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Igor Vetlov

Personal Details

First Name:Igor
Middle Name:
Last Name:Vetlov
Suffix:
RePEc Short-ID:pve124
[This author has chosen not to make the email address public]
European Central Bank Sonnemannstraße 20 60314 Frankfurt am Main Germany
+49 69 1344 5854

Affiliation

European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/

: +49 69 1344 0
+49 69 1344 6000
D-60640 Frankfurt am Main
RePEc:edi:emieude (more details at EDIRC)

Research output

as
Jump to: Working papers Editorship

Working papers

  1. Vetlov, Igor & Ferdinandusse, Marien & de Jong, Jasper & Funda, Josip, 2017. "The effect of public investment in Europe: a model-based assessment," Working Paper Series 2021, European Central Bank.
  2. 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.
  3. A team of the Working Group on Econometric Modelling of the European System of Central Banks, 2012. "Competitiveness and external imbalances within the euro area," Occasional Paper Series 139, European Central Bank.
  4. Roma, Moreno & Vetlov, Igor & Maurin, Laurent, 2011. "Profit dynamics across the largest euro area countries and sectors," Working Paper Series 1410, European Central Bank.
  5. Igor Vetlov & Tibor Hlédik & Magnus Jonsson & Henrik Kucsera & Massimiliano Pisani, 2011. "Potential Output in DSGE Models," Bank of Lithuania Working Paper Series 9, Bank of Lithuania.
  6. Igor Vetlov & Ricardo Mourinho Félix & Laure Frey & Tibor Hlédik & Zoltán Jakab & Niki Papadopoulou & Lukas Reiss & Martin Schneider, 2010. "The Implementation of Scenarios Using DSGE Models," Bank of Lithuania Working Paper Series 8, Bank of Lithuania.
  7. Coenen, Gunter & Vetlov, Igor, 2009. "Extending the NAWM for the import content of exports," MPRA Paper 76490, University Library of Munich, Germany.
  8. Günter Coenen & Frank Smets & Igor Vetlov, 2009. "Estimation of the Euro Area Output Gap Using the NAWM," Bank of Lithuania Working Paper Series 5, Bank of Lithuania.
  9. Sigitas Karpavicius & Igor Vetlov, 2008. "Personal Income Tax Reform in Lithuania: Macroeconomic and Welfare Implications," Bank of Lithuania Working Paper Series 2, Bank of Lithuania.
  10. Warmedinger, Thomas & Vetlov, Igor, 2006. "The German block of the ESCB multi-country model," Working Paper Series 654, European Central Bank.
  11. Vetlov, Igor, 2004. "The lithuanian block of the ECSB multi-country model," BOFIT Discussion Papers 13/2004, Bank of Finland, Institute for Economies in Transition.
  12. Vetlov, Igor, 2001. "Dollarization in Lithuania : An econometric approach," BOFIT Discussion Papers 1/2001, Bank of Finland, Institute for Economies in Transition.

Editorship

  1. Bank of Lithuania Working Paper Series, Bank of Lithuania.

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.

Working papers

  1. Vetlov, Igor & Ferdinandusse, Marien & de Jong, Jasper & Funda, Josip, 2017. "The effect of public investment in Europe: a model-based assessment," Working Paper Series 2021, European Central Bank.

    Cited by:

    1. Lorenzo Burlon & Alberto Locarno & Alessandro Notarpietro & Massimiliano Pisani, 2017. "Public investment and monetary policy stance in the euro area," Temi di discussione (Economic working papers) 1150, Bank of Italy, Economic Research and International Relations Area.
    2. Jasper de Jong & Marien Ferdinandusse & Josip Funda, 2017. "Public capital in the 21st century: As productive as ever?," DNB Working Papers 542, Netherlands Central Bank, Research Department.

  2. A team of the Working Group on Econometric Modelling of the European System of Central Banks, 2012. "Competitiveness and external imbalances within the euro area," Occasional Paper Series 139, European Central Bank.

    Cited by:

    1. Angelini, E. & Dieppe, A. & Pierluigi, B., 2015. "Modelling internal devaluation experiences in Europe: Rational or learning agents?," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 81-92.
    2. Hubert Gabrisch & Karsten Staehr, 2014. "The Euro Plus Pact: Cost Competitiveness and External Capital Flows in the EU Countries," WWWforEurope Policy Paper series 15, WWWforEurope.
    3. Hubert Gabrisch & Karsten Staehr, 2014. "The Euro Plus Pact: Cost Competitiveness and External Capital Flows in the EU Countries. WWWforEurope Policy Paper No. 15," WIFO Studies, WIFO, number 47496.
    4. Staehr, Karsten & Vermeulen, Robert, 2016. "How competitiveness shocks affect macroeconomic performance across euro area countries," Working Paper Series 1940, European Central Bank.
    5. Peter Spahn, 2013. "Competitiveness, Adjustment and Macroeconomic Risk Management in the Eurozone," ROME Working Papers 201316, ROME Network.
    6. Spahn, Peter, 2013. "Subprime and euro crisis: Should we blame the economists?," FZID Discussion Papers 83-2013, University of Hohenheim, Center for Research on Innovation and Services (FZID).
    7. Teresa Sastre & Francesca Viani, 2014. "Countries’ safety and competitiveness, and the estimation of current account misalignments," Working Papers 1401, Banco de España;Working Papers Homepage.

