Andrej Sokol
Personal Details
First Name: | Andrej |
Middle Name: | |
Last Name: | Sokol |
Suffix: | |
RePEc Short-ID: | pso483 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/view/andrejsokol/home | |
Research output
Jump to: Working papers ArticlesWorking papers
- Eguren-Martin, Fernando & Kösem, Sevim & Maia, Guido & Sokol, Andrej, 2024. "Targeted financial conditions indices and growth-at-risk," Bank of England working papers 1084, Bank of England.
- Andrej Sokol & Michael Kumhof & Marco Pinchetti & Phurichai Rungcharoenkitkul, 2023.
"CBDC policies in open economies,"
BIS Working Papers
1086, Bank for International Settlements.
- Kumhof, Michael & Pinchetti, Marco & Rungcharoenkitkul, Phurichai & Sokol, Andrej, 2023. "CBDC Policies in Open Economies," CEPR Discussion Papers 17982, C.E.P.R. Discussion Papers.
- Michael Kumhof & Marco Pinchetti & Phurichai Rungcharoenkitkul & Andrej Sokol, 2023. "CBDC Policies in Open Economies," Discussion Papers 2309, Centre for Macroeconomics (CFM).
- Michael Kumhof & Marco Pinchetti & Phurichai Rungcharoenkitkul & Andrej Sokol, 2023. "CBDC Policies in Open Economies," PIER Discussion Papers 205, Puey Ungphakorn Institute for Economic Research.
- 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.
- 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.
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2020. "Nowcasting with large Bayesian vector autoregressions," Working Paper Series 2453, European Central Bank.
- Sokol, Andrej, 2021. "Fan charts 2.0: flexible forecast distributions with expert judgement," Working Paper Series 2624, European Central Bank.
- Budrys, Žymantas & Porqueddu, Mario & Sokol, Andrej, 2021.
"Striking a bargain: narrative identification of wage bargaining shocks,"
Working Paper Series
2602, European Central Bank.
- Budrys, Žymantas & Porqueddu, Mario & Sokol, Andrej, 2022. "Striking a bargain: narrative identification of wage bargaining shocks," Research Bulletin, European Central Bank, vol. 98.
- Žymantas Budrys & Mario Porqueddu & Andrej Sokol, 2024. "Striking a Bargain: Narrative Identification of Wage Bargaining Shocks," Bank of Lithuania Working Paper Series 121, Bank of Lithuania.
- 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.
- Eguren-Martin, Fernando & O'Neill, Cian & Sokol, Andrej & von dem Berge, Lukas, 2020.
"Capital flows-at-risk: push, pull and the role of policy,"
Bank of England working papers
881, Bank of England.
- 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).
- Eguren-Martin, Fernando & O’Neill, Cian & Sokol, Andrej & Berge, Lukas von dem, 2021. "Capital flows-at-risk: push, pull and the role of policy," Working Paper Series 2538, European Central Bank.
- 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.
- Michael Kumhof & Phurichai Rungcharoenkitkul & Andrej Sokol, 2020.
"How does international capital flow?,"
BIS Working Papers
890, Bank for International Settlements.
- Kumhof, Michael & Rungcharoenkitkul, Phurichai & Sokol, Andrej, 2020. "How does international capital flow?," Bank of England working papers 884, Bank of England, revised 19 Nov 2020.
- Kumhof, Michael & Rungcharoenkitkul, Phurichai & Sokol, Andrej, 2021. "How Does International Capital Flow?," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242328, Verein für Socialpolitik / German Economic Association.
- Kumhof, Michael & Sokol, Andrej & Rungcharoenkitkul, Phurichai, 2020. "How Does International Capital Flow?," CEPR Discussion Papers 15526, C.E.P.R. Discussion Papers.
- Eguren-Martin, Fernando & Sokol, Andrej, 2019.
"Attention to the tail(s): global financial conditions and exchange rate risks,"
Bank of England working papers
822, Bank of England.
- 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.
- Sokol, Andrej & Eguren-Martin, Fernando, 2020. "Attention to the tail(s): global financial conditions and exchange rate risks," Working Paper Series 2387, European Central Bank.
- Cesa-Bianchi, Ambrogio & Kumhof, Michael & Sokol, Andrej & Thwaites, Gregory, 2019. "Towards a new monetary theory of exchange rate determination," Bank of England working papers 817, Bank of England.
- 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.
- Cesa Bianchi, Ambrogio & Sokol, Andrej, 2017.
"Financial shocks, credit spreads and the international credit channel,"
Bank of England working papers
693, Bank of England.
- Cesa-Bianchi, Ambrogio & Sokol, Andrej, 2022. "Financial shocks, credit spreads, and the international credit channel," Journal of International Economics, Elsevier, vol. 135(C).
- Domit, Sílvia & Monti, Francesca & Sokol, Andrej, 2016. "A Bayesian VAR benchmark for COMPASS," Bank of England working papers 583, Bank of England.
- 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).
- Haberis, Alex & Sokol, Andrej, 2014. "A procedure for combining zero and sign restrictions in aVAR-identification scheme," LSE Research Online Documents on Economics 58077, London School of Economics and Political Science, LSE Library.
Articles
- 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).
- Eguren-Martin, Fernando & O'Neill, Cian & Sokol, Andrej & von dem Berge, Lukas, 2020. "Capital flows-at-risk: push, pull and the role of policy," Bank of England working papers 881, Bank of England.
