 | A Medium-Scale DSGE Model for the Integrated Policy Framework Author/Editor: Tobias Adrian, Vitor Gaspar, Francis Vitek. Release Date:January, 2022 This paper jointly analyzes the optimal conduct of monetary policy, foreign exchange intervention, fiscal policy, macroprudential policy, and capital flow management. This policy analysis is based on more...
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| Managing Macrofinancial Risk Author/Editor: Tobias Adrian, Francis Vitek. Release Date:August, 2020 We augment a linearized dynamic stochastic general equilibrium (DSGE) model with a tractable endogenous risk mechanism, to support the joint analysis of monetary and macroprudential policy. This more...
| Price: $18.00
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| A Closed Form Multivariate Linear Filter Author/Editor: Francis Vitek. Release Date:December, 2018 This paper considers the problem of jointly decomposing a set of time series variables into cyclical and trend components, subject to sets of stochastic linear restrictions among these cyclical and more...
| Price: $18.00
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| Accounting for Macrofinancial Fluctuations and Turbulence Author/Editor: Francis Vitek. Release Date:November, 2018 This paper investigates the sources of macrofinancial fluctuations and turbulence within the framework of an approximate linear dynamic stochastic general equilibrium model of the world economy, more...
| Price: $18.00
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| The Global Macrofinancial Model Author/Editor: Francis Vitek. Release Date:April, 2018 This paper documents the theoretical structure and empirical properties of the latest version of the Global Macrofinancial Model (GFM). This dynamic stochastic general equilibrium model of the world more...
| Price: $18.00
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| Macroprudential Policy Spillovers : A Quantitative Analysis Author/Editor: Heedon Kang, Francis Vitek, Rina Bhattacharya, Phakawa Jeasakul, Sònia Muñoz, Naixi Wang, Rasool Zandvakil. Release Date:July, 2017 This paper analyzes cross-border macrofinancial spillovers from a variety of
macroprudential policy measures, using a range of quantitative methods. Event study and
panel regression more...
| Price: $18.00
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| Policy, Risk and Spillover Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach Author/Editor: Francis Vitek. Release Date:April, 2017 This paper develops a structural macroeconometric model of the world economy,
disaggregated into forty national economies, to facilitate multilaterally consistent
macrofinancial policy, more...
| Price: $18.00
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| Macrofinancial Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach Author/Editor: Francis Vitek. Release Date:October, 2015 This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies. This panel dynamic stochastic general equilibrium model features a range of more...
| Price: $18.00
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| Policy and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach Author/Editor: Francis Vitek. Release Date:October, 2014 This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies. This panel dynamic stochastic general equilibrium model features a range of more...
| Price: $18.00
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| Policy Analysis and Forecasting in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach Author/Editor: Francis Vitek. Release Date:December, 2013 This paper develops a structural macroeconometric model of the world economy, disaggregated into thirty five national economies. This panel unobserved components model encompasses an approximate more...
| Price: $18.00
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