  3. Roma, Moreno & Vetlov, Igor & Maurin, Laurent, 2011. "Profit dynamics across the largest euro area countries and sectors," Working Paper Series 1410, European Central Bank.

    Cited by:

    1. Dées, Stéphane & Güntner, Jochen, 2014. "Analysing and forecasting price dynamics across euro area countries and sectors: a panel VAR approach," Working Paper Series 1724, European Central Bank.

  4. Igor Vetlov & Tibor Hlédik & Magnus Jonsson & Henrik Kucsera & Massimiliano Pisani, 2011. "Potential Output in DSGE Models," Bank of Lithuania Working Paper Series 9, Bank of Lithuania.

    Cited by:

    1. Lucian Croitoru, 2016. "Are We Systematically Wrong when Estimating Potential Output and the Natural Rate of Interest?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 128-151, June.
    2. Andrea Gerali & Alberto Locarno & Alessandro Notarpietro & Massimiliano Pisani, 2015. "Every cloud has a silver lining. The sovereign crisis and Italian potential output," Temi di discussione (Economic working papers) 1010, Bank of Italy, Economic Research and International Relations Area.
    3. Roberto Garcia-Saltos & Fan Zhang & Iulia Ruxandra Teodoru, 2016. "Potential Output Growth Estimates for Central America and the Dominican Republic," IMF Working Papers 16/250, International Monetary Fund.
    4. Amador-Torres, Juan & Gómez González, Jose & Ojeda-Joya, Jair & Jaulin-Mendez, Oscar & Tenjo-Galarza, Fernando, 2015. "Mind the Gap: Computing Finance-Neutral Output Gaps in Latin-American Economies," MPRA Paper 66288, University Library of Munich, Germany.
    5. Barbara Rudolf & Mathias Zurlinden, 2014. "A compact open economy DSGE model for Switzerland," Economic Studies 2014-08, Swiss National Bank.
    6. Vashchelyuk, N.V. & Zubarev, Andrey & Trunin, Pavel, 2016. "Determination of the Output Gap for the Russian Economy," Working Papers 2137, Russian Presidential Academy of National Economy and Public Administration.
    7. Brian Micallef, 2016. "A Multivariate Filter to Estimate Potential Output and NAIRU for the Maltese Economy," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(5), pages 13-22, May.
    8. Patrick Blagrave & Marika Santoro, 2016. "Estimating Potential Output in Chile; A Multivariate Filter for Mining and Non-Mining Sectors," IMF Working Papers 16/201, International Monetary Fund.
    9. Harri Kemp, 2014. "Measuring potential output for the South African economy: Embedding information about the financial cycle," Working Papers 03/2014, Stellenbosch University, Department of Economics.
    10. Patrick Blagrave & Roberto Garcia-Saltos & Douglas Laxton & Fan Zhang, 2015. "A Simple Multivariate Filter for Estimating Potential Output," IMF Working Papers 15/79, International Monetary Fund.
    11. Grech, Aaron George, 2013. "Adapting the Hodrick-Prescott Filter for Very Small Open Economies," MPRA Paper 48803, University Library of Munich, Germany.
    12. Ashima Goyal & Abhishek Kumar, 2017. "A DSGE model-based analysis of the Indian slowdown," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2017-003, Indira Gandhi Institute of Development Research, Mumbai, India.
    13. Hetzel, Robert L., 2016. "What Caused the Great Recession in the Eurozone?," Working Paper 16-10, Federal Reserve Bank of Richmond.
    14. Grech, Aaron George, 2014. "Investigating potential output using the Hodrick-Prescott filter: an application for Malta," MPRA Paper 57131, University Library of Munich, Germany.
    15. Ali Alichi & Olivier Bizimana & Silvia Domit & Emilio Fernández Corugedo & Douglas Laxton & Kadir Tanyeri & Hou Wang & Fan Zhang, 2015. "Multivariate Filter Estimation of Potential Output for the Euro Area and the United States," IMF Working Papers 15/253, International Monetary Fund.
    16. Silvio Michael de Azevedo Costa, 2016. "Structural Trends and Cycles in a DSGE Model for Brazil," Working Papers Series 434, Central Bank of Brazil, Research Department.
    17. Polbin, Andrey & Skrobotov, Anton, 2017. "Спектральная Оценка Компоненты Бизнес Цикла Ввп России С Учетом Высокой Зависимости От Условий Торговли
      [Spectral estimation of the business cycle component of the Russian GDP under high dependence
      ," MPRA Paper 78667, University Library of Munich, Germany.

