Details about Francis Vitek

Access statistics for papers by Francis Vitek.

Last updated 2020-09-02. Update your information in the RePEc Author Service.

Short-id: pvi79

Working Papers

2018

1. The Global Macrofinancial Model
   IMF Working Papers, International Monetary Fund

2017

2. Policy, Risk and Spillover Analysis in the World Economy; A Panel Dynamic Stochastic General Equilibrium Approach
   IMF Working Papers, International Monetary Fund View citations (7)

2013

3. Macroeconomic Model Spillovers and Their Discontents
   IMF Working Papers, International Monetary Fund View citations (9)

2012

4. The Global Macroeconomic Costs of Raising Bank Capital Adequacy Requirements
   IMF Working Papers, International Monetary Fund View citations (8)

2011

5. Spillovers from the Euro Area Sovereign Debt Crisis: A Macroeconometric Model Based Analysis
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)

2010

6. Cross-Cutting Themes in Employment Experiences during the Crisis
   IMF Staff Position Notes, International Monetary Fund View citations (4)

2009

7. Australia and New Zealand Exchange Rates; A Quantitative Assessment
   IMF Working Papers, International Monetary Fund View citations (5)

2007

8. 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

9. An Unobserved Components Model of the Monetary Transmission Mechanism in a Closed Economy
   Macroeconomics, University Library of Munich, Germany View citations (5)
10. An Unobserved Components Model of the Monetary Transmission Mechanism in a Small Open Economy
    Macroeconomics, University Library of Munich, Germany View citations (7)
11. Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach
    MPRA Paper, University Library of Munich, Germany
12. Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach
    MPRA Paper, University Library of Munich, Germany
13. Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach
    MPRA Paper, University Library of Munich, Germany View citations (2)
14. 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

15. On Risk Premia and Volatility Transmission Across the Stock and Bond Markets
    Finance, University Library of Munich, Germany
16. The Exchange Rate Forecasting Puzzle
    International Finance, University Library of Munich, Germany View citations (4)

2002

17. An Empirical Analysis of Dynamic Interrelationships Among Inflation, Inflation Uncertainty, Relative Price Dispersion, and Output Growth
    Staff Working Papers, Bank of Canada View citations (5)

Journal Articles

2009

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

2007

2. 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)