Details about Francis Vitek

Access statistics for papers by Francis Vitek.

Last updated 2024-10-09. Update your information in the RePEc Author Service.

Short-id: pvi79

Working Papers

2023

1. Measuring the Stances of Monetary and Fiscal Policy
   IMF Working Papers, International Monetary Fund View citations (1)

2022

2. A Medium-Scale DSGE Model for the Integrated Policy Framework
   IMF Working Papers, International Monetary Fund View citations (4)
   See also Journal Article A Medium-Scale DSGE Model for the Integrated Policy Framework, International Journal of Central Banking, International Journal of Central Banking (2024) (2024)

2020

3. Managing Macrofinancial Risk
   IMF Working Papers, International Monetary Fund View citations (3)

2018

4. A Closed Form Multivariate Linear Filter
   IMF Working Papers, International Monetary Fund
5. Accounting for Macrofinancial Fluctuations and Turbulence
   IMF Working Papers, International Monetary Fund
6. The Global Macrofinancial Model
   IMF Working Papers, International Monetary Fund View citations (1)

2017

7. Macroprudential Policy Spillovers: A Quantitative Analysis
   IMF Working Papers, International Monetary Fund View citations (19)
8. Policy, Risk and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach
   IMF Working Papers, International Monetary Fund View citations (15)

2015

9. Macrofinancial Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach
   IMF Working Papers, International Monetary Fund View citations (11)

2014

10. Policy and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach
    IMF Working Papers, International Monetary Fund View citations (21)

2013

11. Macroeconomic Model Spillovers and Their Discontents
    IMF Working Papers, International Monetary Fund View citations (12)
12. Policy Analysis and Forecasting in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach
    IMF Working Papers, International Monetary Fund View citations (6)
13. Spillovers to and from the Nordic Economies: A Macroeconometric Model Based Analysis
    IMF Working Papers, International Monetary Fund View citations (5)

2012

14. Policy Analysis and Forecasting in the World Economy: A Panel Unobserved Components Approach
    IMF Working Papers, International Monetary Fund View citations (8)
15. The Global Macroeconomic Costs of Raising Bank Capital Adequacy Requirements
    IMF Working Papers, International Monetary Fund View citations (9)

2011

16. 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

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

2009

19. An Assessment of External Price Competitiveness for Mozambique
    IMF Working Papers, International Monetary Fund View citations (9)
20. Australia and New Zealand Exchange Rates: A Quantitative Assessment
    IMF Working Papers, International Monetary Fund View citations (4)
21. Monetary Policy Analysis and Forecasting in the World Economy: A Panel Unobserved Components Approach
    IMF Working Papers, International Monetary Fund View citations (5)

2007

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

2006

23. An Unobserved Components Model of the Monetary Transmission Mechanism in a Closed Economy
    Macroeconomics, University Library of Munich, Germany View citations (5)
24. An Unobserved Components Model of the Monetary Transmission Mechanism in a Small Open Economy
    Macroeconomics, University Library of Munich, Germany View citations (7)
25. Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach
    MPRA Paper, University Library of Munich, Germany
26. Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach
    MPRA Paper, University Library of Munich, Germany
27. Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach
    MPRA Paper, University Library of Munich, Germany View citations (2)
28. 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

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

2002

31. 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

2024

1. A Medium-Scale DSGE Model for the Integrated Policy Framework
   International Journal of Central Banking, 2024, 20, (4), 1-123
   See also Working Paper A Medium-Scale DSGE Model for the Integrated Policy Framework, IMF Working Papers (2022) View citations (4) (2022)

2009

2. Exchange rate assessments for Australia and New Zealand
   Journal of Financial Economic Policy, 2009, 1, (2), 155-176

2007

3. 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 An Evaluation of the Exchange Rate Forecasting Performance of the New Keynesian Model, MPRA Paper (2007) (2007)