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 1 1 4 275
(Un)anticipated monetary policy in a DSGE model with a shadow banking system 0 0 0 198 1 1 2 508
Assessing U.S. Aggregate Fluctuations Across Time and Frequencies 1 1 2 34 1 1 6 69
Assessing U.S. aggregate fluctuations across time and frequencies 0 0 0 44 0 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 0 1 25 25 1 5 20 20
Financial Shocks and Optimal Monetary Policy Rules 0 0 0 163 0 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 2 3 7 31
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 28 0 0 3 106
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 81 0 0 3 138
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 54 0 3 4 131
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 47 0 0 1 117
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 0 1 2 76
From waves to rates: Enhancing inflation forecasts through combinations of frequency-domain models 0 1 12 12 0 2 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 34 1 2 2 101
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 47 1 1 2 289
Monetary policy rules: model uncertainty meets design limits 0 0 0 39 1 2 7 35
Monetary policy shocks in a DSGE model with a shadow banking system 1 1 2 948 4 6 11 1,630
Numerical solution of linear models in economics: The SP-DG model revisited 1 1 1 277 1 1 2 1,145
Optimal bank capital requirements: What do the macroeconomic models say? 0 1 3 50 1 3 10 38
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 0 2 10 88 1 8 24 189
Robust design of countercyclical capital buffer rules 0 1 6 6 1 4 17 17
Robust design of countercyclical capital buffer rules 0 1 11 11 1 5 23 23
Robust frequency-based monetary policy rules 0 0 0 20 0 1 1 23
Sticky Information Models in Dynare 0 0 0 52 0 1 3 163
Sticky Information Models in Dynare 0 0 0 199 0 1 5 503
Sticky information models in Dynare 0 0 0 44 0 0 4 146
Sticky information models in Dynare 0 0 0 35 0 0 4 164
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 1 1 1 230 6 6 6 488
The Aino 3.0 model 0 1 6 85 2 3 13 133
The equity risk premium and the low frequency of the term spread 0 0 0 44 0 1 3 157
Time-frequency characterization of the U.S. financial cycle 0 0 0 42 0 0 2 85
Time-frequency characterization of the U.S. financial cycle 0 0 0 33 0 0 1 80
Time-frequency forecast of the equity premium 0 0 1 62 1 2 8 101
Unlocking predictive potential: the frequency-domain approach to equity premium forecasting 0 0 14 14 0 2 20 20
Total Working Papers 4 12 104 3,627 27 70 270 8,385

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 1 1 3 162 3 4 11 472
Bond vs. bank finance and the Great Recession 0 1 2 7 0 1 3 24
Financial shocks, financial stability, and optimal Taylor rules 0 0 4 57 1 2 12 175
Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter 0 1 2 9 0 2 9 23
Forecasting stock market returns by summing the frequency-decomposed parts 0 1 3 40 0 2 7 234
Inflation dynamics in the frequency domain 0 0 1 4 1 2 6 14
Investment Dynamics with Information Costs 1 1 2 19 2 2 3 122
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 1 5 6 53
Moving Macroeconomic Analysis beyond Business Cycles 0 0 0 19 0 0 1 51
Pervasive inattentiveness 0 0 0 11 0 1 3 131
Sticky Information Models in Dynare 0 0 0 74 0 0 7 242
The yield curve and the stock market: Mind the long run 0 2 8 26 2 4 13 89
Time-frequency forecast of the equity premium 0 1 2 7 0 1 3 22
Time–frequency characterization of the U.S. financial cycle 0 0 1 46 0 1 4 137
Total Journal Articles 2 8 28 498 10 27 88 1,800

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06