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Andrej Sokol

Citations

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Working papers

  1. Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2025. "Nowcasting with large Bayesian vector autoregressions," LIDAM Reprints CORE 3331, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. Longo, Luigi & Riccaboni, Massimo & Rungi, Armando, 2022. "A neural network ensemble approach for GDP forecasting," Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
    2. Anastasia Mogilat & Oleg Kryzhanovskiy & Zhanna Shuvalova & Yaroslav Murashov, 2024. "DYFARUS: Dynamic Factor Model to Forecast GDP by Output Using Input-Output Tables," Russian Journal of Money and Finance, Bank of Russia, vol. 83(2), pages 3-25, June.
    3. William Ginn, 2024. "Agricultural fluctuations and global economic conditions," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 160(3), pages 1037-1056, August.
    4. Tesi Aliaj & Milos Ciganovic & Massimiliano Tancioni, 2023. "Nowcasting inflation with Lasso‐regularized vector autoregressions and mixed frequency data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 464-480, April.
    5. Richard K. Crump & Stefano Eusepi & Domenico Giannone & Eric Qian & Argia M. Sbordone, 2021. "A Large Bayesian VAR of the United States Economy," Staff Reports 976, Federal Reserve Bank of New York.
    6. Corsi, Fulvio & Longo, Luigi & Cordoni, Francesco, 2025. "SVAR identification with nowcasted macroeconomic data," Journal of Economic Dynamics and Control, Elsevier, vol. 179(C).
    7. Alexandra Bozhechkova & Urmat Dzhunkeev, 2024. "CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting," Russian Journal of Money and Finance, Bank of Russia, vol. 83(3), pages 45-69, September.
    8. Boriss Siliverstovs, 2021. "New York FED Staff Nowcasts and Reality: What Can We Learn about the Future, the Present, and the Past?," Econometrics, MDPI, vol. 9(1), pages 1-25, March.
    9. Meyer-Gohde, Alexander & Shabalina, Ekaterina, 2022. "Estimation and forecasting using mixed-frequency DSGE models," IMFS Working Paper Series 175, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    10. Bjarni G. Einarsson, 2024. "Online Monitoring of Policy Optimality," Economics wp95, Department of Economics, Central bank of Iceland.
    11. Daniel Felix Ahelegbey, 2025. "Inference of Impulse Responses via Bayesian Graphical Structural VAR Models," Econometrics, MDPI, vol. 13(2), pages 1-20, April.
    12. Lenza, Michele & Savoia, Ettore, 2024. "Do we need firm data to understand macroeconomic dynamics?," Working Paper Series 438, Sveriges Riksbank (Central Bank of Sweden).
    13. Richard Schnorrenberger & Aishameriane Schmidt & Guilherme Valle Moura, 2024. "Harnessing Machine Learning for Real-Time Inflation Nowcasting," Working Papers 806, DNB.
    14. Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers hal-03573080, HAL.
    15. Kéa Baret & Frédérique Bec & Marion Cochard, 2025. "Quantifying Uncertainty in France’s Debt Trajectory: A VAR Based Analysis," Working papers 1019, Banque de France.
    16. Beck, Günter W. & Carstensen, Kai & Menz, Jan-Oliver & Schnorrenberger, Richard & Wieland, Elisabeth, 2023. "Nowcasting consumer price inflation using high-frequency scanner data: Evidence from Germany," Discussion Papers 34/2023, Deutsche Bundesbank.
    17. Daniel Hopp, 2022. "Performance of long short-term memory artificial neural networks in nowcasting during the COVID-19 crisis," Papers 2203.11872, arXiv.org.
    18. Bańbura, Marta & Belousova, Irina & Bodnár, Katalin & Tóth, Máté Barnabás, 2023. "Nowcasting employment in the euro area," Working Paper Series 2815, European Central Bank.
    19. Urmat Dzhunkeev, 2025. "MOSES: Macroeconomic Forecasting with Models and Sentiment Synthesis," Russian Journal of Money and Finance, Bank of Russia, vol. 84(4), pages 63-84, December.
    20. Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno, 2023. "Lessons from Nowcasting GDP across the World," International Finance Discussion Papers 1385, Board of Governors of the Federal Reserve System (U.S.).
    21. Martin Feldkircher & Florian Huber & Michael Pfarrhofer, 2021. "Measuring the effectiveness of US monetary policy during the COVID‐19 recession," Scottish Journal of Political Economy, Scottish Economic Society, vol. 68(3), pages 287-297, July.
    22. Saiz, Lorena & Ashwin, Julian & Kalamara, Eleni, 2021. "Nowcasting euro area GDP with news sentiment: a tale of two crises," Working Paper Series 2616, European Central Bank.
    23. Antolín-Díaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2024. "Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails," Journal of Econometrics, Elsevier, vol. 238(2).
    24. Matteo Iacopini & Aubrey Poon & Luca Rossini & Dan Zhu, 2022. "Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP," Papers 2209.01910, arXiv.org.
    25. Woloszko, Nicolas, 2024. "Nowcasting with panels and alternative data: The OECD weekly tracker," International Journal of Forecasting, Elsevier, vol. 40(4), pages 1302-1335.
    26. Sokol, Andrej, 2021. "Fan charts 2.0: flexible forecast distributions with expert judgement," Working Paper Series 2624, European Central Bank.
    27. James T. E. Chapman & Ajit Desai, 2023. "Macroeconomic Predictions Using Payments Data and Machine Learning," Forecasting, MDPI, vol. 5(4), pages 1-32, November.
    28. Andreini, Paolo & Hasenzagl, Thomas & Reichlin, Lucrezia & Senftleben-König, Charlotte & Strohsal, Till, 2023. "Nowcasting German GDP: Foreign factors, financial markets, and model averaging," International Journal of Forecasting, Elsevier, vol. 39(1), pages 298-313.
    29. Niko Hauzenberger Massimiliano Marcellino Michael Pfarrhofer Anna Stelzer, 2026. "Direct Gaussian Process Predictive Regressions with Mixed Frequency Data," BAFFI CAREFIN Working Papers 26265, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    30. Serena Ng & Susannah Scanlan, 2023. "Constructing High Frequency Economic Indicators by Imputation," Papers 2303.01863, arXiv.org, revised Oct 2023.
    31. Alain Hecq & Marie Ternes & Ines Wilms, 2023. "Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions," Papers 2301.10592, arXiv.org, revised Nov 2024.
    32. Donato Ceci & Orest Prifti & Andrea Silvestrini, 2024. "Nowcasting Italian GDP growth: a Factor MIDAS approach," Temi di discussione (Economic working papers) 1446, Bank of Italy, Economic Research and International Relations Area.
    33. Lin, Jiahe & Michailidis, George, 2024. "A multi-task encoder-dual-decoder framework for mixed frequency data prediction," International Journal of Forecasting, Elsevier, vol. 40(3), pages 942-957.
    34. Julian Ashwin & Eleni Kalamara & Lorena Saiz, 2024. "Nowcasting Euro area GDP with news sentiment: A tale of two crises," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 887-905, August.
    35. Boriss Siliverstovs, 2021. "Gauging the Effect of Influential Observations on Measures of Relative Forecast Accuracy in a Post-COVID-19 Era: Application to Nowcasting Euro Area GDP Growth," Working Papers 2021/01, Latvijas Banka.
    36. Juvonen, Petteri & Lindblad, Annika, 2025. "Nowcasting in real time: Large Bayesian vector autoregression in a test," Bank of Finland Research Discussion Papers 6/2025, Bank of Finland.
    37. Manu Sharma & Vinish Kathuria, 2025. "Macroeconomic Nowcasting: What can Central Banks Learn from a Structured Literature Review?," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 23(2), pages 333-388, June.
    38. Agostino Consolo & Claudia Foroni & Catalina Martínez Hernández, 2023. "A Mixed Frequency BVAR for the Euro Area Labour Market," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(5), pages 1048-1082, October.
    39. Daniel Parra-Amado & Camilo Granados, 2025. "Output Gap Measurement after COVID for Colombia: Lessons from a Permanent-Transitory Approach," Borradores de Economia 1295, Banco de la Republica de Colombia.
    40. Barbaglia, Luca & Frattarolo, Lorenzo & Onorante, Luca & Pericoli, Filippo Maria & Ratto, Marco & Tiozzo Pezzoli, Luca, 2023. "Testing big data in a big crisis: Nowcasting under Covid-19," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1548-1563.
    41. Ioannis D. Vrontos & John Galakis & Ekaterini Panopoulou & Spyridon D. Vrontos, 2024. "Forecasting GDP growth: The economic impact of COVID‐19 pandemic," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(4), pages 1042-1086, July.

