Andrej Sokol : Citation Profile


8

H index

5

i10 index

171

Citations

RESEARCH PRODUCTION:

8

Articles

25

Papers

RESEARCH ACTIVITY:

   10 years (2014 - 2024). See details.
   Cites by year: 17
   Journals where Andrej Sokol has often published
   Relations with other researchers
   Recent citing documents: 66.    Total self citations: 11 (6.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso483
   Updated: 2025-01-10    RAS profile: 2024-10-10    
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Relations with other researchers


Works with:

Kumhof, Michael (7)

Eguren Martin, Fernando (7)

Rungcharoenkitkul, Phurichai (6)

Monti, Francesca (4)

Pinchetti, Marco (3)

Budrys, Žymantas (3)

Cimadomo, Jacopo (3)

Giannone, Domenico (3)

Lenza, Michele (3)

Cesa-Bianchi, Ambrogio (2)

von dem Berge, Lukas (2)

O'Neill, Cian (2)

BOBEICA, Elena (2)

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

Is cited by:

Banbura, Marta (8)

Menz, Jan-Oliver (6)

BOBEICA, Elena (5)

Manuel, Ed (5)

Lloyd, Simon (5)

DARRACQ PARIES, Matthieu (4)

Ha, Jongrim (4)

Gomes, Sandra (4)

Paredes, Joan (4)

Osbat, Chiara (4)

Alvarez, Luis (4)

Cites to:

Giannone, Domenico (38)

Lenza, Michele (22)

Reichlin, Lucrezia (22)

Smets, Frank (18)

Banbura, Marta (16)

Blanchard, Olivier (15)

Obstfeld, Maurice (14)

Wouters, Raf (13)

Rogoff, Kenneth (13)

Gertler, Mark (12)

Galí, Jordi (11)

Main data


Production by document typearticlepaper201420152016201720182019202020212022202320240510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20142015201620172018201920202021202220232024010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received201720182019202020212022202320240204060Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year201420152016201720182019202020212022202320240255075Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 8Most cited documents123456789100204060Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025010510h-index Highcharts.comExport to raster or vector imagePrint the chart

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
Discussion Papers / Centre for Macroeconomics (CFM)2
BIS Working Papers / Bank for International Settlements2

Recent works citing Andrej Sokol (2024 and 2023)


Year  ↓Title of citing document  ↓
2023The ECB’s new inflation target from a short- and long-term perspective. (2023). Messori, Marcello ; di Bartolomeo, Giovanni ; Canofari, Paola ; Benigno, Pierpaolo. In: Working Papers. RePEc:ant:wpaper:2023006.

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2023Monitoring 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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2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2023Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863.

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2024Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24.

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2023A Mixed Frequency BVAR for the Euro Area Labour Market. (2023). Hernndez, Catalina Martnez ; Foroni, Claudia ; Consolo, Agostino. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:5:p:1048-1082.

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2023A single monetary policy for heterogeneous labour markets: the case of the euro area. (2023). Lozej, Matija ; Jacquinot, Pascal ; Gomes, Sandra. In: Research Technical Papers. RePEc:cbi:wpaper:3/rt/23.

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2023Regional sentiment of Central European currencies in the global context. (2023). Polak, Petr ; Benecka, Sona. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:geo2023/3.

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2023The Global Transmission of U.S. Monetary Policy. (2022). Ricco, Giovanni ; Hong, Seokki Simon ; Degasperi, Riccardo. In: Working Papers. RePEc:crs:wpaper:2023-02.

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2024ECB macroeconometric models for forecasting and policy analysis. (2024). Priftis, Romanos ; Banbura, Marta ; Kase, Hanno ; Fagan, Gabriel ; Rigato, Rodolfo Dinis ; Bokan, Nikola ; Zimic, Sreko ; Babura, Marta ; Warne, Anders ; Angelini, Elena ; Santoro, Sergio ; Von-Pine, Eliott ; Paredes, Joan ; Paries, Matthieu Darracq ; Invernizzi, Marco ; Muller, Georg ; Ciccarelli, Matteo ; Giammaria, Alessandro ; Montes-Galdon, Carlos ; Cocchi, Sara ; Lalik, Magdalena ; Brunotte, Stella ; Kornprobst, Antoine ; Koutsoulis, Iason ; Gumiel, Jose Emilio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344.

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A single monetary policy for heterogeneous labour markets: the case of the euro area. (2023). Lozej, Matija ; Jacquinot, Pascal ; Gomes, Sandra. In: Working Paper Series. RePEc:ecb:ecbwps:20232769.

