7
H index
4
i10 index
156
Citations
| 7 H index 4 i10 index 156 Citations RESEARCH PRODUCTION: 8 Articles 25 Papers RESEARCH ACTIVITY: 10 years (2014 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pso483 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Andrej Sokol. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Paper Series / European Central Bank | 6 |
Discussion Papers / Centre for Macroeconomics (CFM) | 2 |
BIS Working Papers / Bank for International Settlements | 2 |
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
Year | Title of citing document | |
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2023 | The 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 | |
2023 | Monitoring 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 | |
2023 | Hierarchical 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 | |
2023 | Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863. Full description at Econpapers || Download paper | |
2024 | Nowcasting 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 | |
2023 | Measuring the effectiveness of US monetary policy during the COVID?19 recession. (2021). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:287-297. Full description at Econpapers || Download paper | |
2023 | A 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 | |
2023 | Regional 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 | |
2023 | The 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 | |
2024 | ECB 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 |
2023 | Nowcasting 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 | |
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 | |
2024 | Monetary 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 | |
2024 | The 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 | |
2024 | Financial 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 | |
2024 | Determinants 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 | |
2024 | Advances 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 | |
2024 | Benefits 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 | |
2024 | Examining 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 | |
2023 | Global 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 | |
2024 | Spillover 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 | |
2023 | Nowcasting 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 | |
2023 | Does 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 | |
2023 | Testing 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 | |
2023 | Flights-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 | |
2023 | Macroeconomic 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 | |
2023 | Macroprudential 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 | |
2023 | Easier 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 | |
2024 | Online Monitoring of Policy Optimality. (2024). Einarsson, Bjarni G. In: Economics. RePEc:ice:wpaper:wp95. Full description at Econpapers || Download paper | |
2023 | Which 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 | |
2023 | Identiï¬cation 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. Full description at Econpapers || Download paper | |
2024 | Foreign 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 | |
2023 | A 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 | |
2024 | Do 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 | |
2023 | The 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 |
Year | Title | Type | Cited |
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2023 | CBDC policies in open economies In: BIS Working Papers. [Full Text][Citation analysis] | paper | 3 |
2023 | CBDC Policies in Open Economies.(2023) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2023 | CBDC Policies in Open Economies.(2023) In: PIER Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2020 | How does international capital flow? In: BIS Working Papers. [Full Text][Citation analysis] | paper | 5 |
2020 | How does international capital flow?.(2020) In: Bank of England working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2020 | How 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 | ||
2016 | A Bayesian VAR benchmark for COMPASS In: Bank of England working papers. [Full Text][Citation analysis] | paper | 8 |
2017 | Financial shocks, credit spreads and the international credit channel In: Bank of England working papers. [Full Text][Citation analysis] | paper | 35 |
2022 | Financial 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: 35 | article | |
2019 | Towards a new monetary theory of exchange rate determination In: Bank of England working papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Attention to the tail(s): global financial conditions and exchange rate risks In: Bank of England working papers. [Full Text][Citation analysis] | paper | 8 |
2020 | Attention 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: 8 | paper | |
2022 | Attention 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: 8 | article | |
2020 | Capital flows-at-risk: push, pull and the role of policy In: Bank of England working papers. [Full Text][Citation analysis] | paper | 14 |
2021 | Capital 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: 14 | paper | |
2024 | Capital 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: 14 | article | |
2024 | Targeted financial conditions indices and growth-at-risk In: Bank of England working papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Gauging the globe: the Banks approach to nowcasting world GDP In: Bank of England Quarterly Bulletin. [Full Text][Citation analysis] | article | 3 |
2014 | A procedure for combining zero and sign restrictions in a VAR-identification scheme In: Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2014 | A 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 | |
2021 | Nowcasting with Large Bayesian Vector Autoregressions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 29 |
2020 | Nowcasting with large Bayesian vector autoregressions.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2022 | Nowcasting with large Bayesian vector autoregressions.(2022) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
2019 | Drivers of underlying inflation in the euro area over time: a Phillips curve perspective In: Economic Bulletin Articles. [Full Text][Citation analysis] | article | 30 |
2021 | Employment and the conduct of monetary policy in the euro area In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 8 |
2022 | Striking a bargain: narrative identification of wage bargaining shocks In: Research Bulletin. [Full Text][Citation analysis] | article | 0 |
2021 | Striking 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 | |
2024 | Striking 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 | |
2020 | Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2021 | Fan charts 2.0: flexible forecast distributions with expert judgement In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2019 | Forecasting the UK economy with a medium-scale Bayesian VAR In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
2017 | The International Credit Channel of U.S. Monetary Policy and Financial Shocks In: 2017 Meeting Papers. [Full Text][Citation analysis] | paper | 1 |
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