Luis Uzeda

Senior Economist


Luis Uzeda is a Senior Economist of the Real Economic Activity division in the Canadian Economic Analysis Department. His research interests are in Applied Macroeconomics, Bayesian Econometrics and Time Series Analysis. Prior to joining the Bank, Luis held positions in the Research Departments of the Reserve Bank of Australia and the Reserve Bank of New Zealand. He holds a Ph.D. in Economics from the Australian National University.

Show all

Staff working papers

Endogenous Time Variation in Vector Autoregressions

Staff Working Paper 2020-16 Danilo Leiva-Leon, Luis Uzeda
We introduce a new class of time-varying parameter vector autoregressions (TVP-VARs) where the identified structural innovations are allowed to influence — contemporaneously and with a lag — the dynamics of the intercept and autoregressive coefficients in these models.

State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models

Staff Working Paper 2018-14 Luis Uzeda
Implications for signal extraction from specifying unobserved components (UC) models with correlated or orthogonal innovations have been well investigated. In contrast, the forecasting implications of specifying UC models with different state correlation structures are less well understood.

See More