  2. Fernando Eguren-Martin & Sevim Kösem & Guido Maia & Andrej Sokol, 2024. "Targeted financial conditions indices and growth-at-risk," Bank of England working papers 1084, Bank of England.

    Cited by:

    1. Tobias Adrian & Hongqi Chen & Max-Sebastian Dov`i & Ji Hyung Lee, 2025. "Machine-learning Growth at Risk," Papers 2506.00572, arXiv.org.

  3. Andrej Sokol & Michael Kumhof & Marco Pinchetti & Phurichai Rungcharoenkitkul, 2023. "CBDC policies in open economies," BIS Working Papers 1086, Bank for International Settlements.

    Cited by:

    1. Le, Anh H. & Copestake, Alexander & Tan, Brandon & Papageorgiou, Evan & Peiris, S. Jay & Rawat, Umang, 2025. "Macro-financial impacts of foreign digital money," Economics Letters, Elsevier, vol. 255(C).
    2. Lü, Zheng & Ozcelebi, Oguzhan & Yoon, Seong-Min, 2025. "Impact of central bank digital currency uncertainty on international financial markets," Research in International Business and Finance, Elsevier, vol. 73(PA).
    3. Assenmacher, Katrin & Ferrari Minesso, Massimo & Mehl, Arnaud & Pagliari, Maria Sole, 2024. "Managing the transition to central bank digital currency," Working Paper Series 2907, European Central Bank.
    4. Ferrari Minesso, Massimo & Siena, Daniele, 2026. "Private money and public debt. U.S. Stablecoins and the global safe asset channel," Working Paper Series 3174, European Central Bank.
    5. Moro, Alessandro & Nispi Landi, Valerio, 2024. "The external financial spillovers of CBDCs," Journal of Economic Dynamics and Control, Elsevier, vol. 159(C).
    6. Dirk Niepelt, 2025. "Central Bank Digital Currency and Monetary Architecture," Diskussionsschriften dp2509, Universitaet Bern, Departement Volkswirtschaft.
    7. Dunbar, Kwamie & Treku, Daniel N., 2024. "Examining the impact of a central bank digital currency on the access to banking," International Review of Financial Analysis, Elsevier, vol. 93(C).
    8. Magin, Jana Anjali & Neyer, Ulrike & Stempel, Daniel, 2025. "Cash or Cache? Distributional and business cycle implications of CBDC holding limits," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 101(C).
    9. Abad, Jorge & Nuño, Galo & Thomas, Carlos, 2025. "CBDC and the operational framework of monetary policy," Journal of Monetary Economics, Elsevier, vol. 151(C).

  4. Sokol, Andrej, 2021. "Fan charts 2.0: flexible forecast distributions with expert judgement," Working Paper Series 2624, European Central Bank.

    Cited by:

    1. Seohyun Lee, 2025. "Measuring Interdependence of Inflation Uncertainty," Computational Economics, Springer;Society for Computational Economics, vol. 65(5), pages 2707-2741, May.

  5. Brand, Claus & Obstbaum, Meri & Coenen, Günter & Sondermann, David & Lydon, Reamonn & Ajevskis, Viktors & Hammermann, Felix & Angino, Siria & Hernborg, Nils & Basso, Henrique & Hertweck, Matthias & Bi, 2021. "Employment and the conduct of monetary policy in the euro area," Occasional Paper Series 275, European Central Bank.

