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Francis Vitek

Personal Details

First Name:Francis
Middle Name:
Last Name:Vitek
Suffix:
RePEc Short-ID:pvi79

Affiliation

International Monetary Fund (IMF)

Washington, District of Columbia (United States)
http://www.imf.org/

: (202) 623-7000
(202) 623-4661
700 19th Street, N.W., Washington DC 20431
RePEc:edi:imfffus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Francis Vitek, 2018. "The Global Macrofinancial Model," IMF Working Papers 18/81, International Monetary Fund.
  2. Francis Vitek, 2017. "Policy, Risk and Spillover Analysis in the World Economy; A Panel Dynamic Stochastic General Equilibrium Approach," IMF Working Papers 17/89, International Monetary Fund.
  3. Heedon Kang & Francis Vitek & Rina Bhattacharya & Phakawa Jeasakul & Sònia Muñoz & Naixi Wang & Rasool Zandvakil, 2017. "Macroprudential Policy Spillovers; A Quantitative Analysis," IMF Working Papers 17/170, International Monetary Fund.
  4. Francis Vitek, 2015. "Macrofinancial Analysis in the World Economy; A Panel Dynamic Stochastic General Equilibrium Approach," IMF Working Papers 15/227, International Monetary Fund.
  5. Francis Vitek, 2014. "Policy and Spillover Analysis in the World Economy; A Panel Dynamic Stochastic General Equilibrium Approach," IMF Working Papers 14/200, International Monetary Fund.
  6. Francis Vitek, 2013. "Spillovers to and from the Nordic Economies; A Macroeconometric Model Based Analysis," IMF Working Papers 13/225, International Monetary Fund.
  7. Francis Vitek, 2013. "Policy Analysis and Forecasting in the World Economy; A Panel Dynamic Stochastic General Equilibrium Approach," IMF Working Papers 13/253, International Monetary Fund.
  8. Tamim Bayoumi & Francis Vitek, 2013. "Macroeconomic Model Spillovers and Their Discontents," IMF Working Papers 13/4, International Monetary Fund.
  9. Francis Vitek & Scott Roger, 2012. "The Global Macroeconomic Costs of Raising Bank Capital Adequacy Requirements," IMF Working Papers 12/44, International Monetary Fund.
  10. Francis Vitek, 2012. "Policy Analysis and Forecasting in the World Economy; A Panel Unobserved Components Approach," IMF Working Papers 12/149, International Monetary Fund.
  11. 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.
  12. Francis Vitek, 2010. "Output and Unemployment Dynamics during the Great Recession; A Panel Unobserved Components Analysis," IMF Working Papers 10/185, International Monetary Fund.
  13. Francis Vitek, 2010. "Monetary Policy Analysis and Forecasting in the Group of Twenty; A Panel Unobserved Components Approach," IMF Working Papers 10/152, International Monetary Fund.
  14. Francis Vitek, 2009. "Monetary Policy Analysis and Forecasting in the World Economy; A Panel Unobserved Components Approach," IMF Working Papers 09/238, International Monetary Fund.
  15. Francis Vitek, 2009. "An Assessment of External Price Competitiveness for Mozambique," IMF Working Papers 09/165, International Monetary Fund.
  16. Hali J Edison & Francis Vitek, 2009. "Australia and New Zealand Exchange Rates; A Quantitative Assessment," IMF Working Papers 09/7, International Monetary Fund.
  17. International Monetary Fund, 2008. "The Impact of Introducing a Minimum Wage on Business Cycle Volatility; A Structural Analysis for Hong Kong SAR," IMF Working Papers 08/285, International Monetary Fund.
  18. Vitek, Francis, 2007. "An Evaluation of the Exchange Rate Forecasting Performance of the New Keynesian Model," MPRA Paper 2945, University Library of Munich, Germany.
  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.
  20. 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.
  21. 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.
  22. 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.
  23. Francis Vitek, 2005. "An Unobserved Components Model of the Monetary Transmission Mechanism in a Small Open Economy," Macroeconomics 0512019, EconWPA, revised 06 Feb 2006.
  24. Francis Vitek, 2005. "The Exchange Rate Forecasting Puzzle," International Finance 0509005, EconWPA.
  25. Francis Vitek, 2005. "An Unobserved Components Model of the Monetary Transmission Mechanism in a Closed Economy," Macroeconomics 0512018, EconWPA, revised 06 Feb 2006.
  26. Francis Vitek, 2005. "On Risk Premia and Volatility Transmission Across the Stock and Bond Markets," Finance 0508014, EconWPA.
  27. 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.

