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Francis Vitek

Personal Details

First Name:Francis
Middle Name:
Last Name:Vitek
Suffix:
RePEc Short-ID:pvi79
[This author has chosen not to make the email address public]

Affiliation

International Monetary Fund (IMF)

Washington, District of Columbia (United States)
http://www.imf.org/
RePEc:edi:imfffus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Mr. Francis Vitek, 2023. "Measuring the Stances of Monetary and Fiscal Policy," IMF Working Papers 2023/106, International Monetary Fund.
  2. Mr. Tobias Adrian & Vitor Gaspar & Mr. Francis Vitek, 2022. "A Medium-Scale DSGE Model for the Integrated Policy Framework," IMF Working Papers 2022/015, International Monetary Fund.
  3. Mr. Tobias Adrian & Mr. Francis Vitek, 2020. "Managing Macrofinancial Risk," IMF Working Papers 2020/151, International Monetary Fund.
  4. Mr. Francis Vitek, 2018. "Accounting for Macrofinancial Fluctuations and Turbulence," IMF Working Papers 2018/238, International Monetary Fund.
  5. Mr. Francis Vitek, 2018. "A Closed Form Multivariate Linear Filter," IMF Working Papers 2018/275, International Monetary Fund.
  6. Mr. Francis Vitek, 2018. "The Global Macrofinancial Model," IMF Working Papers 2018/081, International Monetary Fund.
  7. Mr. Francis Vitek, 2017. "Policy, Risk and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach," IMF Working Papers 2017/089, International Monetary Fund.
  8. Mr. Heedon Kang & Mr. Francis Vitek & Ms. Rina Bhattacharya & Mr. Phakawa Jeasakul & Ms. Sònia Muñoz & Naixi Wang & Rasool Zandvakil, 2017. "Macroprudential Policy Spillovers: A Quantitative Analysis," IMF Working Papers 2017/170, International Monetary Fund.
  9. Mr. Francis Vitek, 2015. "Macrofinancial Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach," IMF Working Papers 2015/227, International Monetary Fund.
  10. Mr. Francis Vitek, 2014. "Policy and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach," IMF Working Papers 2014/200, International Monetary Fund.
  11. Mr. Francis Vitek, 2013. "Policy Analysis and Forecasting in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach," IMF Working Papers 2013/253, International Monetary Fund.
  12. Mr. Tamim Bayoumi & Mr. Francis Vitek, 2013. "Macroeconomic Model Spillovers and Their Discontents," IMF Working Papers 2013/004, International Monetary Fund.
  13. Mr. Francis Vitek, 2013. "Spillovers to and from the Nordic Economies: A Macroeconometric Model Based Analysis," IMF Working Papers 2013/225, International Monetary Fund.
  14. Mr. Francis Vitek, 2012. "Policy Analysis and Forecasting in the World Economy: A Panel Unobserved Components Approach," IMF Working Papers 2012/149, International Monetary Fund.
  15. Mr. Francis Vitek & Mr. Scott Roger, 2012. "The Global Macroeconomic Costs of Raising Bank Capital Adequacy Requirements," IMF Working Papers 2012/044, International Monetary Fund.
  16. Bayoumi, Tamim & Vitek, Francis, 2011. "Spillovers from the Euro Area Sovereign Debt Crisis: A Macroeconometric Model Based Analysis," CEPR Discussion Papers 8497, C.E.P.R. Discussion Papers.
  17. Mr. Francis Vitek, 2010. "Output and Unemployment Dynamics during the Great Recession: A Panel Unobserved Components Analysis," IMF Working Papers 2010/185, International Monetary Fund.
  18. Mr. Francis Vitek, 2010. "Monetary Policy Analysis and Forecasting in the Group of Twenty: A Panel Unobserved Components Approach," IMF Working Papers 2010/152, International Monetary Fund.
  19. Ms. Hali J Edison & Mr. Francis Vitek, 2009. "Australia and New Zealand Exchange Rates: A Quantitative Assessment," IMF Working Papers 2009/007, International Monetary Fund.
  20. Mr. Francis Vitek, 2009. "Monetary Policy Analysis and Forecasting in the World Economy: A Panel Unobserved Components Approach," IMF Working Papers 2009/238, International Monetary Fund.
  21. Mr. Francis Vitek, 2009. "An Assessment of External Price Competitiveness for Mozambique," IMF Working Papers 2009/165, International Monetary Fund.
  22. Vitek, Francis, 2007. "An Evaluation of the Exchange Rate Forecasting Performance of the New Keynesian Model," MPRA Paper 2945, University Library of Munich, Germany.
  23. Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 802, University Library of Munich, Germany.
  24. Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 801, University Library of Munich, Germany.
  25. Vitek, Francis, 2006. "Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 797, University Library of Munich, Germany.
  26. Vitek, Francis, 2006. "Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 800, University Library of Munich, Germany.
  27. Francis Vitek, 2005. "An Unobserved Components Model of the Monetary Transmission Mechanism in a Small Open Economy," Macroeconomics 0512019, University Library of Munich, Germany, revised 06 Feb 2006.
  28. Francis Vitek, 2005. "The Exchange Rate Forecasting Puzzle," International Finance 0509005, University Library of Munich, Germany.
  29. Francis Vitek, 2005. "An Unobserved Components Model of the Monetary Transmission Mechanism in a Closed Economy," Macroeconomics 0512018, University Library of Munich, Germany, revised 06 Feb 2006.
  30. Francis Vitek, 2005. "On Risk Premia and Volatility Transmission Across the Stock and Bond Markets," Finance 0508014, University Library of Munich, Germany.
  31. Francis Vitek, 2002. "An Empirical Analysis of Dynamic Interrelationships Among Inflation, Inflation Uncertainty, Relative Price Dispersion, and Output Growth," Staff Working Papers 02-39, Bank of Canada.
    repec:imf:imfson:2010/018 is not listed on IDEAS

