IMF Publications by Author
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Vitek, Francis:
2023
Title: Measuring the Stances of Monetary and Fiscal Policy
Series: Working Paper No. 2023/106
Date: May 12, 2023
Subject: Financial services Fiscal policy Fiscal stance Monetary policy Monetary stance Output gap Production Real interest rates
2022
Title: A Medium-Scale DSGE Model for the Integrated Policy Framework
Series: Working Paper No. 2022/015
Date: January 28, 2022
Subject: Balance of payments Capital flow management Consumption Financial institutions Foreign exchange Foreign exchange intervention Inflation Mortgages National accounts Prices
2020
Title: Managing Macrofinancial Risk
Series: Working Paper No. 2020/151
Date: August 7, 2020
Subject: Banking Financial institutions Financial sector policy and analysis Financial services Housing prices Macroprudential policy Mortgages Prices Production Production growth Short term interest rates
2018
Title: A Closed Form Multivariate Linear Filter
Series: Working Paper No. 2018/275
Date: December 10, 2018
Subject: Central bank policy rate Economic theory Financial services Labor Neoclassical theory Output gap Potential output Production Unemployment rate
Title: Accounting for Macrofinancial Fluctuations and Turbulence
Series: Working Paper No. 2018/238
Date: November 8, 2018
Subject: Banking Consumption Financial institutions Imports International trade Loans Mortgages National accounts Return on investment
Title: The Global Macrofinancial Model
Series: Working Paper No. 2018/081
Date: April 9, 2018
Subject: Banking Consumption Financial institutions Imports International trade Loans Mortgages National accounts Return on investment
2017
Title: Macroprudential Policy Spillovers: A Quantitative Analysis
Series: Working Paper No. 2017/170
Date: July 24, 2017
Subject: Bank credit Cross-border banking Financial sector policy and analysis Financial services Macroprudential policy Macroprudential policy instruments Money Spillovers
Title: Policy, Risk and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach
Series: Working Paper No. 2017/089
Date: April 4, 2017
Subject: Banking Consumption Financial institutions International trade Loans Mortgages National accounts Return on investment Terms of trade
2015
Title: Macrofinancial Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach
Series: Working Paper No. 2015/227
Date: October 28, 2015
Subject: Bank credit Banking Central bank policy rate Consumption Dynamic stochastic general equilibrium models Econometric analysis Financial services Inflation Market interest rates National accounts Prices
2014
Title: Policy and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach
Series: Working Paper No. 2014/200
Date: October 30, 2014
Subject: Central bank policy rate Consumption Dynamic stochastic general equilibrium models Econometric analysis Inflation International trade National accounts Prices Return on investment Terms of trade