- Eguren-Martin, Fernando & O’Neill, Cian & Sokol, Andrej & Berge, Lukas von dem, 2021. "Capital flows-at-risk: push, pull and the role of policy," Working Paper Series 2538, European Central Bank.
- 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.
- Eguren-Martin, Fernando & Sokol, Andrej, 2019. "Attention to the tail(s): global financial conditions and exchange rate risks," Bank of England working papers 822, Bank of England.
- Sokol, Andrej & Eguren-Martin, Fernando, 2020. "Attention to the tail(s): global financial conditions and exchange rate risks," Working Paper Series 2387, European Central Bank.
- 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.
- 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.
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2020. "Nowcasting with large Bayesian vector autoregressions," Working Paper Series 2453, European Central Bank.
- Budrys, Žymantas & Porqueddu, Mario & Sokol, Andrej, 2022.
"Striking a bargain: narrative identification of wage bargaining shocks,"
Research Bulletin, European Central Bank, vol. 98.
- Žymantas Budrys & Mario Porqueddu & Andrej Sokol, 2024. "Striking a Bargain: Narrative Identification of Wage Bargaining Shocks," Bank of Lithuania Working Paper Series 121, Bank of Lithuania.
- Budrys, Žymantas & Porqueddu, Mario & Sokol, Andrej, 2021. "Striking a bargain: narrative identification of wage bargaining shocks," Working Paper Series 2602, European Central Bank.
- Cesa-Bianchi, Ambrogio & Sokol, Andrej, 2022.
"Financial shocks, credit spreads, and the international credit channel,"
Journal of International Economics, Elsevier, vol. 135(C).
- Cesa Bianchi, Ambrogio & Sokol, Andrej, 2017. "Financial shocks, credit spreads and the international credit channel," Bank of England working papers 693, Bank of England.
- 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.
- 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.
- Kindberg-Hanlon, Gene & Sokol, Andrej, 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.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Andrej Sokol & Michael Kumhof & Marco Pinchetti & Phurichai Rungcharoenkitkul, 2023.
"CBDC policies in open economies,"
BIS Working Papers
1086, Bank for International Settlements.
- Kumhof, Michael & Pinchetti, Marco & Rungcharoenkitkul, Phurichai & Sokol, Andrej, 2023. "CBDC Policies in Open Economies," CEPR Discussion Papers 17982, C.E.P.R. Discussion Papers.
- Michael Kumhof & Marco Pinchetti & Phurichai Rungcharoenkitkul & Andrej Sokol, 2023. "CBDC Policies in Open Economies," Discussion Papers 2309, Centre for Macroeconomics (CFM).
- Michael Kumhof & Marco Pinchetti & Phurichai Rungcharoenkitkul & Andrej Sokol, 2023. "CBDC Policies in Open Economies," PIER Discussion Papers 205, Puey Ungphakorn Institute for Economic Research.
Cited by:
- Assenmacher, Katrin & Ferrari Minesso, Massimo & Mehl, Arnaud & Pagliari, Maria Sole, 2024.
"Managing the transition to central bank digital currency,"
CEPR Discussion Papers
18867, C.E.P.R. Discussion Papers.
- Katrin Assenmacher & Massimo Ferrari Minesso & Arnaud Mehl & Maria Sole Pagliari, 2024. "Managing the transition to central bank digital currency," Working Papers 803, DNB.
- 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.
- 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).
- Moro, Alessandro & Nispi Landi, Valerio, 2024.
"The external financial spillovers of CBDCs,"
Journal of Economic Dynamics and Control, Elsevier, vol. 159(C).
- Alessandro Moro & Valerio Nispi Landi, 2023. "The external financial spillovers of CBDCs," Temi di discussione (Economic working papers) 1416, Bank of Italy, Economic Research and International Relations Area.
- 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.
- 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.
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2020. "Nowcasting with large Bayesian vector autoregressions," Working Paper Series 2453, European Central Bank.
Cited by:
- Barbaglia, Luca & Frattarolo, Lorenzo & Onorante, Luca & Pericoli, Filippo Maria & Ratto, Marco & Tiozzo Pezzoli, Luca, 2022.
"Testing big data in a big crisis: Nowcasting under COVID-19,"
JRC Working Papers in Economics and Finance
2022-06, Joint Research Centre, European Commission.
- 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.
- 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).
- Luigi Longo & Massimo Riccaboni & Armando Rungi, 2021. "A Neural Network Ensemble Approach for GDP Forecasting," Working Papers 02/2021, IMT School for Advanced Studies Lucca, revised Mar 2021.
- 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.
- 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).
- Bjarni G. Einarsson, 2024. "Online Monitoring of Policy Optimality," Economics wp95, Department of Economics, Central bank of Iceland.
- 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.
- Beck, Günter W. & Carstensen, Kai & Menz, Jan-Oliver & Schnorrenberger, Richard & Wieland, Elisabeth, 2024.
"Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany,"
Working Paper Series
2930, European Central Bank.
- 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.
- 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.
- 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.
- Martin Feldkircher & Florian Huber & Michael Pfarrhofer, 2020. "Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession," Papers 2007.15419, arXiv.org.
- 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.
- Lenza, Michele & Savoia, Ettore, 2024. "Do we need firm data to understand macroeconomic dynamics?," Working Paper Series 438, Sveriges Riksbank (Central Bank of Sweden).
- 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.