    Cited by:

    1. Corbisiero, Giuseppe & Lawton, Neil, 2021. "The ECB’s Review of its Monetary Policy Strategy," Quarterly Bulletin Articles, Central Bank of Ireland, pages 70-103, October.
    2. Sandra Gomes & Pascal Jacquinot, 2023. "A single monetary policy for heterogeneous labour markets: the case of the euro area," Working Papers w202301, Banco de Portugal, Economics and Research Department.
    3. Cecion, Martina & Coenen, Günter & Gerke, Rafael & Le Bihan, Hervé & Motto, Roberto & Aguilar, Pablo & Ajevskis, Viktors & Giesen, Sebastian & Albertazzi, Ugo & Gilbert, Niels & Al-Haschimi, Alexander, 2021. "The ECB’s price stability framework: past experience, and current and future challenges," Occasional Paper Series 269, European Central Bank.
    4. Darracq Pariès, Matthieu & Notarpietro, Alessandro & Kilponen, Juha & Papadopoulou, Niki & Zimic, Srečko & Aldama, Pierre & Langenus, Geert & Alvarez, Luis Julian & Lemoine, Matthieu & Angelini, Elena, 2021. "Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement," Occasional Paper Series 267, European Central Bank.
    5. Philip R. Lane, 2021. "La stratégie de politique monétaire de la Banque centrale européenne," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 75-89.
    6. Darracq Pariès, Matthieu & Kornprobst, Antoine & Priftis, Romanos, 2024. "Monetary policy strategies to navigate post-pandemic inflation: an assessment using the ECB’s New Area-Wide Model," Working Paper Series 2935, European Central Bank.
    7. Bobasu, Alina & Ciccarelli, Matteo & Notarpietro, Alessandro & Ambrocio, Gene & Auer, Simone & Bonfim, Diana & Bottero, Margherita & Brázdik, František & Buss, Ginters & Byrne, David & Casalis, André , 2025. "Monetary policy transmission: a reference guide through ESCB models and empirical benchmarks," Occasional Paper Series 377, European Central Bank.
    8. Ciccarelli, Matteo & Darracq Pariès, Matthieu & Priftis, Romanos & Angelini, Elena & Bańbura, Marta & Bokan, Nikola & Fagan, Gabriel & Gumiel, José Emilio & Kornprobst, Antoine & Lalik, Magdalena & Mo, 2024. "ECB macroeconometric models for forecasting and policy analysis," Occasional Paper Series 344, European Central Bank.
    9. Kremer, Elise & Reissl, Severin & Fierro, Luca E. & Emmerling, Johannes & Lamperti, Francesco & Roventini, Andrea, 2025. "Energy price shocks in the European Union: Macroeconomic impacts, distributional effects and policy responses," Energy Economics, Elsevier, vol. 152(C).

  6. Fernando Eguren-Martin & Cian O'Neill & Andrej Sokol & Lukas von dem Berge, 2020. "Capital flows-at-risk: push, pull and the role of policy," Bank of England working papers 881, Bank of England.

    Cited by:

    1. Karlström, Peter, 2025. "Macroprudential policy and systemic risk: The role of corporate and household credit booms," Journal of Financial Stability, Elsevier, vol. 78(C).
    2. Fernando Eguren Martin & Mark Joy & Claudia Maurini & Alessandro Moro & Valerio Nispi Landi & Alessandro Schiavone & Carlos van Hombeeck, 2020. "Capital flows during the pandemic: lessons for a more resilient international financial architecture," Questioni di Economia e Finanza (Occasional Papers) 589, Bank of Italy, Economic Research and International Relations Area.
    3. Tihana Škrinjarić, 2024. "Growth-at-risk for macroprudential policy stance assessment: a survey," Bank of England working papers 1075, Bank of England.
    4. Michal Franta & Jan Libich, 2024. "Holding the economy by the tail: analysis of short- and long-run macroeconomic risks," Empirical Economics, Springer, vol. 66(4), pages 1443-1489, April.
    5. Zhou, Yang, 2024. "Benefits and costs: The impact of capital control on growth-at-risk in China," International Review of Financial Analysis, Elsevier, vol. 93(C).
    6. Gelos, Gaston & Gornicka, Lucyna & Koepke, Robin & Sahay, Ratna & Sgherri, Silvia, 2022. "Capital flows at risk: Taming the ebbs and flows," Journal of International Economics, Elsevier, vol. 134(C).
    7. Martínez-Jaramillo, Serafín & Montañez-Enríquez, Ricardo & Ossandon Busch, Matias & Ramos-Francia, Manuel & Rodríguez-Martínez, Anahí & Sánchez-Martínez, Manuel, 2022. "Stress-ridden finance and growth losses: Does financial development break the link?," IWH Discussion Papers 3/2022, Halle Institute for Economic Research (IWH).
    8. Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2020. "Capital Flows in Risky Times: Risk-on/Risk-off and Emerging Market Tail Risk," NBER Working Papers 27927, National Bureau of Economic Research, Inc.
    9. Chen, Yang & Feng, Yun & Liu, Qing & Zhang, Zhipeng, 2025. "Does benchmark-driven investment amplify the impact of the global financial cycle on emerging markets?," Pacific-Basin Finance Journal, Elsevier, vol. 89(C).
    10. Minjie Hu & Xuemei Yuan, 2025. "Dollar shocks and cross-border capital flows: Evidence from 33 emerging economies," PLOS ONE, Public Library of Science, vol. 20(3), pages 1-22, March.
    11. Gabor, Daniela, 2021. "The Liquidity and Sustainability Facility for African Sovereign Bonds: a good ECA/PIMCO idea whose time has come?," SocArXiv erku6, Center for Open Science.
    12. Bank for International Settlements, 2021. "Changing patterns of capital flows," CGFS Papers, Bank for International Settlements, number 66.
    13. Anusha Chari & Karlye Dilts Stedman & Kristin J. Forbes, 2021. "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," Research Working Paper RWP 21-16, Federal Reserve Bank of Kansas City.
    14. Sokol, Andrej, 2021. "Fan charts 2.0: flexible forecast distributions with expert judgement," Working Paper Series 2624, European Central Bank.
    15. Yoshihiko Norimasa & Kazuki Ueda & Tomohiro Watanabe, 2021. "Emerging Economies' Vulnerability to Changes in Capital Flows: The Role of Global and Local Factors," Bank of Japan Working Paper Series 21-E-5, Bank of Japan.
    16. Tihana Škrinjarić & Maja Sabol, 2023. "Easier said than done: Predicting downside risks to house prices in Croatia," Working Papers 73, The Croatian National Bank, Croatia.
    17. Tihana Škrinjarić, 2023. "Macroprudential stance assessment: problems of measurement, literature review and some comments for the case of Croatia," Working Papers 72, The Croatian National Bank, Croatia.
    18. Ossandon Busch, Matias & Sánchez-Martínez, José Manuel & Rodríguez-Martínez, Anahí & Montañez-Enríquez, Ricardo & Martínez-Jaramillo, Serafín, 2022. "Growth at risk: Methodology and applications in an open-source platform," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(3).
    19. Huang, Xiaowei & He, Chenyu & Zhang, Man, 2024. "Economic policy uncertainty and capital flows' tail risk in China," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
    20. Annamaria Crescenzio & Etienne Lepers, 2025. "Extreme Capital Flow Episodes From the Global Financial Crisis to COVID-19: An Exploration With Monthly Data," Open Economies Review, Springer, vol. 36(1), pages 105-136, February.

