Publications By Author

Title: Overview of the New Calibrated DSGE Model of the Economy of North Macedonia

Author: Hlédik, Tibor ; Madjoska, Joana ; Miteski, Mite ; Vlcek, Jan

Series: Working Paper No. 2024/187

Date: August 30, 2024

Subject: Consumption Exports Imports International trade National accounts Return on investment Technology

Title: The Mirage of Falling R-stars

Author: Bulir, Ales ; Vlcek, Jan

Series: Working Paper No. 2024/161

Date: July 26, 2024

Subject: Central bank policy rate Exchange rate adjustments Exchange rates Financial services Foreign exchange Real exchange rates Real interest rates

Title: A Monetary and Financial Policy Analysis and Forecasting Model for the Philippines (PAMPh2.0)

Author: Dakila Jr., G. Francisco ; Bautista, M. Dennis ; Dacio, E. Jasmin ; Amodia, A. Rosemarie ; Castañares, A. Sarah Jane ; Alhambra, R. Paul Reimon ; Ocampo, G. Jan Christopher ; Marquez, P. Charles John ; Romaraog, S. Mark Rex ; Karam, D Philippe ; Baksa, Daniel ; Vlcek, Jan

Series: Working Paper No. 2024/148

Date: July 12, 2024

Title: An Extended Quarterly Projection Model for the Central Bank of Jordan

Author: Al-Sharkas, Adel ; Al-Azzam, Nedal ; AlTalafha, Sarah ; Abu Shawish, Rasha ; Shalein, Ahmad ; Rawwaqah, Auday ; Al-Rawashdeh, Amany ; Baksa, Daniel ; Karam, D Philippe ; Vlcek, Jan

Series: Working Paper No. 2023/172

Date: August 25, 2023

Subject: Exchange rate arrangements Foreign exchange Inflation Output gap Prices Production Public debt Real exchange rates

Title: An Extended Quarterly Projection Model: Credit Cycle, Macrofinancial Linkages and Macroprudential Measures: The Case of the Philippines

Author: Karam, D Philippe ; Pranovich, Mikhail ; Vlcek, Jan

Series: Working Paper No. 2021/256

Date: October 22, 2021

Subject: Business cycles Central bank policy rate Credit Credit gaps Economic growth Financial sector policy and analysis Financial services Macroprudential policy Money

Title: Quarterly Projection Model for the National Bank of Rwanda

Author: Vlcek, Jan ; Pranovich, Mikhail ; Patrick Hitayezu ; Bruno Mwenese ; Christian Nyalihama

Series: Working Paper No. 2020/295

Date: December 21, 2020

Subject: Agricultural production Central bank policy rate Exchange rates Financial services Food prices Foreign exchange Inflation Prices Production Real exchange rates

Title: Monetary Policy Is Not Always Systematic and Data-Driven: Evidence from the Yield Curve

Author: Bulir, Ales ; Vlcek, Jan

Series: Working Paper No. 2020/004

Date: January 17, 2020

Subject: Central bank policy rate Exchange rates Financial services Foreign exchange Inflation Inflation targeting Monetary policy Prices Yield curve

Title: Decomposing the Inflation Dynamics in the Philippines

Author: Guo, Si ; Karam, D Philippe ; Vlcek, Jan

Series: Working Paper No. 2019/153

Date: July 12, 2019

Subject: Inflation Inflation targeting Monetary policy Monetary tightening Oil prices Output gap Prices Production

Title: Structural Quarterly Projection Model for Belarus

Author: Musil, Karel ; Pranovich, Mikhail ; Vlcek, Jan

Series: Working Paper No. 2018/254

Date: December 7, 2018

Subject: Demand for money Exchange rates Foreign exchange Inflation Inflation targeting Monetary policy Money Output gap Prices Production

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

Author: Andrle, Michal ; Tomšík, Vladimír ; Vlcek, Jan

Series: Working Paper No. 2017/024

Date: February 10, 2017

Subject: Banking Capital adequacy requirements Commercial banks Financial institutions Financial regulation and supervision Financial statements Income National accounts Personal income Public financial management (PFM) Stocks