Andrej Sokol : Citation Profile


Are you Andrej Sokol?

European Central Bank (99% share)
Bank of England (1% share)

4

H index

2

i10 index

55

Citations

RESEARCH PRODUCTION:

3

Articles

16

Papers

RESEARCH ACTIVITY:

   7 years (2014 - 2021). See details.
   Cites by year: 7
   Journals where Andrej Sokol has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 5 (8.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso483
   Updated: 2021-10-16    RAS profile: 2021-09-16    
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Relations with other researchers


Works with:

Eguren Martin, Fernando (4)

Kumhof, Michael (4)

Monti, Francesca (4)

Rungcharoenkitkul, Phurichai (3)

von dem Berge, Lukas (2)

Cimadomo, Jacopo (2)

Lenza, Michele (2)

Cesa-Bianchi, Ambrogio (2)

Giannone, Domenico (2)

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

Is cited by:

BOBEICA, Elena (4)

Osbat, Chiara (3)

Ochsner, Christian (3)

Venditti, Fabrizio (3)

Huh, Hyeon-seung (3)

Görtz, Christoph (3)

Moretti, Laura (3)

Siliverstovs, Boriss (2)

Seleznev, Sergei (2)

Alvarez, Luis (2)

Mazumder, Sandeep (2)

Cites to:

Giannone, Domenico (13)

BORIO, Claudio (8)

Albanesi, Stefania (8)

Rogoff, Kenneth (7)

Calvo, Guillermo (7)

Reichlin, Lucrezia (7)

Banbura, Marta (7)

Lenza, Michele (6)

Rossi, Barbara (6)

McCallum, Bennett (6)

Goodfriend, Marvin (6)

Main data


Where Andrej Sokol has published?


Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank4

Recent works citing Andrej Sokol (2021 and 2020)


YearTitle of citing document
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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2020Inflation persistence in the euro area: the role of expectations. (2020). Aguilar, Pablo. In: Economic Bulletin. RePEc:bde:journl:y:2020:i:12:d:aa:n:36.

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2020Inflation expectations in euro area Phillips curves. (2020). Alvarez, Luis ; Correa-Lopez, Monica. In: Occasional Papers. RePEc:bde:opaper:2018.

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2020Capital flows during the pandemic: lessons for a more resilient international financial architecture. (2020). van Hombeeck, Carlos Eduardo ; Nispi Landi, Valerio ; Moro, Alessandro ; Eguren Martin, Fernando ; Schiavone, Alessandro ; Maurini, Claudia ; Joy, Mark. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_589_20.

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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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2020The Phillips Curve at the ECB. (2020). Osbat, Chiara ; Eser, Fabian ; Moretti, Laura ; Lane, Philip R ; Karadi, Peter. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:s1:p:50-85.

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2020Is the unemployment–inflation trade‐off still alive in the Euro Area and its member countries? It seems so. (2020). ribba, antonio. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:9:p:2393-2410.

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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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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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2020Combining sign and parametric restrictions in SVARs by utilising Givens rotations. (2020). Huh, Hyeon-seung ; Hyeon-Seung, Huh ; Lance, Fisher. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:3:p:19:n:6.

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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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2020Consumer and industrial prices in 2020 - the year of the coronavirus. (2020). Novotny, Filip ; Polak, Petr. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:geo2020/12.

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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 ; DARRACQ PARIES, Matthieu ; Colavecchio, Roberta ; BOBEICA, Elena ; Baumann, Ursel ; Volz, Ute ; Al-Haschimi, Alexander ; Kulikov, Dmitry ; Paredes, Joan ; Robert, Pierre-Antoine ; Jonckheere, Jana ; Iskrev, Nikolay ; Speck, Christian ; Jorgensen, Casper ; Stockhammar, Par ; Trezzi, Riccardo ; Bessonovs, Andrejs ; Hutchinson, John ; Vilmi, Lauri ; Kearney, Ide ; Fritzer, Friedrich ; Stanisawska, Ewa ; Schupp, Fabian ; Boninghausen, Benjamin ; Yziak, Tomasz ; Hartwig, Benny ; Ponka, Harri ; Galati, Gabriele ; Tengely, Veronika ; Brazdik, Frantiek ; Maletic, Matjaz ; Kasimati, Evangelia ; Charalampakis, Evangelos ; Palovii
2021Understanding low inflation in the euro area from 2013 to 2019: cyclical and structural drivers. (2021). Koester, Gerrit ; Smets, Frank ; Osbat, Chiara ; Nickel, Christiane ; Lis, Eliza. In: Occasional Paper Series. RePEc:ecb:ecbops:2021280.

