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 3 7 27 534
(Un)anticipated monetary policy in a DSGE model with a shadow banking system 0 0 0 81 6 6 19 293
Assessing U.S. Aggregate Fluctuations Across Time and Frequencies 0 0 2 35 0 2 13 78
Assessing U.S. aggregate fluctuations across time and frequencies 0 0 0 44 3 4 13 91
Beyond one-size-fits-all: Designing monetary policy for diverse models and frequencies 0 0 1 7 3 6 14 29
Business Cycle Dynamics and Macroprudential Policy Through the Lens of the Aino Model - A Micro-Founded Small Open Economy DSGE Mo 0 0 1 59 5 5 11 118
Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators 0 0 1 25 1 4 17 31
Financial Shocks and Optimal Monetary Policy Rules 0 1 1 164 0 2 11 201
Financial shocks, financial stability, and optimal Taylor rules 0 0 0 110 2 5 13 192
Forecast combination in the frequency domain 0 0 2 29 0 10 23 50
Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters 0 0 0 13 0 1 6 34
Forecasting inflation with the New Keynesian Phillips curve: Frequency matters 0 0 0 49 4 5 13 110
Forecasting inflation: The sum of the cycles outperforms the whole 0 25 38 38 6 21 26 26
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 81 2 4 6 143
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 28 0 1 10 113
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 54 5 5 13 140
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 47 2 4 51 168
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 48 3 7 22 154
Frequency-domain information for active portfolio management 0 0 0 37 1 1 8 83
From waves to rates: Enhancing inflation forecasts through combinations of frequency-domain models 0 0 1 12 1 6 18 26
Inflation Dynamics and Forecast: Frequency Matters 0 0 0 27 2 4 13 41
Inflation dynamics and forecast: Frequency matters 0 0 0 28 0 1 7 46
Investment dynamics with information costs 0 0 0 28 8 15 23 162
Lumpy investment in sticky information general equilibrium 0 0 0 8 2 4 9 112
Lumpy investment in sticky information general equilibrium 0 0 0 47 7 10 23 311
Lumpy investment in sticky information general equilibrium 0 0 0 34 3 8 20 119
Monetary policy rules: model uncertainty meets design limits 0 0 0 39 0 2 12 45
Monetary policy shocks in a DSGE model with a shadow banking system 0 0 1 948 2 5 17 1,641
Numerical solution of linear models in economics: The SP-DG model revisited 1 1 4 280 2 3 10 1,154
Optimal bank capital requirements: What do the macroeconomic models say? 0 0 2 51 4 8 28 63
Q, investment, and the financial cycle 0 0 0 36 1 2 12 82
Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement 0 0 5 90 6 10 34 214
Robust design of countercyclical capital buffer rules 0 0 2 6 2 5 15 25
Robust design of countercyclical capital buffer rules 0 0 3 13 2 4 22 39
Robust frequency-based monetary policy rules 0 0 0 20 4 6 12 34
Sticky Information Models in Dynare 0 0 0 52 0 3 10 172
Sticky Information Models in Dynare 0 1 1 200 1 4 15 516
Sticky information models in Dynare 0 0 0 44 1 4 11 157
Sticky information models in Dynare 0 0 0 35 0 1 7 170
Testing the Q theory of investment in the frequency domain 0 0 0 10 5 6 8 98
Testing the Q theory of investment in the frequency domain 0 0 0 14 2 3 12 84
The Aino 2.0 model 2 3 4 233 8 15 35 517
The Aino 3.0 model 0 2 5 88 4 10 24 150
The equity risk premium and the low frequency of the term spread 0 0 0 44 2 5 15 170
Time-frequency characterization of the U.S. financial cycle 0 1 1 43 3 10 21 105
Time-frequency characterization of the U.S. financial cycle 0 1 1 34 2 5 12 91
Time-frequency forecast of the equity premium 0 0 0 62 0 2 11 110
Unlocking predictive potential: the frequency-domain approach to equity premium forecasting 0 0 0 14 2 5 13 31
Total Working Papers 3 35 76 3,687 122 266 785 9,073

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 2 162 0 5 17 483
Bond vs. bank finance and the Great Recession 0 0 1 7 4 5 8 31
Financial shocks, financial stability, and optimal Taylor rules 0 0 2 58 3 7 20 191
Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter 0 1 3 11 3 5 19 38
Forecasting stock market returns by summing the frequency-decomposed parts 0 1 2 41 3 10 20 251
Inflation dynamics in the frequency domain 0 0 2 6 4 4 12 24
Investment Dynamics with Information Costs 0 0 1 19 4 5 13 133
Investment dynamics and forecast: Mind the frequency 0 1 1 3 5 6 12 23
Investment, Tobin's Q, and Cash Flow Across Time and Frequencies 0 0 1 16 4 4 19 67
Moving Macroeconomic Analysis beyond Business Cycles 1 1 1 20 2 4 7 58
Pervasive inattentiveness 0 0 0 11 2 3 21 150
Sticky Information Models in Dynare 0 1 1 75 0 4 17 254
The yield curve and the stock market: Mind the long run 1 2 5 29 3 8 20 103
Time-frequency forecast of the equity premium 0 0 1 7 1 3 9 29
Time–frequency characterization of the U.S. financial cycle 0 0 0 46 3 5 12 148
Unlocking predictive potential: The frequency-domain approach to equity premium forecasting 0 0 0 0 3 7 18 18
Total Journal Articles 2 7 23 511 44 85 244 2,001

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Statistics updated 2026-05-06