Articles

  1. Tobias Adrian & Vitor Gaspar & Francis Vitek, 2024. "A Medium-Scale DSGE Model for the Integrated Policy Framework," International Journal of Central Banking, International Journal of Central Banking, vol. 20(4), pages 1-123, October.
  2. Hali Edison & Francis Vitek, 2009. "Exchange rate assessments for Australia and New Zealand," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 1(2), pages 155-176, May.
  3. Francis Vitek, 2007. "An Evaluation of the Exchange Rate Forecasting Performance of the New Keynesian Model," The IUP Journal of Financial Economics, IUP Publications, vol. 0(4), pages 31-56, December.

    RePEc:eme:jfeppp:17576380911010263 is not listed on IDEAS

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Francis Vitek, 2005. "The Exchange Rate Forecasting Puzzle," International Finance 0509005, University Library of Munich, Germany.

    Mentioned in:

    1. A pitfall of ageing
      by chris dillow in Stumbling and Mumbling on 2010-03-08 23:10:25

Working papers

  1. Mr. Tobias Adrian & Vitor Gaspar & Mr. Francis Vitek, 2022. "A Medium-Scale DSGE Model for the Integrated Policy Framework," IMF Working Papers 2022/015, International Monetary Fund.

    Cited by:

    1. Leonid Serkov & Sergey Krasnykh, 2023. "The Specific Behavior of Economic Agents with Heterogeneous Expectations in the New Keynesian Model with Rigid Prices and Wages," Mathematics, MDPI, vol. 11(4), pages 1-17, February.
    2. Tobias Adrian & Vitor Gaspar & Francis Vitek, 2024. "A Medium-Scale DSGE Model for the Integrated Policy Framework," International Journal of Central Banking, International Journal of Central Banking, vol. 20(4), pages 1-123, October.

  2. Mr. Tobias Adrian & Mr. Francis Vitek, 2020. "Managing Macrofinancial Risk," IMF Working Papers 2020/151, International Monetary Fund.

    Cited by:

    1. Xu, Qifa & Xu, Mengnan & Jiang, Cuixia & Fu, Weizhong, 2023. "Mixed-frequency Growth-at-Risk with the MIDAS-QR method: Evidence from China," Economic Systems, Elsevier, vol. 47(4).
    2. Wang, Bo & Xiao, Yang, 2023. "The term effect of financial cycle variables on GDP growth," Journal of International Money and Finance, Elsevier, vol. 139(C).
    3. Górajski, Mariusz & Kuchta, Zbigniew, 2023. "Coordination and non-coordination risks of monetary and macroprudential authorities: A robust welfare analysis," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).

  3. Mr. Francis Vitek, 2018. "The Global Macrofinancial Model," IMF Working Papers 2018/081, International Monetary Fund.

    Cited by:

    1. Bruna, Karel & Van Tran, Quang, 2023. "Asymmetric effects of oil price shocks on EUR/USD exchange rate and structural shock decomposition in a BVAR model with sign restriction," Energy Economics, Elsevier, vol. 128(C).

  4. Mr. Francis Vitek, 2017. "Policy, Risk and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach," IMF Working Papers 2017/089, International Monetary Fund.

    Cited by:

