Francis Vitek

International Monetary Fund (IMF)

Economist

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

20

DOWNLOADS

1,423

SSRN CITATIONS

2

CROSSREF CITATIONS

12

Scholarly Papers (20)

1.

The Impact of Introducing a Minimum Wage on Business Cycle Volatility: A Structural Analysis for Hong Kong SAR

IMF Working Paper No. 08/285
Number of pages: 56 Posted: 18 Dec 2008
Nathan Porter and Francis Vitek
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 223 (258,396)

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Working Paper

2.

The Global Macroeconomic Costs of Raising Bank Capital Adequacy Requirements

IMF Working Paper No. NO.12/44
Number of pages: 36 Posted: 28 Feb 2012
Francis Vitek and Scott Roger
International Monetary Fund (IMF) and International Monetary Fund
Downloads 168 (333,691)

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Capital Requirements, Basel Iii, Banks, Economic Models, Spillovers

3.

Macroprudential Policy Spillovers: A Quantitative Analysis

IMF Working Paper No. 17/170
Number of pages: 46 Posted: 05 Sep 2017
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), University of Oxford - Said Business School, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 91 (529,784)

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Macroprudential policy; Macrofinancial spillovers; Event studies; Panel regressions; Structural models; Case studies, Macroprudential policy, Macrofinancial spillovers, Event studies, Panel regressions, Structural models, Case studies, International Policy Coordination and Transmission, Government Policy and Regulation

4.

Monetary Policy Analysis and Forecasting in the World Economy: A Panel Unobserved Components Approach

IMF Working Paper No. 09/238
Number of pages: 43 Posted: 02 Nov 2009
Francis Vitek
International Monetary Fund (IMF)
Downloads 81 (569,057)

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Business cycles, Cross country analysis, Developed countries, Economic forecasting, Economic models, Emerging markets, Financial sector, Inflation, International financial system, Monetary policy, Monetary transmission mechanism, Real sector

5.

The Global Macrofinancial Model

IMF Working Paper No. 18/81
Number of pages: 137 Posted: 22 May 2018
Francis Vitek
International Monetary Fund (IMF)
Downloads 79 (577,447)

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Monetary policy, Fiscal policy, Macroprudential Policy, Spillovers, Forecasting, General equilibrium models, Monetary policy; Fiscal policy; Macroprudential policy; Spillovers; Forecasting;Dynamic stochastic general equilibrium model; World economy

6.

Output and Unemployment Dynamics During the Great Recession: A Panel Unobserved Components Analysis

IMF Working Paper No. 10/185
Number of pages: 21 Posted: 01 Sep 2010
Francis Vitek
International Monetary Fund (IMF)
Downloads 79 (577,447)
Citation 1

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7.

Policy Analysis and Forecasting in the World Economy: A Panel Unobserved Components Approach

IMF Working Paper No. 12/149
Number of pages: 78 Posted: 10 Aug 2012
Francis Vitek
International Monetary Fund (IMF)
Downloads 77 (585,941)

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Monetary Policy Analysis, Fiscal Policy Analysis, Spillover Analysis, Forecasting, World Economy, Panel Unobserved Components Model, Bayesian Econometrics, Forecasting Models, Monetary Transmission Mechanism, Spillovers, inflation, domestic demand, terms of trade, price inflation, monetary policy, current account balance, output growth, world economy, terms of trade shocks, trade openness, rational expectations, trade shocks, increase in inflation, bilateral trade, open economy, trading partners, net exports, price level, foreign exchange, inflation targeting, trade relationships, dynamic effects, relative price, inflation targeting regime, exchange rate regime, effective exchange rates, com

8.

Macrofinancial Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach

IMF Working Paper No. 15/227
Number of pages: 113 Posted: 05 Jan 2016
Francis Vitek
International Monetary Fund (IMF)
Downloads 74 (599,095)

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Monetary policy analysis, Fiscal policy analysis, Macroprudential policy analysis, Spillover analysis, Forecasting, World economy, Bayesian econometrics, financial variables, demand, risk, risk premium, consumption, Bayesian Analysis, Models with Panel Data, Model Construction and Estimation

9.

Policy, Risk and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach

IMF Working Paper No. 17/89
Number of pages: 123 Posted: 12 May 2017
Francis Vitek
International Monetary Fund (IMF)
Downloads 65 (642,050)
Citation 1

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Monetary policy analysis; Fiscal policy analysis; Macroprudential policy analysis; Spillover analysis; Forecasting; World economy; Bayesian econometrics, Monetary policy analysis, Fiscal policy analysis, Macroprudential policy analysis, Spillover analysis, Forecasting, World economy, Bayesian econometrics, Bayesian Analysis, Models with Panel Data, General, General, General, Monetary Policy (Targets, Instruments

10.

Policy and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach

IMF Working Paper No. 14/200
Number of pages: 96 Posted: 11 Dec 2014
Francis Vitek
International Monetary Fund (IMF)
Downloads 62 (657,700)

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Spillovers, Monetary policy, Monetary transmission mechanism, Fiscal policy, Business cycles, Economic forecasting, General equilibrium models, Panel analysis, Monetary policy analysis, Fiscal policy analysis, Spillover analysis, World economy, Panel dynamic stochastic general equilibrium model, Bayesian econometrics, consumption, demand, risk premium, inflation, supply, price inflation, import, investment demand, commodity price, credit risk, consumption demand, unemployment rate, effective exchange rate, financial markets, domestic monetary policy, economies, public expenditures, private consumption, equilibrium conditions, monetary authority, real effective exchange rate, supply shock, fo

11.