Articles

  1. Hali Edison & Francis Vitek, 2009. "Exchange rate assessments for Australia and New Zealand," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 1(2), pages 155-176, May.
  2. 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.

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, EconWPA.

    Mentioned in:

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

Working papers

  1. Francis Vitek, 2017. "Policy, Risk and Spillover Analysis in the World Economy; A Panel Dynamic Stochastic General Equilibrium Approach," IMF Working Papers 17/89, International Monetary Fund.

    Cited by:

    1. Itai Agur & Maria Demertzis, 2015. "Will Macroprudential Policy Counteract Monetary Policy’s Effects on Financial Stability?," IMF Working Papers 15/283, International Monetary Fund.

  2. Francis Vitek, 2015. "Macrofinancial Analysis in the World Economy; A Panel Dynamic Stochastic General Equilibrium Approach," IMF Working Papers 15/227, International Monetary Fund.

    Cited by:

    1. Georgiadis, Georgios & Jancokova, Martina, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," Globalization and Monetary Policy Institute Working Paper 314, Federal Reserve Bank of Dallas.
    2. International Monetary Fund, 2016. "Ireland: Financial Sector Assessment Program; Technical Note-Stress Testing the Banking System," IMF Staff Country Reports 16/315, International Monetary Fund.

  3. Francis Vitek, 2014. "Policy and Spillover Analysis in the World Economy; A Panel Dynamic Stochastic General Equilibrium Approach," IMF Working Papers 14/200, International Monetary Fund.

    Cited by:

    1. Georgiadis, Georgios, 2015. "To bi, or not to bi? differences in spillover estimates from bilateral and multilateral multi-country models," Globalization and Monetary Policy Institute Working Paper 256, Federal Reserve Bank of Dallas.
    2. Georgiadis, Georgios & Jancokova, Martina, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," Globalization and Monetary Policy Institute Working Paper 314, Federal Reserve Bank of Dallas.
    3. Francis Vitek, 2015. "Macrofinancial Analysis in the World Economy; A Panel Dynamic Stochastic General Equilibrium Approach," IMF Working Papers 15/227, International Monetary Fund.
    4. Georgios Georgiadis, 2016. "To bi, or not to bi? Differences in Spillover Estimates from Bilateral and Multilateral Multi-country Models," EcoMod2016 9145, EcoMod.

  4. Francis Vitek, 2013. "Spillovers to and from the Nordic Economies; A Macroeconometric Model Based Analysis," IMF Working Papers 13/225, 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. 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.

  5. Francis Vitek, 2013. "Policy Analysis and Forecasting in the World Economy; A Panel Dynamic Stochastic General Equilibrium Approach," IMF Working Papers 13/253, 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. Francis Vitek, 2014. "Policy and Spillover Analysis in the World Economy; A Panel Dynamic Stochastic General Equilibrium Approach," IMF Working Papers 14/200, International Monetary Fund.
    3. Francis Vitek, 2015. "Macrofinancial Analysis in the World Economy; A Panel Dynamic Stochastic General Equilibrium Approach," IMF Working Papers 15/227, International Monetary Fund.
    4. Itai Agur & Maria Demertzis, 2015. "Will Macroprudential Policy Counteract Monetary Policy’s Effects on Financial Stability?," IMF Working Papers 15/283, International Monetary Fund.
    5. 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.

  6. Tamim Bayoumi & Francis Vitek, 2013. "Macroeconomic Model Spillovers and Their Discontents," IMF Working Papers 13/4, International Monetary Fund.