- James Chapman & Ajit Desai, 2022.
"Macroeconomic Predictions Using Payments Data and Machine Learning,"
Staff Working Papers
22-10, Bank of Canada.
- James T. E. Chapman & Ajit Desai, 2022. "Macroeconomic Predictions using Payments Data and Machine Learning," Papers 2209.00948, arXiv.org.
- James T. E. Chapman & Ajit Desai, 2023. "Macroeconomic Predictions Using Payments Data and Machine Learning," Forecasting, MDPI, vol. 5(4), pages 1-32, November.
- 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.
- Richard Schnorrenberger & Aishameriane Schmidt & Guilherme Valle Moura, 2024. "Harnessing Machine Learning for Real-Time Inflation Nowcasting," Working Papers 806, DNB.
- 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).
- Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2023. "Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails," CEPR Discussion Papers 17800, C.E.P.R. Discussion Papers.
- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022.
"Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices,"
SciencePo Working papers Main
hal-03573080, HAL.
- 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 2023-06, Center for Research in Economics and Statistics.
- 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.
- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Papers 2201.05556, arXiv.org, revised Mar 2023.
- Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2022. "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," CEPR Discussion Papers 17111, C.E.P.R. Discussion Papers.
- 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.
- Iacopini, Matteo & Poon, Aubrey & Rossini, Luca & Zhu, Dan, 2023. "Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP," Journal of Economic Dynamics and Control, Elsevier, vol. 157(C).
- 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.
- 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.
- Daniel Hopp, 2022. "Performance of long short-term memory artificial neural networks in nowcasting during the COVID-19 crisis," Papers 2203.11872, arXiv.org.
- Bańbura, Marta & Belousova, Irina & Bodnár, Katalin & Tóth, Máté Barnabás, 2023. "Nowcasting employment in the euro area," Working Paper Series 2815, European Central Bank.
- Sokol, Andrej, 2021. "Fan charts 2.0: flexible forecast distributions with expert judgement," Working Paper Series 2624, European Central Bank.
- 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.
- 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.
- 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.
- Serena Ng & Susannah Scanlan, 2023. "Constructing High Frequency Economic Indicators by Imputation," Papers 2303.01863, arXiv.org, revised Oct 2023.
- Alain Hecq & Marie Ternes & Ines Wilms, 2023. "Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions," Papers 2301.10592, arXiv.org, revised Nov 2024.
- 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.
- 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:
- 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.
- 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.
- Gomes, Sandra & Jacquinot, Pascal & Lozej, Matija, 2023.
"A single monetary policy for heterogeneous labour markets: the case of the euro area,"
Working Paper Series
2769, European Central Bank.
- 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.
- Gomes, Sandra & Jacquinot, Pascal & Lozej, Matija, 2023. "A single monetary policy for heterogeneous labour markets: the case of the euro area," Research Technical Papers 3/RT/23, Central Bank of Ireland.
- 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.
- 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.
- 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.
- Eguren-Martin, Fernando & O'Neill, Cian & Sokol, Andrej & von dem Berge, Lukas, 2020.
"Capital flows-at-risk: push, pull and the role of policy,"
Bank of England working papers
881, Bank of England.
- 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).
- Eguren-Martin, Fernando & O’Neill, Cian & Sokol, Andrej & Berge, Lukas von dem, 2021. "Capital flows-at-risk: push, pull and the role of policy," Working Paper Series 2538, European Central Bank.
Cited by:
- Anusha Chari & Karlye Dilts-Stedman & Kristin Forbes, 2021.
"Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2021,
National Bureau of Economic Research, Inc.
- Anusha Chari & Karlye Dilts Stedman & Kristin Forbes, 2022. "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," NBER Working Papers 29670, National Bureau of Economic Research, Inc.
- Chari, Anusha & Dilts-Stedman, Karlye & Forbes, Kristin, 2022. "Spillovers at the extremes: The macroprudential stance and vulnerability to the global financial cycle," Journal of International Economics, Elsevier, vol. 136(C).
- Chari, Anusha & Dilts Stedman, Karlye & Forbes, Kristin, 2022. "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," CEPR Discussion Papers 16889, C.E.P.R. Discussion Papers.
- 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.
- Tihana Skrinjaric & Maja Sabol, 2024.
"Easier Said than Done: Predicting Downside Risks to House Prices in Croatia,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 74(1), pages 43-72, March.
- 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.
- 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.
- 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.
- 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.
- Bank for International Settlements, 2021. "Changing patterns of capital flows," CGFS Papers, Bank for International Settlements, number 66, december.
- Škrinjarić, Tihana, 2024. "Growth-at-risk for macroprudential policy stance assessment: a survey," Bank of England working papers 1075, Bank of England.
- Gelos, Gaston & Gornicka, Lucyna & Koepke, Robin & Sahay, Ratna & Sgherri, Silvia, 2021.
"Capital Flows at Risk: Taming the Ebbs and Flows,"
CEPR Discussion Papers
15842, C.E.P.R. Discussion Papers.
- Mr. Gaston Gelos & Lucyna Gornicka & Mr. Robin Koepke & Ms. Ratna Sahay & Ms. Silvia Sgherri, 2019. "Capital Flows at Risk: Taming the Ebbs and Flows," IMF Working Papers 2019/279, International Monetary Fund.
- 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).
- Matias Ossandon Busch & Manuel Ramos-Francia & Ricardo Montañez & Serafín Martínez-Jaramillo & José Manuel Sánchez-Martínez & Anahí Rodríguez-Martínez, 2023.