    1. Albonico, Alice & Calès, Ludovic & Cardani, Roberta & Croitorov, Olga & Ferroni, Filippo & Giovannini, Massimo & Hohberger, Stefan & Pataracchia, Beatrice & Pericoli, Filippo & Raciborski, Rafal & Rat, 2017. "The Global Multi-Country Model (GM): an Estimated DSGE Model for the Euro Area Countries," Working Papers 2017-10, Joint Research Centre, European Commission.
    2. Giovannini, Massimo & Hohberger, Stefan & Ratto, Marco & Vogel, Lukas, 2018. "Adjustment dynamics and business cycle heterogeneity in the EMU: Evidence from estimated DSGE models," Working Papers 2018-08, Joint Research Centre, European Commission.
    3. Mr. Francis Vitek, 2018. "The Global Macrofinancial Model," IMF Working Papers 2018/081, International Monetary Fund.
    4. Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2022. "Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination," International Economics and Economic Policy, Springer, vol. 19(1), pages 79-127, February.
    5. Cardani, Roberta & Hohberger, Stefan & Pfeiffer, Philipp & Vogel, Lukas, 2020. "Domestic versus foreign drivers of trade (im)balances: How robust is evidence from estimated DSGE models?," MPRA Paper 102469, University Library of Munich, Germany.
    6. Croitorov, Olga & Giovannini, Massimo & Hohberger, Stefan & Ratto, Marco & Vogel, Lukas, 2020. "Financial spillover and global risk in a multi-region model of the world economy," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 185-218.
    7. Albonico, Alice & Calés, Ludovic & Cardani, Roberta & Croitorov, Olga & Ferroni, Filippo & Giovannini, Massimo & Hohberger, Stefan & Pataracchia, Beatrice & Pericoli, Filippo Maria & Raciborski, Rafal, 2019. "Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model," Economic Modelling, Elsevier, vol. 81(C), pages 242-273.
    8. Itai Agur & Maria Demertzis, 2018. "Will macroprudential policy counteract monetary policy’s effects on financial stability?," Working Papers 23907, Bruegel.
    9. Julia M. Puaschunder, 2021. "Climate Growth Theory," RAIS Conference Proceedings 2021 0084, Research Association for Interdisciplinary Studies.
    10. Cozzi, Guido & Pataracchia, Beatrice & Pfeiffer, Philipp & Ratto, Marco, 2021. "How much Keynes and how much Schumpeter?," European Economic Review, Elsevier, vol. 133(C).
    11. Financial Stability Committee, Task Force on cross-border Spillover Effects of macroprudential measures & Kok, Christoffer & Reinhardt, Dennis, 2020. "Cross-border spillover effects of macroprudential policies: a conceptual framework," Occasional Paper Series 242, European Central Bank.

  5. Mr. Heedon Kang & Mr. Francis Vitek & Ms. Rina Bhattacharya & Mr. Phakawa Jeasakul & Ms. Sònia Muñoz & Naixi Wang & Rasool Zandvakil, 2017. "Macroprudential Policy Spillovers: A Quantitative Analysis," IMF Working Papers 2017/170, International Monetary Fund.

    Cited by:

    1. Mr. Seung M Choi & Ms. Laura E. Kodres & Jing Lu, 2018. "Friend or Foe? Cross-Border Linkages, Contagious Banking Crises, and “Coordinated” Macroprudential Policies," IMF Working Papers 2018/009, International Monetary Fund.
    2. Malmierca, María, 2021. "International financial positions and macroprudential policy," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1034-1062.
    3. Mr. Eugenio M Cerutti & Haonan Zhou, 2018. "Cross-border Banking and the Circumvention of Macroprudential and Capital Control Measures," IMF Working Papers 2018/217, International Monetary Fund.
    4. Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2022. "Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination," International Economics and Economic Policy, Springer, vol. 19(1), pages 79-127, February.
    5. Chunil Kim & Jinsoo Ko, 2023. "Unintended Consequences of Housing Policies: Evidence from South Korea," Sustainability, MDPI, vol. 15(4), pages 1-25, February.
    6. Ahnert, Toni & Forbes, Kristin & Friedrich, Christian & Reinhardt, Dennis, 2018. "Macroprudential FX regulations: shifting the snowbanks of FX vulnerability?," Bank of England working papers 758, Bank of England.
    7. Badarau, Cristina & Carias, Marcos & Figuet, Jean-Marc, 2020. "Cross-border spillovers of macroprudential policy in the Euro area," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 1-13.
    8. Martin Hodula & Ngoc Anh Ngo, 2021. "Does Macroprudential Policy Leak? Evidence from Non-Bank Credit Intermediation in EU Countries," Working Papers 2021/5, Czech National Bank.
    9. Pierre‐Richard Agénor & Timothy P. Jackson & Luiz A. Pereira da Silva, 2023. "Global banking, financial spillovers and macroprudential policy coordination," Economica, London School of Economics and Political Science, vol. 90(359), pages 1003-1040, July.
    10. Buesa, Alejandro & De Quinto, Alicia & Población García, Francisco Javier, 2021. "Risky mortgages, credit shocks and cross-border spillovers," ESRB Working Paper Series 123, European Systemic Risk Board.
    11. Mikhail I. Stolbov & Maria A. Shchepeleva & Alexander M. Karminsky, 2021. "A global perspective on macroprudential policy interaction with systemic risk, real economic activity, and monetary intervention," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-25, December.
    12. Ms. Juliana Dutra Araujo & Manasa Patnam & Ms. Adina Popescu & Mr. Fabian Valencia & Weijia Yao, 2020. "Effects of Macroprudential Policy: Evidence from Over 6,000 Estimates," IMF Working Papers 2020/067, International Monetary Fund.
    13. Vítor Martins & Alessandro Turrini & Bořek Vašíček & Madalina Zamfir, 2021. "Euro Area Housing Markets: Trends, Challenges and Policy Responses," European Economy - Discussion Papers 147, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.

  6. Mr. Francis Vitek, 2015. "Macrofinancial Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach," IMF Working Papers 2015/227, International Monetary Fund.

