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 0 4 27 534
Assessing U.S. Aggregate Fluctuations Across Time and Frequencies 0 0 2 35 0 0 10 78
Assessing U.S. aggregate fluctuations across time and frequencies 0 0 0 44 1 4 14 92
Beyond one-size-fits-all: Designing monetary policy for diverse models and frequencies 0 0 1 7 0 5 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 0 5 11 118
Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators 0 0 1 25 0 4 17 31
Financial Shocks and Optimal Monetary Policy Rules 0 0 1 164 0 1 11 201
Financial shocks, financial stability, and optimal Taylor rules 0 0 0 110 1 4 14 193
Forecast combination in the frequency domain 1 1 2 30 1 3 23 51
Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters 0 0 0 13 1 2 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 2 38 38 2 12 28 28
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 54 2 7 15 142
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 28 1 2 8 114
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 81 0 4 6 143
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 47 1 4 52 169
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 48 0 5 22 154
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 4 18 26
Inflation Dynamics and Forecast: Frequency Matters 0 0 0 27 0 3 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 1 9 24 163
Lumpy investment in sticky information general equilibrium 0 0 0 47 0 8 23 311
Lumpy investment in sticky information general equilibrium 0 0 0 34 0 6 20 119
Lumpy investment in sticky information general equilibrium 0 0 0 8 0 3 9 112
Monetary policy rules: model uncertainty meets design limits 0 0 0 39 0 0 12 45
Monetary policy shocks in a DSGE model with a shadow banking system 0 0 1 948 0 3 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 6 28 63
Q, investment, and the financial cycle 0 0 0 36 1 3 13 83
Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement 0 0 4 90 3 10 36 217
Robust design of countercyclical capital buffer rules 0 0 3 13 2 5 24 41
Robust design of countercyclical capital buffer rules 0 0 2 6 0 2 15 25
Robust frequency-based monetary policy rules 0 0 0 20 0 5 12 34
Sticky Information Models in Dynare 0 0 1 200 1 4 15 517
Sticky Information Models in Dynare 0 0 0 52 0 1 10 172
Sticky information models in Dynare 0 0 0 35 2 2 9 172
Sticky information models in Dynare 0 0 0 44 1 3 12 158
Testing the Q theory of investment in the frequency domain 0 0 0 14 0 2 11 84
Testing the Q theory of investment in the frequency domain 0 0 0 10 2 8 10 100
The Aino 2.0 model 0 3 4 233 0 9 35 517
The Aino 3.0 model 0 2 5 88 0 9 23 150
The equity risk premium and the low frequency of the term spread 0 0 0 44 0 3 15 170
Time-frequency characterization of the U.S. financial cycle 0 0 1 34 2 4 13 93
Time-frequency characterization of the U.S. financial cycle 0 0 1 43 1 5 22 106
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 1 4 14 32
Total Working Papers 1 9 75 3,688 27 203 799 9,100

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 4 15 483
Bond vs. bank finance and the Great Recession 0 0 1 7 0 5 8 31
Financial shocks, financial stability, and optimal Taylor rules 0 0 2 58 1 7 20 192
Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter 0 0 3 11 2 6 19 40
Forecasting stock market returns by summing the frequency-decomposed parts 0 1 2 41 0 7 20 251
Inflation dynamics in the frequency domain 1 1 3 7 2 6 14 26
Investment Dynamics with Information Costs 0 0 1 19 0 5 13 133
Investment dynamics and forecast: Mind the frequency 0 1 1 3 2 8 14 25
Investment, Tobin's Q, and Cash Flow Across Time and Frequencies 0 0 1 16 0 4 19 67
Moving Macroeconomic Analysis beyond Business Cycles 0 1 1 20 0 2 7 58
Pervasive inattentiveness 0 0 0 11 0 3 21 150
Sticky Information Models in Dynare 0 1 1 75 1 3 18 255
The yield curve and the stock market: Mind the long run 0 1 5 29 3 9 22 106
Time-frequency forecast of the equity premium 0 0 1 7 1 2 9 30
Time–frequency characterization of the U.S. financial cycle 0 0 0 46 2 7 14 150
Unlocking predictive potential: The frequency-domain approach to equity premium forecasting 0 0 0 0 0 5 18 18
Total Journal Articles 1 6 23 512 14 83 251 2,015

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Statistics updated 2026-06-04