"Stress-ridden finance and growth losses: does financial development break the link?,"
CEMLA Working Paper Series
01/2023, CEMLA.
- 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).
- 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).
- Sokol, Andrej, 2021. "Fan charts 2.0: flexible forecast distributions with expert judgement," Working Paper Series 2624, European Central Bank.
- 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.
- 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.
- Michal Franta & Jan Libich, 2021. "Holding the Economy by the Tail: Analysis of Short- and Long-run Macroeconomic Risks," Working Papers 2021/3, Czech National Bank.
- 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).
- 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).
- Anusha Chari & Karlye Dilts Stedman & Christian T. Lundblad, 2020.
"Capital Flows in Risky Times: Risk-On / Risk-Off and Emerging Market Tail Risk,"
Research Working Paper
RWP 20-08, Federal Reserve Bank of Kansas City.
- 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.
- 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:
- Sokol, Andrej, 2021. "Fan charts 2.0: flexible forecast distributions with expert judgement," Working Paper Series 2624, European Central Bank.
- Michael Kumhof & Phurichai Rungcharoenkitkul & Andrej Sokol, 2020.
"How does international capital flow?,"
BIS Working Papers
890, Bank for International Settlements.
- Kumhof, Michael & Rungcharoenkitkul, Phurichai & Sokol, Andrej, 2020. "How does international capital flow?," Bank of England working papers 884, Bank of England, revised 19 Nov 2020.
- Kumhof, Michael & Rungcharoenkitkul, Phurichai & Sokol, Andrej, 2021. "How Does International Capital Flow?," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242328, Verein für Socialpolitik / German Economic Association.
- Kumhof, Michael & Sokol, Andrej & Rungcharoenkitkul, Phurichai, 2020. "How Does International Capital Flow?," CEPR Discussion Papers 15526, C.E.P.R. Discussion Papers.
Cited by:
- Rob Hayward & Andros Gregoriou, 2021. "International Capital Flows and Speculation," JRFM, MDPI, vol. 14(5), pages 1-12, April.
- Li, Xiang & Su, Dan, 2022. "Surges and instability: The maturity shortening channel," Journal of International Economics, Elsevier, vol. 139(C).
- Etienne Lepers & Rogelio Mercado, Jr., 2020.
"Sectoral Capital Flows: Covariates, Co-movements, and Controls,"
Working Papers
wp42, South East Asian Central Banks (SEACEN) Research and Training Centre, revised Dec 2020.
- 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).
- 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.
- Spielberger, Lukas & Voss, Dustin, 2022. "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.
- Eguren-Martin, Fernando & Sokol, Andrej, 2019.
"Attention to the tail(s): global financial conditions and exchange rate risks,"
Bank of England working papers
822, Bank of England.
- 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.
- Sokol, Andrej & Eguren-Martin, Fernando, 2020. "Attention to the tail(s): global financial conditions and exchange rate risks," Working Paper Series 2387, European Central Bank.
Cited by:
- Eguren-Martin, Fernando & O’Neill, Cian & Sokol, Andrej & Berge, Lukas von dem, 2021.
"Capital flows-at-risk: push, pull and the role of policy,"
Working Paper Series
2538, European Central Bank.
- Eguren-Martin, Fernando & O'Neill, Cian & Sokol, Andrej & von dem Berge, Lukas, 2020. "Capital flows-at-risk: push, pull and the role of policy," Bank of England working papers 881, Bank of England.
- 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).
- Simon Lloyd & Ed Manuel & Konstantin Panchev, 2024.
"Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(1), pages 335-392, March.
- 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.
- Lloyd, S. & Manuel, E. & Panchev, K., 2021. "Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk," Janeway Institute Working Papers 2102, Faculty of Economics, University of Cambridge.
- Lloyd, Simon & Manuel, Ed & Panchev, Konstantin, 2021. "Foreign vulnerabilities, domestic risks: the global drivers of GDP-at-Risk," Bank of England working papers 940, Bank of England.
- Laurent Ferrara & Joseph Yapi, 2020.
"Measuring exchange rate risks during periods of uncertainty,"
CAMA Working Papers
2020-60, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ferrara, Laurent & Yapi, Joseph, 2022. "Measuring exchange rate risks during periods of uncertainty," International Economics, Elsevier, vol. 170(C), pages 202-212.
- Laurent Ferrara & Joseph Yapi, 2022. "Measuring exchange rate risks during periods of uncertainty," International Economics, CEPII research center, issue 170, pages 202-212.
- Ostry, D. A., 2023.
"Tails of Foreign Exchange-at-Risk (FEaR),"
Cambridge Working Papers in Economics
2343, Faculty of Economics, University of Cambridge.
- Ostry, D. A., 2023. "Tails of Foreign Exchange-at-Risk (FEaR)," Janeway Institute Working Papers 2311, Faculty of Economics, University of Cambridge.
- 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.
- 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.
- Aikman, David & Bridges, Jonathan & Hacioglu Hoke, Sinem & O’Neill, Cian & Raja, Akash, 2019. "Credit, capital and crises: a GDP-at-Risk approach," Bank of England working papers 824, Bank of England, revised 18 Oct 2019.
- Eguren-Martin, Fernando & Kösem, Sevim & Maia, Guido & Sokol, Andrej, 2024. "Targeted financial conditions indices and growth-at-risk," Bank of England working papers 1084, Bank of England.