  5. Igor Vetlov & Ricardo Mourinho Félix & Laure Frey & Tibor Hlédik & Zoltán Jakab & Niki Papadopoulou & Lukas Reiss & Martin Schneider, 2010. "The Implementation of Scenarios Using DSGE Models," Bank of Lithuania Working Paper Series 8, Bank of Lithuania.

    Cited by:

    1. Daragh Clancy & Rossana Merola, 2016. "ÉIRE Mod: A DSGE Model for Ireland," The Economic and Social Review, Economic and Social Studies, vol. 47(1), pages 1-31.

  6. Coenen, Gunter & Vetlov, Igor, 2009. "Extending the NAWM for the import content of exports," MPRA Paper 76490, University Library of Munich, Germany.

    Cited by:

    1. Jacquinot, Pascal & Clancy, Daragh & Lozej, Matija, 2014. "The effects of government spending in a small open economy within a monetary union," Working Paper Series 1727, European Central Bank.
    2. Brzoza-Brzezina, Michał & Jacquinot, Pascal & Kolasa, Marcin, 2010. "Can we prevent boom-bust cycles during euro area accession?," Working Paper Series 1280, European Central Bank.

  7. Günter Coenen & Frank Smets & Igor Vetlov, 2009. "Estimation of the Euro Area Output Gap Using the NAWM," Bank of Lithuania Working Paper Series 5, Bank of Lithuania.

    Cited by:

    1. Takuji Fueki & Ichiro Fukunaga & Hibiki Ichiue & Toyoichiro Shirota, 2010. "Measuring Potential Growth with an Estimated DSGE Model of Japan's Economy," Bank of Japan Working Paper Series 10-E-13, Bank of Japan.
    2. Villa, Stefania, 2013. "Financial frictions in the euro area: a Bayesian assessment," Working Paper Series 1521, European Central Bank.
    3. Guy Segal, 2017. "To Respond or Not to Respond: Measures of the Output Gap in Theory and in Practice," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 73-120, June.
    4. Sala, Luca & Söderström, Ulf & Trigari, Antonella, 2010. "The Output Gap, the Labor Wedge, and the Dynamic Behavior of Hours," CEPR Discussion Papers 8005, C.E.P.R. Discussion Papers.
    5. Gelain, Paolo, 2010. "The external finance premium in the euro area A useful indicator for monetary policy?," Working Paper Series 1171, European Central Bank.
    6. Hjelm, Göran & Jönsson, Kristian, 2010. "In Search of a Method for Measuring the Output Gap of the Swedish Economy," Working Papers 115, National Institute of Economic Research.
    7. Vetlov, Igor & Pisani, Massimiliano & Hlédik, Tibor & Jonsson, Magnus & Kucsera, Henrik, 2011. "Potential output in DSGE models," Working Paper Series 1351, European Central Bank.

  8. Sigitas Karpavicius & Igor Vetlov, 2008. "Personal Income Tax Reform in Lithuania: Macroeconomic and Welfare Implications," Bank of Lithuania Working Paper Series 2, Bank of Lithuania.

    Cited by:

    1. Sigitas Karpavicius, 2009. "The Effects of Fiscal Instruments on the Economy of Lithuania," Bank of Lithuania Working Paper Series 4, Bank of Lithuania.

  9. Warmedinger, Thomas & Vetlov, Igor, 2006. "The German block of the ESCB multi-country model," Working Paper Series 654, European Central Bank.

    Cited by:

    1. Tomas Ramanauskas, 2011. "What Caused the Recent Boom-And-Bust Cycle in Lithuania? Evidence from a Macromodel with the Financial Sector," Bank of Lithuania Working Paper Series 10, Bank of Lithuania.
    2. Titarenko, Deniss, 2008. "Investīcijas kā Latvijas ekonomikas izaugsmes faktors
      [Investments as a Growth Factor of the Latvian Economy]
      ," MPRA Paper 16775, University Library of Munich, Germany.
    3. Grech, Aaron George & Grech, Owen & Micallef, Brian & Rapa, Noel & Gatt, William, 2013. "A Structural Macro-Econometric Model of the Maltese Economy," MPRA Paper 46128, University Library of Munich, Germany.
    4. Schnatz, Bernd, 2006. "Is reversion to PPP in euro exchange rates non-linear?," Working Paper Series 682, European Central Bank.
    5. Andres Frick & Michael Graff & Jochen Kurt Hartwig & Boriss Siliverstovs, 2010. "Discretionary Fiscal Policy," KOF Working papers 10-253, KOF Swiss Economic Institute, ETH Zurich.
    6. Rasmus Kattai, 2005. "EMMA - A Quarterly Model of the Estonian Economy," Bank of Estonia Working Papers 2005-12, Bank of Estonia, revised 12 Dec 2005.
    7. Aleksejs Melihovs & Gundars Davidsons, 2006. "The Role of Production Progress and Human Capital in the Economic Growth of Latvia," Working Papers 2006/03, Latvijas Banka.
    8. Julius Stakenas, 2015. "Forecasting Lithuanian Inflation," Bank of Lithuania Working Paper Series 17, Bank of Lithuania.

