Details about Francis Vitek

Access statistics for papers by Francis Vitek.

Last updated 2008-01-07. Update your information in the RePEc Author Service.

Short-id: pvi79

Working Papers

2007

1. 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 The Icfai Journal of Financial Economics (2007)

2006

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

2005

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

2002

10. 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
   The Icfai Journal of Financial Economics, 2007, V, (4), 31-56
   See Also Working Paper (2007)