  7. Chalmovianský, Jakub & Porqueddu, Mario & Sokol, Andrej, 2020. "Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area," Working Paper Series 2501, European Central Bank.

    Cited by:

    1. Bańbura, Marta & Bobeica, Elena & Giammaria, Alessandro & Porqueddu, Mario & van Spronsen, Josha, 2025. "A new model to forecast energy inflation in the euro area," Working Paper Series 3062, European Central Bank.
    2. Sokol, Andrej, 2021. "Fan charts 2.0: flexible forecast distributions with expert judgement," Working Paper Series 2624, European Central Bank.

  8. Michael Kumhof & Phurichai Rungcharoenkitkul & Andrej Sokol, 2020. "How does international capital flow?," BIS Working Papers 890, Bank for International Settlements.

    Cited by:

    1. Peter Aradvanyi & Zoltan Szalai, 2025. "Endogenous Money Supply Theories and Their Main Implications," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 24(1), pages 74-100.
    2. George Pantelopoulos, 2021. "Can Central Banks circumvent the impossible trinity within their operational frameworks? Theory and evidence," The World Economy, Wiley Blackwell, vol. 44(7), pages 2041-2075, July.
    3. Rob Hayward & Andros Gregoriou, 2021. "International Capital Flows and Speculation," JRFM, MDPI, vol. 14(5), pages 1-12, April.
    4. Li, Xiang & Su, Dan, 2022. "Surges and instability: The maturity shortening channel," Journal of International Economics, Elsevier, vol. 139(C).
    5. Lepers, Etienne & Mercado, Rogelio, 2021. "Sectoral capital flows: Covariates, co-movements, and controls," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
    6. Spielberger, Lukas & Voss, Dustin, 2024. "Financial adjustment as a driver of growth model change: a balance-sheet approach to comparative political economy," LSE Research Online Documents on Economics 116034, London School of Economics and Political Science, LSE Library.

  9. Fernando Eguren-Martin & Andrej Sokol, 2019. "Attention to the tail(s): global financial conditions and exchange rate risks," Bank of England working papers 822, Bank of England.

    Cited by:

    1. Eguren-Martin, Fernando & O'Neill, Cian & Sokol, Andrej & von dem Berge, Lukas, 2024. "Capital flows-at-risk: Push, pull and the role of policy," Journal of International Money and Finance, Elsevier, vol. 147(C).
    2. Wang, Xichen & Duan, Xiaomei, 2024. "What leads some countries to experience larger decreases in foreign flows during low-flow episodes? Evidence from international portfolio flows," Journal of International Money and Finance, Elsevier, vol. 148(C).
    3. Fernando Eguren-Martin & Sevim Kösem & Guido Maia & Andrej Sokol, 2024. "Targeted financial conditions indices and growth-at-risk," Bank of England working papers 1084, Bank of England.
    4. Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2024. "An unconventional FX tail risk story," LSE Research Online Documents on Economics 125291, London School of Economics and Political Science, LSE Library.
    5. Hacıoğlu Hoke, Sinem & Aikman, David & Bridges, Jonathan & O'Neill, Cian & Raja, Akash, 2021. "Credit, capital and crises: a GDP-at-Risk approach," CEPR Discussion Papers 15864, C.E.P.R. Discussion Papers.
    6. Magud, Nicolas E. & Pienknagura, Samuel, 2025. "Foreign exchange intervention and capital flow measures under external tail risks," Emerging Markets Review, Elsevier, vol. 65(C).
    7. Filippo Busetto, 2024. "Asymmetric expectations of monetary policy," Bank of England working papers 1058, Bank of England.
    8. Sona Benecka & Petr Polak, 2023. "Regional sentiment of Central European currencies in the global context," Occasional Publications - Chapters in Edited Volumes, in: CNB Global Economic Outlook - March 2023, pages 13-20, Czech National Bank, Research and Statistics Department.
    9. Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2024. "An unconventional FX tail risk story," Journal of International Money and Finance, Elsevier, vol. 148(C).
    10. Ostry, D. A., 2023. "Tails of Foreign Exchange-at-Risk (FEaR)," Cambridge Working Papers in Economics 2343, Faculty of Economics, University of Cambridge.
    11. Janus, Jakub, 2025. "Global financial risk and uncovered interest parity premia in Central and Eastern Europe," Economic Modelling, Elsevier, vol. 148(C).
    12. Ferrara, Laurent & Yapi, Joseph, 2022. "Measuring exchange rate risks during periods of uncertainty," International Economics, Elsevier, vol. 170(C), pages 202-212.
    13. Sokol, Andrej, 2025. "Fan charts 2.0: Flexible forecast distributions with expert judgement," International Journal of Forecasting, Elsevier, vol. 41(3), pages 1148-1164.

