Andrej Sokol : Citation Profile

Are you Andrej Sokol?

8

H index

4

i10 index

163

Citations

RESEARCH PRODUCTION:

8

Articles

25

Papers

RESEARCH ACTIVITY:

   10 years (2014 - 2024). See details.
   Cites by year: 16
   Journals where Andrej Sokol has often published
   Relations with other researchers
   Recent citing documents: 59.    Total self citations: 11 (6.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso483
   Updated: 2024-12-03    RAS profile: 2024-10-10    
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Relations with other researchers

Works with:

Kumhof, Michael (7)

Eguren Martin, Fernando (7)

Rungcharoenkitkul, Phurichai (6)

Monti, Francesca (4)

Cimadomo, Jacopo (3)

Budrys, Žymantas (3)

Pinchetti, Marco (3)

Giannone, Domenico (3)

Lenza, Michele (3)

O'Neill, Cian (2)

BOBEICA, Elena (2)

Cesa-Bianchi, Ambrogio (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)

Lloyd, Simon (5)

BOBEICA, Elena (5)

Manuel, Ed (5)

Paredes, Joan (4)

Lozej, Matija (4)

Ha, Jongrim (4)

Alvarez, Luis (4)

Osbat, Chiara (4)

Gomes, Sandra (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

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
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
Discussion Papers / Centre for Macroeconomics (CFM)2

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.

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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.

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2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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

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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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2023Measuring 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.

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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.

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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.

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

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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.

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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.

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

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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.

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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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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.

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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.

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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). Treku, Daniel N ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001522.

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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.

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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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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.

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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.

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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.

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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.

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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.

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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.

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

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

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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.

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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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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.

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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.

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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.

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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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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.

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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: 3		paper
2023CBDC Policies in Open Economies.(2023) In: PIER Discussion Papers.
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This paper has nother version. Agregated cites: 3		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.
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This paper has nother version. Agregated cites: 5		paper
2020How Does International Capital Flow?.(2020) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 5		paper
.() In: .
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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]		paper38
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: 38		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]		paper8
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: 8		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: 8		article
2020Capital flows-at-risk: push, pull and the role of policy In: Bank of England working papers.
[Full Text][Citation analysis]		paper15
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: 15		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: 15		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]		paper30
2020Nowcasting with large Bayesian vector autoregressions.(2020) In: Working Paper Series.
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This paper has nother version. Agregated cites: 30		paper
2022Nowcasting with large Bayesian vector autoregressions.(2022) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 30		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.
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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.
[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]		article9
2017The International Credit Channel of U.S. Monetary Policy and Financial Shocks In: 2017 Meeting Papers.
[Full Text][Citation analysis]		paper1

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