Rodrigo Sekkel - Latest

• International Spillovers of Policy Uncertainty

  Staff Working Paper 2014-57 Stefan Klößner, Rodrigo Sekkel

  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.

  Content Type(s): Staff research, Staff working papers Topic(s): Econometric and statistical methods JEL Code(s): C, C3, D, D8, D80, F, F4, F42

• 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