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 1 81 1 2 6 274
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 20 21 21 21 8 10 10 10
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 1 179
Forecast combination in the frequency domain 0 0 1 27 2 2 5 27
Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters 0 0 0 13 2 2 2 28
Forecasting inflation with the New Keynesian Phillips curve: Frequency matters 0 0 4 49 0 1 7 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 1 1 2 137
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 28 0 0 1 103
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 1 47 0 0 4 116
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 48 0 0 2 132
Frequency-domain information for active portfolio management 0 0 2 37 0 0 4 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 47 0 0 1 288
Lumpy investment in sticky information general equilibrium 0 0 0 34 0 0 0 99
Lumpy investment in sticky information general equilibrium 0 0 0 8 0 0 0 103
Monetary policy rules: model uncertainty meets design limits 0 0 2 39 2 2 7 32
Monetary policy shocks in a DSGE model with a shadow banking system 0 1 2 947 0 3 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 2 5 49 1 5 12 34
Q, investment, and the financial cycle 0 0 0 34 0 1 3 68
Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement 2 3 8 81 2 5 23 173
Robust design of countercyclical capital buffer rules 1 4 4 4 1 8 10 10
Robust design of countercyclical capital buffer rules 1 9 9 9 3 13 13 13
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 4 500
Sticky Information Models in Dynare 0 0 0 52 1 1 2 161
Sticky information models in Dynare 0 0 0 44 0 1 1 143
Sticky information models in Dynare 0 0 1 35 1 2 4 162
Testing the Q theory of investment in the frequency domain 0 0 0 10 0 1 3 90
Testing the Q theory of investment in the frequency domain 0 0 0 14 0 0 1 72
The Aino 2.0 model 0 0 1 229 0 0 8 482
The Aino 3.0 model 0 2 12 82 0 2 16 123
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 2 62 0 2 8 98
Unlocking predictive potential: the frequency-domain approach to equity premium forecasting 1 2 2 2 3 4 4 4
Total Working Papers 25 44 85 3,571 29 72 197 8,215


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 4 159 0 0 8 462
Bond vs. bank finance and the Great Recession 0 1 2 6 0 2 5 23
Financial shocks, financial stability, and optimal Taylor rules 1 2 8 56 1 5 20 170
Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter 1 1 8 8 2 2 19 19
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 6 38 0 0 18 229
Inflation dynamics in the frequency domain 0 0 2 4 0 0 7 11
Investment Dynamics with Information Costs 1 1 1 18 1 1 2 120
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 1 1 5 48
Moving Macroeconomic Analysis beyond Business Cycles 0 0 1 19 0 0 1 50
Pervasive inattentiveness 0 0 0 11 0 0 0 128
Sticky Information Models in Dynare 0 0 2 74 1 1 5 236
The yield curve and the stock market: Mind the long run 1 4 9 24 1 4 18 82
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 1 4 46 0 1 13 136
Total Journal Articles 4 10 50 486 7 17 127 1,745


Statistics updated 2025-02-05