    Cited by:

    1. Tamim Bayoumi, 2014. "After the Fall; Lessons for Policy Cooperation from the Global Crisis," IMF Working Papers 14/97, International Monetary Fund.
    2. Mthuli Ncube & Zuzana Brixiova & Qingwei Meng, 2014. "Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?," William Davidson Institute Working Papers Series wp1073, William Davidson Institute at the University of Michigan.
    3. Tamim Bayoumi & Giovanni Dell'Ariccia & Karl F Habermeier & Tommaso Mancini Griffoli & Fabian Valencia, 2014. "Monetary Policy in the New Normal," IMF Staff Discussion Notes 14/3, International Monetary Fund.
    4. Mthuli Ncube & Zuzana Brixiova & Meng Qingwei, 2014. "Working Paper 198 - Can Intra-Regional Trade Act as a Global Shock Absorber in Africa?," Working Paper Series 2104, African Development Bank.
    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. Daniel Zerfu Gurara & Mthuli Ncube, 2013. "Working Paper 183 - Global Economic Spillovers to Africa- A GVAR Approach," Working Paper Series 981, African Development Bank.
    8. Tamim Bayoumi, 2015. "The Dog That Didn’t Bark; The Strange Case of Domestic Policy Cooperation in the “New Normal”," IMF Working Papers 15/156, International Monetary Fund.
    9. Tamim Bayoumi, 2016. "Dynamic Stochastic General Equilibrium Models and Their Discontents," International Journal of Central Banking, International Journal of Central Banking, vol. 12(3), pages 403-411, September.

  7. Francis Vitek & Scott Roger, 2012. "The Global Macroeconomic Costs of Raising Bank Capital Adequacy Requirements," IMF Working Papers 12/44, International Monetary Fund.

    Cited by:

    1. Carmassi, Jacopo & Micossi, Stefano, 2012. "Time to Set Banking Regulation Right," CEPS Papers 6734, Centre for European Policy Studies.
    2. Jacopo Carmassi & Stefano Micossi, 2012. "Time to Set Banking Regulation Right," FMG Special Papers sp206, Financial Markets Group.
    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).
    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).
    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?," Review of Corporate Finance Studies, Oxford University Press, vol. 4(2), pages 155-205.

  8. Francis Vitek, 2012. "Policy Analysis and Forecasting in the World Economy; A Panel Unobserved Components Approach," IMF Working Papers 12/149, International Monetary Fund.

    Cited by:

    1. Francis Vitek, 2013. "Spillovers to and from the Nordic Economies; A Macroeconometric Model Based Analysis," IMF Working Papers 13/225, International Monetary Fund.
    2. Trung T Bui & Tamim Bayoumi, 2011. "Apocalypse then; The Evolution of the North Atlantic Economy and the Global Crisis," IMF Working Papers 11/212, International Monetary Fund.
    3. Steiner, Andreas, 2014. "Reserve accumulation and financial crises: From individual protection to systemic risk," European Economic Review, Elsevier, vol. 70(C), pages 126-144.
    4. Francis Vitek, 2013. "Policy Analysis and Forecasting in the World Economy; A Panel Dynamic Stochastic General Equilibrium Approach," IMF Working Papers 13/253, International Monetary Fund.
    5. Tamim Bayoumi & Francis Vitek, 2013. "Macroeconomic Model Spillovers and Their Discontents," IMF Working Papers 13/4, International Monetary Fund.
    6. Eickmeier, Sandra & Ng, Tim, 2015. "How do US credit supply shocks propagate internationally? A GVAR approach," European Economic Review, Elsevier, vol. 74(C), pages 128-145.
    7. 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 13/263, International Monetary Fund.

