Details about David Vavra

Access statistics for papers by David Vavra.

Last updated 2024-03-10. Update your information in the RePEc Author Service.

Short-id: pva363

Working Papers

2023

1. Practical Macrofinancial Stability Analysis: A Prototype Semistructural Model
   CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague
   See also Journal Article Practical Macrofinancial Stability Analysis: A Prototype Semistructural Model, Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences (2024) (2024)

2018

2. Morocco: A Practical Approach to Monetary Policy Analysis in a Country with Capital Controls
   IMF Working Papers, International Monetary Fund View citations (8)

2015

3. Frontiers of Monetary Policymaking: Adding the Exchange Rate as a Tool to Combat Deflationary Risks in the Czech Republic
   IMF Working Papers, International Monetary Fund View citations (17)

2013

4. A Simple Fiscal Stress Testing Model: Case Studies of Austrian, Czech and German Economies
   OECD Economics Department Working Papers, OECD Publishing View citations (3)
5. Modeling Sterilized Interventions and Balance Sheet Effects of Monetary Policy in a New-Keynesian Framework
   IMF Working Papers, International Monetary Fund View citations (35)
   See also Journal Article Modeling Sterilized Interventions and Balance Sheet Effects of Monetary Policy in a New-Keynesian Framework, Open Economies Review, Springer (2015) View citations (66) (2015)

2009

6. Inflation Pressures and Monetary Policy Options in Emerging and Developing Countries—A Cross Regional Perspective
   IMF Working Papers, International Monetary Fund View citations (28)
7. Modeling with Macro-Financial Linkages: Credit and Policy Shocks in Emerging Markets
   IMF Working Papers, International Monetary Fund View citations (5)

2007

8. Coping with Capital Inflows: Experiences of Selected European Countries
   IMF Working Papers, International Monetary Fund View citations (22)

2005

9. An Economy in Transition and DSGE: What the Czech National Bank’s New Projection Model Needs
   Working Papers, Czech National Bank, Research and Statistics Department View citations (18)
10. Eigenvalue filtering in VAR models with application to the Czech business cycle
    Working Paper Series, European Central Bank View citations (1)

2004

11. Accession Trajectories and Convergence: Endogenous Growth Perspective
    CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague View citations (11)
    See also Journal Article Accession trajectories and convergence: endogenous growth perspective, Structural Change and Economic Dynamics, Elsevier (2004) View citations (12) (2004)
12. Eigenvalue Decomposition of Time Series with Application to the Czech Business Cycle
    Working Papers, Czech National Bank, Research and Statistics Department
13. Factor Accumulation Story: Any Unfinished Business?
    CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague View citations (4)
14. Testing for the uncovered interest parity using distributions implied by FX options
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group View citations (1)

2002

15. Strategic Interactions, Social Optimality and Growth
    CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague View citations (2)

2000

16. The Czech Economic Transition: Exploring Options Using a Macrosectoral Model
    Working Papers, College Dublin, Department of Political Economy- View citations (9)
    Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (2000) View citations (6)
17. Towards the EMU: A Need For Exchange Rate Flexibility?
    Transition Economics Series, Institute for Advanced Studies View citations (10)

Journal Articles

2024

1. Practical Macrofinancial Stability Analysis: A Prototype Semistructural Model
   Czech Journal of Economics and Finance (Finance a uver), 2024, 74, (1), 2-42
   See also Working Paper Practical Macrofinancial Stability Analysis: A Prototype Semistructural Model, CERGE-EI Working Papers (2023) (2023)

2015

2. Inflation Targeting Experience: Lessons for Ukraine
   Visnyk of the National Bank of Ukraine, 2015, (233), 39-53 View citations (1)
3. Modeling Sterilized Interventions and Balance Sheet Effects of Monetary Policy in a New-Keynesian Framework
   Open Economies Review, 2015, 26, (1), 81-108 View citations (66)
   See also Working Paper Modeling Sterilized Interventions and Balance Sheet Effects of Monetary Policy in a New-Keynesian Framework, IMF Working Papers (2013) View citations (35) (2013)

2010

4. The Euro Adoption Debate Revisited: The Czech Case
   Czech Journal of Economics and Finance (Finance a uver), 2010, 60, (3), 194-212 View citations (3)

2008

5. Exchange Rate Management and Inflation Targeting: Modeling the Exchange Rate in Reduced-Form New Keynesian Models
   Czech Journal of Economics and Finance (Finance a uver), 2008, 58, (03-04), 166-194 View citations (22)

2004

6. Accession trajectories and convergence: endogenous growth perspective
   Structural Change and Economic Dynamics, 2004, 15, (1), 13-46 View citations (12)
   See also Working Paper Accession Trajectories and Convergence: Endogenous Growth Perspective, CERGE-EI Working Papers (2004) View citations (11) (2004)

2003

7. The Czech economic transition
   The Economics of Transition, 2003, 11, (3), 539-567 View citations (9)

2002

8. Støednìdobá makroekonomická predikce makroekonomické modely v analytickém systému ÈNB
   Czech Journal of Economics and Finance (Finance a uver), 2002, 52, (4), 197-231 View citations (1)

2001

9. Toward the European Monetary Union - A Need for Exchange Rate Flexibility?
   Eastern European Economics, 2001, 39, (6), 23-63 View citations (7)
10. Value of Monetary Income in a Transition Economy
    Czech Journal of Economics and Finance (Finance a uver), 2001, 51, (11), 574-590 View citations (1)

2000

11. Road to EMU: Do We Need a Flexible Exchange Rate?
    Czech Journal of Economics and Finance (Finance a uver), 2000, 50, (6), 361-383

Books

2004

1. CNB Economic Research Bulletin: Inflation Targeting, vol 2
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

Chapters

2010

1. The Czech Republic on its Way to the Euro: A Stabilization Role of Monetary Policy Revisited
   Chapter 5 in The Euro and Economic Stability, 2010