Andrej Sokol

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

8

DOWNLOADS

550

SSRN CITATIONS
Rank 45,310

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Top 45,310

in Total Papers Citations

10

CROSSREF CITATIONS

5

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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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, Centre for Economic Policy Research (CEPR), European Central Bank (ECB), Bank of England and European Central Bank
Downloads 105 (358,531)
Citation 1

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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, Centre for Economic Policy Research (CEPR), European Central Bank (ECB), King's College London - King's Business School and Bank of England
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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 103 (360,712)
Citation 9

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

4.

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 94 (382,384)
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

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 87 (401,143)

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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 59 (494,332)
Citation 3

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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 53 (519,116)
Citation 3

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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 49 (536,893)

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