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 0 4 274
(Un)anticipated monetary policy in a DSGE model with a shadow banking system 0 0 0 198 0 0 1 507
Assessing U.S. Aggregate Fluctuations Across Time and Frequencies 0 0 1 33 0 0 6 68
Assessing U.S. aggregate fluctuations across time and frequencies 0 0 0 44 1 1 2 79
Beyond one-size-fits-all: Designing monetary policy for diverse models and frequencies 0 0 6 6 0 0 15 15
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 1 107
Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators 1 1 25 25 3 5 19 19
Financial Shocks and Optimal Monetary Policy Rules 0 0 0 163 1 1 2 191
Financial shocks, financial stability, and optimal Taylor rules 0 0 0 110 0 0 0 179
Forecast combination in the frequency domain 0 0 1 28 1 1 5 29
Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters 0 0 0 13 0 1 4 30
Forecasting inflation with the New Keynesian Phillips curve: Frequency matters 0 0 0 49 0 0 1 97
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 81 0 1 3 138
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 28 0 0 3 106
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 54 0 4 4 131
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 1 47 0 0 3 117
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 0 37 1 1 2 76
From waves to rates: Enhancing inflation forecasts through combinations of frequency-domain models 1 1 12 12 2 3 11 11
Inflation Dynamics and Forecast: Frequency Matters 0 0 1 27 0 0 3 28
Inflation dynamics and forecast: Frequency matters 0 0 0 28 0 1 1 40
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 8 0 0 0 103
Lumpy investment in sticky information general equilibrium 0 0 0 34 1 1 1 100
Monetary policy rules: model uncertainty meets design limits 0 0 0 39 0 1 6 34
Monetary policy shocks in a DSGE model with a shadow banking system 0 0 1 947 1 2 7 1,626
Numerical solution of linear models in economics: The SP-DG model revisited 0 0 1 276 0 0 2 1,144
Optimal bank capital requirements: What do the macroeconomic models say? 0 1 3 50 0 2 9 37
Q, investment, and the financial cycle 0 0 2 36 0 0 5 70
Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement 1 2 10 88 4 7 24 188
Robust design of countercyclical capital buffer rules 0 1 11 11 2 5 22 22
Robust design of countercyclical capital buffer rules 0 2 6 6 1 6 16 16
Robust frequency-based monetary policy rules 0 0 0 20 0 1 1 23
Sticky Information Models in Dynare 0 0 0 199 1 1 5 503
Sticky Information Models in Dynare 0 0 0 52 1 1 3 163
Sticky information models in Dynare 0 0 0 44 0 0 4 146
Sticky information models in Dynare 0 0 1 35 0 1 5 164
Testing the Q theory of investment in the frequency domain 0 0 0 10 0 0 2 90
Testing the Q theory of investment in the frequency domain 0 0 0 14 0 0 1 73
The Aino 2.0 model 0 0 0 229 0 0 0 482
The Aino 3.0 model 0 2 6 85 0 4 11 131
The equity risk premium and the low frequency of the term spread 0 0 0 44 0 2 3 157
Time-frequency characterization of the U.S. financial cycle 0 0 0 33 0 0 1 80
Time-frequency characterization of the U.S. financial cycle 0 0 0 42 0 1 2 85
Time-frequency forecast of the equity premium 0 0 1 62 1 1 7 100
Unlocking predictive potential: the frequency-domain approach to equity premium forecasting 0 0 14 14 1 2 20 20
Total Working Papers 3 10 103 3,623 22 57 250 8,358

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 2 161 1 1 10 469
Bond vs. bank finance and the Great Recession 1 1 3 7 1 1 4 24
Financial shocks, financial stability, and optimal Taylor rules 0 1 6 57 0 2 15 174
Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter 0 1 6 9 0 2 20 23
Forecasting stock market returns by summing the frequency-decomposed parts 1 1 3 40 2 3 9 234
Inflation dynamics in the frequency domain 0 0 1 4 1 1 5 13
Investment Dynamics with Information Costs 0 0 1 18 0 0 1 120
Investment dynamics and forecast: Mind the frequency 0 0 0 2 0 0 0 11
Investment, Tobin's Q, and Cash Flow Across Time and Frequencies 0 0 0 15 3 4 5 52
Moving Macroeconomic Analysis beyond Business Cycles 0 0 0 19 0 0 1 51
Pervasive inattentiveness 0 0 0 11 0 2 3 131
Sticky Information Models in Dynare 0 0 0 74 0 5 8 242
The yield curve and the stock market: Mind the long run 1 2 8 26 1 3 12 87
Time-frequency forecast of the equity premium 1 1 2 7 1 1 3 22
Time–frequency characterization of the U.S. financial cycle 0 0 1 46 1 1 4 137
Total Journal Articles 4 7 33 496 11 26 100 1,790

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Statistics updated 2025-09-05