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 0 6 19 293
(Un)anticipated monetary policy in a DSGE model with a shadow banking system 0 0 0 198 2 5 29 536
Assessing U.S. Aggregate Fluctuations Across Time and Frequencies 0 0 2 35 1 1 11 79
Assessing U.S. aggregate fluctuations across time and frequencies 0 0 0 44 0 4 14 92
Beyond one-size-fits-all: Designing monetary policy for diverse models and frequencies 0 0 1 7 1 4 15 30
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 0 5 11 118
Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators 0 0 1 25 0 1 16 31
Financial Shocks and Optimal Monetary Policy Rules 0 0 1 164 0 0 11 201
Financial shocks, financial stability, and optimal Taylor rules 0 0 0 110 2 5 16 195
Forecast combination in the frequency domain 0 1 2 30 0 1 23 51
Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters 0 0 0 13 0 1 6 35
Forecasting inflation with the New Keynesian Phillips curve: Frequency matters 0 0 0 49 0 4 13 110
Forecasting inflation: The sum of the cycles outperforms the whole 0 0 38 38 0 8 28 28
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 54 1 8 15 143
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 81 0 2 5 143
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 28 0 1 8 114
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 47 0 3 52 169
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 48 1 4 23 155
Frequency-domain information for active portfolio management 0 0 0 37 0 1 8 83
From waves to rates: Enhancing inflation forecasts through combinations of frequency-domain models 0 0 1 12 0 1 17 26
Inflation Dynamics and Forecast: Frequency Matters 0 0 0 27 0 2 13 41
Inflation dynamics and forecast: Frequency matters 0 0 0 28 0 0 7 46
Investment dynamics with information costs 0 0 0 28 0 9 24 163
Lumpy investment in sticky information general equilibrium 0 0 0 8 0 2 9 112
Lumpy investment in sticky information general equilibrium 0 0 0 34 0 3 20 119
Lumpy investment in sticky information general equilibrium 0 0 0 47 1 8 24 312
Monetary policy rules: model uncertainty meets design limits 0 0 0 39 1 1 13 46
Monetary policy shocks in a DSGE model with a shadow banking system 0 0 1 948 0 2 17 1,641
Numerical solution of linear models in economics: The SP-DG model revisited 0 1 4 280 0 2 10 1,154
Optimal bank capital requirements: What do the macroeconomic models say? 0 0 2 51 0 4 28 63
Q, investment, and the financial cycle 0 0 0 36 1 3 14 84
Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement 0 0 4 90 4 13 40 221
Robust design of countercyclical capital buffer rules 0 0 3 13 0 4 23 41
Robust design of countercyclical capital buffer rules 0 0 1 6 0 2 12 25
Robust frequency-based monetary policy rules 0 0 0 20 0 4 12 34
Sticky Information Models in Dynare 0 0 1 200 2 4 17 519
Sticky Information Models in Dynare 0 0 0 52 0 0 10 172
Sticky information models in Dynare 0 0 0 35 0 2 8 172
Sticky information models in Dynare 0 0 0 44 2 4 14 160
Testing the Q theory of investment in the frequency domain 0 0 0 14 4 6 15 88
Testing the Q theory of investment in the frequency domain 0 0 0 10 1 8 11 101
The Aino 2.0 model 0 2 4 233 2 10 37 519
The Aino 3.0 model 0 0 4 88 4 8 24 154
The equity risk premium and the low frequency of the term spread 0 0 0 44 1 3 15 171
Time-frequency characterization of the U.S. financial cycle 0 0 1 43 0 4 21 106
Time-frequency characterization of the U.S. financial cycle 0 0 1 34 0 4 13 93
Time-frequency forecast of the equity premium 0 0 0 62 0 0 11 110
Unlocking predictive potential: the frequency-domain approach to equity premium forecasting 0 0 0 14 1 4 15 33
Total Working Papers 0 4 73 3,688 32 181 817 9,132

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 0 0 15 483
Bond vs. bank finance and the Great Recession 0 0 1 7 0 4 8 31
Financial shocks, financial stability, and optimal Taylor rules 1 1 2 59 3 7 22 195
Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter 0 0 3 11 1 6 20 41
Forecasting stock market returns by summing the frequency-decomposed parts 1 1 3 42 2 5 21 253
Inflation dynamics in the frequency domain 0 1 3 7 0 6 14 26
Investment Dynamics with Information Costs 0 0 1 19 1 5 14 134
Investment dynamics and forecast: Mind the frequency 0 0 1 3 0 7 14 25
Investment, Tobin's Q, and Cash Flow Across Time and Frequencies 0 0 1 16 1 5 20 68
Moving Macroeconomic Analysis beyond Business Cycles 0 1 1 20 0 2 7 58
Pervasive inattentiveness 0 0 0 11 0 2 20 150
Sticky Information Models in Dynare 0 0 1 75 1 2 14 256
The yield curve and the stock market: Mind the long run 0 1 5 29 1 7 22 107
Time-frequency forecast of the equity premium 0 0 1 7 0 2 9 30
Time–frequency characterization of the U.S. financial cycle 0 0 0 46 1 6 15 151
Unlocking predictive potential: The frequency-domain approach to equity premium forecasting 0 0 0 0 0 3 18 18
Total Journal Articles 2 5 24 514 11 69 253 2,026

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Statistics updated 2026-07-10