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2020A Phillips curve for the euro area. (2020). Ball, Laurence ; Mazumder, Sandeep. In: Working Paper Series. RePEc:ecb:ecbwps:20202354.

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2020The Phillips Curve at the ECB. (2020). Osbat, Chiara ; Eser, Fabian ; Moretti, Laura ; Lane, Philip R ; Karadi, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20202400.

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2020Monetary policy with judgment. (2020). Gelain, Paolo ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20202404.

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2020Does the Phillips curve help to forecast euro area inflation?. (2020). BOBEICA, Elena ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20202471.

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2020Global financial markets and oil price shocks in real time. (2020). Veronese, Giovanni ; Venditti, Fabrizio. In: Working Paper Series. RePEc:ecb:ecbwps:20202472.

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2020The wage-price pass-through in the euro area: does the growth regime matter?. (2020). Hahn, Elke. In: Working Paper Series. RePEc:ecb:ecbwps:20202485.

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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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2020Inflation expectations in euro area Phillips curves. (2020). Alvarez, Luis ; Correa-Lopez, Monica. In: Economics Letters. RePEc:eee:ecolet:v:195:y:2020:i:c:s0165176520302780.

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2020Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy. (2020). Zaman, Saeed ; Tallman, Ellis W. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:373-398.

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2020Inquiry on the transmission of U.S. aggregate shocks to Mexico: A SVAR approach. (2020). Elizondo, Rocio ; Carrillo, Julio ; Hernandez-Roman, Luis G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s026156061930018x.

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2020Forecasting inflation under uncertainty: The forgotten dog and the frisbee. (2020). Nasir, Muhammad. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520309987.

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2020Monetary Policy with Judgment. (2020). Manganelli, Simone ; Gelain, Paolo. In: Working Papers. RePEc:fip:fedcwq:88033.

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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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2020Identification of SVAR Models by Combining Sign Restrictions With External Instruments. (2020). Braun, Robin ; Brüggemann, Ralf ; Bruggemann, Ralf. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:2001.

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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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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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2020Capital Flows in Risky Times: Risk-on/Risk-off and Emerging Market Tail Risk. (2020). Lundblad, Christian ; Dilts Stedman, Karlye ; Chari, Anusha. In: NBER Working Papers. RePEc:nbr:nberwo:27927.

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2021.

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2020The credit composition of global liquidity. (2020). Ochsner, Christian ; Herwartz, Helmut ; Rohloff, Hannes. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:409.

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2020The Phillips Curve at the ECB. (2020). Lane, Philip ; Eser, Fabian ; Karadi, Peter ; Osbat, Chiara ; Moretti, Laura. In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. RePEc:zbw:vfsc20:224627.

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2020The fundamentals of safe assets. (2020). Stracca, Livio ; Venditti, Fabrizio ; Habib, Maurizio Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:102:y:2020:i:c:s0261560619305650.

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Works by Andrej Sokol:


YearTitleTypeCited
2020How does international capital flow? In: BIS Working Papers.
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paper1
2020How does international capital flow?.(2020) In: Bank of England working papers.
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This paper has another version. Agregated cites: 1
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2020How Does International Capital Flow?.(2020) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 1
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2016A Bayesian VAR benchmark for COMPASS In: Bank of England working papers.
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paper7
2017Financial shocks, credit spreads and the international credit channel In: Bank of England working papers.
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paper12
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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paper0
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: 0
paper
2020Capital flows-at-risk: push, pull and the role of policy In: Bank of England working papers.
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paper6
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: 6
paper
2018Gauging the globe: the Banks approach to nowcasting world GDP In: Bank of England Quarterly Bulletin.
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article0
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 another version. Agregated cites: 4
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2021Nowcasting with Large Bayesian Vector Autoregressions In: CEPR Discussion Papers.
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paper2
2020Nowcasting with large Bayesian vector autoregressions.(2020) In: Working Paper Series.
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This paper has another version. Agregated cites: 2
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2019Drivers of underlying inflation in the euro area over time: a Phillips curve perspective In: Economic Bulletin Articles.
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article17
2020Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area 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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article4
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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