Rodrigo Sekkel - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T07:37:31+00:00The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies
https://www.bankofcanada.ca/2016/08/staff-working-paper-2016-38/
This paper analyzes the implications of the global financial cycle for conventional and unconventional monetary policies and macroprudential policy in small, open economies such as Canada. The paper starts by summarizing recent work on financial cycles and their growing correlation across borders.2016-08-12T12:39:29+00:00enThe Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies2016-08-12Financial stabilityHousingInternational financial marketsMonetary policy frameworkStaff Working Paper 2016-38https://www.bankofcanada.ca/wp-content/uploads/2016/08/swp2016-38.pdfThe Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open EconomiesGregory BauerGurnain PasrichaRodrigo SekkelYaz TerajimaAugust 2016EE4E42E43E44E5E52FF4F41The Real-Time Properties of the Bank of Canada’s Staff Output Gap Estimates
https://www.bankofcanada.ca/2016/06/staff-working-paper-2016-28/
We study the revision properties of the Bank of Canada’s staff output gap estimates since the mid-1980s. Our results suggest that the average staff output gap revision has decreased significantly over the past 15 years, in line with recent evidence for the U.S.2016-06-24T12:14:48+00:00enThe Real-Time Properties of the Bank of Canada’s Staff Output Gap Estimates2016-06-24Central bank researchEconometric and statistical methodsPotential outputStaff Working Paper 2016-28https://www.bankofcanada.ca/wp-content/uploads/2016/06/swp2016-28.pdfThe Real-Time Properties of the Bank of Canada’s Staff Output Gap EstimatesJulien ChampagneGuillaume Poulin-BellisleRodrigo SekkelJune 2016CC3C38EE1E17E3E32Macroeconomic Uncertainty Through the Lens of Professional Forecasters
https://www.bankofcanada.ca/2016/02/staff-working-paper-2016-5/
We analyze the evolution of macroeconomic uncertainty in the United States, based on the forecast errors of consensus survey forecasts of different economic indicators. Comprehensive information contained in the survey forecasts enables us to capture a real-time subjective measure of uncertainty in a simple framework.2016-02-25T07:54:56+00:00enMacroeconomic Uncertainty Through the Lens of Professional Forecasters2016-02-25Business fluctuations and cyclesEconometric and statistical methodsStaff Working Paper 2016-5 https://www.bankofcanada.ca/wp-content/uploads/2016/02/swp2016-5.pdfMacroeconomic Uncertainty Through the Lens of Professional ForecastersSoojin JoRodrigo SekkelFebruary 2016CC3C38EE1E17E3E32