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 4 7 9 282
(Un)anticipated monetary policy in a DSGE model with a shadow banking system 0 0 0 198 2 8 10 516
Assessing U.S. Aggregate Fluctuations Across Time and Frequencies 0 1 2 35 1 4 9 73
Assessing U.S. aggregate fluctuations across time and frequencies 0 0 0 44 1 4 6 83
Beyond one-size-fits-all: Designing monetary policy for diverse models and frequencies 0 0 6 6 5 6 21 21
Business Cycle Dynamics and Macroprudential Policy Through the Lens of the Aino Model - A Micro-Founded Small Open Economy DSGE Mo 0 1 1 59 0 2 3 109
Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators 0 0 24 25 2 5 23 25
Financial Shocks and Optimal Monetary Policy Rules 0 0 0 163 2 5 6 196
Financial shocks, financial stability, and optimal Taylor rules 0 0 0 110 0 5 5 184
Forecast combination in the frequency domain 0 0 1 28 4 5 11 36
Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters 0 0 0 13 1 1 5 31
Forecasting inflation with the New Keynesian Phillips curve: Frequency matters 0 0 0 49 1 5 5 102
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 54 1 2 6 133
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 81 1 1 3 139
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 28 1 1 4 107
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 47 29 34 35 151
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 48 1 2 2 134
Frequency-domain information for active portfolio management 0 0 0 37 1 5 6 81
From waves to rates: Enhancing inflation forecasts through combinations of frequency-domain models 0 0 12 12 4 7 18 18
Inflation Dynamics and Forecast: Frequency Matters 0 0 0 27 1 4 5 32
Inflation dynamics and forecast: Frequency matters 0 0 0 28 3 4 5 44
Investment dynamics with information costs 0 0 0 28 0 1 1 140
Lumpy investment in sticky information general equilibrium 0 0 0 8 1 1 1 104
Lumpy investment in sticky information general equilibrium 0 0 0 34 1 5 7 106
Lumpy investment in sticky information general equilibrium 0 0 0 47 6 10 11 299
Monetary policy rules: model uncertainty meets design limits 0 0 0 39 4 7 12 42
Monetary policy shocks in a DSGE model with a shadow banking system 0 0 1 948 0 2 9 1,632
Numerical solution of linear models in economics: The SP-DG model revisited 1 2 3 279 3 5 6 1,150
Optimal bank capital requirements: What do the macroeconomic models say? 0 1 2 51 2 6 11 44
Q, investment, and the financial cycle 0 0 2 36 2 4 6 74
Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement 1 2 11 90 6 10 28 199
Robust design of countercyclical capital buffer rules 1 2 5 13 2 8 21 31
Robust design of countercyclical capital buffer rules 0 0 3 6 2 3 11 20
Robust frequency-based monetary policy rules 0 0 0 20 2 3 4 26
Sticky Information Models in Dynare 0 0 0 199 1 5 9 508
Sticky Information Models in Dynare 0 0 0 52 0 4 7 167
Sticky information models in Dynare 0 0 0 35 1 2 5 166
Sticky information models in Dynare 0 0 0 44 2 5 8 151
Testing the Q theory of investment in the frequency domain 0 0 0 14 3 7 8 80
Testing the Q theory of investment in the frequency domain 0 0 0 10 0 1 1 91
The Aino 2.0 model 0 0 1 230 3 4 10 492
The Aino 3.0 model 1 1 4 86 1 4 14 137
The equity risk premium and the low frequency of the term spread 0 0 0 44 3 5 7 162
Time-frequency characterization of the U.S. financial cycle 0 0 0 33 1 2 3 82
Time-frequency characterization of the U.S. financial cycle 0 0 0 42 0 2 3 87
Time-frequency forecast of the equity premium 0 0 0 62 0 3 6 104
Unlocking predictive potential: the frequency-domain approach to equity premium forecasting 0 0 13 14 1 4 23 24
Total Working Papers 4 10 91 3,637 112 230 429 8,615

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 3 4 14 476
Bond vs. bank finance and the Great Recession 0 0 1 7 0 1 2 25
Financial shocks, financial stability, and optimal Taylor rules 1 1 3 58 1 3 9 178
Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter 1 1 3 10 1 5 11 28
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 2 40 4 6 11 240
Inflation dynamics in the frequency domain 1 2 2 6 3 4 7 18
Investment Dynamics with Information Costs 0 0 2 19 0 2 5 124
Investment dynamics and forecast: Mind the frequency 0 0 0 2 2 4 4 15
Investment, Tobin's Q, and Cash Flow Across Time and Frequencies 0 1 1 16 4 8 14 61
Moving Macroeconomic Analysis beyond Business Cycles 0 0 0 19 0 1 2 52
Pervasive inattentiveness 0 0 0 11 10 13 16 144
Sticky Information Models in Dynare 0 0 0 74 0 3 10 245
The yield curve and the stock market: Mind the long run 1 1 4 27 4 6 14 95
Time-frequency forecast of the equity premium 0 0 1 7 0 1 3 23
Time–frequency characterization of the U.S. financial cycle 0 0 0 46 1 1 2 138
Unlocking predictive potential: The frequency-domain approach to equity premium forecasting 0 0 0 0 4 6 6 6
Total Journal Articles 4 6 22 504 37 68 130 1,868

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Statistics updated 2026-01-09