IMF Publications by Author
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Francis Vitek:
2018
Title: A Closed Form Multivariate Linear Filter
Series: Working Paper No. 18/275
Date: December 10, 2018
Subject: Econometric models Equilibrium (Economics) Keynesian economics Monetary policy Potential output Unemployment
Title: Accounting for Macrofinancial Fluctuations and Turbulence
Series: Working Paper No. 18/238
Date: November 8, 2018
Subject: Business cycles Economic sectors Fiscal policy General equilibrium models Macro-financial analysis Macroprudential policies and financial stability Monetary policy
Title: The Global Macrofinancial Model
Series: Working Paper No. 18/81
Date: April 9, 2018
Subject: Fiscal policy Forecasting General equilibrium models Macroprudential Policy Monetary policy Spillovers
2017
Title: Macroprudential Policy Spillovers : A Quantitative Analysis
Series: Working Paper No. 17/170
Date: July 24, 2017
Subject: Austria Bank credit Banking sector Belgium Bulgaria Croatia Cross-border banking Czech Republic Estonia Hungary Italy Latvia Lithuania Macroprudential Policy Poland Private sector Romania Slovak Republic Spillovers Sweden Switzerland
Title: Policy, Risk and Spillover Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach
Series: Working Paper No. 17/89
Date: April 4, 2017
Subject: Econometric models Economic forecasting Financial risk Fiscal policy General equilibrium models Macroprudential Policy Monetary policy Spillovers
2015
Title: Macrofinancial Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach
Series: Working Paper No. 15/227
Date: October 28, 2015
2014
Title: Policy and Spillover Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach
Series: Working Paper No. 14/200
Date: October 30, 2014
Subject: Business cycles Economic forecasting Fiscal policy Forecasting General equilibrium models Monetary policy Monetary transmission mechanism Panel analysis Spillovers
2013
Title: Policy Analysis and Forecasting in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach
Series: Working Paper No. 13/253
Date: December 19, 2013
Subject: Cross country analysis Economic forecasting Economic models Fiscal policy Forecasting Monetary policy Monetary transmission mechanism Spillovers
Title: Spillovers to and from the Nordic Economies : A Macroeconometric Model Based Analysis
Series: Working Paper No. 13/225
Date: November 5, 2013
Subject: Cross country analysis Denmark Economic integration Finland Fiscal policy Macroprudential Policy Norway Spillovers Sweden Trade integration
Title: Macroeconomic Model Spillovers and Their Discontents
Series: Working Paper No. 13/4
Date: January 8, 2013
Subject: Cross country analysis Economic models International financial markets Spillovers
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