Andrej Sokol : Citation Profile

Are you Andrej Sokol?

Centre for Macroeconomics (CFM) (1% share)

5

H index

2

i10 index

90

Citations

RESEARCH PRODUCTION:

4

Articles

20

Papers

RESEARCH ACTIVITY:

   8 years (2014 - 2022). See details.
   Cites by year: 11
   Journals where Andrej Sokol has often published
   Relations with other researchers
   Recent citing documents: 49.    Total self citations: 8 (8.16 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pso483
   Updated: 2022-09-17    RAS profile: 2022-05-29    
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Relations with other researchers

Works with:

Kumhof, Michael (4)

Eguren Martin, Fernando (4)

Rungcharoenkitkul, Phurichai (3)

Monti, Francesca (3)

BOBEICA, Elena (2)

Giannone, Domenico (2)

O'Neill, Cian (2)

von dem Berge, Lukas (2)

Cesa-Bianchi, Ambrogio (2)

Lenza, Michele (2)

Cimadomo, Jacopo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Andrej Sokol.

Is cited by:

Leiva-Leon, Danilo (4)

Alvarez, Luis (4)

Banbura, Marta (4)

BOBEICA, Elena (4)

Osbat, Chiara (4)

Lloyd, Simon (4)

Menz, Jan-Oliver (4)

Ochsner, Christian (3)

Huh, Hyeon-seung (3)

Mazumder, Sandeep (3)

Moretti, Laura (3)

Cites to:

Giannone, Domenico (26)

Smets, Frank (21)

Lenza, Michele (19)

Wouters, Raf (19)

Blanchard, Olivier (16)

Galí, Jordi (16)

Gertler, Mark (15)

Banbura, Marta (14)

Obstfeld, Maurice (14)

Reichlin, Lucrezia (12)

Rogoff, Kenneth (12)

Main data

Where Andrej Sokol has published?

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank6
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Andrej Sokol (2022 and 2021)

YearTitle of citing document
2022Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices. (2022). Ricco, Giovanni ; Pellegrino, Filippo ; Hasenzagl, Thomas ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2201.05556.

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2022Performance of long short-term memory artificial neural networks in nowcasting during the COVID-19 crisis. (2022). Hopp, Daniel. In: Papers. RePEc:arx:papers:2203.11872.

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2021Political Voice on Monetary Policy: Evidence from the Parliamentary Hearings of the European Central Bank. (2021). Romelli, Davide ; Moschella, Manuela ; Masciandaro, Donato ; Ferrara, Federico M. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20159.

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2021Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138.

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2021Monetary Policy, Sectoral Comovement and the Credit Channel. (2021). Görtz, Christoph ; Di Pace, Federico ; Gortz, Christoph ; Dipace, Federico. In: Discussion Papers. RePEc:bir:birmec:21-07.

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2021Changing patterns of capital flows. (2021). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:66.

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2022Cross-border regulatory spillovers and macroprudential policy coordination. (2022). Pereira, Luiz Awazu ; Jackson, Timothy ; Agenor, Pierre-Richard. In: BIS Working Papers. RePEc:bis:biswps:1007.

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2021A Phillips curve for the euro area. (2021). Mazumder, Sandeep ; Ball, Laurence. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:1:p:2-17.

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2022The Impact of Uncertainty Shocks: Evidence from Geopolitical Swings on the Korean Peninsula. (2022). Lee, Seohyun ; Ha, Jongrim ; So, Inhwan. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:21-56.

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2021Measuring the effectiveness of US monetary policy during the COVID?19 recession. (2021). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:287-297.

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2021Inflation comovements in advanced economies: Facts and drivers. (2021). Gómez-Loscos, Ana ; Alvarez, Luis ; Gomezloscos, Ana ; Gadea, Maria Dolores. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:2:p:485-509.

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2021Can Central Banks circumvent the impossible trinity within their operational frameworks? Theory and evidence. (2021). Pantelopoulos, George. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:7:p:2041-2075.

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2021Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915.

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2021Sectoral comovement, monetary policy and the credit channel. (2021). Di Pace, Federico ; Gortz, Christoph ; Dipace, Federico. In: Bank of England working papers. RePEc:boe:boeewp:0925.