  10. Ambrogio Cesa-Bianchi & Michael Kumhof & Andrej Sokol & Gregory Thwaites, 2019. "Towards a new monetary theory of exchange rate determination," Bank of England working papers 817, Bank of England.

    Cited by:

    1. Rob Hayward & Andros Gregoriou, 2021. "International Capital Flows and Speculation," JRFM, MDPI, vol. 14(5), pages 1-12, April.
    2. Chen, Louisa & Liu, Estelle Xue & Liu, Zijun, 2024. "FX resilience around the world: Fighting volatile cross-border capital flows," International Review of Financial Analysis, Elsevier, vol. 96(PB).

  11. Andrej Sokol & Ambrogio Cesa-Bianchi, 2017. "The International Credit Channel of U.S. Monetary Policy and Financial Shocks," 2017 Meeting Papers 724, Society for Economic Dynamics.

    Cited by:

    1. Jongrim Ha, 2021. "Financial market spillovers of U.S. monetary policy shocks," Review of International Economics, Wiley Blackwell, vol. 29(5), pages 1221-1274, November.
    2. Seohyun Lee & Inhwan So & Jongrim Ha, 2018. "Identifying Uncertainty Shocks due to Geopolitical Swings in Korea," Working Papers 2018-26, Economic Research Institute, Bank of Korea.

  12. Ambrogio Cesa Bianchi & Andrej Sokol, 2017. "Financial shocks, credit spreads and the international credit channel," Bank of England working papers 693, Bank of England.

    Cited by:

    1. Federico Di Pace & Christoph Gortz, 2021. "Monetary Policy, Sectoral Comovement and the Credit Channel," Discussion Papers 21-07, Department of Economics, University of Birmingham.
    2. Haddou, Samira, 2024. "Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
    3. Jongrim Ha & Inhwan So, 2023. "Which Monetary Shocks Matter in Small Open Economies? Evidence from Canada," International Journal of Central Banking, International Journal of Central Banking, vol. 19(2), pages 389-472, June.
    4. Salzmann, Leonard, 2024. "Do Survey Data Help Identify Supply and Demand Shocks in Sign-restricted SVARs?," EconStor Preprints 289576, ZBW - Leibniz Information Centre for Economics.
    5. Lloyd, S. & Manuel, E. & Panchev, K., 2021. "Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk," Cambridge Working Papers in Economics 2156, Faculty of Economics, University of Cambridge.
    6. Jursa, Lukáš & Janků, Jan, 2025. "From the core to the European periphery: Spillover effects of financial cycles," Emerging Markets Review, Elsevier, vol. 68(C).
    7. Habib, Maurizio Michael & Venditti, Fabrizio, 2019. "The global capital flows cycle: structural drivers and transmission channels," Working Paper Series 2280, European Central Bank.
    8. Yun, Jaeho, 2025. "Rethinking the delayed overshooting puzzle: An examination through present value framework," Journal of International Money and Finance, Elsevier, vol. 153(C).
    9. Habib, Maurizio Michael & Stracca, Livio & Venditti, Fabrizio, 2020. "The fundamentals of safe assets," Journal of International Money and Finance, Elsevier, vol. 102(C).
    10. Tuzcuoglu, Kerem, 2024. "Nonlinear transmission of international financial stress," Economic Modelling, Elsevier, vol. 139(C).
    11. Lastauskas, Povilas & Nguyen, Anh Dinh Minh, 2023. "Global impacts of US monetary policy uncertainty shocks," Journal of International Economics, Elsevier, vol. 145(C).
    12. HA, JONGRIM & Kim, Dohan & Kose, Ayhan M., 2024. "Resolving Puzzles of Monetary Policy Transmission in Emerging Markets," MPRA Paper 122624, University Library of Munich, Germany.
    13. Riccardo Degasperi & Seokki Simon Hong & Giovanni Ricco, 2024. "The global transmission of U.S. monetary policy," Temi di discussione (Economic working papers) 1466, Bank of Italy, Economic Research and International Relations Area.
    14. Helmut Herwartz & Christian Ochsner & Hannes Rohloff, 2021. "Global Credit Shocks and Real Economies," MAGKS Papers on Economics 202116, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    15. Jarociński, Marek, 2022. "Central bank information effects and transatlantic spillovers," Journal of International Economics, Elsevier, vol. 139(C).
    16. Helmut Herwartz & Christian Ochsner & Hannes Rohloff, 2021. "The Credit Composition of Global Liquidity," MAGKS Papers on Economics 202115, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    17. Carsen Jentsch & Kurt Graden Lunsford, 2019. "Asymptotically Valid Bootstrap Inference for Proxy SVARs," Working Papers 19-08, Federal Reserve Bank of Cleveland.
    18. Miranda-Agrippino, Silvia & Nenova, Tsvetelina, 2022. "A tale of two global monetary policies," Journal of International Economics, Elsevier, vol. 136(C).
    19. Huang, Yu-Fan & Liao, Wenting & Wang, Taining, 2024. "Does US financial uncertainty spill over through the (asymmetric) international credit channel? The role of market expectations," Journal of International Money and Finance, Elsevier, vol. 148(C).
    20. Huang, Yu-Fan & Liao, Wenting & Luo, Sui & Ma, Jun, 2024. "Financial conditions, macroeconomic uncertainty, and macroeconomic tail risks," Journal of Economic Dynamics and Control, Elsevier, vol. 163(C).
    21. Grzegorz Wesołowski & Oleg Gurshev, 2025. "US macroeconomic shocks and international business cycle," Working Papers 2025-06, Faculty of Economic Sciences, University of Warsaw.
    22. Lastauskas, Povilas & Nguyen, Anh Dinh Minh, 2024. "Spillover effects of US monetary policy on emerging markets amidst uncertainty," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
    23. Marco Pinchetti & Andrzej Szczepaniak, 2024. "Global Spillovers of the Fed Information Effect," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(2), pages 773-819, June.
    24. Robin Braun & Ralf Brüggemann, 2022. "Identification of SVAR models by combining sign restrictions with external instruments," Bank of England working papers 961, Bank of England.
    25. Domit, Sílvia & Monti, Francesca & Sokol, Andrej, 2019. "Forecasting the UK economy with a medium-scale Bayesian VAR," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1669-1678.
    26. Pierre-Richard Agénor & Timothy Jackson & Luiz Awazu Pereira da Silva, 2022. "Cross-border regulatory spillovers and macroprudential policy coordination," BIS Working Papers 1007, Bank for International Settlements.
    27. Lukas Berend & Jan Pruser, 2024. "The Transmission of Monetary Policy via Common Cycles in the Euro Area," Papers 2410.05741, arXiv.org, revised Nov 2024.
    28. Mei, Dongzhou & Wang, Jiaxin & Zhang, Mi, 2025. "US monetary policy spillovers, maturity mismatch and Chinese corporate financing premium," China Economic Review, Elsevier, vol. 93(C).
    29. Faroque Ahmed & Kazi Sohag, 2025. "Spillover effects of separated oil price shocks on regional financial stress amidst Russia–Ukraine and global geopolitical tensions: a novel GVAR approach," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 15(3), pages 593-639, September.
    30. Luca Baldo & Marco Bernardini, 2025. "What drives policy rate expectations? Evidence from the post-pandemic monetary policy cycle," Temi di discussione (Economic working papers) 1500, Bank of Italy, Economic Research and International Relations Area.
    31. Jongrim Ha & Seohyun Lee & Inhwan So, 2022. "The Impact of Uncertainty Shocks: Evidence from Geopolitical Swings on the Korean Peninsula," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(1), pages 21-56, February.
    32. Marco Bernardini & Antonio M. Conti, 2023. "Announcement and implementation effects of central bank asset purchases," Temi di discussione (Economic working papers) 1435, Bank of Italy, Economic Research and International Relations Area.
    33. Ahmed, Rashad, 2023. "Flights-to-safety and macroeconomic adjustment in emerging markets: The role of U.S. monetary policy," Journal of International Money and Finance, Elsevier, vol. 133(C).
    34. Ateş-Saygılı, Çiğdem, 2024. "Resilient forces: The role of intangible capital in mitigating financial contagion dynamics," Research in Economics, Elsevier, vol. 78(4).
    35. Federico Di Pace & Christoph Görtz, 2021. "Sectoral comovement, monetary policy and the credit channel," Bank of England working papers 925, Bank of England.
    36. Venditti, Fabrizio & Veronese, Giovanni, 2020. "Global financial markets and oil price shocks in real time," Working Paper Series 2472, European Central Bank.
    37. Florian Huber & Karin Klieber & Massimiliano Marcellino & Luca Onorante & Michael Pfarrhofer, 2024. "Asymmetries in Financial Spillovers," Papers 2410.16214, arXiv.org.
    38. Robin Braun & Ralf Brüggemann, 2020. "Identification of SVAR Models by Combining Sign Restrictions With External Instruments," Working Paper Series of the Department of Economics, University of Konstanz 2020-01, Department of Economics, University of Konstanz.
    39. Ambrogio Cesa-Bianchi & Andrea Ferrero, 2021. "The transmission of Keynesian supply shocks," Bank of England working papers 934, Bank of England.
    40. Huang, Xiaowei & He, Chenyu & Zhang, Man, 2024. "Economic policy uncertainty and capital flows' tail risk in China," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
    41. Carrillo, Julio A. & Elizondo, Rocio & Hernández-Román, Luis G., 2020. "Inquiry on the transmission of U.S. aggregate shocks to Mexico: A SVAR approach," Journal of International Money and Finance, Elsevier, vol. 104(C).