    Cited by:

    1. International Monetary Fund, 2016. "Ireland: Financial Sector Assessment Program: Technical Note-Stress Testing the Banking System," IMF Staff Country Reports 2016/315, International Monetary Fund.
    2. International Monetary Fund, 2018. "Brazil: Financial Sector Assessment Program-Technical Note on Stress Testing and Systemic Risk Analysis," IMF Staff Country Reports 2018/344, International Monetary Fund.
    3. International Monetary Fund, 2017. "Japan: Financial Sector Assessment Program-Technical Note-Systemic Risk Analysis and Stress Testing the Financial Sector," IMF Staff Country Reports 2017/285, International Monetary Fund.
    4. International Monetary Fund, 2017. "Finland: Financial Sector Assessment Program: Technical Note-Stress Testing the Banking System and Interconnectedness Analysis," IMF Staff Country Reports 2017/006, International Monetary Fund.
    5. Georgios Georgiadis & Martina Jancokova, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," Globalization Institute Working Papers 314, Federal Reserve Bank of Dallas.
    6. International Monetary Fund, 2017. "Luxembourg: Financial Sector Assessment Program: Technical Note-Risk Analysis," IMF Staff Country Reports 2017/261, International Monetary Fund.
    7. International Monetary Fund, 2019. "Singapore: Financial Sector Assessment Program; Technical Note-Financial Stability Analysis and Stress Testing," IMF Staff Country Reports 2019/228, International Monetary Fund.

  7. Mr. Francis Vitek, 2014. "Policy and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach," IMF Working Papers 2014/200, International Monetary Fund.

    Cited by:

    1. Albonico, Alice & Calès, Ludovic & Cardani, Roberta & Croitorov, Olga & Ferroni, Filippo & Giovannini, Massimo & Hohberger, Stefan & Pataracchia, Beatrice & Pericoli, Filippo & Raciborski, Rafal & Rat, 2017. "The Global Multi-Country Model (GM): an Estimated DSGE Model for the Euro Area Countries," Working Papers 2017-10, Joint Research Centre, European Commission.
    2. Giovannini, Massimo & Hohberger, Stefan & Ratto, Marco & Vogel, Lukas, 2018. "Adjustment dynamics and business cycle heterogeneity in the EMU: Evidence from estimated DSGE models," Working Papers 2018-08, Joint Research Centre, European Commission.
    3. Mr. Francis Vitek, 2018. "The Global Macrofinancial Model," IMF Working Papers 2018/081, International Monetary Fund.
    4. Georgios Georgiadis, 2015. "To bi, or not to bi? differences in spillover estimates from bilateral and multilateral multi-country models," Globalization Institute Working Papers 256, Federal Reserve Bank of Dallas.
    5. Croitorov, Olga & Giovannini, Massimo & Hohberger, Stefan & Ratto, Marco & Vogel, Lukas, 2020. "Financial spillover and global risk in a multi-region model of the world economy," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 185-218.
    6. Albonico, Alice & Calés, Ludovic & Cardani, Roberta & Croitorov, Olga & Ferroni, Filippo & Giovannini, Massimo & Hohberger, Stefan & Pataracchia, Beatrice & Pericoli, Filippo Maria & Raciborski, Rafal, 2019. "Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model," Economic Modelling, Elsevier, vol. 81(C), pages 242-273.
    7. Georgios Georgiadis & Martina Jancokova, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," Globalization Institute Working Papers 314, Federal Reserve Bank of Dallas.
    8. Sami Alpanda & Uluc Aysun & Serdar Kabaca, 2022. "International Portfolio Rebalancing and Fiscal Policy Spillovers," Working Papers 2022-01, University of Central Florida, Department of Economics.
    9. Mr. Francis Vitek, 2018. "Accounting for Macrofinancial Fluctuations and Turbulence," IMF Working Papers 2018/238, International Monetary Fund.
    10. Georgios Georgiadis, 2016. "To bi, or not to bi? Differences in Spillover Estimates from Bilateral and Multilateral Multi-country Models," EcoMod2016 9145, EcoMod.
    11. Itai Agur & Maria Demertzis, 2018. "Will macroprudential policy counteract monetary policy’s effects on financial stability?," Working Papers 23907, Bruegel.
    12. Mr. Francis Vitek, 2015. "Macrofinancial Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach," IMF Working Papers 2015/227, International Monetary Fund.
    13. Financial Stability Committee, Task Force on cross-border Spillover Effects of macroprudential measures & Kok, Christoffer & Reinhardt, Dennis, 2020. "Cross-border spillover effects of macroprudential policies: a conceptual framework," Occasional Paper Series 242, European Central Bank.

  8. Mr. Francis Vitek, 2013. "Policy Analysis and Forecasting in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach," IMF Working Papers 2013/253, International Monetary Fund.

    Cited by:

    1. Luiza Loredana N?stase, 2016. "The Stability Of International Financial Markets Versus Emerging Economies Vulnerability," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 1(44), pages 160-167.
    2. Mr. Francis Vitek, 2014. "Policy and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach," IMF Working Papers 2014/200, International Monetary Fund.
    3. Itai Agur & Maria Demertzis, 2018. "Will macroprudential policy counteract monetary policy’s effects on financial stability?," Working Papers 23907, Bruegel.
    4. Belke, Ansgar, 2014. "Exit Strategies and Their Impact on the Euro Area - A Model Based View," Ruhr Economic Papers 467, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    5. Mr. Francis Vitek, 2015. "Macrofinancial Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach," IMF Working Papers 2015/227, International Monetary Fund.

