Details about Francis Vitek

Access statistics for papers by Francis Vitek.

Last updated 2009-03-30. Update your information in the RePEc Author Service.

Short-id: pvi79

Working Papers

2009

1. Australia and New Zealand Exchange Rates: A Quantitative Assessment
   IMF Working Papers, International Monetary Fund

2008

2. The Impact of Introducing a Minimum Wage on Business Cycle Volatility: A Structural Analysis for Hong Kong SAR
   IMF Working Papers, International Monetary Fund

2007

3. An Evaluation of the Exchange Rate Forecasting Performance of the New Keynesian Model
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article in Icfai University Journal of Financial Economics (2007)

2006

4. An Unobserved Components Model of the Monetary Transmission Mechanism in a Closed Economy
   Macroeconomics, EconWPA View citations
5. An Unobserved Components Model of the Monetary Transmission Mechanism in a Small Open Economy
   Macroeconomics, EconWPA View citations
6. Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach
   MPRA Paper, University Library of Munich, Germany
7. Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach
   MPRA Paper, University Library of Munich, Germany
8. Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach
   MPRA Paper, University Library of Munich, Germany View citations
9. Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach
   MPRA Paper, University Library of Munich, Germany View citations

2005

10. On Risk Premia and Volatility Transmission Across the Stock and Bond Markets
    Finance, EconWPA
11. The Exchange Rate Forecasting Puzzle
    International Finance, EconWPA

2002

12. An Empirical Analysis of Dynamic Interrelationships Among Inflation, Inflation Uncertainty, Relative Price Dispersion, and Output Growth
    Working Papers, Bank of Canada View citations

Journal Articles

2007

1. An Evaluation of the Exchange Rate Forecasting Performance of the New Keynesian Model
   Icfai University Journal of Financial Economics, 2007, V, (4), 31-56
   See also Working Paper (2007)