast Economic Activity?
https://www.bankofcanada.ca/2014/09/working-paper-2014-40/
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.2014-09-09T07:54:50+00:00enBalance Sheets of Financial Intermediaries: Do They Forecast Economic Activity?2014-09-09Econometric and statistical methodsWorking Paper 2014-40https://www.bankofcanada.ca/wp-content/uploads/2014/09/wp2014-40.pdfBalance Sheets of Financial Intermediaries: Do They Forecast Economic Activity?Rodrigo SekkelSeptember 2014CC5C53