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 5 7 8 514
(Un)anticipated monetary policy in a DSGE model with a shadow banking system 0 0 0 81 2 4 5 278
Assessing U.S. Aggregate Fluctuations Across Time and Frequencies 0 2 2 35 2 4 8 72
Assessing U.S. aggregate fluctuations across time and frequencies 0 0 0 44 3 3 5 82
Beyond one-size-fits-all: Designing monetary policy for diverse models and frequencies 0 0 6 6 1 1 16 16
Business Cycle Dynamics and Macroprudential Policy Through the Lens of the Aino Model - A Micro-Founded Small Open Economy DSGE Mo 1 1 1 59 1 2 3 109
Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators 0 0 25 25 2 4 23 23
Financial Shocks and Optimal Monetary Policy Rules 0 0 0 163 1 3 4 194
Financial shocks, financial stability, and optimal Taylor rules 0 0 0 110 4 5 5 184
Forecast combination in the frequency domain 0 0 1 28 1 3 7 32
Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters 0 0 0 13 0 0 4 30
Forecasting inflation with the New Keynesian Phillips curve: Frequency matters 0 0 0 49 4 4 5 101
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 81 0 0 2 138
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 54 1 1 5 132
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 28 0 0 3 106
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 47 5 5 6 122
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 48 1 1 1 133
Frequency-domain information for active portfolio management 0 0 0 37 1 4 5 80
From waves to rates: Enhancing inflation forecasts through combinations of frequency-domain models 0 0 12 12 1 3 14 14
Inflation Dynamics and Forecast: Frequency Matters 0 0 0 27 1 3 5 31
Inflation dynamics and forecast: Frequency matters 0 0 0 28 1 1 2 41
Investment dynamics with information costs 0 0 0 28 1 1 1 140
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 2 5 6 105
Lumpy investment in sticky information general equilibrium 0 0 0 47 3 5 5 293
Monetary policy rules: model uncertainty meets design limits 0 0 0 39 2 4 8 38
Monetary policy shocks in a DSGE model with a shadow banking system 0 1 1 948 0 6 10 1,632
Numerical solution of linear models in economics: The SP-DG model revisited 0 2 2 278 1 3 4 1,147
Optimal bank capital requirements: What do the macroeconomic models say? 0 1 2 51 1 5 11 42
Q, investment, and the financial cycle 0 0 2 36 1 2 4 72
Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement 0 1 11 89 1 5 23 193
Robust design of countercyclical capital buffer rules 0 0 4 6 1 2 11 18
Robust design of countercyclical capital buffer rules 0 1 10 12 2 7 26 29
Robust frequency-based monetary policy rules 0 0 0 20 1 1 2 24
Sticky Information Models in Dynare 0 0 0 199 3 4 8 507
Sticky Information Models in Dynare 0 0 0 52 1 4 7 167
Sticky information models in Dynare 0 0 0 44 2 3 7 149
Sticky information models in Dynare 0 0 0 35 0 1 5 165
Testing the Q theory of investment in the frequency domain 0 0 0 10 0 1 2 91
Testing the Q theory of investment in the frequency domain 0 0 0 14 4 4 5 77
The Aino 2.0 model 0 1 1 230 1 7 7 489
The Aino 3.0 model 0 0 3 85 2 5 13 136
The equity risk premium and the low frequency of the term spread 0 0 0 44 0 2 4 159
Time-frequency characterization of the U.S. financial cycle 0 0 0 33 0 1 2 81
Time-frequency characterization of the U.S. financial cycle 0 0 0 42 2 2 3 87
Time-frequency forecast of the equity premium 0 0 0 62 1 4 6 104
Unlocking predictive potential: the frequency-domain approach to equity premium forecasting 0 0 14 14 2 3 23 23
Total Working Papers 1 10 97 3,633 71 145 339 8,503

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 1 3 162 0 4 11 473
Bond vs. bank finance and the Great Recession 0 0 1 7 1 1 3 25
Financial shocks, financial stability, and optimal Taylor rules 0 0 2 57 0 3 10 177
Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter 0 0 2 9 1 4 10 27
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 2 40 1 2 7 236
Inflation dynamics in the frequency domain 0 1 1 5 0 2 4 15
Investment Dynamics with Information Costs 0 1 2 19 2 4 5 124
Investment dynamics and forecast: Mind the frequency 0 0 0 2 1 2 2 13
Investment, Tobin's Q, and Cash Flow Across Time and Frequencies 0 1 1 16 2 5 10 57
Moving Macroeconomic Analysis beyond Business Cycles 0 0 0 19 1 1 2 52
Pervasive inattentiveness 0 0 0 11 3 3 6 134
Sticky Information Models in Dynare 0 0 0 74 2 3 10 245
The yield curve and the stock market: Mind the long run 0 0 6 26 1 4 13 91
Time-frequency forecast of the equity premium 0 0 1 7 1 1 3 23
Time–frequency characterization of the U.S. financial cycle 0 0 0 46 0 0 1 137
Unlocking predictive potential: The frequency-domain approach to equity premium forecasting 0 0 0 0 0 2 2 2
Total Journal Articles 0 4 21 500 16 41 99 1,831

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Statistics updated 2025-12-06