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2023Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815.

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2024Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Menz, Jan-Oliver ; Wieland, Elisabeth ; Schnorrenberger, Richard ; Carstensen, Kai ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930.

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2024Monetary policy strategies to navigate post-pandemic inflation: an assessment using the ECB’s New Area-Wide Model. (2024). Priftis, Romanos ; DARRACQ PARIES, Matthieu ; Kornprobst, Antoine. In: Working Paper Series. RePEc:ecb:ecbwps:20242935.

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2024The external financial spillovers of CBDCs. (2024). Landi, Valerio Nispi ; Moro, Alessandro. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002075.

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2024Financial conditions, macroeconomic uncertainty, and macroeconomic tail risks. (2024). Ma, Jun ; Luo, Sui ; Liao, Wenting ; Huang, Yu-Fan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000630.

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2024Nonlinear transmission of international financial stress. (2024). Tuzcuoglu, Kerem. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001615.

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2024Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111.

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2024Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500.

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2024Benefits and costs: The impact of capital control on growth-at-risk in China. (2024). Zhou, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000930.

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2024Examining the impact of a central bank digital currency on the access to banking. (2024). Treku, Daniel N ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001522.

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2023Global impacts of US monetary policy uncertainty shocks. (2023). Lastauskas, Povilas ; Minh, Anh Dinh. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623001162.

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2024Spillover effects of US monetary policy on emerging markets amidst uncertainty. (2024). Lastauskas, Povilas ; Minh, Anh Dinh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000222.

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2023Nowcasting German GDP: Foreign factors, financial markets, and model averaging. (2023). Senftleben-Konig, Charlotte ; Reichlin, Lucrezia ; Hasenzagl, Thomas ; Andreini, Paolo ; Strohsal, Till. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:298-313.

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2023Does the Phillips curve help to forecast euro area inflation?. (2023). Bobeica, Elena ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:364-390.

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2023Testing big data in a big crisis: Nowcasting under Covid-19. (2023). Ratto, Marco ; Pericoli, Filippo Maria ; Barbaglia, Luca ; Pezzoli, Luca Tiozzo ; Onorante, Luca ; Frattarolo, Lorenzo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1548-1563.

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2023Flights-to-safety and macroeconomic adjustment in emerging markets: The role of U.S. monetary policy. (2023). Ahmed, Rashad. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000281.

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2024An unconventional FX tail risk story. (2024). Stoja, Evarist ; Gerba, Eddie ; Caon, Carlos ; Pambira, Alberto. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001396.

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2024What leads some countries to experience larger decreases in foreign flows during low-flow episodes? Evidence from international portfolio flows. (2024). Wang, Xichen ; Duan, Xiaomei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001529.

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2024Does US financial uncertainty spill over through the (asymmetric) international credit channel? The role of market expectations. (2024). Huang, Yu-Fan ; Liao, Wenting ; Wang, Taining. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s026156062400158x.

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2023The ECB’s new inflation target from a short- and long-term perspective. (2023). Messori, Marcello ; Di Bartolomeo, Giovanni ; Benigno, Pierpaolo ; Canofari, Paolo. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:2:p:286-304.

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2024Cross-border regulatory spillovers and macroprudential policy coordination. (2024). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Jackson, Timothy P. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000357.

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2023Macroeconomic Predictions Using Payments Data and Machine Learning. (2023). Desai, Ajit. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:4:p:36-683:d:1288660.

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2023Macroprudential stance assessment: problems of measurement, literature review and some comments for the case of Croatia. (2023). Škrinjarić, Tihana. In: Working Papers. RePEc:hnb:wpaper:72.

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2023Easier said than done: Predicting downside risks to house prices in Croatia. (2023). Škrinjarić, Tihana ; Sabol, Maja. In: Working Papers. RePEc:hnb:wpaper:73.

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2024Online Monitoring of Policy Optimality. (2024). Einarsson, Bjarni G. In: Economics. RePEc:ice:wpaper:wp95.

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2023Which Monetary Shocks Matter in Small Open Economies? Evidence from Canada. (2023). Ha, Jongrim ; So, Inhwan. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:2:a:8.

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2024Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2024). Manuel, Ed ; Lloyd, Simon ; Panchev, Konstantin. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00199-7.

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2023A single monetary policy for heterogeneous labour markets: the case of the euro area. (2023). Lozej, Matija ; Jacquinot, Pascal ; Gomes, Sandra. In: Working Papers. RePEc:ptu:wpaper:w202301.

