Rodrigo Sekkel - Latest

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

  Staff 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): Staff research, Staff working papers Topic(s): Econometric and statistical methods JEL Code(s): C, C5, C53

• Forecasting with Many Models: Model Confidence Sets and Forecast Combination

  Staff 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): Staff research, Staff working papers Topic(s): Econometric and statistical methods JEL Code(s): C, C5, C53