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 3 16 24 530
(Un)anticipated monetary policy in a DSGE model with a shadow banking system 0 0 0 81 0 9 13 287
Assessing U.S. Aggregate Fluctuations Across Time and Frequencies 0 0 2 35 2 6 14 78
Assessing U.S. aggregate fluctuations across time and frequencies 0 0 0 44 1 6 11 88
Beyond one-size-fits-all: Designing monetary policy for diverse models and frequencies 0 1 2 7 1 8 13 24
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 7 113
Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators 0 0 1 25 0 4 13 27
Financial Shocks and Optimal Monetary Policy Rules 1 1 1 164 1 6 10 200
Financial shocks, financial stability, and optimal Taylor rules 0 0 0 110 2 5 10 189
Forecast combination in the frequency domain 0 1 2 29 8 16 21 48
Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters 0 0 0 13 0 3 5 33
Forecasting inflation with the New Keynesian Phillips curve: Frequency matters 0 0 0 49 1 5 9 106
Forecasting inflation: The sum of the cycles outperforms the whole 23 36 36 36 11 16 16 16
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 81 0 1 2 139
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 28 0 6 9 112
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 54 0 3 8 135
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 48 2 16 17 149
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 47 1 43 49 165
Frequency-domain information for active portfolio management 0 0 0 37 0 2 7 82
From waves to rates: Enhancing inflation forecasts through combinations of frequency-domain models 0 0 2 12 2 8 17 22
Inflation Dynamics and Forecast: Frequency Matters 0 0 0 27 1 7 11 38
Inflation dynamics and forecast: Frequency matters 0 0 0 28 0 4 6 45
Investment dynamics with information costs 0 0 0 28 7 14 15 154
Lumpy investment in sticky information general equilibrium 0 0 0 34 2 8 14 113
Lumpy investment in sticky information general equilibrium 0 0 0 8 1 6 6 109
Lumpy investment in sticky information general equilibrium 0 0 0 47 2 10 15 303
Monetary policy rules: model uncertainty meets design limits 0 0 0 39 2 7 12 45
Monetary policy shocks in a DSGE model with a shadow banking system 0 0 1 948 2 6 15 1,638
Numerical solution of linear models in economics: The SP-DG model revisited 0 1 3 279 1 5 8 1,152
Optimal bank capital requirements: What do the macroeconomic models say? 0 0 2 51 2 15 22 57
Q, investment, and the financial cycle 0 0 2 36 0 8 12 80
Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement 0 1 7 90 3 14 30 207
Robust design of countercyclical capital buffer rules 0 0 2 6 3 5 13 23
Robust design of countercyclical capital buffer rules 0 1 3 13 1 7 22 36
Robust frequency-based monetary policy rules 0 0 0 20 1 5 7 29
Sticky Information Models in Dynare 0 0 0 52 2 4 9 171
Sticky Information Models in Dynare 1 1 1 200 1 6 12 513
Sticky information models in Dynare 0 0 0 44 2 6 10 155
Sticky information models in Dynare 0 0 0 35 1 5 7 170
Testing the Q theory of investment in the frequency domain 0 0 0 10 0 1 2 92
Testing the Q theory of investment in the frequency domain 0 0 0 14 1 5 10 82
The Aino 2.0 model 0 0 1 230 6 19 26 508
The Aino 3.0 model 0 1 4 86 1 5 17 141
The equity risk premium and the low frequency of the term spread 0 0 0 44 2 8 12 167
Time-frequency characterization of the U.S. financial cycle 1 1 1 34 3 8 10 89
Time-frequency characterization of the U.S. financial cycle 1 1 1 43 6 14 17 101
Time-frequency forecast of the equity premium 0 0 0 62 0 4 10 108
Unlocking predictive potential: the frequency-domain approach to equity premium forecasting 0 0 0 14 2 5 11 28
Total Working Papers 27 46 75 3,679 90 394 636 8,897

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 1 6 16 479
Bond vs. bank finance and the Great Recession 0 0 1 7 0 1 3 26
Financial shocks, financial stability, and optimal Taylor rules 0 1 2 58 1 8 15 185
Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter 1 2 3 11 1 7 15 34
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 2 40 3 8 15 244
Inflation dynamics in the frequency domain 0 1 2 6 0 5 8 20
Investment Dynamics with Information Costs 0 0 1 19 0 4 8 128
Investment dynamics and forecast: Mind the frequency 0 0 0 2 0 4 6 17
Investment, Tobin's Q, and Cash Flow Across Time and Frequencies 0 0 1 16 0 6 15 63
Moving Macroeconomic Analysis beyond Business Cycles 0 0 0 19 2 4 6 56
Pervasive inattentiveness 0 0 0 11 0 13 18 147
Sticky Information Models in Dynare 0 0 0 74 2 7 16 252
The yield curve and the stock market: Mind the long run 1 2 4 28 2 6 14 97
Time-frequency forecast of the equity premium 0 0 1 7 2 5 8 28
Time–frequency characterization of the U.S. financial cycle 0 0 0 46 0 6 7 143
Unlocking predictive potential: The frequency-domain approach to equity premium forecasting 0 0 0 0 2 11 13 13
Total Journal Articles 2 6 20 506 16 101 183 1,932

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Statistics updated 2026-03-04