  13. Sílvia Domit & Francesca Monti & Andrej Sokol, 2016. "A Bayesian VAR benchmark for COMPASS," Bank of England working papers 583, Bank of England.

    Cited by:

    1. Olga Korotkikh, 2020. "A Multi-Country BVAR Model for the External Sector," Russian Journal of Money and Finance, Bank of Russia, vol. 79(4), pages 98-112, December.
    2. Nasir, Muhammad Ali, 2020. "Forecasting inflation under uncertainty: The forgotten dog and the frisbee," Technological Forecasting and Social Change, Elsevier, vol. 158(C).
    3. Bańbura, Marta & Bobeica, Elena & Giammaria, Alessandro & Porqueddu, Mario & van Spronsen, Josha, 2025. "A new model to forecast energy inflation in the euro area," Working Paper Series 3062, European Central Bank.
    4. Angelini, Elena & Lalik, Magdalena & Lenza, Michele & Paredes, Joan, 2019. "Mind the gap: A multi-country BVAR benchmark for the Eurosystem projections," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1658-1668.
    5. Ian Borg & Germano Ruisi, 2018. "Forecasting using Bayesian VARs: A Benchmark for STREAM," CBM Working Papers WP/04/2018, Central Bank of Malta.
    6. Dmitry Kreptsev & Sergei Seleznev, 2017. "DSGE Model of the Russian Economy with the Banking Sector," Bank of Russia Working Paper Series wps27, Bank of Russia.
    7. Ashwin Madhou & Tayushma Sewak & Imad Moosa & Vikash Ramiah, 2017. "GDP nowcasting: application and constraints in a small open developing economy," Applied Economics, Taylor & Francis Journals, vol. 49(38), pages 3880-3890, August.
    8. Dmitry Kreptsev & Sergei Seleznev, 2018. "Forecasting for the Russian Economy Using Small-Scale DSGE Models," Russian Journal of Money and Finance, Bank of Russia, vol. 77(2), pages 51-67, June.
    9. Mandalinci, Zeyyad, 2017. "Forecasting inflation in emerging markets: An evaluation of alternative models," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1082-1104.

  14. Alex Haberis & Andrej Sokol, 2014. "A procedure for combining zero and sign restrictions in a VAR-identification scheme," Discussion Papers 1410, Centre for Macroeconomics (CFM).