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2021The transmission of Keynesian supply shocks. (2021). Ferrero, Andrea ; Cesa-Bianchi, Ambrogio. In: Bank of England working papers. RePEc:boe:boeewp:0934.

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2021Foreign vulnerabilities, domestic risks: the global drivers of GDP-at-Risk. (2021). Lloyd, Simon ; Panchev, Konstantin ; Manuel, ED. In: Bank of England working papers. RePEc:boe:boeewp:0940.

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2022Identification of SVAR models by combining sign restrictions with external instruments. (2022). Braun, Robin ; Bruggemann, Ralf. In: Bank of England working papers. RePEc:boe:boeewp:0961.

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2022A tale of two global monetary policies. (2022). Nenova, Tsvetelina ; Agrippino, Silvia Miranda ; Mirandaagrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0972.

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2021Emerging Economies Vulnerability to Changes in Capital Flows: The Role of Global and Local Factors. (2021). Ueda, Kazuki ; Watanabe, Tomohiro ; Norimasa, Yoshihiko. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e05.

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2021Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2021). Manuel, Ed ; Lloyd, Simon ; Panchev, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2156.

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2021.

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2021Monetary Policy, Sectoral Comovement and the Credit Channel. (2021). Gortz, Christoph ; Dipace, Federico ; di Pace, Federico. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9142.

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2021Holding the Economy by the Tail: Analysis of Short- and Long-run Macroeconomic Risks. (2021). Franta, Michal ; Libich, Jan. In: Working Papers. RePEc:cnb:wpaper:2021/3.

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2021Inflation expectations and their role in Eurosystem forecasting. (2021). Tagliabracci, Alex ; Pönkä, Harri ; Meyler, Aidan ; Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Krasnopjorovs, Olegs ; Kearney, Ide ; DARRACQ PARIES, Matthieu ; Colavecchio, Roberta ; BOBEICA, Elena ; Paredes, Joan ; Robert, Pierre-Antoine ; Iskrev, Nikolay ; Jonckheere, Jana ; Speck, Christian ; Jorgensen, Casper ; Stockhammar, Par ; Bessonovs, Andrejs ; Trezzi, Riccardo ; Hutchinson, John ; Vilmi, Lauri ; Stanisawska, Ewa ; Fritzer, Friedrich ; Schupp, Fabian ; Yziak, Tomasz ; Boninghausen, Benjamin ; Hartwig, Benny ; Galati, Gabriele ; Ponka, Harri ; Tengely, Veronika ; Maletic, Matjaz ; Brazdik, Frantiek ; Kasimati, Evangelia ; Charalampakis, Evangelos ; Paloviita, Maritta ; Tirpak, Marcel ; Riggi, Marianna ; Hartmann, Matthias ; Dam
2021Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement. (2021). Verona, Fabio ; Vetlov, Igor ; Pisani, Massimiliano ; Papadopoulou, Niki ; Notarpietro, Alessandro ; Lozej, Matija ; Lemoine, Matthieu ; DARRACQ PARIES, Matthieu ; Alvarez, Luis ; Schmoller, Michaela ; Haertel, Thomas ; Cova, Pietro ; Angelini, Elena ; Consolo, Agostino ; Gumiel, Jose Emilio ; Paredes, Joan ; Turunen, Harri ; Ciccarelli, Matteo ; Langenus, Geert ; Dupraz, Stephane ; Montes-Galdon, Carlos ; Kuhl, Michael ; Aldama, Pierre ; Szorfi, Bela ; Christoffel, Kai ; Zhutova, Anastasia ; Zimic, Sreko ; de Walque, Gregory ; Matheron, Julien ; Julio, Paulo ; deWalque, Gregory ; Carroy, Alice ; Warne, Anders ; Kilponen, Juha ; Smadu, Andra ; Marotta, Fulvia ; Hurtado, Samuel ; Damjanovi, Milan ; Berbe
2021The ECB’s price stability framework: past experience, and current and future challenges. (2021). Zevi, Giordano ; Weber, Henning ; Schmidt, Sebastian ; Ristiniemi, Annukka ; Pisani, Massimiliano ; Nikolov, Kalin ; Meyler, Aidan ; Matheron, Julien ; Mazelis, Falk ; Locarno, Alberto ; Hurtado, Samuel ; Giesen, Sebastian ; Gautier, Erwan ; Ehrmann, Michael ; Coenen, Günter ; Aguilar, Pablo ; Cecion, Martina ; Dupraz, Stephane ; Sturm, Michael ; Hoffmann, Mathias ; Gomes, Sandra ; Rannenberg, Ansgar ; Pavlova, Lora ; Ioannidis, Michael ; Monch, Emanuel ; Hammermann, Felix ; Maletic, Matjaz ; Al-Haschimi, Alexander ; Kontulainen, Jarmo ; Dobrew, Michael ; Stevens, Arnoud ; Cleanthous, Lena ; Scheer, Alexander ; Gilbert, Niels ; Kok, Christoffer ; Papageorgiou, Dimitris ; Hutchinson, John ; Haavio, Markus ; Lojsc
2021Understanding low inflation in the euro area from 2013 to 2019: cyclical and structural drivers. (2021). Smets, Frank ; Osbat, Chiara ; Koester, Gerrit ; Nickel, Christiane ; Lis, Eliza. In: Occasional Paper Series. RePEc:ecb:ecbops:2021280.