- Busetto, Filippo, 2024. "Asymmetric expectations of monetary policy," Bank of England working papers 1058, Bank of England.
- 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.
- Cesa-Bianchi, Ambrogio & Kumhof, Michael & Sokol, Andrej & Thwaites, Gregory, 2019.
"Towards a new monetary theory of exchange rate determination,"
Bank of England working papers
817, Bank of England.
Cited by:
- Rob Hayward & Andros Gregoriou, 2021. "International Capital Flows and Speculation," JRFM, MDPI, vol. 14(5), pages 1-12, April.
- 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:
- 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.
- Cesa Bianchi, Ambrogio & Sokol, Andrej, 2017.
"Financial shocks, credit spreads and the international credit channel,"
Bank of England working papers
693, Bank of England.
- Cesa-Bianchi, Ambrogio & Sokol, Andrej, 2022. "Financial shocks, credit spreads, and the international credit channel," Journal of International Economics, Elsevier, vol. 135(C).
Cited by:
- Lastauskas, Povilas & Nguyen, Anh Dinh Minh, 2021.
"Global impacts of US monetary policy uncertainty shocks,"
Working Paper Series
2513, European Central Bank.
- Lastauskas, Povilas & Nguyen, Anh Dinh Minh, 2023. "Global impacts of US monetary policy uncertainty shocks," Journal of International Economics, Elsevier, vol. 145(C).
- Povilas Lastauskas & Anh Dinh Minh Nguyen, 2020. "Global Impacts of US Monetary Policy Uncertainty Shocks," Bank of Lithuania Working Paper Series 84, Bank of Lithuania.
- Simon Lloyd & Ed Manuel & Konstantin Panchev, 2024.
"Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(1), pages 335-392, March.
- 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.
- Lloyd, S. & Manuel, E. & Panchev, K., 2021. "Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk," Janeway Institute Working Papers 2102, Faculty of Economics, University of Cambridge.
- Lloyd, Simon & Manuel, Ed & Panchev, Konstantin, 2021. "Foreign vulnerabilities, domestic risks: the global drivers of GDP-at-Risk," Bank of England working papers 940, Bank of England.
- Federico Di Pace & Christoph Gortz, 2021.
"Monetary Policy, Sectoral Comovement and the Credit Channel,"
Discussion Papers
21-07, Department of Economics, University of Birmingham.
- Federico Di Pace & Christoph Görtz, 2021. "Monetary Policy, Sectoral Comovement and the Credit Channel," CESifo Working Paper Series 9142, CESifo.
- 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.
- 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).
- Herwartz, Helmut & Ochsner, Christian & Rohloff, Hannes, 2020. "The credit composition of global liquidity," University of Göttingen Working Papers in Economics 409, University of Goettingen, Department of Economics.
- Ayhan Kose & Jongrim Ha & Dohan Kim & Prasad,Eswar S., 2024.
"Resolving Puzzles of Monetary Policy Transmission in Emerging Markets,"
Policy Research Working Paper Series
10974, The World Bank.
- Jongrim Ha & Dohan Kim & M. Ayhan Kose & Eswar S. Prasad, 2024. "Resolving Puzzles of Monetary Policy Transmission in Emerging Markets," CAMA Working Papers 2024-67, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- 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.
- Ha, Jongrim & Kim, Dohan & Kose, M. Ayhan & Prasad, Eswar, 2024. "Resolving Puzzles of Monetary Policy Transmission in Emerging Markets," IZA Discussion Papers 17431, Institute of Labor Economics (IZA).
- Jongrim Ha & Dohan Kim & M. Ayhan Kose & Eswar S. Prasad, 2024. "Resolving Puzzles of Monetary Policy Transmission in Emerging Markets," Koç University-TUSIAD Economic Research Forum Working Papers 2403, Koc University-TUSIAD Economic Research Forum.
- Jongrim Ha & Dohan Kim & M. Ayhan Kose & Eswar S. Prasad, 2024. "Resolving Puzzles of Monetary Policy Transmission in Emerging Markets," NBER Working Papers 33133, National Bureau of Economic Research, Inc.
- 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).
- Cesa-Bianchi, Ambrogio & Ferrero, Andrea, 2021.
"The transmission of Keynesian supply shocks,"
Bank of England working papers
934, Bank of England.
- Ferrero, Andrea & Cesa-Bianchi, Ambrogio, 2021. "The Transmission of Keynesian Supply Shocks," CEPR Discussion Papers 16430, C.E.P.R. Discussion Papers.
- Ambrogio Cesa-Bianchi & Andrea Ferrero, 2021. "The Transmission of Keynesian Supply Shocks," Discussion Papers 2116, Centre for Macroeconomics (CFM).
- 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.
- 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.
- Giovanni Ricco & Riccardo Degasperi & Seokki S. Hong, 2020.
"The Global Transmission of U.S. Monetary Policy,"
Working Papers
814, Economic Research Southern Africa.
- Riccardo Degasperi & Seokki Simon Hong & Giovanni Ricco, 2023. "The Global Transmission of U.S. Monetary Policy," Working Papers 2023-02, Center for Research in Economics and Statistics.
- Ricco, Giovanni & Degasperi, Riccardo & Hong, Simon, 2020. "The Global Transmission of U.S. Monetary Policy," CEPR Discussion Papers 14533, C.E.P.R. Discussion Papers.