  9. 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. Mikhail Stolbov, 2014. "How Are Interbank and Sovereign Debt Markets Linked? Evidence from 14 OECD Countries, the Euro Area and Russia," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 61(3), pages 331-348, June.
    2. Christiansen, Charlotte, 2014. "Integration of European bond markets," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 191-198.
    3. 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.
    4. Christian Schmieder & Tidiane Kinda & Nassim N. Taleb & Elena Loukoianova & Elie Canetti, 2012. "A New Heuristic Measure of Fragility and Tail Risks; Application to Stress Testing," IMF Working Papers 12/216, International Monetary Fund.
    5. Heiko Hesse & Ferhan Salman & Christian Schmieder, 2014. "How to Capture Macro-Financial Spillover Effects in Stress Tests?," IMF Working Papers 14/103, International Monetary Fund.
    6. Andreas A. Jobst & Li L Ong & Christian Schmieder, 2013. "A Framework for Macroprudential Bank Solvency Stress Testing; Application to S-25 and Other G-20 Country FSAPs," IMF Working Papers 13/68, International Monetary Fund.

  10. Francis Vitek, 2010. "Output and Unemployment Dynamics during the Great Recession; A Panel Unobserved Components Analysis," IMF Working Papers 10/185, 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.

  11. Francis Vitek, 2010. "Monetary Policy Analysis and Forecasting in the Group of Twenty; A Panel Unobserved Components Approach," IMF Working Papers 10/152, International Monetary Fund.

    Cited by:

    1. Trung T Bui & Tamim Bayoumi, 2011. "Apocalypse then; The Evolution of the North Atlantic Economy and the Global Crisis," IMF Working Papers 11/212, International Monetary Fund.
    2. Tamim Bayoumi & Francis Vitek, 2013. "Macroeconomic Model Spillovers and Their Discontents," IMF Working Papers 13/4, International Monetary Fund.
    3. Helene Poirson Ward & Sebastian Weber, 2011. "Growth Spillover Dynamics From Crisis to Recovery," IMF Working Papers 11/218, International Monetary Fund.

  12. Francis Vitek, 2009. "Monetary Policy Analysis and Forecasting in the World Economy; A Panel Unobserved Components Approach," IMF Working Papers 09/238, 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. 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.
    3. Helene Poirson Ward & Sebastian Weber, 2011. "Growth Spillover Dynamics From Crisis to Recovery," IMF Working Papers 11/218, International Monetary Fund.

  13. Francis Vitek, 2009. "An Assessment of External Price Competitiveness for Mozambique," IMF Working Papers 09/165, International Monetary Fund.

    Cited by:

    1. John C Bluedorn & Rupa Duttagupta & Jaime Guajardo & Nkunde Mwase, 2013. "The Growth Comeback in Developing Economies; A New Hope or Back to the Future?," IMF Working Papers 13/132, International Monetary Fund.
    2. International Monetary Fund, 2012. "Republic of Moldova; Selected Issues," IMF Staff Country Reports 12/289, International Monetary Fund.
    3. Andersson, Per-Åke & Sjö, Bo, 2012. "Successful inflation targeting in Mozambique despite vulnerability to internal and external shocks," Working Papers in Economics 544, University of Gothenburg, Department of Economics.
    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. Sam Jones & Finn Tarp, 2015. "Understanding Mozambique.s growth experience through an employment lens," WIDER Working Paper Series 109, World Institute for Development Economic Research (UNU-WIDER).
    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.

  14. Hali J Edison & Francis Vitek, 2009. "Australia and New Zealand Exchange Rates; A Quantitative Assessment," IMF Working Papers 09/7, 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. International Monetary Fund, 2009. "Papua New Guinea; Selected Issues and Statistical Appendix," IMF Staff Country Reports 09/113, International Monetary Fund.
    3. 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.
    4. Miles Workman, 2015. "Estimating the Cyclically- and Absorption-adjusted Fiscal Balance for New Zealand," Treasury Working Paper Series 15/09, New Zealand Treasury.
    5. James Graham & Daan Steenkamp, 2012. "Extending the Reserve Bank’s macroeconomic balance model of the exchange rate," Reserve Bank of New Zealand Analytical Notes series AN2012/08, Reserve Bank of New Zealand.