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2021The COVID-19 shock and challenges for time series models. (2021). Hartwig, Benny ; Bobeica, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20212558.

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2021Do inflation expectations improve model-based inflation forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Banbura, Marta ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212604.

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2021Nowcasting euro area GDP with news sentiment: a tale of two crises. (2021). Kalamara, Eleni ; Ashwin, Julian ; Saiz, Lorena. In: Working Paper Series. RePEc:ecb:ecbwps:20212616.

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2022A neural network ensemble approach for GDP forecasting. (2022). Rungi, Armando ; Riccaboni, Massimo ; Longo, Luigi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s016518892100213x.

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2022Capital flows at risk: Taming the ebbs and flows. (2022). Sgherri, Silvia ; Gornicka, Lucyna ; Gelos, R. Gaston ; Koepke, Robin ; Sahay, Ratna. In: Journal of International Economics. RePEc:eee:inecon:v:134:y:2022:i:c:s0022199621001355.

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2022A tale of two global monetary policies. (2022). Nenova, Tsvetelina ; Miranda-Agrippino, Silvia. In: Journal of International Economics. RePEc:eee:inecon:v:136:y:2022:i:c:s0022199622000381.

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2021Sectoral capital flows: Covariates, co-movements, and controls. (2021). Mercado, Rogelio ; Lepers, Etienne. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001293.

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2021Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle. (2021). Chari, Anusha ; Forbes, Kristin J ; Stedman, Karlye Dilts. In: Research Working Paper. RePEc:fip:fedkrw:93599.

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2021A Large Bayesian VAR of the United States Economy. (2021). Sbordone, Argia ; Giannone, Domenico ; Eusepi, Stefano ; Crump, Richard ; Qian, Eric. In: Staff Reports. RePEc:fip:fednsr:92983.

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2021New York FED Staff Nowcasts and Reality: What Can We Learn about the Future, the Present, and The Past? §. (2021). Siliverstovs, Boriss. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:11-:d:511974.

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2021International Capital Flows and Speculation. (2021). Hayward, Rob ; Gregoriou, Andros. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:197-:d:545789.

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2022Monetary Policy Shocks in Open Economies and the Inflation Unemployment Trade-Off: The Case of the Euro Area. (2022). ribba, antonio. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:146-:d:777285.

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2022Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices. (2022). Ricco, Giovanni ; Reichlin, Lucrezia ; Pellegrino, Filippo ; Hasenzagl, Thomas. In: Working Papers. RePEc:hal:wpaper:hal-03573080.

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2022Inflation puzzles, the Phillips Curve and output expectations: new perspectives from the Euro Zone. (2022). Tamborini, Roberto ; Sardone, Alessandro ; Passamani, Giuliana . In: Empirica. RePEc:kap:empiri:v:49:y:2022:i:1:d:10.1007_s10663-021-09515-8.

