Details about Jan Vlcek

Access statistics for papers by Jan Vlcek.

Last updated 2025-01-07. Update your information in the RePEc Author Service.

Short-id: pvl18

Working Papers

2024

1. A Monetary and Financial Policy Analysis and Forecasting Model for the Philippines (PAMPh2.0)
   IMF Working Papers, International Monetary Fund View citations (1)
2. Overview of the New Calibrated DSGE Model of the Economy of North Macedonia
   IMF Working Papers, International Monetary Fund
3. The Mirage of Falling R-stars
   IMF Working Papers, International Monetary Fund
   Also in Working Papers, Czech National Bank, Research and Statistics Department (2024)
4. Wage-Price Spirals: A Risk-Based Approach
   Working Papers, Czech National Bank, Research and Statistics Department

2023

5. An Extended Quarterly Projection Model for the Central Bank of Jordan
   IMF Working Papers, International Monetary Fund

2021

6. A DSGE Model with Financial Dollarization – the Case of Serbia
   Working Papers Bulletin, National Bank of Serbia
   Also in Working Papers, Czech National Bank, Research and Statistics Department (2017) View citations (1)
7. An Extended Quarterly Projection Model: Credit Cycle, Macrofinancial Linkages and Macroprudential Measures: The Case of the Philippines
   IMF Working Papers, International Monetary Fund View citations (2)
8. News versus Surprise in Structural Forecasting Models: Central Bankers' Practical Perspective
   Research and Policy Notes, Czech National Bank, Research and Statistics Department

2020

9. Monetary Policy Is Not Always Systematic and Data-Driven: Evidence from the Yield Curve
   IMF Working Papers, International Monetary Fund
   Also in Working Papers, Czech National Bank, Research and Statistics Department (2019)
   See also Journal Article Monetary Policy is Not Always Systematic and Data-Driven: Evidence from the Yield Curve, Open Economies Review, Springer (2023) (2023)
10. Quarterly Projection Model for the National Bank of Rwanda
    IMF Working Papers, International Monetary Fund View citations (1)

2019

11. Decomposing the Inflation Dynamics in the Philippines
    IMF Working Papers, International Monetary Fund View citations (2)

2018

12. Quantifying the Natural Rate of Interest in a Small Open Economy - The Czech Case
    Working Papers, Czech National Bank, Research and Statistics Department View citations (7)
13. Structural Quarterly Projection Model for Belarus
    IMF Working Papers, International Monetary Fund View citations (3)

2017

14. Banks’ Adjustment to Basel III Reform: A Bank-Level Perspective for Emerging Europe
    IMF Working Papers, International Monetary Fund View citations (1)
    See also Journal Article Banks’ Adjustment to Basel III Reform: A Bank-Level Perspective for Emerging Europe, Eastern European Economics, Taylor & Francis Journals (2019) View citations (1) (2019)

2016

15. Monetary Transmission: Are Emerging Market and Low-Income Countries Different?
    Working Papers, Czech National Bank, Research and Statistics Department
    Also in IMF Working Papers, International Monetary Fund (2015) View citations (2)
    See also Journal Article Monetary transmission: Are emerging market and low-income countries different?, Journal of Policy Modeling, Elsevier (2021) View citations (1) (2021)

2013

16. Forecasting and Monetary Policy Analysis in Low-Income Countries: Food and non-Food Inflation in Kenya
    IMF Working Papers, International Monetary Fund View citations (20)
17. Money Targeting in a Modern Forecasting and Policy Analysis System: an Application to Kenya
    IMF Working Papers, International Monetary Fund View citations (8)
18. The Monetary Transmission Mechanism in the Tropics: A Narrative Approach
    IMF Working Papers, International Monetary Fund View citations (38)

2012

19. Macrofinancial Modeling At Central Banks: Recent Developments and Future Directions
    IMF Working Papers, International Monetary Fund View citations (28)

2011

20. BASEL III: Long-term impact on economic performance and fluctuations
    Working papers, Banque de France View citations (81)
    Also in BIS Working Papers, Bank for International Settlements (2011) View citations (71)
    Staff Reports, Federal Reserve Bank of New York (2011) View citations (74)
    Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area (2011) View citations (65)
    See also Journal Article Basel III: Long-term Impact on Economic Performance and Fluctuations, Manchester School, University of Manchester (2015) View citations (56) (2015)
21. Macroeconomic Costs of Higher Bank Capital and Liquidity Requirements
    IMF Working Papers, International Monetary Fund View citations (34)

2009

22. Implementing the New Structural Model of the Czech National Bank
    Working Papers, Czech National Bank, Research and Statistics Department View citations (72)

Journal Articles

2023

1. Monetary Policy is Not Always Systematic and Data-Driven: Evidence from the Yield Curve
   Open Economies Review, 2023, 34, (1), 93-112
   See also Working Paper Monetary Policy Is Not Always Systematic and Data-Driven: Evidence from the Yield Curve, IMF Working Papers (2020) (2020)

2021

2. Monetary transmission: Are emerging market and low-income countries different?
   Journal of Policy Modeling, 2021, 43, (1), 95-108 View citations (1)
   See also Working Paper Monetary Transmission: Are Emerging Market and Low-Income Countries Different?, Working Papers (2016) (2016)

2019

3. Banks’ Adjustment to Basel III Reform: A Bank-Level Perspective for Emerging Europe
   Eastern European Economics, 2019, 57, (1), 50-69 View citations (1)
   See also Working Paper Banks’ Adjustment to Basel III Reform: A Bank-Level Perspective for Emerging Europe, IMF Working Papers (2017) View citations (1) (2017)
4. The Monetary Transmission Mechanism in the Tropics: A Case Study Approach
   Journal of African Economies, 2019, 28, (3), 225-251 View citations (2)

2015

5. Basel III: Long-term Impact on Economic Performance and Fluctuations
   Manchester School, 2015, 83, (2), 217-251 View citations (56)
   See also Working Paper BASEL III: Long-term impact on economic performance and fluctuations, Working papers (2011) View citations (81) (2011)
6. On the Sources of Inflation in Kenya: A Model-Based Approach
   South African Journal of Economics, 2015, 83, (4), 475-505 View citations (6)

2008

7. The History of Inflation Targeting in the Czech Republic Through the Lens of a Dynamic General Equilibrium Model
   Czech Journal of Economics and Finance (Finance a uver), 2008, 58, (09-10), 454-469 View citations (1)

2002

8. Odhad parametrù modelù ve stavovém tvaru
   Czech Journal of Economics and Finance (Finance a uver), 2002, 52, (5), 275-286
9. 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)

Books

2018

1. Interest Rates, vol 16
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

2017

2. Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2017
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department
3. Effects of Monetary Policy, vol 15
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

2010

4. CNB Economic Research Bulletin: Ten Years of Economic Research in the CNB, vol 8
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

2009

5. CNB Economic Research Bulletin: Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007, vol 7
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

2008

6. Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department View citations (2)

2005

7. CNB Economic Research Bulletin: Potential Output, vol 3
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

Chapters

2016

1. Impact of the CNB's exchange rate commitment: pass-through to inflation
   A chapter in Inflation mechanisms, expectations and monetary policy, 2016, vol. 89, pp 153-167

2008

2. Evaluation of the Quality and Success Rate of Forecasts: A Historic Overview
   Chapter 7 in Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007, 2008, pp 86-101 View citations (2)
3. The History of Inflation Targeting in the Czech Republic through Optic of a Dynamic General Equilibrium Model
   Chapter 8 in Evaluation of the Fulfilment of the CNB's Inflation Targets 1998-2007, 2008, pp 102-116 View citations (2)