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Andrej Sokol

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First Name:Andrej
Middle Name:
Last Name:Sokol
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RePEc Short-ID:pso483
[This author has chosen not to make the email address public]
https://sites.google.com/view/andrejsokol/home

Affiliation

Bloomberg LP (Economics)

https://www.bloomberg.com/markets/economics
Frankfurt

Research output

as
Jump to: Working papers Articles

Working papers

  1. Eguren-Martin, Fernando & Kösem, Sevim & Maia, Guido & Sokol, Andrej, 2024. "Targeted financial conditions indices and growth-at-risk," Bank of England working papers 1084, Bank of England.
  2. Andrej Sokol & Michael Kumhof & Marco Pinchetti & Phurichai Rungcharoenkitkul, 2023. "CBDC policies in open economies," BIS Working Papers 1086, Bank for International Settlements.
  3. Sokol, Andrej, 2021. "Fan charts 2.0: flexible forecast distributions with expert judgement," Working Paper Series 2624, European Central Bank.
  4. Budrys, Žymantas & Porqueddu, Mario & Sokol, Andrej, 2021. "Striking a bargain: narrative identification of wage bargaining shocks," Working Paper Series 2602, European Central Bank.
  5. Brand, Claus & Obstbaum, Meri & Coenen, Günter & Sondermann, David & Lydon, Reamonn & Ajevskis, Viktors & Hammermann, Felix & Angino, Siria & Hernborg, Nils & Basso, Henrique & Hertweck, Matthias & Bi, 2021. "Employment and the conduct of monetary policy in the euro area," Occasional Paper Series 275, European Central Bank.
  6. Lenza, Michele & Cimadomo, Jacopo & Giannone, Domenico & Monti, Francesca & Sokol, Andrej, 2021. "Nowcasting with Large Bayesian Vector Autoregressions," CEPR Discussion Papers 15854, C.E.P.R. Discussion Papers.
  7. Eguren-Martin, Fernando & O'Neill, Cian & Sokol, Andrej & von dem Berge, Lukas, 2020. "Capital flows-at-risk: push, pull and the role of policy," Bank of England working papers 881, Bank of England.
  8. Chalmovianský, Jakub & Porqueddu, Mario & Sokol, Andrej, 2020. "Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area," Working Paper Series 2501, European Central Bank.
  9. Michael Kumhof & Phurichai Rungcharoenkitkul & Andrej Sokol, 2020. "How does international capital flow?," BIS Working Papers 890, Bank for International Settlements.
  10. Eguren-Martin, Fernando & Sokol, Andrej, 2019. "Attention to the tail(s): global financial conditions and exchange rate risks," Bank of England working papers 822, Bank of England.
  11. Cesa-Bianchi, Ambrogio & Kumhof, Michael & Sokol, Andrej & Thwaites, Gregory, 2019. "Towards a new monetary theory of exchange rate determination," Bank of England working papers 817, Bank of England.
  12. Andrej Sokol & Ambrogio Cesa-Bianchi, 2017. "The International Credit Channel of U.S. Monetary Policy and Financial Shocks," 2017 Meeting Papers 724, Society for Economic Dynamics.
  13. Cesa Bianchi, Ambrogio & Sokol, Andrej, 2017. "Financial shocks, credit spreads and the international credit channel," Bank of England working papers 693, Bank of England.
  14. Domit, Sílvia & Monti, Francesca & Sokol, Andrej, 2016. "A Bayesian VAR benchmark for COMPASS," Bank of England working papers 583, Bank of England.
  15. Alex Haberis & Andrej Sokol, 2014. "A procedure for combining zero and sign restrictions in a VAR-identification scheme," Discussion Papers 1410, Centre for Macroeconomics (CFM).

