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
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Working Papers
2023
- Measuring the Stances of Monetary and Fiscal Policy
IMF Working Papers, International Monetary Fund View citations (1)
2022
- A Medium-Scale DSGE Model for the Integrated Policy Framework
IMF Working Papers, International Monetary Fund View citations (6)
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) View citations (1) (2024)
2020
- Managing Macrofinancial Risk
IMF Working Papers, International Monetary Fund View citations (3)
2018
- A Closed Form Multivariate Linear Filter
IMF Working Papers, International Monetary Fund
- Accounting for Macrofinancial Fluctuations and Turbulence
IMF Working Papers, International Monetary Fund
- The Global Macrofinancial Model
IMF Working Papers, International Monetary Fund View citations (1)
2017
- Macroprudential Policy Spillovers: A Quantitative Analysis
IMF Working Papers, International Monetary Fund View citations (19)
- 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
- Macrofinancial Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach
IMF Working Papers, International Monetary Fund View citations (11)
2014
- 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
- Macroeconomic Model Spillovers and Their Discontents
IMF Working Papers, International Monetary Fund View citations (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)
- Spillovers to and from the Nordic Economies: A Macroeconometric Model Based Analysis
IMF Working Papers, International Monetary Fund View citations (5)
2012
- Policy Analysis and Forecasting in the World Economy: A Panel Unobserved Components Approach
IMF Working Papers, International Monetary Fund View citations (8)
- The Global Macroeconomic Costs of Raising Bank Capital Adequacy Requirements
IMF Working Papers, International Monetary Fund View citations (9)
2011
- 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
- Monetary Policy Analysis and Forecasting in the Group of Twenty: A Panel Unobserved Components Approach
IMF Working Papers, International Monetary Fund View citations (5)
- Output and Unemployment Dynamics during the Great Recession: A Panel Unobserved Components Analysis
IMF Working Papers, International Monetary Fund View citations (1)
2009
- An Assessment of External Price Competitiveness for Mozambique
IMF Working Papers, International Monetary Fund View citations (9)
- Australia and New Zealand Exchange Rates: A Quantitative Assessment
IMF Working Papers, International Monetary Fund View citations (4)
- Monetary Policy Analysis and Forecasting in the World Economy: A Panel Unobserved Components Approach
IMF Working Papers, International Monetary Fund View citations (5)
2007
- An Evaluation of the Exchange Rate Forecasting Performance of the New Keynesian Model
MPRA Paper, University Library of Munich, Germany
2006
- An Unobserved Components Model of the Monetary Transmission Mechanism in a Closed Economy
Macroeconomics, University Library of Munich, Germany View citations (5)
- An Unobserved Components Model of the Monetary Transmission Mechanism in a Small Open Economy
Macroeconomics, University Library of Munich, Germany View citations (7)
- Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach
MPRA Paper, University Library of Munich, Germany
- Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach
MPRA Paper, University Library of Munich, Germany
- Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach
MPRA Paper, University Library of Munich, Germany View citations (2)
- 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
- On Risk Premia and Volatility Transmission Across the Stock and Bond Markets
Finance, University Library of Munich, Germany
- The Exchange Rate Forecasting Puzzle
International Finance, University Library of Munich, Germany View citations (6)
2002
- 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
- A Medium-Scale DSGE Model for the Integrated Policy Framework
International Journal of Central Banking, 2024, 20, (4), 1-123 View citations (1)
See also Working Paper A Medium-Scale DSGE Model for the Integrated Policy Framework, IMF Working Papers (2022) View citations (6) (2022)
2009
- Exchange rate assessments for Australia and New Zealand
Journal of Financial Economic Policy, 2009, 1, (2), 155-176
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