Andrej Sokol

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS

140

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.

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 44 (421,422)

Abstract:

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2.

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 30 (481,464)

Abstract:

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

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 28 (491,605)
Citation 3

Abstract:

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

4.

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 28 (491,605)
Citation 2

Abstract:

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Forecasting, Bayesian VARs, macro-modelling

5.

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, Bank of England, Bank of England and London School of Economics & Political Science (LSE) - London School of Economics
Downloads 10 (600,086)

Abstract:

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