    Cited by:

    1. Fisher, Lance A. & Huh, Hyeon-seung, 2019. "An IV framework for combining sign and long-run parametric restrictions in SVARs," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
    2. Małgorzata Skibińska, 2017. "Transmission of monetary policy and exchange rate shocks under foreign currency lending," KAE Working Papers 2017-027, Warsaw School of Economics, Collegium of Economic Analysis.
    3. Lance A. Fisher & Hyeon-seung Huh, 2018. "Combining sign and parametric restrictions in SVARs by Givens Rotations," Working papers 2018rwp-122, Yonsei University, Yonsei Economics Research Institute.
    4. Bünyamin Fuat Yıldız & Korhan K. Gökmenoğlu & Wing-Keung Wong, 2022. "Analysing Monetary Policy Shocks by Sign and Parametric Restrictions: The Evidence from Russia," Economies, MDPI, vol. 10(10), pages 1-16, September.
    5. Fisher Lance A. & Huh Hyeon-seung, 2020. "Combining sign and parametric restrictions in SVARs by utilising Givens rotations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(3), pages 1-19, June.
    6. Sílvia Domit & Francesca Monti & Andrej Sokol, 2016. "A Bayesian VAR benchmark for COMPASS," Bank of England working papers 583, Bank of England.

Articles

  1. Sokol, Andrej, 2025. "Fan charts 2.0: Flexible forecast distributions with expert judgement," International Journal of Forecasting, Elsevier, vol. 41(3), pages 1148-1164.
    See citations under working paper version above.
  2. Eguren-Martin, Fernando & O'Neill, Cian & Sokol, Andrej & von dem Berge, Lukas, 2024. "Capital flows-at-risk: Push, pull and the role of policy," Journal of International Money and Finance, Elsevier, vol. 147(C).
    See citations under working paper version above.
  3. Fernando Eguren-Martin & Andrej Sokol, 2022. "Attention to the Tail(s): Global Financial Conditions and Exchange Rate Risks," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(3), pages 487-519, September.
    See citations under working paper version above.
  4. Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2022. "Nowcasting with large Bayesian vector autoregressions," Journal of Econometrics, Elsevier, vol. 231(2), pages 500-519.
    See citations under working paper version above.
  5. Cesa-Bianchi, Ambrogio & Sokol, Andrej, 2022. "Financial shocks, credit spreads, and the international credit channel," Journal of International Economics, Elsevier, vol. 135(C).
    See citations under working paper version above.
  6. Bobeica, Elena & Sokol, Andrej, 2019. "Drivers of underlying inflation in the euro area over time: a Phillips curve perspective," Economic Bulletin Articles, European Central Bank, vol. 4.

    Cited by:

    1. Bańbura, Marta & Leiva-Leon, Danilo & Menz, Jan-Oliver, 2021. "Do inflation expectations improve model-based inflation forecasts?," Working Paper Series 2604, European Central Bank.
    2. Laurence M. Ball & Sandeep Mazumder, 2019. "A Phillips Curve for the Euro Area," NBER Working Papers 26450, National Bureau of Economic Research, Inc.
    3. Antonio Ribba, 2020. "Is the unemployment–inflation trade‐off still alive in the Euro Area and its member countries? It seems so," The World Economy, Wiley Blackwell, vol. 43(9), pages 2393-2410, September.
    4. Eser, Fabian & Karadi, Peter & Lane, Philip R. & Moretti, Laura & Osbat, Chiara, 2020. "The Phillips Curve at the ECB," Working Paper Series 2400, European Central Bank.
    5. Bobeica, Elena & Koester, Gerrit & Lis, Eliza & Nickel, Christiane & Porqueddu, Mario, 2019. "Understanding low wage growth in the euro area and European countries," Occasional Paper Series 232, European Central Bank.
    6. Bańbura, Marta & Bobeica, Elena, 2023. "Does the Phillips curve help to forecast euro area inflation?," International Journal of Forecasting, Elsevier, vol. 39(1), pages 364-390.
    7. BENIGNO, Pierpaolo & CANOFARI, Paola & DI BARTOLOMEO, Giovanni & MESSORI, Marcello, 2023. "The ECB’s new inflation target from a short- and long-term perspective," Working Papers 2023006, University of Antwerp, Faculty of Business and Economics.
    8. Bobeica, Elena & Hartwig, Benny, 2021. "The COVID-19 shock and challenges for time series models," Working Paper Series 2558, European Central Bank.
    9. Hahn, Elke, 2020. "The wage-price pass-through in the euro area: does the growth regime matter?," Working Paper Series 2485, European Central Bank.
    10. Brand, Claus & Obstbaum, Meri & Coenen, Günter & Sondermann, David & Lydon, Reamonn & Ajevskis, Viktors & Hammermann, Felix & Angino, Siria & Hernborg, Nils & Basso, Henrique & Hertweck, Matthias & Bi, 2021. "Employment and the conduct of monetary policy in the euro area," Occasional Paper Series 275, European Central Bank.
    11. Petr Polak & Filip Novotny, 2020. "Consumer and industrial prices in 2020 - the year of the coronavirus," Occasional Publications - Chapters in Edited Volumes, in: CNB Global Economic Outlook - December 2020, pages 12-18, Czech National Bank, Research and Statistics Department.
    12. Pierpaolo Benigno & Paolo Canofari & Giovanni Di Bartolomeo & Marcello Messori, 2021. "The implementation and the rationale of the new inflation target of the ECB," Working Papers in Public Economics 205, Department of Economics and Law, Sapienza University of Rome.
    13. Chalmovianský, Jakub & Porqueddu, Mario & Sokol, Andrej, 2020. "Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area," Working Paper Series 2501, European Central Bank.
    14. Álvarez, Luis J. & Correa-López, Mónica, 2020. "Inflation expectations in euro area Phillips curves," Economics Letters, Elsevier, vol. 195(C).
    15. Luis J. Álvarez & Maria Dolores Gadea & Ana Gómez‐Loscos, 2021. "Inflation comovements in advanced economies: Facts and drivers," The World Economy, Wiley Blackwell, vol. 44(2), pages 485-509, February.
    16. Pablo Aguilar, 2020. "Inflation persistence in the euro area: the role of expectations," Economic Bulletin, Banco de España, issue 4/2020.
    17. Yakov Ben‐Haim & Jan Willem Van den End, 2022. "Assessing uncertainty in the natural rate of interest: Info‐gap as guide for monetary policy in the euro area," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3228-3245, July.
    18. Giuliana Passamani & Alessandro Sardone & Roberto Tamborini, 2022. "Inflation puzzles, the Phillips Curve and output expectations: new perspectives from the Euro Zone," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(1), pages 123-153, February.
    19. Baumann, Ursel & Darracq Pariès, Matthieu & Westermann, Thomas & Riggi, Marianna & Bobeica, Elena & Meyler, Aidan & Böninghausen, Benjamin & Fritzer, Friedrich & Trezzi, Riccardo & Jonckheere, Jana & , 2021. "Inflation expectations and their role in Eurosystem forecasting," Occasional Paper Series 264, European Central Bank.
    20. Wellmann, Susanne, 2023. "The Phillips curve in the euro area: New evidence using country-level data," University of Tübingen Working Papers in Business and Economics 156, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
    21. Antonio Ribba, 2022. "Monetary Policy Shocks in Open Economies and the Inflation Unemployment Trade-Off: The Case of the Euro Area," JRFM, MDPI, vol. 15(4), pages 1-12, March.
    22. Andrejs Zlobins, 2021. "On the Time-varying Effects of the ECB's Asset Purchases," Working Papers 2021/02, Latvijas Banka.
    23. Koester, Gerrit & Lis, Eliza & Nickel, Christiane & Osbat, Chiara & Smets, Frank, 2021. "Understanding low inflation in the euro area from 2013 to 2019: cyclical and structural drivers," Occasional Paper Series 280, European Central Bank.
    24. Nickel, Christiane & Kilponen, Juha & Moral-Benito, Enrique & Koester, Gerrit & Ciccarelli, Matteo & Enders, Almira & Holton, Sarah & Landau, Bettina & Venditti, Fabrizio & Bobeica, Elena & Brand, Cla, 2025. "A strategic view on the economic and inflation environment in the euro area," Occasional Paper Series 371, European Central Bank.

