Andrej Sokol : Citation Profile

8

H index

6

i10 index

185

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: 51.    Total self citations: 12 (6.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso483
   Updated: 2025-04-19    RAS profile: 2024-10-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Rungcharoenkitkul, Phurichai (6)

Eguren Martin, Fernando (6)

Kumhof, Michael (6)

Lenza, Michele (3)

Monti, Francesca (3)

Pinchetti, Marco (3)

Cimadomo, Jacopo (3)

Budrys, Žymantas (3)

Giannone, Domenico (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)

Manuel, Ed (5)

Lloyd, Simon (5)

Ha, Jongrim (5)

BOBEICA, Elena (5)

Alvarez, Luis (4)

Paredes, Joan (4)

Leiva-Leon, Danilo (4)

DARRACQ PARIES, Matthieu (4)

Lozej, Matija (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 received2017201820192020202120222023202420250204060Citations 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 documents1234567891005025Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040510h-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
Discussion Papers / Centre for Macroeconomics (CFM)2
BIS Working Papers / Bank for International Settlements2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Andrej Sokol (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Hierarchical 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

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

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

Full description at Econpapers || Download paper

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

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 2024

Nowcasting 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

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

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

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.

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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025The Impact of Railway on the Regional Economic Development and Social Mobility in the Congress Kingdom of Poland. (2025). Wesołowski, Grzegorz ; Gurshev, Oleg ; Wesoowski, Grzegorz ; Wroski, Marcin ; Kory, Piotr. In: Working Papers. RePEc:war:wpaper:2025-06.

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

Works by Andrej Sokol:

Year  ↓Title  ↓Type  ↓Cited  ↓
2023CBDC policies in open economies In: BIS Working Papers.
[Full Text][Citation analysis]		paper4
2023CBDC Policies in Open Economies.(2023) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2023CBDC Policies in Open Economies.(2023) In: PIER Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		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]		paper44
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: 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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[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]		paper35
2020Nowcasting with large Bayesian vector autoregressions.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2022Nowcasting with large Bayesian vector autoregressions.(2022) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		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.
[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
2024Striking a Bargain: Narrative Identification of Wage Bargaining Shocks.(2024) In: Bank of Lithuania 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]		article10
2017The International Credit Channel of U.S. Monetary Policy and Financial Shocks In: 2017 Meeting Papers.
[Full Text][Citation analysis]		paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team