  9. Mr. Tamim Bayoumi & Mr. Francis Vitek, 2013. "Macroeconomic Model Spillovers and Their Discontents," IMF Working Papers 2013/004, International Monetary Fund.

    Cited by:

    1. Mr. Tamim Bayoumi, 2015. "The Dog That Didn’t Bark: The Strange Case of Domestic Policy Cooperation in the “New Normal”," IMF Working Papers 2015/156, International Monetary Fund.
    2. Faria, Gonçalo & Kosowski, Robert & Wang, Tianyu, 2022. "The Correlation Risk Premium: International Evidence," Journal of Banking & Finance, Elsevier, vol. 136(C).
    3. Matija Lozej & Graeme Walsh, 2021. "Fiscal Policy Spillovers in a Monetary Union," Open Economies Review, Springer, vol. 32(5), pages 1089-1117, November.
    4. Mr. Tamim Bayoumi, 2014. "After the Fall: Lessons for Policy Cooperation from the Global Crisis," IMF Working Papers 2014/097, International Monetary Fund.
    5. Vetlov, Igor & Attinasi, Maria Grazia & Lalik, Magdalena, 2017. "Fiscal spillovers in the euro area a model-based analysis," Working Paper Series 2040, European Central Bank.
    6. Yoshiyuki Fukuda & Yuki Kimura & Nao Sudo & Hiroshi Ugai, 2013. "Cross-country Transmission Effect of the U.S. Monetary Shock under Global Integration," Bank of Japan Working Paper Series 13-E-16, Bank of Japan.
    7. Saba Ndayezhin Danladi, 2022. "Spillover Effects of US Monetary Policy and Macreconomic Conditions in Nigeria: Evidence from Time-Varying Parameter Structural Vector Autoregression (TVP-SVAR)," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 101-120.
    8. Daniel Zerfu Gurara & Mthuli Ncube, 2013. "We develop a global vector autoregressive model (GVAR) to analyze the global growth spillover effects on Africa. The model contains 46 African countries and 30 developed and emerging market countries,," Working Paper Series 981, African Development Bank.
    9. Dimitrios Koutmos, 2018. "Interdependencies between CDS spreads in the European Union: Is Greece the black sheep or black swan?," Annals of Operations Research, Springer, vol. 266(1), pages 441-498, July.
    10. Deniz Sevinc & Edgar Mata Flores, 2021. "Macroeconomic and financial implications of multi‐dimensional interdependencies between OECD countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 741-776, January.
    11. Swamy, Vighneswara, 2020. "Macroeconomic transmission of Eurozone shocks to India—A mean-adjusted Bayesian VAR approach," Economic Analysis and Policy, Elsevier, vol. 68(C), pages 126-150.

  10. Mr. Francis Vitek, 2013. "Spillovers to and from the Nordic Economies: A Macroeconometric Model Based Analysis," IMF Working Papers 2013/225, International Monetary Fund.

    Cited by:

    1. Kaitila, Ville & Virkola, Tuomo, 2014. "Openness, Specialisation and Vulnerability of the Nordic Countries," ETLA Reports 21, The Research Institute of the Finnish Economy.
    2. Ludovic Gauvin & Cyril C. Rebillard, 2018. "Towards recoupling? Assessing the global impact of a Chinese hard landing through trade and commodity price channels," The World Economy, Wiley Blackwell, vol. 41(12), pages 3379-3415, December.
    3. Gauvin, Ludovic & Rebillard, Cyril, 2013. "Towards Recoupling? Assessing the Impact of a Chinese Hard Landing on Commodity Exporters: Results from Conditional Forecast in a GVAR Model," MPRA Paper 65457, University Library of Munich, Germany.
    4. Jean-Louis Bago & Imad Rherrad & Koffi Akakpo & Ernest Ouédraogo, 2022. "An Empirical Investigation on Bubbles Contagion in Scandinavian Real Estate Markets," Businesses, MDPI, vol. 2(1), pages 1-8, March.

  11. Mr. Francis Vitek, 2012. "Policy Analysis and Forecasting in the World Economy: A Panel Unobserved Components Approach," IMF Working Papers 2012/149, International Monetary Fund.

    Cited by:

    1. Tamim Bayoumi & Trung Bui, 2011. "Apocalypse Then: The Evolution of the North Atlantic Economy and the Global Crisis," RBA Annual Conference Volume (Discontinued), in: Hugo Gerard & Jonathan Kearns (ed.),The Australian Economy in the 2000s, Reserve Bank of Australia.
    2. International Monetary Fund, 2013. "German-Central European Supply Chain-Cluster Report: Staff Report, First Background Note, Second Background Note, Third Background Note," IMF Staff Country Reports 2013/263, International Monetary Fund.
    3. Eickmeier, Sandra & Ng, Tim, 2011. "How Do Credit Supply Shocks Propagate Internationally? A GVAR approach," CEPR Discussion Papers 8720, C.E.P.R. Discussion Papers.
    4. Mr. Francis Vitek, 2018. "A Closed Form Multivariate Linear Filter," IMF Working Papers 2018/275, International Monetary Fund.
    5. Steiner, Andreas, 2014. "Reserve accumulation and financial crises: From individual protection to systemic risk," European Economic Review, Elsevier, vol. 70(C), pages 126-144.
    6. Mr. Tamim Bayoumi & Mr. Francis Vitek, 2013. "Macroeconomic Model Spillovers and Their Discontents," IMF Working Papers 2013/004, International Monetary Fund.
    7. Mr. Francis Vitek, 2013. "Policy Analysis and Forecasting in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach," IMF Working Papers 2013/253, International Monetary Fund.
    8. Mr. Francis Vitek, 2013. "Spillovers to and from the Nordic Economies: A Macroeconometric Model Based Analysis," IMF Working Papers 2013/225, International Monetary Fund.