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2023Real?time forecasting of the Australian macroeconomy using flexible Bayesian VARs. (2023). Zhang, BO ; Nguyen, Bao ; Hou, Chenghan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:418-451.

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2024Nowcasting inflation with Lasso?regularized vector autoregressions and mixed frequency data. (2023). Tancioni, Massimiliano ; Ciganovic, Milos ; Aliaj, Tesi. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:464-480.

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2024Do Survey Data Help Identify Supply and Demand Shocks in Sign-restricted SVARs?. (2024). Salzmann, Leonard. In: EconStor Preprints. RePEc:zbw:esprep:289576.

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2023The Phillips curve in the euro area: New evidence using country-level data. (2023). Wellmann, Susanne. In: University of Tübingen Working Papers in Business and Economics. RePEc:zbw:tuewef:156.

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Works by Andrej Sokol:


Year  ↓Title  ↓Type  ↓Cited  ↓
2023CBDC policies in open economies In: BIS Working Papers.
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paper3
2023CBDC Policies in Open Economies.(2023) In: Discussion Papers.
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This paper has nother version. Agregated cites: 3
paper
2023CBDC Policies in Open Economies.(2023) In: PIER Discussion Papers.
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This paper has nother version. Agregated cites: 3
paper
2020How does international capital flow? In: BIS Working Papers.
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paper5
2020How does international capital flow?.(2020) In: Bank of England working papers.
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This paper has nother version. Agregated cites: 5
paper
2020How Does International Capital Flow?.(2020) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 5
paper
.() In: .
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This paper has nother version. Agregated cites: 5
paper
2016A Bayesian VAR benchmark for COMPASS In: Bank of England working papers.
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paper8
2017Financial shocks, credit spreads and the international credit channel In: Bank of England working papers.
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paper41
2022Financial shocks, credit spreads, and the international credit channel.(2022) In: Journal of International Economics.
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This paper has nother version. Agregated cites: 41
article
2019Towards a new monetary theory of exchange rate determination In: Bank of England working papers.
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paper1
2019Attention to the tail(s): global financial conditions and exchange rate risks In: Bank of England working papers.
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paper10
2020Attention to the tail(s): global financial conditions and exchange rate risks.(2020) In: Working Paper Series.
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This paper has nother version. Agregated cites: 10
paper
2022Attention to the Tail(s): Global Financial Conditions and Exchange Rate Risks.(2022) In: IMF Economic Review.
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This paper has nother version. Agregated cites: 10
article
2020Capital flows-at-risk: push, pull and the role of policy In: Bank of England working papers.
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paper15
2021Capital flows-at-risk: push, pull and the role of policy.(2021) In: Working Paper Series.
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This paper has nother version. Agregated cites: 15
paper
2024Capital flows-at-risk: Push, pull and the role of policy.(2024) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 15
article
2024Targeted financial conditions indices and growth-at-risk In: Bank of England working papers.
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paper0
2018Gauging the globe: the Banks approach to nowcasting world GDP In: Bank of England Quarterly Bulletin.
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article3
2014A procedure for combining zero and sign restrictions in a VAR-identification scheme In: Discussion Papers.
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paper4
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 nother version. Agregated cites: 4
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2021Nowcasting with Large Bayesian Vector Autoregressions In: CEPR Discussion Papers.
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paper32
2020Nowcasting with large Bayesian vector autoregressions.(2020) In: Working Paper Series.
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This paper has nother version. Agregated cites: 32
paper
2022Nowcasting with large Bayesian vector autoregressions.(2022) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 32
article
2019Drivers of underlying inflation in the euro area over time: a Phillips curve perspective In: Economic Bulletin Articles.
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article31
2021Employment and the conduct of monetary policy in the euro area In: Occasional Paper Series.
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paper8
2022Striking a bargain: narrative identification of wage bargaining shocks In: Research Bulletin.
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article0
2021Striking a bargain: narrative identification of wage bargaining shocks.(2021) In: Working Paper Series.
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This paper has nother version. Agregated cites: 0
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2024Striking a Bargain: Narrative Identification of Wage Bargaining Shocks.(2024) In: Bank of Lithuania Working Paper Series.
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This paper has nother version. Agregated cites: 0
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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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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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article9
2017The International Credit Channel of U.S. Monetary Policy and Financial Shocks In: 2017 Meeting Papers.
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paper1

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