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Francis Vitek products

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Policy, Risk and Spillover Analysis in the World Economy

Francis Vitek

Policy, Risk and Spillover Analysis in the World Economy by Francis VitekThis paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies, to facilitate multilaterally consistent macrofinancial policy, risk and spillover analysis. This panel dynamic stochastic general equilibrium model features a range of nominal and real rigidities, extensive macrofinancial linkages, and diverse spillover transmission channels. These macrofinancial linkages encompass bank and capital market based financial intermediation, with financial accelerator mechanisms linked to the values of the housing and physical capital stocks....
2017 / 4 / 19
$9.00

£7.13
€8.18
Ca$12.36
Au$12.34
to wish list

DRM-PDF

Macrofinancial Analysis in the World Economy

Francis Vitek

Macrofinancial Analysis in the World Economy by Francis VitekThis 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 nominal and real rigidities, extensive macrofinancial linkages, and diverse spillover transmission channels. A variety of monetary policy analysis, fiscal policy analysis, macroprudential policy analysis, spillover analysis, and forecasting applications of the estimated model are demonstrated. These include quantifying the monetary, fiscal and macroprudential transmission mechanisms, accounting for...
2015 / 12 / 21
$4.50

£3.57
€4.09
Ca$6.18
Au$6.17
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Policy and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach

Francis Vitek

Policy and Spillover Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach by Francis VitekThis 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 nominal and real rigidities, extensive macrofinancial linkages, and diverse spillover transmission channels. A variety of monetary policy analysis, fiscal policy analysis, spillover analysis, and forecasting applications of the estimated model are demonstrated. These include quantifying the monetary and fiscal transmission mechanisms, accounting for business cycle fluctuations, and generating relatively...
2014 / 12 / 21
$9.00

£7.13
€8.18
Ca$12.36
Au$12.34
to wish list

DRM-EPUB

Policy Analysis and Forecasting in the World Economy: A Panel Unobserved Components Approach (PDF Download)

Francis Vitek

Policy Analysis and Forecasting in the World Economy: A Panel Unobserved Components Approach (PDF Download) by Francis VitekThis paper develops a structural macroeconometric model of the world economy, disaggregated into thirty five national economies. This panel unobserved components model features a monetary transmission mechanism, a fiscal transmission mechanism, and extensive macrofinancial linkages, both within and across economies. A variety of monetary policy analysis, fiscal policy analysis, spillover analysis, and forecasting applications of the estimated model are demonstrated, based on a Bayesian framework for conditioning on judgment.
2014 / 9 / 20
$9.00

£7.13
€8.18
Ca$12.36
Au$12.34
to wish list

DRM-EPUB

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

Francis Vitek

Policy Analysis and Forecasting in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach by Francis VitekThis paper develops a structural macroeconometric model of the world economy, disaggregated into thirty five national economies. This panel unobserved components model encompasses an approximate linear panel dynamic stochastic general equilibrium model featuring a monetary transmission mechanism, a fiscal transmission mechanism, and extensive macrofinancial linkages, both within and across economies. A variety of monetary policy analysis, fiscal policy analysis, spillover analysis, and forecasting applications of the estimated model are demonstrated, based on a Bayesian framework for conditioning...
2014 / 1 / 23
$9.00

£7.13
€8.18
Ca$12.36
Au$12.34
to wish list

DRM-EPUB

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

Francis Vitek

Spillovers to and from the Nordic Economies: A Macroeconometric Model Based Analysis by Francis VitekThis paper analyzes the transmission of shocks and policies among and across the Nordic economies and the rest of the world. This spillover analysis is based on a pair of estimated structural macroeconometric models of the world economy, disaggregated into thirty five national economies. We find that the Nordic economies are heavily exposed to external macroeconomic and financial shocks, but have significant scope to mitigate their domestic macroeconomic impacts through coordinated policy responses, given their high degree of regional integration.
2013 / 12 / 14
$9.00

£7.13
€8.18
Ca$12.36
Au$12.34
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Macroeconomic Model Spillovers and Their Discontents

Tamim Bayoumi & Francis Vitek

Macroeconomic Model Spillovers and Their Discontents by Tamim Bayoumi & Francis VitekThe Great Recession underlined that policies in some countries can have profound spillovers elsewhere. Sadly, the solution of simulating large macroeconomic models to measure these spillovers has been found wanting. Typical models generate lower international correlations of output and financial asset prices than are seen in even pre-crisis data. Imposing higher financial market correlations creates more reasonable cross-country spillovers, and is likely to become the norm in policy modeling despite weak theoretical underpinnings, as is already true of sticky wages. We propose using event studies...
2013 / 3 / 3
$9.00

£7.13
€8.18
Ca$12.36
Au$12.34
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Displaying 1 to 7 (of 7 products) Pages:  1 
05/29/2017
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