  12. Mr. Francis Vitek & Mr. Scott Roger, 2012. "The Global Macroeconomic Costs of Raising Bank Capital Adequacy Requirements," IMF Working Papers 2012/044, International Monetary Fund.

    Cited by:

    1. Erica Perego, 2018. "Sovereign Risk and Asset Market Dynamics in the Euro Area," Working Papers 2018-18, CEPII research center.
    2. Carmassi, Jacopo & Micossi, Stefano, 2012. "Time to Set Banking Regulation Right," CEPS Papers 6734, Centre for European Policy Studies.
    3. Kooths, Stefan & Plödt, Martin & van Roye, Björn & Scheide, Joachim, 2014. "Makroprudenzielle Finanzmarktpolitik: Nationale Handlungsoptionen im Euroraum," Kiel Discussion Papers 541/542, Kiel Institute for the World Economy (IfW Kiel).
    4. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Plödt, Martin & Schwarzmüller, Tim & van Roye, Björn & Scheide, Joachim, 2014. "Finanz- und Wirtschaftspolitik bei einer anhaltenden monetären Expansion," Kieler Beiträge zur Wirtschaftspolitik 5, Kiel Institute for the World Economy (IfW Kiel).
    5. de-Ramon, Sebastián & Iscenko, Zanna & Osborne, Matthew & Straughan, Michael & Andrews, Peter, 2012. "Measuring the impact of prudential policy on the macroeconomy: A practical application to Basel III and other responses to the financial crisis," MPRA Paper 69423, University Library of Munich, Germany.
    6. Anjan V. Thakor, 2015. "The Financial Crisis of 2007–2009: Why Did It Happen and What Did We Learn?," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 4(2), pages 155-205.
    7. Matthieu Darracq Paries & Peter Karadi & Christoffer Kok & Kalin Nikolov, 2022. "The Impact of Capital Requirements on the Macroeconomy: Lessons from Four Macroeconomic Models of the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 18(5), pages 1-50, December.

  13. Bayoumi, Tamim & Vitek, Francis, 2011. "Spillovers from the Euro Area Sovereign Debt Crisis: A Macroeconometric Model Based Analysis," CEPR Discussion Papers 8497, C.E.P.R. Discussion Papers.

    Cited by:

    1. Christiansen, Charlotte, 2014. "Integration of European bond markets," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 191-198.
    2. Dovern, Jonas & van Roye, Björn, 2014. "International transmission and business-cycle effects of financial stress," Journal of Financial Stability, Elsevier, vol. 13(C), pages 1-17.
    3. Andreas Jobst & Ms. Li L Ong & Mr. Christian Schmieder, 2013. "A Framework for Macroprudential Bank Solvency Stress Testing: Application to S-25 and Other G-20 Country FSAPs," IMF Working Papers 2013/068, International Monetary Fund.
    4. Mr. Christian Schmieder & Mr. Tidiane Kinda & Mr. Nassim N. Taleb & Ms. Elena Loukoianova & Mr. Elie Canetti, 2012. "A New Heuristic Measure of Fragility and Tail Risks: Application to Stress Testing," IMF Working Papers 2012/216, International Monetary Fund.
    5. Mr. Heiko Hesse & Mr. Ferhan Salman & Mr. Christian Schmieder, 2014. "How to Capture Macro-Financial Spillover Effects in Stress Tests?," IMF Working Papers 2014/103, International Monetary Fund.

  14. Mr. Francis Vitek, 2010. "Output and Unemployment Dynamics during the Great Recession: A Panel Unobserved Components Analysis," IMF Working Papers 2010/185, International Monetary Fund.

    Cited by:

    1. Elva Bova & Christina Kolerus & Sampawende Tapsoba, 2015. "A fiscal job? An analysis of fiscal policy and the labor market," IZA Journal of Labor Policy, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 4(1), pages 1-17, December.

  15. Mr. Francis Vitek, 2010. "Monetary Policy Analysis and Forecasting in the Group of Twenty: A Panel Unobserved Components Approach," IMF Working Papers 2010/152, International Monetary Fund.

    Cited by:

    1. Tamim Bayoumi & Trung Bui, 2011. "Apocalypse Then: The Evolution of the North Atlantic Economy and the Global Crisis," RBA Annual Conference Volume (Discontinued), in: Hugo Gerard & Jonathan Kearns (ed.),The Australian Economy in the 2000s, Reserve Bank of Australia.
    2. Mr. Tamim Bayoumi & Mr. Francis Vitek, 2013. "Macroeconomic Model Spillovers and Their Discontents," IMF Working Papers 2013/004, International Monetary Fund.
    3. Mr. Francis Vitek, 2012. "Policy Analysis and Forecasting in the World Economy: A Panel Unobserved Components Approach," IMF Working Papers 2012/149, International Monetary Fund.
    4. Ms. Hélène Poirson & Mr. Sebastian Weber, 2011. "Growth Spillover Dynamics From Crisis to Recovery," IMF Working Papers 2011/218, International Monetary Fund.

