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Details about Andrej Sokol

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Homepage:https://sites.google.com/view/andrejsokol/home
Workplace:Centre for Macroeconomics (CFM), (more information at EDIRC)

Access statistics for papers by Andrej Sokol.

Last updated 2021-10-29. Update your information in the RePEc Author Service.

Short-id: pso483


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Working Papers

2021

  1. Capital flows-at-risk: push, pull and the role of policy
    Working Paper Series, European Central Bank Downloads View citations (3)
    Also in Bank of England working papers, Bank of England (2020) Downloads View citations (2)
  2. Employment and the conduct of monetary policy in the euro area
    Occasional Paper Series, European Central Bank Downloads View citations (2)
  3. How Does International Capital Flow?
    VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (1)
    BIS Working Papers, Bank for International Settlements (2020) Downloads
    Bank of England working papers, Bank of England (2020) Downloads
  4. Nowcasting with Large Bayesian Vector Autoregressions
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in Working Paper Series, European Central Bank (2020) Downloads View citations (2)
  5. Striking a bargain: narrative identification of wage bargaining shocks
    Working Paper Series, European Central Bank Downloads

2020

  1. Attention to the tail(s): global financial conditions and exchange rate risks
    Working Paper Series, European Central Bank Downloads
    Also in Bank of England working papers, Bank of England (2019) Downloads View citations (1)
  2. Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area
    Working Paper Series, European Central Bank Downloads

2019

  1. Towards a new monetary theory of exchange rate determination
    Bank of England working papers, Bank of England Downloads View citations (1)

2017

  1. Financial shocks, credit spreads and the international credit channel
    Bank of England working papers, Bank of England Downloads View citations (16)
  2. The International Credit Channel of U.S. Monetary Policy and Financial Shocks
    2017 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)

2016

  1. A Bayesian VAR benchmark for COMPASS
    Bank of England working papers, Bank of England Downloads View citations (6)

2014

  1. A procedure for combining zero and sign restrictions in a VAR-identification scheme
    Discussion Papers, Centre for Macroeconomics (CFM) Downloads View citations (5)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2014) Downloads View citations (1)

Journal Articles

2019

  1. Drivers of underlying inflation in the euro area over time: a Phillips curve perspective
    Economic Bulletin Articles, 2019, 4 Downloads View citations (20)
  2. Forecasting the UK economy with a medium-scale Bayesian VAR
    International Journal of Forecasting, 2019, 35, (4), 1669-1678 Downloads View citations (7)

2018

  1. Gauging the globe: the Bank's approach to nowcasting world GDP
    Bank of England Quarterly Bulletin, 2018, 58, (3), 21-30 Downloads
 
Page updated 2021-11-29