- Riccardo Degasperi & Seokki Simon Hong & Giovanni Ricco, 2021. "The global transmission of U.S. monetary policy," Working Papers hal-03373749, HAL.
- Degasperi,Riccardo & Hong, Seokki Simon & Ricco, Giovanni, 2020. "The Global Transmission of U.S. Monetary Policy," The Warwick Economics Research Paper Series (TWERPS) 1257, University of Warwick, Department of Economics.
- Silvia Miranda-Agrippino & Tsvetelina Nenova, 2021.
"A Tale of Two Global Monetary Policies,"
Discussion Papers
2117, Centre for Macroeconomics (CFM).
- Agrippino, Silvia Miranda & Nenova, Tsvetelina, 2022. "A tale of two global monetary policies," Bank of England working papers 972, Bank of England.
- Silvia Miranda-Agrippino & Tsvetelina Nenova, 2021. "A Tale of Two Global Monetary Policies," NBER Chapters, in: NBER International Seminar on Macroeconomics 2021, National Bureau of Economic Research, Inc.
- Miranda-Agrippino, Silvia & Nenova, Tsvetelina, 2022. "A Tale of Two Global Monetary Policies," CEPR Discussion Papers 16485, C.E.P.R. Discussion Papers.
- Miranda-Agrippino, Silvia & Nenova, Tsvetelina, 2022. "A tale of two global monetary policies," Journal of International Economics, Elsevier, vol. 136(C).
- Carsen Jentsch & Kurt Graden Lunsford, 2019.
"Asymptotically Valid Bootstrap Inference for Proxy SVARs,"
Working Papers
19-08, Federal Reserve Bank of Cleveland.
- Carsten Jentsch & Kurt G. Lunsford, 2022. "Asymptotically Valid Bootstrap Inference for Proxy SVARs," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1876-1891, October.
- Habib, Maurizio Michael & Venditti, Fabrizio, 2019. "The global capital flows cycle: structural drivers and transmission channels," Working Paper Series 2280, European Central Bank.
- Pinchetti, Marco & Szczepaniak, Andrzej, 2021.
"Global spillovers of the Fed information effect,"
Bank of England working papers
952, Bank of England.
- 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.
- Habib, Maurizio Michael & Stracca, Livio & Venditti, Fabrizio, 2020.
"The fundamentals of safe assets,"
Journal of International Money and Finance, Elsevier, vol. 102(C).
- Habib, Maurizio Michael & Stracca, Livio & Venditti, Fabrizio, 2020. "The fundamentals of safe assets," Working Paper Series 2355, European Central Bank.
- 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).
- 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).
- Povilas Lastauskas & Anh Dinh Minh Nguyen, 2024. "Spillover Effects of US Monetary Policy on Emerging Markets Amidst Uncertainty," Papers 2402.07266, arXiv.org.
- 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.
- Jarociński, Marek, 2020.
"Central bank information effects and transatlantic spillovers,"
Working Paper Series
2482, European Central Bank.
- Jarociński, Marek, 2022. "Central bank information effects and transatlantic spillovers," Journal of International Economics, Elsevier, vol. 139(C).
- Pierre-Richard Agénor & Timothy P. Jackson & Luiz Pereira da Silva, 2020.
"Cross-Border Regulatory Spillovers and Macroprudential Policy Coordination,"
Working Papers
202028, University of Liverpool, Department of Economics.
- 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.
- Agénor, Pierre-Richard & Jackson, Timothy P. & Pereira da Silva, Luiz A., 2024. "Cross-border regulatory spillovers and macroprudential policy coordination," Journal of Monetary Economics, Elsevier, vol. 146(C).
- 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.
- 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).
- 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).
- Julio Carrillo, 2017.
"Inquiry on the Transmission of U.S. Aggregate Shocks to Mexico: A SVAR Approach,"
2017 Meeting Papers
1509, Society for Economic Dynamics.
- 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).
- Di Pace, Federico & Görtz, Christoph, 2021. "Sectoral comovement, monetary policy and the credit channel," Bank of England working papers 925, Bank of England.
- Braun, Robin & Brüggemann, Ralf, 2022.
"Identification of SVAR models by combining sign restrictions with external instruments,"
Bank of England working papers
961, Bank of England.
- Robin Braun & Ralf Brüggemann, 2017. "Identification of SVAR Models by Combining Sign Restrictions With External Instruments," Working Paper Series of the Department of Economics, University of Konstanz 2017-07, Department of Economics, University of Konstanz.
- 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.
- Venditti, Fabrizio & Veronese, Giovanni, 2020. "Global financial markets and oil price shocks in real time," Working Paper Series 2472, European Central Bank.
- 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.
- 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).
- Domit, Sílvia & Monti, Francesca & Sokol, Andrej, 2016.
"A Bayesian VAR benchmark for COMPASS,"
Bank of England working papers
583, Bank of England.
Cited by:
- 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.
- Zeyyad Mandalinci, 2015.
"Forecasting Inflation in Emerging Markets: An Evaluation of Alternative Models,"
CReMFi Discussion Papers
3, CReMFi, School of Economics and Finance, QMUL.
- Mandalinci, Zeyyad, 2017. "Forecasting inflation in emerging markets: An evaluation of alternative models," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1082-1104.
- Ian Borg & Germano Ruisi, 2018. "Forecasting using Bayesian VARs: A Benchmark for STREAM," CBM Working Papers WP/04/2018, Central Bank of Malta.