  16. Ms. Hali J Edison & Mr. Francis Vitek, 2009. "Australia and New Zealand Exchange Rates: A Quantitative Assessment," IMF Working Papers 2009/007, International Monetary Fund.

    Cited by:

    1. Manuchehr Irandoust, 2017. "Symmetry, proportionality and productivity bias hypothesis: evidence from panel-VAR models," Economic Change and Restructuring, Springer, vol. 50(1), pages 79-93, February.
    2. Jair Ojeda JOya & Jhon Edwar Torres, 2012. "Posición Externa de Largo Plazo y Tipo de Cambio Real de Equilibrio en Colombia," Borradores de Economia 745, Banco de la Republica de Colombia.
    3. International Monetary Fund, 2009. "Papua New Guinea: Selected Issues and Statistical Appendix," IMF Staff Country Reports 2009/113, International Monetary Fund.
    4. Miles Workman, 2015. "Estimating the Cyclically- and Absorption-adjusted Fiscal Balance for New Zealand," Treasury Working Paper Series 15/09, New Zealand Treasury.

  17. Mr. Francis Vitek, 2009. "Monetary Policy Analysis and Forecasting in the World Economy: A Panel Unobserved Components Approach," IMF Working Papers 2009/238, International Monetary Fund.

    Cited by:

    1. Alain Kabundi & Francisco Nadal De Simone, 2011. "France in the global economy: a structural approximate dynamic factor model analysis," Empirical Economics, Springer, vol. 41(2), pages 311-342, October.
    2. Mr. Francis Vitek, 2018. "A Closed Form Multivariate Linear Filter," IMF Working Papers 2018/275, International Monetary Fund.
    3. Mr. Francis Vitek, 2012. "Policy Analysis and Forecasting in the World Economy: A Panel Unobserved Components Approach," IMF Working Papers 2012/149, International Monetary Fund.
    4. Bayoumi, Tamim & Vitek, Francis, 2011. "Spillovers from the Euro Area Sovereign Debt Crisis: A Macroeconometric Model Based Analysis," CEPR Discussion Papers 8497, C.E.P.R. Discussion Papers.
    5. Ms. Hélène Poirson & Mr. Sebastian Weber, 2011. "Growth Spillover Dynamics From Crisis to Recovery," IMF Working Papers 2011/218, International Monetary Fund.

  18. Mr. Francis Vitek, 2009. "An Assessment of External Price Competitiveness for Mozambique," IMF Working Papers 2009/165, International Monetary Fund.

    Cited by:

    1. António S. Cruz & Fausto J. Mafambissa, 2020. "Economic development and institutions in Mozambique: Factors affecting public financial management," WIDER Working Paper Series wp-2020-133, World Institute for Development Economic Research (UNU-WIDER).
    2. International Monetary Fund, 2012. "Republic of Moldova: Selected Issues," IMF Staff Country Reports 2012/289, International Monetary Fund.
    3. Lakatos, Csilla & Walmsley, Terrie, 2011. "Dispute Settlement at the WTO: Impacts of a No Deal in the US-Brazil Cotton Dispute," Conference papers 332059, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    4. Tamsir Cham, 2016. "An Assessment of External Price Competitiveness for the Gambia," Applied Economics and Finance, Redfame publishing, vol. 3(4), pages 207-216, November.
    5. Mr. John C Bluedorn & Rupa Duttagupta & Mr. Jaime Guajardo & Miss Nkunde Mwase, 2013. "The Growth Comeback in Developing Economies: A New Hope or Back to the Future?," IMF Working Papers 2013/132, International Monetary Fund.
    6. Christoph Böhringer & Victoria Alexeeva-Talebi, 2011. "Unilateral climate policy and competitiveness: The implications of differential emission pricing," Working Papers V-338-11, University of Oldenburg, Department of Economics, revised Jun 2011.

  19. Vitek, Francis, 2006. "Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 797, University Library of Munich, Germany.

    Cited by:

    1. Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 802, University Library of Munich, Germany.
    2. Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 801, University Library of Munich, Germany.

  20. Vitek, Francis, 2006. "Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 800, University Library of Munich, Germany.

    Cited by:

    1. Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 802, University Library of Munich, Germany.
    2. Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 801, University Library of Munich, Germany.

  21. Francis Vitek, 2005. "An Unobserved Components Model of the Monetary Transmission Mechanism in a Small Open Economy," Macroeconomics 0512019, University Library of Munich, Germany, revised 06 Feb 2006.

