Francis Vitek

International Monetary Fund (IMF)

Economist

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

18

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742

SSRN CITATIONS
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Top 39,026

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1

CROSSREF CITATIONS

16

Scholarly Papers (18)

1.

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 144 (220,614)

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

2.

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 78 (336,988)

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Working Paper

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 58 (394,252)

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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.

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 57 (397,612)
Citation 1

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5.

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 45 (440,736)

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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

6.

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 43 (448,729)

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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

7.

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 41 (456,953)

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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

8.

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 39 (465,474)

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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

9.

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 39 (465,474)

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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

10.

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 36 (478,723)

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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

11.

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 36 (478,723)

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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

12.

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 30 (507,826)

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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

13.

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 27 (524,056)

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

14.

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 26 (529,866)

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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

15.

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 20 (566,926)

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16.

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 16 (592,673)

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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)

17.

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 5 (669,824)

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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)

18.

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 (695,756)
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Contagion, Euro Area Sovereign Debt Crisis, Panel unobserved components model, Spillovers