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2021Gauging the Effect of Influential Observations on Measures of Relative Forecast Accuracy in a Post-COVID-19 Era: Application to Nowcasting Euro Area GDP Growth. (2021). Siliverstovs, Boriss. In: Working Papers. RePEc:ltv:wpaper:202101.

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2021On the Time-varying Effects of the ECBs Asset Purchases. (2021). Zlobins, Andrejs. In: Working Papers. RePEc:ltv:wpaper:202102.

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2021The Credit Composition of Global Liquidity. (2021). Ochsner, Christian ; Rohloff, Hannes ; Herwartz, Helmut. In: MAGKS Papers on Economics. RePEc:mar:magkse:202115.

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2021Global Credit Shocks and Real Economies. (2021). Ochsner, Christian ; Rohloff, Hannes ; Herwartz, Helmut. In: MAGKS Papers on Economics. RePEc:mar:magkse:202116.

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2021.

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2021The implementation and the rationale of the new inflation target of the ECB. (2021). Di Bartolomeo, Giovanni ; Messori, Marcello ; Canofari, Paolo ; Benigno, Pierpaolo. In: Working Papers. RePEc:sap:wpaper:wp205.

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2021Do inflation expectations improve model-based inflation forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Banbura, Marta ; Babura, Marta. In: Discussion Papers. RePEc:zbw:bubdps:482021.

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2022Stress-ridden finance and growth losses: Does financial development break the link?. (2022). Ossandon Busch, Matias ; Sanchez-Martinez, Manuel ; Rodriguez-Martinez, Anahi ; Ramos-Francia, Manuel ; Ramos -Francia, Manuel ; Montaez-Enriquez, Ricardo ; Martinez-Jaramillo, Serafin. In: IWH Discussion Papers. RePEc:zbw:iwhdps:32022.

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Works by Andrej Sokol:

YearTitleTypeCited
2020How does international capital flow? In: BIS Working Papers.
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2020How does international capital flow?.(2020) In: Bank of England working papers.
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This paper has another version. Agregated cites: 3		paper
2020How Does International Capital Flow?.(2020) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 3		paper
.() In: .
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This paper has another version. Agregated cites: 3		paper
2016A Bayesian VAR benchmark for COMPASS In: Bank of England working papers.
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2017Financial shocks, credit spreads and the international credit channel In: Bank of England working papers.
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2022Financial shocks, credit spreads, and the international credit channel.(2022) In: Journal of International Economics.
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This paper has another version. Agregated cites: 21		article
2019Towards a new monetary theory of exchange rate determination In: Bank of England working papers.
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2019Attention to the tail(s): global financial conditions and exchange rate risks In: Bank of England working papers.
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2020Attention to the tail(s): global financial conditions and exchange rate risks.(2020) In: Working Paper Series.
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This paper has another version. Agregated cites: 1		paper
2020Capital flows-at-risk: push, pull and the role of policy In: Bank of England working papers.
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2021Capital flows-at-risk: push, pull and the role of policy.(2021) In: Working Paper Series.
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This paper has another version. Agregated cites: 9		paper
2018Gauging the globe: the Banks approach to nowcasting world GDP In: Bank of England Quarterly Bulletin.
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2014A procedure for combining zero and sign restrictions in a VAR-identification scheme In: Discussion Papers.
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2014A procedure for combining zero and sign restrictions in aVAR-identification scheme.(2014) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 4		paper
2021Nowcasting with Large Bayesian Vector Autoregressions In: CEPR Discussion Papers.
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2020Nowcasting with large Bayesian vector autoregressions.(2020) In: Working Paper Series.
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This paper has another version. Agregated cites: 9		paper
2019Drivers of underlying inflation in the euro area over time: a Phillips curve perspective In: Economic Bulletin Articles.
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2021Employment and the conduct of monetary policy in the euro area In: Occasional Paper Series.
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2020Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area In: Working Paper Series.
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2021Striking a bargain: narrative identification of wage bargaining shocks In: Working Paper Series.
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2021Fan charts 2.0: flexible forecast distributions with expert judgement In: Working Paper Series.
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2019Forecasting the UK economy with a medium-scale Bayesian VAR In: International Journal of Forecasting.
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2017The International Credit Channel of U.S. Monetary Policy and Financial Shocks In: 2017 Meeting Papers.
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