Andrej Sokol

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

8

DOWNLOADS

803

SSRN CITATIONS
Rank 18,806

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Top 18,806

in Total Papers Citations

59

CROSSREF CITATIONS

9

Scholarly Papers (8)

How Does International Capital Flow?

CEPR Discussion Paper No. DP15526
Number of pages: 67 Posted: 23 Dec 2020
CEPR, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank of England
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2.

Towards a New Monetary Theory of Exchange Rate Determination

Bank of England Working Paper No. 817, August 2019
Number of pages: 57 Posted: 30 Aug 2019
Bank of England, CEPR, Bank of England and London School of Economics & Political Science (LSE) - London School of Economics
Downloads 162 (323,508)
Citation 3

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bank lending, money creation, money demand, endogenous money, uncovered interest parity, exchange rate determination, international capital flows, gross capital flows

3.

Financial Shocks, Credit Spreads and the International Credit Channel

Bank of England Working Paper No. 693
Number of pages: 40 Posted: 17 Nov 2017
Ambrogio Cesa-Bianchi and Andrej Sokol
Bank of England and Bank of England
Downloads 151 (343,090)
Citation 21

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SVAR, Credit Channel, International Transmission, External Instruments, Sign Restrictions

4.
Downloads 132 (381,343)
Citation 20

Nowcasting with Large Bayesian Vector Autoregressions

ECB Working Paper No. 20202453
Number of pages: 30 Posted: 13 Aug 2020 Last Revised: 18 Nov 2021
European Central Bank, International Monetary Fund (IMF), European Central Bank (ECB), Bank of England and European Central Bank
Downloads 132 (382,322)
Citation 7

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Nowcasting with Large Bayesian Vector Autoregressions

CEPR Discussion Paper No. DP15854
Number of pages: 37 Posted: 02 Mar 2021
European Central Bank, International Monetary Fund (IMF), European Central Bank (ECB), King’s College London - King's Business School and Bank of England
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Citation 14
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5.

Gauging the Globe: The Bank's Approach to Nowcasting World GDP

Bank of England Quarterly Bulletin 2018 Q3
Number of pages: 10 Posted: 05 Dec 2018
Gene Kindberg-Hanlon and Andrej Sokol
World Bank and Bank of England
Downloads 129 (388,240)

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6.

Attention to the Tail(s): Global Financial Conditions and Exchange Rate Risks

Bank of England Working Paper No. 822, September 2019
Number of pages: 30 Posted: 17 Sep 2019
Fernando Eguren Martin and Andrej Sokol
Bank of England and Bank of England
Downloads 82 (530,292)
Citation 5

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exchange rates, tail risks, financial conditions indices, global financial cycle, quantile regression

7.

A Bayesian VAR Benchmark for COMPASS

Bank of England Working Paper No. 583
Number of pages: 20 Posted: 25 Jan 2016
Silvia Domit, Francesca Monti and Andrej Sokol
Bank of England - Monetary Analysis, Bank of England and Bank of England
Downloads 81 (534,129)

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Forecasting, Bayesian VARs, macro-modelling

8.

Attention to the Tail(s): Global Financial Conditions and Exchange Rate Risks

ECB Working Paper No. 2387
Number of pages: 29 Posted: 07 Apr 2020
Andrej Sokol and Fernando Eguren Martin
Bank of England and Bank of England
Downloads 66 (598,262)
Citation 3

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exchange rates, financial conditions indices, global financial cycle, quantile regression, tail risks