Michal Andrle

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

20

DOWNLOADS

771

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (20)

1.

Forecasting and Monetary Policy Analysis in Low-Income Countries: Food and Non-Food Inflation in Kenya

IMF Working Paper No. 13/61
Number of pages: 64 Posted: 09 Apr 2013
International Monetary Fund (IMF), International Monetary Fund (IMF) - Developing Country Studies Division, International Monetary Fund (IMF) - Monetary and Exchange Affairs Department, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 124 (234,267)

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Economic forecasting, Kenya, Food imports, Inflation, Monetary policy, Low-income developing countries, Forecasting models, Monetary Policy, Forecasting, Food Prices, inflation, Low-Income Countries, monetary policy, central bank, relative price, relative prices, real interest rates, inflation target, real interest rate, inflationary pressures, foreign exchange, price inflation, inflation rate, aggregate demand, monetary conditions, monetary fund, monetary policy rule, inflation dynamics, inflation rates, increase in inflation, money growth, money supply, inflation objective, inflation targeting, rational expectations, monetary aggregate, monetary economics, monetary transmission, open marke

2.

Banks' Adjustment to Basel III Reform: A Bank-Level Perspective for Emerging Europe

IMF Working Paper No. 17/24
Number of pages: 24 Posted: 09 Mar 2017
Michal Andrle, Vladimír Tomšík and Jan Vlček
International Monetary Fund (IMF), Czech National Bank (CNB) and International Monetary Fund (IMF)
Downloads 69 (341,629)

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Banking sector, Europe, Commercial banks, Emerging markets, Bank supervision, Basel Core Principles, Bank reforms, capital adequacy, Basel III, balance sheet

3.

A Note on Identification Patterns in DSGE Models

ECB Working Paper No. 1235
Number of pages: 35 Posted: 25 Aug 2010
Michal Andrle
International Monetary Fund (IMF)
Downloads 67 (347,173)

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DSGE, identification, information matrix, rank, singular value decomposition

4.

Output and Inflation Co-Movement: An Update on Business-Cycle Stylized Facts

IMF Working Paper No. 16/241
Number of pages: 38 Posted: 07 Mar 2017
Michal Andrle, Jan Bruha and Serhat Solmaz
International Monetary Fund (IMF), Czech National Bank (CNB) and International Monetary Fund (IMF)
Downloads 52 (392,823)

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Business cycles, Production, Inflation, Demand, Developed countries, General equilibrium models, Business cycle, demand shocks, DSGE models, dynamic principal components

5.

Understanding DSGE Filters in Forecasting and Policy Analysis

IMF Working Paper No. 13/98
Number of pages: 24 Posted: 08 Jun 2013
Michal Andrle
International Monetary Fund (IMF)
Downloads 52 (392,823)

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Business cycles, Monetary policy, Economic models, Economic forecasting, filters, DSGE models, observable decomposition, time series, inflation, monetary fund, national bank, time series models, time series analysis, forecasting models, econometrics

6.

Banks in the Global Integrated Monetary and Fiscal Model

IMF Working Paper No. 15/150
Number of pages: 50 Posted: 31 Aug 2015
International Monetary Fund (IMF), Bank of England, International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF)
Downloads 42 (428,878)

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Multi-Region DSGE Models, Financial Accelerator, Macro-Financial Linkages, Macroprudential Policy

7.

The Flexible System of Global Models – FSGM

IMF Working Paper No. 15/64
Number of pages: 67 Posted: 14 Apr 2015
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) - Research Department, International Monetary Fund (IMF), International Monetary Fund (IMF) - Research Department, International Monetary Fund (IMF) - Research Department, International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and Queen's University - Department of Economics
Downloads 36 (453,675)

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Economic theory, Demand, Prices, Commodities, Fiscal policy, Monetary policy, Group of Twenty, General equilibrium models, dynamic stochastic general equilibrium models, macroeconomic interdependence, consumption, investment, trade, potential output, aggregate demand

8.

Adding Indonesia to the Global Projection Model

IMF Working Paper No. 09/253
Number of pages: 58 Posted: 24 Nov 2009
Government of Canada - Bank of Canada, International Monetary Fund (IMF), affiliation not provided to SSRN, International Monetary Fund (IMF) and Erasmus University Rotterdam (EUR) - Department of Economics
Downloads 36 (453,675)

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Economic growth, Economic models, Emerging markets, External shocks, Indonesia, Inflation targeting, Monetary policy

9.

System Priors for Econometric Time Series

IMF Working Paper No. 16/231
Number of pages: 19 Posted: 03 Jan 2017
Michal Andrle and Miroslav Plašil
International Monetary Fund (IMF) and Czech National Bank (CNB)
Downloads 35 (457,935)

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Econometric models, Vector autoregression, Time series, Economic theory, system priors, Bayesian analysis, time series

10.

Money Targeting in a Modern Forecasting and Policy Analysis System: An Application to Kenya

IMF Working Paper No. 13/239
Number of pages: 45 Posted: 24 Dec 2013
International Monetary Fund (IMF), International Monetary Fund (IMF) - Developing Country Studies Division, Ohio State University (OSU) - Department of Economics, International Monetary Fund (IMF) - Monetary and Exchange Affairs Department, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 34 (462,385)

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Monetary policy, Kenya, Interest rates, Inflation targeting, Monetary aggregates, Demand for money, Low-income developing countries, Economic models, Money Targeting, Forecasting, Low-Income Countries, money demand, central bank, aggregate demand, money market, monetary fund, money balances, monetary policy regime, monetary policy framework, liquidity management, monetary policy implementation, reserve requirements, money markets, money market interest rates, monetary policy decisions, money supply, interest rate targeting, monetary policy strategy, monetary policy operations, monetary authority, monetary policy instrument, monetary policy frameworks, monetary transmission mechanism, monetar

11.

