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 1 15 25 531
(Un)anticipated monetary policy in a DSGE model with a shadow banking system 0 0 0 81 0 5 13 287
Assessing U.S. Aggregate Fluctuations Across Time and Frequencies 0 0 2 35 0 5 13 78
Assessing U.S. aggregate fluctuations across time and frequencies 0 0 0 44 0 5 11 88
Beyond one-size-fits-all: Designing monetary policy for diverse models and frequencies 0 1 2 7 2 5 13 26
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 4 6 113
Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators 0 0 1 25 3 5 16 30
Financial Shocks and Optimal Monetary Policy Rules 0 1 1 164 1 5 11 201
Financial shocks, financial stability, and optimal Taylor rules 0 0 0 110 1 6 11 190
Forecast combination in the frequency domain 0 1 2 29 2 14 23 50
Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters 0 0 0 13 1 3 6 34
Forecasting inflation with the New Keynesian Phillips curve: Frequency matters 0 0 0 49 0 4 9 106
Forecasting inflation: The sum of the cycles outperforms the whole 2 38 38 38 4 20 20 20
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 54 0 2 8 135
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 81 2 2 4 141
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 28 1 6 10 113
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 47 1 15 50 166
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 48 2 17 19 151
Frequency-domain information for active portfolio management 0 0 0 37 0 1 7 82
From waves to rates: Enhancing inflation forecasts through combinations of frequency-domain models 0 0 2 12 3 7 18 25
Inflation Dynamics and Forecast: Frequency Matters 0 0 0 27 1 7 12 39
Inflation dynamics and forecast: Frequency matters 0 0 0 28 1 2 7 46
Investment dynamics with information costs 0 0 0 28 0 14 15 154
Lumpy investment in sticky information general equilibrium 0 0 0 34 3 10 17 116
Lumpy investment in sticky information general equilibrium 0 0 0 47 1 5 16 304
Lumpy investment in sticky information general equilibrium 0 0 0 8 1 6 7 110
Monetary policy rules: model uncertainty meets design limits 0 0 0 39 0 3 12 45
Monetary policy shocks in a DSGE model with a shadow banking system 0 0 1 948 1 7 15 1,639
Numerical solution of linear models in economics: The SP-DG model revisited 0 0 3 279 0 2 8 1,152
Optimal bank capital requirements: What do the macroeconomic models say? 0 0 2 51 2 15 24 59
Q, investment, and the financial cycle 0 0 1 36 1 7 12 81
Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement 0 0 5 90 1 9 29 208
Robust design of countercyclical capital buffer rules 0 0 2 6 0 3 13 23
Robust design of countercyclical capital buffer rules 0 0 3 13 1 6 22 37
Robust frequency-based monetary policy rules 0 0 0 20 1 4 8 30
Sticky Information Models in Dynare 0 1 1 200 2 7 14 515
Sticky Information Models in Dynare 0 0 0 52 1 5 10 172
Sticky information models in Dynare 0 0 0 44 1 5 10 156
Sticky information models in Dynare 0 0 0 35 0 4 7 170
Testing the Q theory of investment in the frequency domain 0 0 0 10 1 2 3 93
Testing the Q theory of investment in the frequency domain 0 0 0 14 0 2 10 82
The Aino 2.0 model 1 1 2 231 1 17 27 509
The Aino 3.0 model 2 2 5 88 5 9 21 146
The equity risk premium and the low frequency of the term spread 0 0 0 44 1 6 13 168
Time-frequency characterization of the U.S. financial cycle 0 1 1 43 1 15 18 102
Time-frequency characterization of the U.S. financial cycle 0 1 1 34 0 7 10 89
Time-frequency forecast of the equity premium 0 0 0 62 2 6 11 110
Unlocking predictive potential: the frequency-domain approach to equity premium forecasting 0 0 0 14 1 5 11 29
Total Working Papers 5 47 76 3,684 54 336 675 8,951

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 3 162 4 7 19 483
Bond vs. bank finance and the Great Recession 0 0 1 7 1 2 4 27
Financial shocks, financial stability, and optimal Taylor rules 0 0 2 58 3 10 18 188
Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter 0 1 3 11 1 7 16 35
Forecasting stock market returns by summing the frequency-decomposed parts 1 1 3 41 4 8 19 248
Inflation dynamics in the frequency domain 0 0 2 6 0 2 8 20
Investment Dynamics with Information Costs 0 0 1 19 1 5 9 129
Investment dynamics and forecast: Mind the frequency 1 1 1 3 1 3 7 18
Investment, Tobin's Q, and Cash Flow Across Time and Frequencies 0 0 1 16 0 2 15 63
Moving Macroeconomic Analysis beyond Business Cycles 0 0 0 19 0 4 5 56
Pervasive inattentiveness 0 0 0 11 1 4 19 148
Sticky Information Models in Dynare 1 1 1 75 2 9 18 254
The yield curve and the stock market: Mind the long run 0 1 4 28 3 5 17 100
Time-frequency forecast of the equity premium 0 0 1 7 0 5 8 28
Time–frequency characterization of the U.S. financial cycle 0 0 0 46 2 7 9 145
Unlocking predictive potential: The frequency-domain approach to equity premium forecasting 0 0 0 0 2 9 15 15
Total Journal Articles 3 5 23 509 25 89 206 1,957

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Statistics updated 2026-04-09