- 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.
- Angelini, Elena & Lalik, Magdalena & Lenza, Michele & Paredes, Joan, 2019.
"Mind the gap: a multi-country BVAR benchmark for the Eurosystem projections,"
Working Paper Series
2227, European Central Bank.
- 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.
- Nasir, Muhammad Ali, 2020. "Forecasting inflation under uncertainty: The forgotten dog and the frisbee," Technological Forecasting and Social Change, Elsevier, vol. 158(C).
- 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.
- 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.
- 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).
- Haberis, Alex & Sokol, Andrej, 2014. "A procedure for combining zero and sign restrictions in aVAR-identification scheme," LSE Research Online Documents on Economics 58077, London School of Economics and Political Science, LSE Library.
Cited by:
- Lance A. Fisher & Hyeon-seung Huh, 2018.
"An IV framework for combining sign and long-run parametric restrictions in SVARs,"
Working papers
2018rwp-124, Yonsei University, Yonsei Economics Research Institute.
- 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.
- Malgorzata Skibinska, 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.
- Małgorzata Skibińska, 2018. "Transmission of monetary policy and exchange rate shocks under foreign currency lending," Post-Communist Economies, Taylor & Francis Journals, vol. 30(4), pages 506-525, July.
- 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.
- 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.
- Domit, Sílvia & Monti, Francesca & Sokol, Andrej, 2016. "A Bayesian VAR benchmark for COMPASS," Bank of England working papers 583, Bank of England.
Articles
- 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.
- Eguren-Martin, Fernando & O'Neill, Cian & Sokol, Andrej & von dem Berge, Lukas, 2020. "Capital flows-at-risk: push, pull and the role of policy," Bank of England working papers 881, Bank of England.
- Eguren-Martin, Fernando & O’Neill, Cian & Sokol, Andrej & Berge, Lukas von dem, 2021. "Capital flows-at-risk: push, pull and the role of policy," Working Paper Series 2538, European Central Bank.
- 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.
- Eguren-Martin, Fernando & Sokol, Andrej, 2019. "Attention to the tail(s): global financial conditions and exchange rate risks," Bank of England working papers 822, Bank of England.
- Sokol, Andrej & Eguren-Martin, Fernando, 2020. "Attention to the tail(s): global financial conditions and exchange rate risks," Working Paper Series 2387, European Central Bank.
- 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.
- 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.
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2020. "Nowcasting with large Bayesian vector autoregressions," Working Paper Series 2453, European Central Bank.
- 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.
- Cesa Bianchi, Ambrogio & Sokol, Andrej, 2017. "Financial shocks, credit spreads and the international credit channel," Bank of England working papers 693, Bank of England.
- 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:
- Bańbura, Marta & Bobeica, Elena, 2020.
"Does the Phillips curve help to forecast euro area inflation?,"
Working Paper Series
2471, European Central Bank.
- 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.
- Bańbura, Marta & Leiva-Leon, Danilo & Menz, Jan-Oliver, 2021.
"Do inflation expectations improve model-based inflation forecasts?,"
Working Paper Series
2604, European Central Bank.
- Bańbura, Marta & Leiva-León, Danilo & Menz, Jan-Oliver, 2021. "Do inflation expectations improve model-based inflation forecasts?," Discussion Papers 48/2021, Deutsche Bundesbank.
- Marta Bañbura & Danilo Leiva-León & Jan-Oliver Menz, 2021. "Do inflation expectations improve model-based inflation Forecasts?," Working Papers 2138, Banco de España.
- 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.
- 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.
- Laurence M. Ball & Sandeep Mazumder, 2019.
"A Phillips Curve for the Euro Area,"
NBER Working Papers
26450, National Bureau of Economic Research, Inc.
- Laurence Ball & Sandeep Mazumder, 2021. "A Phillips curve for the euro area," International Finance, Wiley Blackwell, vol. 24(1), pages 2-17, April.
- Ball, Laurence & Mazumder, Sandeep, 2020. "A Phillips curve for the euro area," Working Paper Series 2354, European Central Bank.
- 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.
- 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.
- 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 Roma.
- Antonio Ribba, 2019.
"Is the unemployment inflation trade-off still alive in the Euro Area and its member countries? It seems so,"
Center for Economic Research (RECent)
143, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- 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.
- Pablo Aguilar, 2020. "Inflation persistence in the euro area: the role of expectations," Economic Bulletin, Banco de España, issue 4/2020.
- 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.
- Eser, Fabian & Lane, Philip & Moretti, Laura & Osbat, Chiara & Karadi, Peter, 2020.
"The Phillips Curve at the ECB,"
VfS Annual Conference 2020 (Virtual Conference): Gender Economics
224627, Verein für Socialpolitik / German Economic Association.
- Fabian Eser & Peter Karadi & Philip R. Lane & Laura Moretti & Chiara Osbat, 2020. "The Phillips Curve at the ECB," Manchester School, University of Manchester, vol. 88(S1), pages 50-85, September.
- 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.
- 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.
- Álvarez, Luis J. & Correa-López, Mónica, 2020.
"Inflation expectations in euro area Phillips curves,"
Economics Letters, Elsevier, vol. 195(C).
- Luis J. Álvarez & Mónica Correa-López, 2020. "Inflation expectations in euro area Phillips curves," Occasional Papers 2018, Banco de España.