Inflation and Output Comovement in the Euro Area: Love at Second Sight?

IMF Working Paper No. 13/192
Number of pages: 27 Posted: 10 Oct 2013
Michal Andrle, Jan Bruha and Serhat Solmaz
International Monetary Fund (IMF), Czech National Bank (CNB) and International Monetary Fund (IMF)
Downloads 34 (462,385)

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Inflation, Euro Area, Business cycles, Economic growth, Consumer price indexes, demand shocks, underlying inflation, trimmed mean, price level, measure of inflation, monetary economics, inflation targeting, monetary policy, central bank, inflation dynamics, monetary fund, inflation deviation, relative prices, inflation process, price inflation, real output, real variables

12.

As You Sow so Shall You Reap: Public Investment Surges, Growth, and Debt Sustainability in Togo

IMF Working Paper No. 12/127
Number of pages: 41 Posted: 09 Aug 2012
International Monetary Fund (IMF), World Bank - Policy Research Department, International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 33 (466,861)

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Public Investment, Debt Sustainability, Developing Countries, Economic Growth, Economic Models, Infrastructure, Tax Burdens

13.

The Role of Domestic and External Shocks in Poland: Results from an Agnostic Estimation Procedure

IMF Working Paper No. 13/220
Number of pages: 23 Posted: 23 Nov 2013
Michal Andrle, Roberto Garcia-Saltos and Giang Ho
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 29 (486,251)

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External shocks, Poland, Business cycles, Inflation, Interest rates, Exchange rates, Economic models, euro zone, trend-cycle VAR, monetary policy, inflation target, price level, inflation targeting regime, monetary policy transmission mechanism, monetary economics, price inflation, monetary authority, nominal interest rate, monetary fund, national bank, monetary policy regime, inflation rate, price stability, nominal variables, monetary transmission, effects of inflation, real interest rate, monetary transmission mechanism, central bank, measure of inflation, real variables, monetary policy decisions, inflation deviation

14.

Italy: Toward a Growth-Friendly Fiscal Reform

IMF Working Paper No. 18/59
Number of pages: 39 Posted: 05 Apr 2018
International Monetary Fund (IMF), International Monetary Fund, International Monetary Fund (IMF) and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 27 (496,687)

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Europe, Italy, Growth-friendly fiscal policy, public pensions, dynamic stochastic general equilibrium models, Forecasting and Simulation, Social Security and Public Pensions, Italy

15.

A Model-Based Analysis of Spillovers: The Case of Poland and the Euro Area

IMF Working Paper No. 14/186
Number of pages: 51 Posted: 02 Jun 2015
Michal Andrle, Roberto Garcia-Saltos and Giang Ho
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 25 (507,824)

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Spillovers, Poland, Euro Area, Demand, External shocks, Business cycles, Cross country analysis, Econometric models, semi-structural model, inflation, monetary policy, inflation target, real interest rate, national bank, central bank

16.

System Priors: Formulating Priors About DSGE Models' Properties

IMF Working Paper No. 13/257
Number of pages: 27 Posted: 20 Jan 2014
Michal Andrle and Jaromír Beneš
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 25 (507,824)

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Economic models, Monetary policy, system priors, Bayesian inference, DSGE, smell test, parameters, inflation, monetary economics, central bank, monetary model, monetary fund, monetary authority, monetary policy rule, optimal monetary policy, inflation-targeting, science and technology

17.

The Present Value of Corporate Profits: A Forecasters' Survey Perspective

IMF Working Paper No. 19/12
Number of pages: 25 Posted: 13 Feb 2019
Michal Andrle
International Monetary Fund (IMF)
Downloads 24 (513,582)

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Asset prices, Corporate profits, Forecasting, present value, corporate earnings, General, Asset Pricing, Forecasting and Simulation

18.

Italy: Quantifying the Benefits of a Comprehensive Reform Package

IMF Working Paper No. 18/60
Number of pages: 18 Posted: 05 Apr 2018
Michal Andrle, Alvar Kangur and Mehdi Raissi
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 14 (573,917)

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Labor market reforms, Wage bargaining, Europe, Italy, Banking sector, Fiscal policy, growth, competitiveness, product market reforms, DSGE models, Forecasting and Other Model Applications, Quantitative Policy Modeling, Forecasting and Simulation, General, Institutions and Growth

19.

Assessing House Prices with Prudential and Valuation Measures

IMF Working Paper No. 19/59
Number of pages: 43 Posted: 15 Apr 2019
Michal Andrle
International Monetary Fund (IMF)
Downloads 13 (580,260)

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Interest rates, Market interest rates, Cyclical indicators, Index numbers, Economic growth, house prices, borrowing capacity, present value, financial stability, mortgage rate, loan-to-value, house price, mortgage payment, valuation

20.

On the Sources of Business Cycles: Implications for DSGE Models

ECB Working Paper No. 2058
Posted: 16 May 2017
Michal Andrle, Jan Bruha and Serhat Solmaz
International Monetary Fund (IMF), Czech National Bank (CNB) and International Monetary Fund (IMF)

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business cycle, demand shocks, dynamic principal component analysis, DSGE models