    Cited by:

    1. Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 802, University Library of Munich, Germany.
    2. Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 801, University Library of Munich, Germany.
    3. Richard Harrison & George Kapetanios & Alasdair Scott & Jana Eklund, 2008. "Breaks in DSGE models," 2008 Meeting Papers 657, Society for Economic Dynamics.
    4. Vitek, Francis, 2006. "Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 797, University Library of Munich, Germany.
    5. Olmos, Lorena & Sanso Frago, Marcos, 2014. "Non-linear effects of the U.S. Monetary Policy in the Long Run," MPRA Paper 57770, University Library of Munich, Germany.
    6. Vitek, Francis, 2006. "Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 800, University Library of Munich, Germany.
    7. Vitek, Francis, 2007. "An Evaluation of the Exchange Rate Forecasting Performance of the New Keynesian Model," MPRA Paper 2945, University Library of Munich, Germany.

  22. Francis Vitek, 2005. "The Exchange Rate Forecasting Puzzle," International Finance 0509005, University Library of Munich, Germany.

    Cited by:

    1. Jonathan Felix Pfahler, 2021. "Exchange Rate Forecasting with Advanced Machine Learning Methods," JRFM, MDPI, vol. 15(1), pages 1-17, December.
    2. Daniel Andrés Jaimes Cárdenas & jair Ojeda Joya, 2010. "Reglas de Taylor y previsibilidad fuera de muestra de la tasa de cambio en Latinoamérica," Borradores de Economia 7308, Banco de la Republica.
    3. Matos, Paulo & Beviláqua, Giovanni & Filho, Jaime, 2012. "Previsão do câmbio real-dólar sob um arcabouço de apreçamento de ativos," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 66(3), October.
    4. Firat Melih Yilmaz & Ozer Arabaci, 2021. "Should Deep Learning Models be in High Demand, or Should They Simply be a Very Hot Topic? A Comprehensive Study for Exchange Rate Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 217-245, January.

  23. Francis Vitek, 2005. "An Unobserved Components Model of the Monetary Transmission Mechanism in a Closed Economy," Macroeconomics 0512018, University Library of Munich, Germany, revised 06 Feb 2006.

    Cited by:

    1. Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 802, University Library of Munich, Germany.
    2. Vitek, Francis, 2006. "Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 801, University Library of Munich, Germany.
    3. Richard Harrison & George Kapetanios & Alasdair Scott & Jana Eklund, 2008. "Breaks in DSGE models," 2008 Meeting Papers 657, Society for Economic Dynamics.
    4. Vitek, Francis, 2006. "Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 797, University Library of Munich, Germany.
    5. Vitek, Francis, 2006. "Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper 800, University Library of Munich, Germany.

  24. Francis Vitek, 2002. "An Empirical Analysis of Dynamic Interrelationships Among Inflation, Inflation Uncertainty, Relative Price Dispersion, and Output Growth," Staff Working Papers 02-39, Bank of Canada.

    Cited by:

    1. André Binette & Sylvain Martel, 2005. "Inflation and Relative Price Dispersion in Canada: An Empirical Assessment," Staff Working Papers 05-28, Bank of Canada.
    2. Glas, Alexander & Hartmann, Matthias, 2016. "Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters," Working Papers 0612, University of Heidelberg, Department of Economics.
    3. Elif C. Arbatli & Steven J. Davis & Arata Ito & Naoko Miake, 2017. "Policy Uncertainty In Japan," NBER Working Papers 23411, National Bureau of Economic Research, Inc.
    4. Miroslav Misina, 2003. "Are Distorted Beliefs Too Good to be True?," Staff Working Papers 03-4, Bank of Canada.

Articles

  1. Tobias Adrian & Vitor Gaspar & Francis Vitek, 2024. "A Medium-Scale DSGE Model for the Integrated Policy Framework," International Journal of Central Banking, International Journal of Central Banking, vol. 20(4), pages 1-123, October.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (11) 2005-09-29 2006-01-24 2006-01-24 2006-11-25 2006-11-25 2006-11-25 2006-11-25 2011-08-02 2021-01-25 2022-02-28 2023-06-19. Author is listed
  2. NEP-MAC: Macroeconomics (10) 2003-04-21 2006-01-24 2006-01-24 2006-11-25 2006-11-25 2006-11-25 2006-11-25 2011-08-02 2021-01-25 2022-02-28. Author is listed
  3. NEP-MON: Monetary Economics (9) 2006-01-24 2006-01-24 2006-11-25 2006-11-25 2006-11-25 2006-11-25 2021-01-25 2022-02-28 2023-06-19. Author is listed
  4. NEP-DGE: Dynamic General Equilibrium (7) 2006-11-25 2006-11-25 2006-11-25 2006-11-25 2021-01-25 2022-02-28 2023-06-19. Author is listed
  5. NEP-FOR: Forecasting (4) 2005-09-29 2006-01-24 2006-11-25 2007-05-12
  6. NEP-FDG: Financial Development and Growth (2) 2021-01-25 2022-02-28
  7. NEP-FMK: Financial Markets (2) 2005-09-29 2005-11-09
  8. NEP-IFN: International Finance (2) 2005-09-29 2007-05-12
  9. NEP-OPM: Open Economy Macroeconomics (2) 2011-08-02 2022-02-28
  10. NEP-CWA: Central and Western Asia (1) 2021-01-25
  11. NEP-EEC: European Economics (1) 2011-08-02
  12. NEP-FIN: Finance (1) 2005-11-09
  13. NEP-RMG: Risk Management (1) 2021-01-25

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