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 1 1 507
(Un)anticipated monetary policy in a DSGE model with a shadow banking system 0 0 0 81 0 0 4 274
Assessing U.S. Aggregate Fluctuations Across Time and Frequencies 0 0 2 33 3 4 8 68
Assessing U.S. aggregate fluctuations across time and frequencies 0 0 0 44 0 1 1 78
Beyond one-size-fits-all: Designing monetary policy for diverse models and frequencies 0 1 6 6 0 4 15 15
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 1 1 107
Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators 0 0 24 24 0 0 14 14
Financial Shocks and Optimal Monetary Policy Rules 0 0 0 163 0 0 1 190
Financial shocks, financial stability, and optimal Taylor rules 0 0 0 110 0 0 0 179
Forecast combination in the frequency domain 1 1 1 28 1 1 4 28
Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters 0 0 0 13 1 1 3 29
Forecasting inflation with the New Keynesian Phillips curve: Frequency matters 0 0 0 49 0 0 2 97
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 28 3 3 3 106
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 81 0 0 2 137
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 54 0 0 2 127
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 1 4 117
Frequency-domain information for active portfolio management 0 0 0 37 0 0 2 75
From waves to rates: Enhancing inflation forecasts through combinations of frequency-domain models 0 1 11 11 0 3 8 8
Inflation Dynamics and Forecast: Frequency Matters 0 0 1 27 0 1 4 28
Inflation dynamics and forecast: Frequency matters 0 0 1 28 0 0 3 39
Investment dynamics with information costs 0 0 0 28 0 0 0 139
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 8 0 0 0 103
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 0 39 0 0 5 33
Monetary policy shocks in a DSGE model with a shadow banking system 0 0 1 947 0 1 5 1,624
Numerical solution of linear models in economics: The SP-DG model revisited 0 0 1 276 0 0 4 1,144
Optimal bank capital requirements: What do the macroeconomic models say? 0 0 2 49 0 0 7 35
Q, investment, and the financial cycle 0 2 2 36 0 2 5 70
Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement 1 3 10 86 1 4 19 181
Robust design of countercyclical capital buffer rules 0 0 10 10 0 3 17 17
Robust design of countercyclical capital buffer rules 0 0 4 4 0 0 10 10
Robust frequency-based monetary policy rules 0 0 1 20 0 0 3 22
Sticky Information Models in Dynare 0 0 0 52 0 0 3 162
Sticky Information Models in Dynare 0 0 0 199 1 1 6 502
Sticky information models in Dynare 0 0 0 44 0 1 4 146
Sticky information models in Dynare 0 0 1 35 0 0 4 163
Testing the Q theory of investment in the frequency domain 0 0 0 10 0 0 2 90
Testing the Q theory of investment in the frequency domain 0 0 0 14 1 1 1 73
The Aino 2.0 model 0 0 0 229 0 0 1 482
The Aino 3.0 model 0 1 6 83 1 3 12 127
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 33 1 1 1 80
Time-frequency characterization of the U.S. financial cycle 0 0 0 42 0 0 1 84
Time-frequency forecast of the equity premium 0 0 1 62 0 1 7 99
Unlocking predictive potential: the frequency-domain approach to equity premium forecasting 0 0 14 14 0 1 18 18
Total Working Papers 2 9 100 3,613 13 40 222 8,301

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 1 2 3 161 2 5 11 468
Bond vs. bank finance and the Great Recession 0 0 2 6 0 0 4 23
Financial shocks, financial stability, and optimal Taylor rules 0 0 6 56 1 2 19 172
Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter 0 0 8 8 2 2 21 21
Forecasting stock market returns by summing the frequency-decomposed parts 0 1 2 39 0 2 9 231
Inflation dynamics in the frequency domain 0 0 1 4 0 0 5 12
Investment Dynamics with Information Costs 0 0 1 18 0 0 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 0 15 0 0 1 48
Moving Macroeconomic Analysis beyond Business Cycles 0 0 0 19 0 1 1 51
Pervasive inattentiveness 0 0 0 11 0 0 1 129
Sticky Information Models in Dynare 0 0 1 74 0 1 4 237
The yield curve and the stock market: Mind the long run 0 0 6 24 1 1 11 84
Time-frequency forecast of the equity premium 0 0 1 6 1 1 3 21
Time–frequency characterization of the U.S. financial cycle 0 0 2 46 0 0 6 136
Total Journal Articles 1 3 34 489 7 15 99 1,764

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Statistics updated 2025-06-06