Details about Francis Vitek

Access statistics for papers by Francis Vitek.

Last updated 2022-03-16. Update your information in the RePEc Author Service.

Short-id: pvi79

Working Papers

2020

1. Managing Macrofinancial Risk
   IMF Working Papers, International Monetary Fund

2018

2. A Closed Form Multivariate Linear Filter
   IMF Working Papers, International Monetary Fund
3. Accounting for Macrofinancial Fluctuations and Turbulence
   IMF Working Papers, International Monetary Fund
4. The Global Macrofinancial Model
   IMF Working Papers, International Monetary Fund

2017

5. Macroprudential Policy Spillovers: A Quantitative Analysis
   IMF Working Papers, International Monetary Fund View citations (16)
6. Policy, Risk and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach
   IMF Working Papers, International Monetary Fund View citations (14)

2015

7. Macrofinancial Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach
   IMF Working Papers, International Monetary Fund View citations (10)

2014

8. Policy and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach
   IMF Working Papers, International Monetary Fund View citations (17)

2013

9. Macroeconomic Model Spillovers and Their Discontents
   IMF Working Papers, International Monetary Fund View citations (11)
10. Policy Analysis and Forecasting in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach
    IMF Working Papers, International Monetary Fund View citations (6)
11. Spillovers to and from the Nordic Economies: A Macroeconometric Model Based Analysis
    IMF Working Papers, International Monetary Fund View citations (4)

2012

12. Policy Analysis and Forecasting in the World Economy: A Panel Unobserved Components Approach
    IMF Working Papers, International Monetary Fund View citations (8)
13. The Global Macroeconomic Costs of Raising Bank Capital Adequacy Requirements
    IMF Working Papers, International Monetary Fund View citations (8)

2011

14. Spillovers from the Euro Area Sovereign Debt Crisis: A Macroeconometric Model Based Analysis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)

2010

15. Monetary Policy Analysis and Forecasting in the Group of Twenty: A Panel Unobserved Components Approach
    IMF Working Papers, International Monetary Fund View citations (5)
16. Output and Unemployment Dynamics during the Great Recession: A Panel Unobserved Components Analysis
    IMF Working Papers, International Monetary Fund View citations (1)

2009

17. An Assessment of External Price Competitiveness for Mozambique
    IMF Working Papers, International Monetary Fund View citations (8)
18. Australia and New Zealand Exchange Rates: A Quantitative Assessment
    IMF Working Papers, International Monetary Fund View citations (4)
19. Monetary Policy Analysis and Forecasting in the World Economy: A Panel Unobserved Components Approach
    IMF Working Papers, International Monetary Fund View citations (5)

2007

20. 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 IUP Journal of Financial Economics (2007)

2006

21. An Unobserved Components Model of the Monetary Transmission Mechanism in a Closed Economy
    Macroeconomics, University Library of Munich, Germany View citations (5)
22. An Unobserved Components Model of the Monetary Transmission Mechanism in a Small Open Economy
    Macroeconomics, University Library of Munich, Germany View citations (7)
23. Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach
    MPRA Paper, University Library of Munich, Germany
24. Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach
    MPRA Paper, University Library of Munich, Germany
25. Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach
    MPRA Paper, University Library of Munich, Germany View citations (2)
26. Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach
    MPRA Paper, University Library of Munich, Germany View citations (2)

2005

27. On Risk Premia and Volatility Transmission Across the Stock and Bond Markets
    Finance, University Library of Munich, Germany
28. The Exchange Rate Forecasting Puzzle
    International Finance, University Library of Munich, Germany View citations (6)

2002

29. An Empirical Analysis of Dynamic Interrelationships Among Inflation, Inflation Uncertainty, Relative Price Dispersion, and Output Growth
    Staff Working Papers, Bank of Canada View citations (6)

Journal Articles

2007

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