Details about Andrej Sokol

Access statistics for papers by Andrej Sokol.

Last updated 2024-10-10. Update your information in the RePEc Author Service.

Short-id: pso483

Working Papers

2024

1. Striking a Bargain: Narrative Identification of Wage Bargaining Shocks
   Bank of Lithuania Working Paper Series, Bank of Lithuania
   Also in Working Paper Series, European Central Bank (2021)
   See also Journal Article Striking a bargain: narrative identification of wage bargaining shocks, Research Bulletin, European Central Bank (2022) (2022)
2. Targeted financial conditions indices and growth-at-risk
   Bank of England working papers, Bank of England

2023

3. CBDC Policies in Open Economies
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Discussion Papers, Centre for Macroeconomics (CFM) (2023) View citations (4)
   BIS Working Papers, Bank for International Settlements (2023) View citations (4)
   PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research (2023) View citations (4)

2021

4. Capital flows-at-risk: push, pull and the role of policy
   Working Paper Series, European Central Bank View citations (10)
   Also in Bank of England working papers, Bank of England (2020) View citations (9)
   See also Journal Article Capital flows-at-risk: Push, pull and the role of policy, Journal of International Money and Finance, Elsevier (2024) (2024)
5. Employment and the conduct of monetary policy in the euro area
   Occasional Paper Series, European Central Bank View citations (8)
6. Fan charts 2.0: flexible forecast distributions with expert judgement
   Working Paper Series, European Central Bank
7. How Does International Capital Flow?
   VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (4)
   Bank of England working papers, Bank of England (2020) View citations (4)
   BIS Working Papers, Bank for International Settlements (2020) View citations (5)
8. Nowcasting with Large Bayesian Vector Autoregressions
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
   Also in Working Paper Series, European Central Bank (2020) View citations (12)
   See also Journal Article Nowcasting with large Bayesian vector autoregressions, Journal of Econometrics, Elsevier (2022) View citations (19) (2022)

2020

9. Attention to the tail(s): global financial conditions and exchange rate risks
   Working Paper Series, European Central Bank View citations (3)
   Also in Bank of England working papers, Bank of England (2019) View citations (3)
   See also Journal Article Attention to the Tail(s): Global Financial Conditions and Exchange Rate Risks, IMF Economic Review, Palgrave Macmillan (2022) View citations (8) (2022)
10. Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area
    Working Paper Series, European Central Bank View citations (1)

2019

11. Towards a new monetary theory of exchange rate determination
    Bank of England working papers, Bank of England View citations (2)

2017

12. Financial shocks, credit spreads and the international credit channel
    Bank of England working papers, Bank of England View citations (22)
    See also Journal Article Financial shocks, credit spreads, and the international credit channel, Journal of International Economics, Elsevier (2022) View citations (31) (2022)
13. The International Credit Channel of U.S. Monetary Policy and Financial Shocks
    2017 Meeting Papers, Society for Economic Dynamics View citations (2)

2016

14. A Bayesian VAR benchmark for COMPASS
    Bank of England working papers, Bank of England View citations (8)

2014

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

Journal Articles

2024

1. Capital flows-at-risk: Push, pull and the role of policy
   Journal of International Money and Finance, 2024, 147, (C)
   See also Working Paper Capital flows-at-risk: push, pull and the role of policy, Working Paper Series (2021) View citations (10) (2021)

2022

2. Attention to the Tail(s): Global Financial Conditions and Exchange Rate Risks
   IMF Economic Review, 2022, 70, (3), 487-519 View citations (8)
   See also Working Paper Attention to the tail(s): global financial conditions and exchange rate risks, Working Paper Series (2020) View citations (3) (2020)
3. Financial shocks, credit spreads, and the international credit channel
   Journal of International Economics, 2022, 135, (C) View citations (31)
   See also Working Paper Financial shocks, credit spreads and the international credit channel, Bank of England working papers (2017) View citations (22) (2017)
4. Nowcasting with large Bayesian vector autoregressions
   Journal of Econometrics, 2022, 231, (2), 500-519 View citations (19)
   See also Working Paper Nowcasting with Large Bayesian Vector Autoregressions, CEPR Discussion Papers (2021) View citations (6) (2021)
5. Striking a bargain: narrative identification of wage bargaining shocks
   Research Bulletin, 2022, 98
   See also Working Paper Striking a Bargain: Narrative Identification of Wage Bargaining Shocks, Bank of Lithuania Working Paper Series (2024) (2024)

2019

6. Drivers of underlying inflation in the euro area over time: a Phillips curve perspective
   Economic Bulletin Articles, 2019, 4 View citations (34)
7. Forecasting the UK economy with a medium-scale Bayesian VAR
   International Journal of Forecasting, 2019, 35, (4), 1669-1678 View citations (15)

2018

8. Gauging the globe: the Bank's approach to nowcasting world GDP
   Bank of England Quarterly Bulletin, 2018, 58, (3), 21-30 View citations (3)