Andrej Sokol : Citation Profile


Are you Andrej Sokol?

7

H index

4

i10 index

143

Citations

RESEARCH PRODUCTION:

7

Articles

23

Papers

RESEARCH ACTIVITY:

   9 years (2014 - 2023). See details.
   Cites by year: 15
   Journals where Andrej Sokol has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 10 (6.54 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso483
   Updated: 2024-07-05    RAS profile: 2023-07-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Kumhof, Michael (7)

Rungcharoenkitkul, Phurichai (6)

Eguren Martin, Fernando (5)

Monti, Francesca (4)

Cimadomo, Jacopo (3)

Pinchetti, Marco (3)

Giannone, Domenico (3)

Lenza, Michele (3)

BOBEICA, Elena (2)

Cesa-Bianchi, Ambrogio (2)

O'Neill, Cian (2)

Budrys, Žymantas (2)

von dem Berge, Lukas (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)

Osbat, Chiara (4)

Lozej, Matija (4)

Gomes, Sandra (4)

Leiva-Leon, Danilo (4)

Alvarez, Luis (4)

DARRACQ PARIES, Matthieu (4)

Cites to:

Giannone, Domenico (38)

Lenza, Michele (22)

Reichlin, Lucrezia (22)

Smets, Frank (18)

Banbura, Marta (16)

Blanchard, Olivier (15)

Obstfeld, Maurice (14)

Rogoff, Kenneth (13)

Wouters, Raf (13)

Galí, Jordi (11)

Gertler, Mark (11)

Main data


Where Andrej Sokol has published?


Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank6
BIS Working Papers / Bank for International Settlements2
Discussion Papers / Centre for Macroeconomics (CFM)2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Andrej Sokol (2024 and 2023)


YearTitle 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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download 2023

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Nowcasting from cross?sectionally dependent panels. (2023). Nandi, Shaoni ; Fosten, Jack. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:898-919.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Nowcasting 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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

Works by Andrej Sokol:


YearTitleTypeCited
2023CBDC policies in open economies In: BIS Working Papers.
[Full Text][Citation analysis]
paper2
2023CBDC Policies in Open Economies.(2023) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2023CBDC Policies in Open Economies.(2023) In: PIER Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2020How does international capital flow? In: BIS Working Papers.
[Full Text][Citation analysis]
paper5
2020How does international capital flow?.(2020) In: Bank of England working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2020How Does International Capital Flow?.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2016A Bayesian VAR benchmark for COMPASS In: Bank of England working papers.
[Full Text][Citation analysis]
paper8
2017Financial shocks, credit spreads and the international credit channel In: Bank of England working papers.
[Full Text][Citation analysis]
paper30
2022Financial shocks, credit spreads, and the international credit channel.(2022) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30
article
2019Towards a new monetary theory of exchange rate determination In: Bank of England working papers.
[Full Text][Citation analysis]
paper1
2019Attention to the tail(s): global financial conditions and exchange rate risks In: Bank of England working papers.
[Full Text][Citation analysis]
paper7
2020Attention to the tail(s): global financial conditions and exchange rate risks.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2022Attention to the Tail(s): Global Financial Conditions and Exchange Rate Risks.(2022) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
article
2020Capital flows-at-risk: push, pull and the role of policy In: Bank of England working papers.
[Full Text][Citation analysis]
paper12
2021Capital flows-at-risk: push, pull and the role of policy.(2021) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2018Gauging the globe: the Banks approach to nowcasting world GDP In: Bank of England Quarterly Bulletin.
[Full Text][Citation analysis]
article3
2014A procedure for combining zero and sign restrictions in a VAR-identification scheme In: Discussion Papers.
[Full Text][Citation analysis]
paper4
2014A procedure for combining zero and sign restrictions in aVAR-identification scheme.(2014) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2021Nowcasting with Large Bayesian Vector Autoregressions In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper25
2020Nowcasting with large Bayesian vector autoregressions.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25
paper
2022Nowcasting with large Bayesian vector autoregressions.(2022) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25
article
2019Drivers of underlying inflation in the euro area over time: a Phillips curve perspective In: Economic Bulletin Articles.
[Full Text][Citation analysis]
article30
2021Employment and the conduct of monetary policy in the euro area In: Occasional Paper Series.
[Full Text][Citation analysis]
paper8
2022Striking a bargain: narrative identification of wage bargaining shocks In: Research Bulletin.
[Full Text][Citation analysis]
article0
2021Striking a bargain: narrative identification of wage bargaining shocks.(2021) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2020Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2021Fan charts 2.0: flexible forecast distributions with expert judgement In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2019Forecasting the UK economy with a medium-scale Bayesian VAR In: International Journal of Forecasting.
[Full Text][Citation analysis]
article7
2017The International Credit Channel of U.S. Monetary Policy and Financial Shocks In: 2017 Meeting Papers.
[Full Text][Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 27 2024. Contact: CitEc Team