Andrej Sokol : Citation Profile

8

H index

6

i10 index

188

Citations

RESEARCH PRODUCTION:

8

Articles

25

Papers

RESEARCH ACTIVITY:

   10 years (2014 - 2024). See details.
   Cites by year: 18
   Journals where Andrej Sokol has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 12 (6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso483
   Updated: 2025-05-17    RAS profile: 2024-10-10    
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Relations with other researchers

Works with:

Rungcharoenkitkul, Phurichai (7)

Kumhof, Michael (7)

Eguren Martin, Fernando (6)

Cimadomo, Jacopo (3)

Budrys, Žymantas (3)

Lenza, Michele (3)

Giannone, Domenico (3)

Pinchetti, Marco (3)

Monti, Francesca (3)

von dem Berge, Lukas (2)

O'Neill, Cian (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)

Ha, Jongrim (5)

Lloyd, Simon (5)

Gomes, Sandra (4)

Alvarez, Luis (4)

Leiva-Leon, Danilo (4)

Lozej, Matija (4)

Ricco, Giovanni (4)

Cites to:

Giannone, Domenico (38)

Reichlin, Lucrezia (22)

Lenza, Michele (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

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 (2025 and 2024)

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

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2024The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741.

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2024Asymmetries in Financial Spillovers. (2024). Pfarrhofer, Michael ; onorante, luca ; Marcellino, Massimiliano ; Huber, Florian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2410.16214.

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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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2024The global transmission of U.S. monetary policy. (2024). Ricco, Giovanni ; Degasperi, Riccardo ; Hong, Seokki Simon. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1466_24.

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2025Output Gap Measurement after COVID for Colombia: Lessons from a Permanent-Transitory Approach. (2025). Parra-Amado, Daniel ; Granados, Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1295.

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2024DYFARUS: Dynamic Factor Model to Forecast GDP by Output Using Input-Output Tables. (2024). Kryzhanovskij, Oleg ; Shuvalova, Zhanna ; Murashov, Yaroslav ; Kryzhanovskiy, Oleg ; Mogilat, Anastasia. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:2:p:3-25.

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2024CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting. (2024). Bozhechkova, Alexandra ; Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:3:p:45-69.

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2024Asymmetric expectations of monetary policy. (2024). Busetto, Filippo. In: Bank of England working papers. RePEc:boe:boeewp:1058.

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2024Growth-at-risk for macroprudential policy stance assessment: a survey. (2024). Škrinjarić, Tihana. In: Bank of England working papers. RePEc:boe:boeewp:1075.

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2024Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806.

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

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2024Managing the transition to central bank digital currency. (2024). Assenmacher, Katrin ; Pagliari, Maria Sole ; Ferrari Minesso, Massimo ; Mehl, Arnaud. In: Working Paper Series. RePEc:ecb:ecbwps:20242907.

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2024Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Wieland, Elisabeth ; Menz, Jan-Oliver ; Carstensen, Kai ; Schnorrenberger, Richard ; 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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2024Analyzing the Effectiveness of a System of Equation Model in Comparison to Single Equation Models for Predicting General Price Level in Cambodia. (2024). Barnett, Casey ; Flores, Edman ; Lim, Siphat. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-05-16.

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2024The external financial spillovers of CBDCs. (2024). Nispi Landi, Valerio ; 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). Huang, Yu-Fan ; Liao, Wenting ; Luo, Sui ; Ma, Jun. 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). Dunbar, Kwamie ; Treku, Daniel N. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001522.

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2024FX resilience around the world: Fighting volatile cross-border capital flows. (2024). Liu, Estelle Xue ; Chen, Louisa. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006859.

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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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2024A multi-task encoder-dual-decoder framework for mixed frequency data prediction. (2024). Lin, Jiahe ; Michailidis, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:942-957.

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2024Nowcasting with panels and alternative data: The OECD weekly tracker. (2024). Woloszko, Nicolas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1302-1335.

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2024Forecasting UK inflation bottom up. (2024). Potjagailo, Galina ; Kapetanios, George ; Chakraborty, Chiranjit ; Joseph, Andreas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1521-1538.

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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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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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2024Economic policy uncertainty and capital flows tail risk in China. (2024). Huang, Xiaowei ; Zhang, Man ; He, Chenyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001215.

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2024Resilient forces: The role of intangible capital in mitigating financial contagion dynamics. (2024). Ate-Saygili, Idem. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:4:s1090944324000656.

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2025Impact of central bank digital currency uncertainty on international financial markets. (2025). Ozcelebi, Oguzhan ; Yoon, Seong-Min. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004203.

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2024An unconventional FX tail risk story. (2024). Stoja, Evarist ; Gerba, Eddie ; Caon, Carlos ; Pambira, Alberto. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:125291.

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2025Inference of Impulse Responses via Bayesian Graphical Structural VAR Models. (2025). Ahelegbey, Daniel Felix. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:2:p:15-:d:1626420.