  15. International Monetary Fund, 2008. "The Impact of Introducing a Minimum Wage on Business Cycle Volatility; A Structural Analysis for Hong Kong SAR," IMF Working Papers 08/285, International Monetary Fund.

    Cited by:

    1. Bamikole, Oluwafemi, 2013. "The Impact of Minimum Wage on Average Earnings in the Caribbean using Two-Selected Countries, Trinidad and Tobago and Jamaica (1980-2011 and 1997-2011)," MPRA Paper 57363, University Library of Munich, Germany.

  16. 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.

  17. 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.

  18. Francis Vitek, 2005. "An Unobserved Components Model of the Monetary Transmission Mechanism in a Small Open Economy," Macroeconomics 0512019, EconWPA, 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.

  19. Francis Vitek, 2005. "The Exchange Rate Forecasting Puzzle," International Finance 0509005, EconWPA.

    Cited by:

    1. 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 007308, BANCO DE LA REPÚBLICA.
    2. Matos, Paulo & Beviláqua, Giovanni & Filho, Jaime, 2012. "Previsão do câmbio real-dólar sob um arcabouço de apreçamento de ativos," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 66(3), October.

  20. Francis Vitek, 2005. "An Unobserved Components Model of the Monetary Transmission Mechanism in a Closed Economy," Macroeconomics 0512018, EconWPA, 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.

  21. 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. Elif C Arbatli & Steven J Davis & Arata Ito & Naoko Miake & Ikuo Saito, 2017. "Policy Uncertainty in Japan," IMF Working Papers 17/128, International Monetary Fund.
    3. 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.
    4. Glas, Alexander & Hartmann, Matthias, 2016. "Inflation uncertainty, disagreement and monetary policy: Evidence from the ECB Survey of Professional Forecasters," Annual Conference 2016 (Augsburg): Demographic Change 145888, Verein für Socialpolitik / German Economic Association.
    5. Miroslav Misina, 2003. "Are Distorted Beliefs Too Good to be True?," Staff Working Papers 03-4, Bank of Canada.

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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 26 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 (19) 2003-04-21 2006-01-24 2006-01-24 2006-11-25 2006-11-25 2006-11-25 2006-11-25 2009-01-03 2009-11-27 2010-10-02 2011-08-02 2012-03-21 2012-08-23 2013-11-29 2014-01-17 2014-11-28 2016-03-17 2017-05-28 2018-04-23. Author is listed
  2. NEP-CBA: Central Banking (14) 2005-09-29 2006-01-24 2006-01-24 2006-11-25 2006-11-25 2006-11-25 2006-11-25 2009-01-03 2009-03-28 2009-11-27 2010-07-31 2011-08-02 2012-03-21 2017-08-13. Author is listed
  3. NEP-MON: Monetary Economics (10) 2006-01-24 2006-01-24 2006-11-25 2006-11-25 2006-11-25 2006-11-25 2009-11-27 2010-07-31 2014-11-28 2016-03-17. Author is listed
  4. NEP-DGE: Dynamic General Equilibrium (9) 2006-11-25 2006-11-25 2006-11-25 2006-11-25 2014-01-17 2014-11-28 2016-03-17 2017-05-28 2018-04-23. Author is listed
  5. NEP-FOR: Forecasting (7) 2005-09-29 2006-01-24 2006-11-25 2007-05-12 2009-11-27 2010-07-31 2012-08-23. Author is listed
  6. NEP-IFN: International Finance (3) 2005-09-29 2007-05-12 2009-03-28
  7. NEP-FMK: Financial Markets (2) 2005-09-29 2005-11-09
  8. NEP-OPM: Open Economy Macroeconomics (2) 2009-01-03 2011-08-02
  9. NEP-AFR: Africa (1) 2009-10-10
  10. NEP-BAN: Banking (1) 2012-03-21
  11. NEP-CNA: China (1) 2009-01-03
  12. NEP-EEC: European Economics (1) 2011-08-02
  13. NEP-FIN: Finance (1) 2005-11-09
  14. NEP-LAB: Labour Economics (1) 2009-01-03

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