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 81 1 2 21 295
(Un)anticipated monetary policy in a DSGE model with a shadow banking system 0 0 0 198 0 2 29 536
Assessing U.S. Aggregate Fluctuations Across Time and Frequencies 0 0 2 35 1 2 12 80
Assessing U.S. aggregate fluctuations across time and frequencies 0 0 0 44 0 0 13 92
Beyond one-size-fits-all: Designing monetary policy for diverse models and frequencies 1 1 2 8 1 2 16 31
Business Cycle Dynamics and Macroprudential Policy Through the Lens of the Aino Model - A Micro-Founded Small Open Economy DSGE Mo 0 2 3 61 1 4 15 122
Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators 0 0 0 25 0 0 12 31
Financial Shocks and Optimal Monetary Policy Rules 0 0 1 164 1 2 12 203
Financial shocks, financial stability, and optimal Taylor rules 0 0 0 110 1 3 17 196
Forecast combination in the frequency domain 0 0 2 30 1 1 23 52
Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters 0 0 0 13 1 1 6 36
Forecasting inflation with the New Keynesian Phillips curve: Frequency matters 0 0 0 49 0 0 13 110
Forecasting inflation: The sum of the cycles outperforms the whole 0 0 38 38 0 0 28 28
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 28 0 0 8 114
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 81 0 1 6 144
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 54 1 4 15 146
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 47 0 0 52 169
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 48 3 4 26 158
Frequency-domain information for active portfolio management 0 0 0 37 0 0 7 83
From waves to rates: Enhancing inflation forecasts through combinations of frequency-domain models 0 0 0 12 0 0 15 26
Inflation Dynamics and Forecast: Frequency Matters 0 0 0 27 2 2 15 43
Inflation dynamics and forecast: Frequency matters 0 0 0 28 1 1 7 47
Investment dynamics with information costs 0 0 0 28 0 1 25 164
Lumpy investment in sticky information general equilibrium 0 0 0 34 0 0 19 119
Lumpy investment in sticky information general equilibrium 0 0 0 8 0 0 9 112
Lumpy investment in sticky information general equilibrium 0 0 0 47 0 1 24 312
Monetary policy rules: model uncertainty meets design limits 0 0 0 39 2 4 15 49
Monetary policy shocks in a DSGE model with a shadow banking system 0 0 1 948 0 0 15 1,641
Numerical solution of linear models in economics: The SP-DG model revisited 0 0 4 280 0 0 10 1,154
Optimal bank capital requirements: What do the macroeconomic models say? 0 0 1 51 1 2 28 65
Q, investment, and the financial cycle 0 0 0 36 0 2 15 85
Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement 0 0 2 90 0 4 33 221
Robust design of countercyclical capital buffer rules 0 0 0 6 1 1 10 26
Robust design of countercyclical capital buffer rules 0 0 2 13 2 2 21 43
Robust frequency-based monetary policy rules 0 0 0 20 0 0 11 34
Sticky Information Models in Dynare 0 0 1 200 0 2 16 519
Sticky Information Models in Dynare 0 0 0 52 0 0 9 172
Sticky information models in Dynare 0 0 0 35 1 1 9 173
Sticky information models in Dynare 0 0 0 44 0 2 14 160
Testing the Q theory of investment in the frequency domain 0 0 0 10 3 4 14 104
Testing the Q theory of investment in the frequency domain 0 0 0 14 0 4 15 88
The Aino 2.0 model 0 0 4 233 1 4 39 521
The Aino 3.0 model 0 0 3 88 4 8 27 158
The equity risk premium and the low frequency of the term spread 0 0 0 44 0 1 14 171
Time-frequency characterization of the U.S. financial cycle 0 0 1 43 0 1 22 107
Time-frequency characterization of the U.S. financial cycle 0 0 1 34 2 2 15 95
Time-frequency forecast of the equity premium 0 0 0 62 0 0 10 110
Unlocking predictive potential: the frequency-domain approach to equity premium forecasting 0 0 0 14 0 1 13 33
Total Working Papers 1 3 68 3,691 32 78 820 9,178

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 1 162 1 1 15 484
Bond vs. bank finance and the Great Recession 0 0 0 7 0 0 7 31
Financial shocks, financial stability, and optimal Taylor rules 0 1 2 59 0 4 22 196
Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter 0 1 3 12 0 4 21 44
Forecasting stock market returns by summing the frequency-decomposed parts 0 2 3 43 1 4 21 255
Inflation dynamics in the frequency domain 0 1 4 8 0 2 15 28
Investment Dynamics with Information Costs 0 0 1 19 1 3 16 136
Investment dynamics and forecast: Mind the frequency 0 0 1 3 1 1 15 26
Investment, Tobin's Q, and Cash Flow Across Time and Frequencies 0 0 1 16 0 1 16 68
Moving Macroeconomic Analysis beyond Business Cycles 0 0 1 20 0 0 7 58
Pervasive inattentiveness 0 0 0 11 0 1 20 151
Sticky Information Models in Dynare 0 0 1 75 0 1 14 256
The yield curve and the stock market: Mind the long run 1 1 4 30 1 3 22 109
Time-frequency forecast of the equity premium 0 0 0 7 0 0 8 30
Time–frequency characterization of the U.S. financial cycle 0 0 0 46 0 1 14 151
Unlocking predictive potential: The frequency-domain approach to equity premium forecasting 0 0 0 0 1 3 21 21
Total Journal Articles 1 6 22 518 6 29 254 2,044

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Statistics updated 2026-09-10