  7. Domit, Sílvia & Monti, Francesca & Sokol, Andrej, 2019. "Forecasting the UK economy with a medium-scale Bayesian VAR," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1669-1678.

    Cited by:

    1. Tallman, Ellis W. & Zaman, Saeed, 2020. "Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy," International Journal of Forecasting, Elsevier, vol. 36(2), pages 373-398.
    2. Richard K. Crump & Stefano Eusepi & Domenico Giannone & Eric Qian & Argia M. Sbordone, 2021. "A Large Bayesian VAR of the United States Economy," Staff Reports 976, Federal Reserve Bank of New York.
    3. Joseph, Andreas & Potjagailo, Galina & Chakraborty, Chiranjit & Kapetanios, George, 2024. "Forecasting UK inflation bottom up," International Journal of Forecasting, Elsevier, vol. 40(4), pages 1521-1538.
    4. Lenza, Michele & Cimadomo, Jacopo & Giannone, Domenico & Monti, Francesca & Sokol, Andrej, 2021. "Nowcasting with Large Bayesian Vector Autoregressions," CEPR Discussion Papers 15854, C.E.P.R. Discussion Papers.
    5. Chenghan Hou & Bao Nguyen & Bo Zhang, 2023. "Real‐time forecasting of the Australian macroeconomy using flexible Bayesian VARs," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 418-451, March.
    6. Chalmovianský, Jakub & Porqueddu, Mario & Sokol, Andrej, 2020. "Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area," Working Paper Series 2501, European Central Bank.
    7. Paolo Gelain & Simone Manganelli, 2020. "Monetary Policy with Judgment," Working Papers 20-14, Federal Reserve Bank of Cleveland.
    8. Urmat Dzhunkeev, 2025. "MOSES: Macroeconomic Forecasting with Models and Sentiment Synthesis," Russian Journal of Money and Finance, Bank of Russia, vol. 84(4), pages 63-84, December.
    9. Walid Mansour & Hechem Ajmi & Karima Saci, 2022. "Regulatory policies in the global Islamic banking sector in the outbreak of COVID-19 pandemic," Journal of Banking Regulation, Palgrave Macmillan, vol. 23(3), pages 265-287, September.
    10. Sokol, Andrej, 2021. "Fan charts 2.0: flexible forecast distributions with expert judgement," Working Paper Series 2624, European Central Bank.
    11. Jinshun Wu & Luyao Wu, 2024. "Bayesian Local Likelihood Estimation of Time-Varying DSGE Models: Allowing for Indeterminacy," Computational Economics, Springer;Society for Computational Economics, vol. 64(4), pages 2437-2476, October.
    12. Siphat Lim & Edman Flores & Casey Barnett, 2024. "Analyzing the Effectiveness of a System of Equation Model in Comparison to Single Equation Models for Predicting General Price Level in Cambodia," International Journal of Economics and Financial Issues, Econjournals, vol. 14(5), pages 156-166, September.

  8. Gene Kindberg-Hanlon & Andrej Sokol, 2018. "Gauging the globe: the Bank's approach to nowcasting world GDP," Bank of England Quarterly Bulletin, Bank of England, vol. 58(3), pages 21-30.

    Cited by:

    1. Jack Fosten & Shaoni Nandi, 2023. "Nowcasting from cross‐sectionally dependent panels," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 898-919, September.
    2. Samuel Shamiri & Leanne Ngai & Peter Lake & Yin Shan & Amee McMillan & Therese Smith & Kishor Sharma, 2022. "Nowcasting the Australian Labour Market at Disaggregated Levels," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 55(3), pages 389-404, September.
    3. Caroline Jardet & Baptiste Meunier, 2022. "Nowcasting world GDP growth with high‐frequency data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(6), pages 1181-1200, September.

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