- 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.
- 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.
- 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.
- Andrejs Zlobins, 2021. "On the Time-varying Effects of the ECB's Asset Purchases," Working Papers 2021/02, Latvijas Banka.
- 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.
- 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.
- 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.
- Benigno, Pierpaolo & Canofari, Paolo & Di Bartolomeo, Giovanni & Messori, Marcello, 2023. "The ECB’s new inflation target from a short- and long-term perspective," Journal of Policy Modeling, Elsevier, vol. 45(2), pages 286-304.
- Bobeica, Elena & Hartwig, Benny, 2021. "The COVID-19 shock and challenges for time series models," Working Paper Series 2558, European Central Bank.
- Hahn, Elke, 2020. "The wage-price pass-through in the euro area: does the growth regime matter?," Working Paper Series 2485, European Central Bank.
- Bańbura, Marta & Bobeica, Elena, 2020.
"Does the Phillips curve help to forecast euro area inflation?,"
Working Paper Series
2471, European Central Bank.
- 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:
- 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.
- Ellis W. Tallman & Saeed Zaman, 2018. "Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy," Working Papers (Old Series) 1809, Federal Reserve Bank of Cleveland.
- 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.
- 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.
- Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2020. "Nowcasting with large Bayesian vector autoregressions," Working Paper Series 2453, European Central Bank.
- 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.
- 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.
- 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.
- Sokol, Andrej, 2021. "Fan charts 2.0: flexible forecast distributions with expert judgement," Working Paper Series 2624, European Central Bank.
- Paolo Gelain & Simone Manganelli, 2020.
"Monetary Policy with Judgment,"
Working Papers
20-14, Federal Reserve Bank of Cleveland.
- Gelain, Paolo & Manganelli, Simone, 2020. "Monetary policy with judgment," Working Paper Series 2404, European Central Bank.
- 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.
- Joseph, Andreas & Kalamara, Eleni & Kapetanios, George & Potjagailo, Galina & Chakraborty, Chiranjit, 2021. "Forecasting UK inflation bottom up," Bank of England working papers 915, Bank of England, revised 27 Sep 2022.
- 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.
- Kindberg-Hanlon, Gene & Sokol, Andrej, 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:
- Caroline Jardet & Baptiste Meunier, 2022.
"Nowcasting world GDP growth with high‐frequency data,"
Post-Print
hal-03647097, HAL.
- Jardet Caroline & Meunier Baptiste, 2020. "Nowcasting World GDP Growth with High-Frequency Data," Working papers 788, Banque de France.
- 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.
- 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.
- 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.
- Caroline Jardet & Baptiste Meunier, 2022.
"Nowcasting world GDP growth with high‐frequency data,"
Post-Print
hal-03647097, HAL.
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This author is among the top 5% authors according to these criteria:Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 24 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (19) 2014-06-22 2015-02-11 2016-01-29 2017-10-15 2018-02-19 2019-11-18 2020-08-31 2020-09-07 2020-10-19 2021-01-04 2021-05-10 2021-05-17 2021-09-27 2021-10-18 2021-11-01 2021-12-20 2023-05-01 2023-05-01 2023-08-21. Author is listed
- NEP-MON: Monetary Economics (15) 2017-10-15 2018-02-19 2019-11-18 2019-11-18 2020-04-27 2020-09-07 2020-09-14 2021-01-04 2021-05-10 2021-05-17 2021-09-27 2021-11-01 2021-12-20 2023-05-01 2023-08-21. Author is listed
- NEP-OPM: Open Economy Macroeconomics (7) 2017-10-15 2019-11-18 2019-11-18 2020-04-27 2020-09-07 2020-10-19 2021-05-17. Author is listed
- NEP-DGE: Dynamic General Equilibrium (6) 2019-11-18 2020-09-07 2020-10-19 2021-05-17 2023-05-01 2023-08-21. Author is listed
- NEP-FOR: Forecasting (5) 2016-01-29 2020-08-31 2021-01-04 2021-05-10 2021-12-20. Author is listed
- NEP-RMG: Risk Management (5) 2019-11-18 2020-04-27 2020-09-14 2021-05-10 2024-09-09. Author is listed
- NEP-FDG: Financial Development and Growth (4) 2020-10-19 2021-05-17 2023-05-01 2024-09-09
- NEP-IFN: International Finance (4) 2018-02-19 2019-11-18 2020-04-27 2024-09-09
- NEP-BAN: Banking (3) 2020-09-14 2023-05-01 2023-05-01
- NEP-CBA: Central Banking (3) 2019-11-18 2021-09-27 2023-05-01
- NEP-ECM: Econometrics (3) 2014-06-22 2021-12-20 2024-09-09
- NEP-EEC: European Economics (3) 2021-01-04 2021-09-27 2021-12-20
- NEP-PAY: Payment Systems and Financial Technology (3) 2023-05-01 2023-05-01 2023-08-21
- NEP-BIG: Big Data (2) 2020-08-31 2021-05-10
- NEP-ETS: Econometric Time Series (2) 2016-01-29 2020-08-31
- NEP-CWA: Central and Western Asia (1) 2021-05-17
- NEP-FMK: Financial Markets (1) 2020-04-27
- NEP-ISF: Islamic Finance (1) 2021-09-27
- NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2021-10-18
- NEP-ORE: Operations Research (1) 2021-05-10
- NEP-SEA: South East Asia (1) 2023-08-21
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