  10. Vetlov, Igor, 2004. "The lithuanian block of the ECSB multi-country model," BOFIT Discussion Papers 13/2004, Bank of Finland, Institute for Economies in Transition.

    Cited by:

    1. Tomas Ramanauskas, 2011. "What Caused the Recent Boom-And-Bust Cycle in Lithuania? Evidence from a Macromodel with the Financial Sector," Bank of Lithuania Working Paper Series 10, Bank of Lithuania.
    2. Titarenko, Deniss, 2008. "Investīcijas kā Latvijas ekonomikas izaugsmes faktors
      [Investments as a Growth Factor of the Latvian Economy]
      ," MPRA Paper 16775, University Library of Munich, Germany.
    3. Grech, Aaron George & Grech, Owen & Micallef, Brian & Rapa, Noel & Gatt, William, 2013. "A Structural Macro-Econometric Model of the Maltese Economy," MPRA Paper 46128, University Library of Munich, Germany.
    4. Rasmus Kattai, 2005. "EMMA - A Quarterly Model of the Estonian Economy," Bank of Estonia Working Papers 2005-12, Bank of Estonia, revised 12 Dec 2005.
    5. Aleksejs Melihovs & Gundars Davidsons, 2006. "The Role of Production Progress and Human Capital in the Economic Growth of Latvia," Working Papers 2006/03, Latvijas Banka.
    6. Julius Stakenas, 2015. "Forecasting Lithuanian Inflation," Bank of Lithuania Working Paper Series 17, Bank of Lithuania.

  11. Vetlov, Igor, 2001. "Dollarization in Lithuania : An econometric approach," BOFIT Discussion Papers 1/2001, Bank of Finland, Institute for Economies in Transition.

    Cited by:

    1. International Monetary Fund, 2002. "Macroeconomic Adjustment in a Highly Dollarized Economy; The Case of Cambodia," IMF Working Papers 02/92, International Monetary Fund.
    2. Sutela, Pekka, 2001. "Managing capital flows in Estonia and Latvia," BOFIT Discussion Papers 17/2001, Bank of Finland, Institute for Economies in Transition.
    3. Heimonen, Kari, 2008. "Substituting a substitute currency," International Review of Economics & Finance, Elsevier, vol. 17(1), pages 66-84.
    4. -, Anurag, 2012. "Dollarization:Demand of time or the result of mismanagement of economy," MPRA Paper 58619, University Library of Munich, Germany.
    5. Harrison, Barry & Vymyatnina, Yulia, 2007. "Currency substitution in a de-dollarizing economy : the case of Russia," BOFIT Discussion Papers 3/2007, Bank of Finland, Institute for Economies in Transition.
    6. Piontkovsky Ruslan, 2003. "Dollarization, Inflation Volatility and Underdeveloped Financial Markets in Transition Economies," EERC Working Paper Series 03-02e, EERC Research Network, Russia and CIS.
    7. Heimonen, Kari, 2001. "Substituting a substitute currency : The case of Estonia," BOFIT Discussion Papers 11/2001, Bank of Finland, Institute for Economies in Transition.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Lithuanian Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 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-MAC: Macroeconomics (6) 2011-01-30 2011-03-26 2011-06-11 2011-06-18 2017-03-12 2017-04-23. Author is listed
  2. NEP-CBA: Central Banking (4) 2011-01-30 2011-03-26 2011-06-11 2011-06-18
  3. NEP-DGE: Dynamic General Equilibrium (4) 2011-01-30 2011-03-26 2011-06-11 2011-06-18
  4. NEP-EEC: European Economics (4) 2011-06-11 2012-01-03 2017-03-12 2017-04-23
  5. NEP-CMP: Computational Economics (3) 2011-01-30 2011-03-26 2011-06-11
  6. NEP-CWA: Central & Western Asia (1) 2011-03-26
  7. NEP-FDG: Financial Development & Growth (1) 2017-04-23
  8. NEP-OPM: Open Economy Macroeconomics (1) 2017-04-23

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