Andrej Sokol

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

76

CITATIONS

3

Scholarly Papers (3)

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
Bank of England and Bank of England
Downloads 30 (461,033)

Abstract:

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2.

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 24 (491,975)
Citation 2

Abstract:

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

3.

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 22 (503,160)
Citation 2

Abstract:

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Forecasting, Bayesian VARs, macro-modelling