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2024Do we need firm data to understand macroeconomic dynamics?. (2024). Lenza, Michele ; Savoia, Ettore. In: Working Paper Series. RePEc:hhs:rbnkwp:0438.

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

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2024Bayesian Local Likelihood Estimation of Time-Varying DSGE Models: Allowing for Indeterminacy. (2024). Wu, Jinshun. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10478-0.

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2025Measuring Interdependence of Inflation Uncertainty. (2025). Lee, Seohyun. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10635-z.

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2025Extreme Capital Flow Episodes From the Global Financial Crisis to COVID-19: An Exploration With Monthly Data. (2025). Crescenzio, Annamaria ; Lepers, Etienne. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:1:d:10.1007_s11079-023-09745-2.

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2025Endogenous Money Supply Theories and Their Main Implications. (2025). Szalai, Zoltan ; Aradvanyi, Peter. In: Financial and Economic Review. RePEc:mnb:finrev:v:24:y:2025:i:1:p:74-100.

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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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2024Global Spillovers of the Fed Information Effect. (2024). Pinchetti, Marco ; Szczepaniak, Andrzej. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:2:d:10.1057_s41308-023-00210-1.

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2024Resolving Puzzles of Monetary Policy Transmission in Emerging Markets. (2024). Kose, Ayhan ; Ha, Jongrim ; Kim, Dohan. In: MPRA Paper. RePEc:pra:mprapa:122624.

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2025Do all underlying inflation measures perform equally? (Re)assessment after an inflation shock. (2025). Quelhas, Joao ; Serra, Sara ; Gouveia, Carlos Melo. In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:e202503.

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2024Holding the economy by the tail: analysis of short- and long-run macroeconomic risks. (2024). Libich, Jan ; Franta, Michal. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:4:d:10.1007_s00181-023-02514-7.

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2024Agricultural fluctuations and global economic conditions. (2024). Ginn, William. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:160:y:2024:i:3:d:10.1007_s10290-023-00522-4.

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2025US macroeconomic shocks and international business cycle. (2025). Wesołowski, Grzegorz ; Gurshev, Oleg ; Wesoowski, Grzegorz ; Wroski, Marcin ; Kory, Piotr. In: Working Papers. RePEc:war:wpaper:2025-06.

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2024Nowcasting Euro area GDP with news sentiment: A tale of two crises. (2024). Saiz, Lorena ; Ashwin, Julian ; Kalamara, Eleni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:887-905.

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2024Forecasting GDP growth: The economic impact of COVID‐19 pandemic. (2024). Vrontos, Spyridon D ; Galakis, John ; Panopoulou, Ekaterini. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:4:p:1042-1086.

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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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Works by Andrej Sokol:

YearTitleTypeCited
2023CBDC policies in open economies In: BIS Working Papers.
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2023CBDC Policies in Open Economies.(2023) In: Discussion Papers.
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This paper has nother version. Agregated cites: 4		paper
2023CBDC Policies in Open Economies.(2023) In: PIER Discussion Papers.
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This paper has nother version. Agregated cites: 4		paper
2020How does international capital flow? In: BIS Working Papers.
[Full Text][Citation analysis]		paper6
2020How does international capital flow?.(2020) In: Bank of England working papers.
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This paper has nother version. Agregated cites: 6		paper
2020How Does International Capital Flow?.(2020) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 6		paper
2021How Does International Capital Flow?.(2021) In: VfS Annual Conference 2021 (Virtual Conference): Climate Economics.
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This paper has nother version. Agregated cites: 6		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]		paper44
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: 44		article
2019Towards a new monetary theory of exchange rate determination In: Bank of England working papers.
[Full Text][Citation analysis]		paper2
2019Attention to the tail(s): global financial conditions and exchange rate risks In: Bank of England working papers.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper18
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: 18		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: 18		article
2024Targeted financial conditions indices and growth-at-risk In: Bank of England working papers.
[Full Text][Citation analysis]		paper0
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.
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This paper has nother version. Agregated cites: 4		paper
2021Nowcasting with Large Bayesian Vector Autoregressions In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper36
2020Nowcasting with large Bayesian vector autoregressions.(2020) In: Working Paper Series.
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This paper has nother version. Agregated cites: 36		paper
2022Nowcasting with large Bayesian vector autoregressions.(2022) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 36		article
2019Drivers of underlying inflation in the euro area over time: a Phillips curve perspective In: Economic Bulletin Articles.
[Full Text][Citation analysis]		article32
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.
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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		paper
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		paper
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.
[Full Text][Citation analysis]		paper1
2019Forecasting the UK economy with a medium-scale Bayesian VAR In: International Journal of Forecasting.
[Full Text][Citation analysis]		article10
2017The International Credit Channel of U.S. Monetary Policy and Financial Shocks In: 2017 Meeting Papers.
[Full Text][Citation analysis]		paper2

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