Macroeconomic Model Spillovers and Their Discontents

IMF Working Paper No. 13/4
Number of pages: 26 Posted: 28 Feb 2013
Tamim Bayoumi and Francis Vitek
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 59 (673,873)

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Cross country analysis, Economic models, Growth spillovers, Spillovers, bond, bond market, bond markets, bond returns, bond yields, domestic bond, equity market, equity markets, financial market, financial markets, financial structure, foreign bond, foreign equity, global bond, international bond, international bond market, international financial links, international financial markets, macroeconomic models, money market, money market interest, money market interest rates, money markets, spillovers, yields on bond

12.

Policy Analysis and Forecasting in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach

IMF Working Paper No. 13/253
Number of pages: 90 Posted: 20 Jan 2014
Francis Vitek
International Monetary Fund (IMF)
Downloads 57 (684,876)

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Monetary transmission mechanism, Spillovers, Monetary policy, Fiscal policy, Economic forecasting, Cross country analysis, Economic models, Monetary policy analysis, Fiscal policy analysis, Spillover analysis, domestic demand, terms of trade, current account balance, output growth, world economy, import price, trade openness, equilibrium model, trade ? shocks, terms of trade ? shocks, exchange rate regime, bilateral trade, constant elasticity of substitution, terms of trade shocks, trading partners, net exports, import demand, trade relationships, world output, dynamic effects, international trade, export price, aggregate consumption, commodity prices, trade sector, trade patterns, price of

13.

Measuring the Stances of Monetary and Fiscal Policy

IMF Working Paper No. 2023/106
Number of pages: 21 Posted: 02 Jun 2023
Francis Vitek
International Monetary Fund (IMF)
Downloads 53 (708,057)

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stance of monetary policy, stance of fiscal policy, new keynesian model, multivariate linear filter, fiscal policy stance, stances of monetary and fiscal policy, monetary policy stance, filter estimation result, Fiscal stance, Monetary stance, Real interest rates, Output gap, Global

14.

Spillovers to and from the Nordic Economies: A Macroeconometric Model Based Analysis

IMF Working Paper No. 13/225
Number of pages: 31 Posted: 10 Dec 2013
Francis Vitek
International Monetary Fund (IMF)
Downloads 50 (726,769)

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Spillovers, Denmark, Finland, Sweden, Norway, Economic integration, Trade integration, Fiscal policy, Macroprudential Policy, Cross country analysis, Spillover analysis, Trade linkages, Financial linkages, External risks, Policy coordination, bond, domestic demand, world economy, stock market, financial market, money market, bond market, net exports, output growth, terms of trade, trading partners, stock markets, trade flows, world output, transmission of shocks, export intensity, export shares, foreign equity, market bond, government bond, open economy, current account balance, trade openness, exchange rate regimes, factor analysis, financial stability, bilateral trade

15.

A Medium-Scale DSGE Model for the Integrated Policy Framework

IMF Working Paper No. 2022/015
Number of pages: 99 Posted: 30 Mar 2022
Tobias Adrian, Vitor Gaspar and Francis Vitek
International Monetary Fund, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 48 (739,515)

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Monetary Policy, Foreign Exchange Intervention, Fiscal Policy, Macroprudential Policy, Capital Flow Management, Dynamic Stochastic General Equilibrium Model, Small Open Economy, Policy transmission mechanisms, price inflation, scenario assumption, policy rule parameter, policy rule response coefficient, Mortgages, Consumption, Foreign exchange intervention, Inflation, Capital flow management, Global, Africa

16.

An Assessment of External Price Competitiveness for Mozambique

IMF Working Paper No. 09/165
Number of pages: 21 Posted: 19 Aug 2009
Francis Vitek
International Monetary Fund (IMF)
Downloads 45 (759,452)

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Competition, Exchange rate assessments, Exchange rates, External sector, Mozambique, Price structures, Real effective exchange rates, Terms of trade

17.

Monetary Policy Analysis and Forecasting in the Group of Twenty: A Panel Unobserved Components Approach

IMF Working Paper No. 10/152
Number of pages: 48 Posted: 14 Feb 2011
Francis Vitek
International Monetary Fund (IMF)
Downloads 43 (773,345)

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18.

A Closed Form Multivariate Linear Filter

IMF Working Paper No. 18/275
Number of pages: 25 Posted: 14 Jan 2019
Francis Vitek
International Monetary Fund (IMF)
Downloads 41 (787,720)

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Closed form; Multivariate linear filter; New Keynesian model; Potential output; Natural rate of unemployment; Natural rate of interest, Closed form, Multivariate linear filter, New Keynesian model, Potential output, Natural rate of unemployment, Natural rate of interest, Time-Series Models, Monetary Policy (Targets, Instruments, and Effects)

19.

Accounting for Macrofinancial Fluctuations and Turbulence

IMF Working Paper No. 18/238
Number of pages: 75 Posted: 10 Dec 2018
Francis Vitek
International Monetary Fund (IMF)
Downloads 26 (911,326)

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Macrofinancial analysis; World economy; Dynamic stochastic general equilibrium model; Autoregressive conditional heteroskedasticity, Macrofinancial analysis, World economy, Dynamic stochastic general equilibrium model, Autoregressive conditional heteroskedasticity, General, Monetary Policy (Targets, Instruments, and Effects)

20.

Spillovers from the Euro Area Sovereign Debt Crisis: A Macroeconometric Model Based Analysis

CEPR Discussion Paper No. DP8497
Number of pages: 33 Posted: 28 Jul 2011
Tamim Bayoumi and Francis Vitek
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 2 (1,148,209)
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Contagion, Euro Area Sovereign Debt Crisis, Panel unobserved components model, Spillovers