Access Statistics for Fabio Verona

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(Un)anticipated monetary policy in a DSGE model with a shadow banking system 0 0 0 198 0 0 0 506
(Un)anticipated monetary policy in a DSGE model with a shadow banking system 0 0 0 81 0 1 4 274
Assessing U.S. Aggregate Fluctuations Across Time and Frequencies 0 0 2 33 0 0 4 64
Assessing U.S. aggregate fluctuations across time and frequencies 0 0 0 44 0 0 0 77
Business Cycle Dynamics and Macroprudential Policy Through the Lens of the Aino Model - A Micro-Founded Small Open Economy DSGE Mo 0 0 0 58 0 0 0 106
Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators 3 24 24 24 4 14 14 14
Financial Shocks and Optimal Monetary Policy Rules 0 0 0 163 0 0 2 190
Financial shocks, financial stability, and optimal Taylor rules 0 0 0 110 0 0 0 179
Forecast combination in the frequency domain 0 0 1 27 0 2 5 27
Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters 0 0 0 13 0 2 2 28
Forecasting inflation with the New Keynesian Phillips curve: Frequency matters 0 0 3 49 0 1 6 97
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 54 0 0 4 127
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 81 0 1 2 137
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 28 0 0 0 103
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 48 0 0 2 132
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 1 47 0 0 4 116
Frequency-domain information for active portfolio management 0 0 1 37 0 0 3 75
Inflation Dynamics and Forecast: Frequency Matters 0 0 1 27 0 1 3 27
Inflation dynamics and forecast: Frequency matters 0 0 2 28 0 0 4 39
Investment dynamics with information costs 0 0 0 28 0 0 0 139
Lumpy investment in sticky information general equilibrium 0 0 0 8 0 0 0 103
Lumpy investment in sticky information general equilibrium 0 0 0 47 0 0 1 288
Lumpy investment in sticky information general equilibrium 0 0 0 34 0 0 0 99
Monetary policy rules: model uncertainty meets design limits 0 0 1 39 1 3 7 33
Monetary policy shocks in a DSGE model with a shadow banking system 0 0 2 947 0 1 6 1,623
Numerical solution of linear models in economics: The SP-DG model revisited 0 0 1 276 0 1 4 1,144
Optimal bank capital requirements: What do the macroeconomic models say? 0 0 3 49 1 4 11 35
Q, investment, and the financial cycle 0 0 0 34 0 0 3 68
Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement 2 5 10 83 4 7 24 177
Robust design of countercyclical capital buffer rules 0 2 4 4 0 3 10 10
Robust design of countercyclical capital buffer rules 1 8 10 10 1 11 14 14
Robust frequency-based monetary policy rules 0 0 1 20 0 0 3 22
Sticky Information Models in Dynare 0 0 0 199 1 2 5 501
Sticky Information Models in Dynare 0 0 0 52 1 2 3 162
Sticky information models in Dynare 0 0 0 44 2 3 3 145
Sticky information models in Dynare 0 0 1 35 1 3 5 163
Testing the Q theory of investment in the frequency domain 0 0 0 14 0 0 1 72
Testing the Q theory of investment in the frequency domain 0 0 0 10 0 1 3 90
The Aino 2.0 model 0 0 0 229 0 0 5 482
The Aino 3.0 model 0 0 10 82 1 1 15 124
The equity risk premium and the low frequency of the term spread 0 0 0 44 0 0 2 155
Time-frequency characterization of the U.S. financial cycle 0 0 0 42 0 0 1 84
Time-frequency characterization of the U.S. financial cycle 0 0 0 33 0 0 0 79
Time-frequency forecast of the equity premium 0 0 1 62 0 0 7 98
Unlocking predictive potential: the frequency-domain approach to equity premium forecasting 12 14 14 14 13 17 17 17
Total Working Papers 18 53 93 3,589 30 81 209 8,245

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(Un)anticipated Monetary Policy in a DSGE Model with a Shadow Banking System 0 0 3 159 1 1 8 463
Bond vs. bank finance and the Great Recession 0 0 2 6 0 1 5 23
Financial shocks, financial stability, and optimal Taylor rules 0 1 7 56 0 3 19 170
Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter 0 1 8 8 0 2 19 19
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 4 38 0 0 13 229
Inflation dynamics in the frequency domain 0 0 2 4 1 1 8 12
Investment Dynamics with Information Costs 0 1 1 18 0 1 1 120
Investment dynamics and forecast: Mind the frequency 0 0 1 2 0 0 2 11
Investment, Tobin's Q, and Cash Flow Across Time and Frequencies 0 0 1 15 0 1 5 48
Moving Macroeconomic Analysis beyond Business Cycles 0 0 1 19 0 0 1 50
Pervasive inattentiveness 0 0 0 11 1 1 1 129
Sticky Information Models in Dynare 0 0 2 74 0 1 5 236
The yield curve and the stock market: Mind the long run 0 4 8 24 1 5 18 83
Time-frequency forecast of the equity premium 0 0 1 6 0 0 4 20
Time–frequency characterization of the U.S. financial cycle 0 0 4 46 0 0 11 136
Total Journal Articles 0 7 45 486 4 17 120 1,749

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Statistics updated 2025-03-03