Articles

  1. Eguren-Martin, Fernando & O'Neill, Cian & Sokol, Andrej & von dem Berge, Lukas, 2024. "Capital flows-at-risk: Push, pull and the role of policy," Journal of International Money and Finance, Elsevier, vol. 147(C).
  2. Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2022. "Nowcasting with large Bayesian vector autoregressions," Journal of Econometrics, Elsevier, vol. 231(2), pages 500-519.
  3. Budrys, Žymantas & Porqueddu, Mario & Sokol, Andrej, 2022. "Striking a bargain: narrative identification of wage bargaining shocks," Research Bulletin, European Central Bank, vol. 98.
  4. Cesa-Bianchi, Ambrogio & Sokol, Andrej, 2022. "Financial shocks, credit spreads, and the international credit channel," Journal of International Economics, Elsevier, vol. 135(C).
  5. Fernando Eguren-Martin & Andrej Sokol, 2022. "Attention to the Tail(s): Global Financial Conditions and Exchange Rate Risks," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(3), pages 487-519, September.
  6. Bobeica, Elena & Sokol, Andrej, 2019. "Drivers of underlying inflation in the euro area over time: a Phillips curve perspective," Economic Bulletin Articles, European Central Bank, vol. 4.
  7. Domit, Sílvia & Monti, Francesca & Sokol, Andrej, 2019. "Forecasting the UK economy with a medium-scale Bayesian VAR," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1669-1678.
  8. Kindberg-Hanlon, Gene & Sokol, Andrej, 2018. "Gauging the globe: the Bank's approach to nowcasting world GDP," Bank of England Quarterly Bulletin, Bank of England, vol. 58(3), pages 21-30.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 24 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (19) 2014-06-22 2015-02-11 2016-01-29 2017-10-15 2018-02-19 2019-11-18 2020-08-31 2020-09-07 2020-10-19 2021-01-04 2021-05-10 2021-05-17 2021-09-27 2021-10-18 2021-11-01 2021-12-20 2023-05-01 2023-05-01 2023-08-21. Author is listed
  2. NEP-MON: Monetary Economics (15) 2017-10-15 2018-02-19 2019-11-18 2019-11-18 2020-04-27 2020-09-07 2020-09-14 2021-01-04 2021-05-10 2021-05-17 2021-09-27 2021-11-01 2021-12-20 2023-05-01 2023-08-21. Author is listed
  3. NEP-OPM: Open Economy Macroeconomics (7) 2017-10-15 2019-11-18 2019-11-18 2020-04-27 2020-09-07 2020-10-19 2021-05-17. Author is listed
  4. NEP-DGE: Dynamic General Equilibrium (6) 2019-11-18 2020-09-07 2020-10-19 2021-05-17 2023-05-01 2023-08-21. Author is listed
  5. NEP-FOR: Forecasting (5) 2016-01-29 2020-08-31 2021-01-04 2021-05-10 2021-12-20. Author is listed
  6. NEP-RMG: Risk Management (5) 2019-11-18 2020-04-27 2020-09-14 2021-05-10 2024-09-09. Author is listed
  7. NEP-FDG: Financial Development and Growth (4) 2020-10-19 2021-05-17 2023-05-01 2024-09-09
  8. NEP-IFN: International Finance (4) 2018-02-19 2019-11-18 2020-04-27 2024-09-09
  9. NEP-BAN: Banking (3) 2020-09-14 2023-05-01 2023-05-01
  10. NEP-CBA: Central Banking (3) 2019-11-18 2021-09-27 2023-05-01
  11. NEP-ECM: Econometrics (3) 2014-06-22 2021-12-20 2024-09-09
  12. NEP-EEC: European Economics (3) 2021-01-04 2021-09-27 2021-12-20
  13. NEP-PAY: Payment Systems and Financial Technology (3) 2023-05-01 2023-05-01 2023-08-21
  14. NEP-BIG: Big Data (2) 2020-08-31 2021-05-10
  15. NEP-ETS: Econometric Time Series (2) 2016-01-29 2020-08-31
  16. NEP-CWA: Central and Western Asia (1) 2021-05-17
  17. NEP-FMK: Financial Markets (1) 2020-04-27
  18. NEP-ISF: Islamic Finance (1) 2021-09-27
  19. NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2021-10-18
  20. NEP-ORE: Operations Research (1) 2021-05-10
  21. NEP-SEA: South East Asia (1) 2023-08-21

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