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 20 294
(Un)anticipated monetary policy in a DSGE model with a shadow banking system 0 0 0 198 0 2 29 536
Assessing U.S. Aggregate Fluctuations Across Time and Frequencies 0 0 2 35 0 1 11 79
Assessing U.S. aggregate fluctuations across time and frequencies 0 0 0 44 0 1 14 92
Beyond one-size-fits-all: Designing monetary policy for diverse models and frequencies 0 0 1 7 0 1 15 30
Business Cycle Dynamics and Macroprudential Policy Through the Lens of the Aino Model - A Micro-Founded Small Open Economy DSGE Mo 2 2 3 61 3 3 14 121
Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators 0 0 1 25 0 0 15 31
Financial Shocks and Optimal Monetary Policy Rules 0 0 1 164 1 1 12 202
Financial shocks, financial stability, and optimal Taylor rules 0 0 0 110 0 3 16 195
Forecast combination in the frequency domain 0 1 2 30 0 1 23 51
Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters 0 0 0 13 0 1 5 35
Forecasting inflation with the New Keynesian Phillips curve: Frequency matters 0 0 0 49 0 0 13 110
Forecasting inflation: The sum of the cycles outperforms the whole 0 0 38 38 0 2 28 28
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 54 2 5 14 145
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 81 1 1 6 144
Forecasting stock market returns by summing the frequency-decomposed parts 0 0 0 28 0 1 8 114
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 47 0 1 52 169
Forecasting the equity risk premium with frequency-decomposed predictors 0 0 0 48 0 1 23 155
Frequency-domain information for active portfolio management 0 0 0 37 0 0 8 83
From waves to rates: Enhancing inflation forecasts through combinations of frequency-domain models 0 0 1 12 0 0 17 26
Inflation Dynamics and Forecast: Frequency Matters 0 0 0 27 0 0 13 41
Inflation dynamics and forecast: Frequency matters 0 0 0 28 0 0 6 46
Investment dynamics with information costs 0 0 0 28 1 2 25 164
Lumpy investment in sticky information general equilibrium 0 0 0 8 0 0 9 112
Lumpy investment in sticky information general equilibrium 0 0 0 34 0 0 20 119
Lumpy investment in sticky information general equilibrium 0 0 0 47 0 1 24 312
Monetary policy rules: model uncertainty meets design limits 0 0 0 39 1 2 13 47
Monetary policy shocks in a DSGE model with a shadow banking system 0 0 1 948 0 0 16 1,641
Numerical solution of linear models in economics: The SP-DG model revisited 0 0 4 280 0 0 10 1,154
Optimal bank capital requirements: What do the macroeconomic models say? 0 0 1 51 1 1 27 64
Q, investment, and the financial cycle 0 0 0 36 1 3 15 85
Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement 0 0 3 90 0 7 37 221
Robust design of countercyclical capital buffer rules 0 0 2 13 0 2 21 41
Robust design of countercyclical capital buffer rules 0 0 0 6 0 0 10 25
Robust frequency-based monetary policy rules 0 0 0 20 0 0 11 34
Sticky Information Models in Dynare 0 0 0 52 0 0 10 172
Sticky Information Models in Dynare 0 0 1 200 0 3 17 519
Sticky information models in Dynare 0 0 0 44 0 3 14 160
Sticky information models in Dynare 0 0 0 35 0 2 8 172
Testing the Q theory of investment in the frequency domain 0 0 0 10 0 3 11 101
Testing the Q theory of investment in the frequency domain 0 0 0 14 0 4 15 88
The Aino 2.0 model 0 0 4 233 1 3 38 520
The Aino 3.0 model 0 0 3 88 0 4 23 154
The equity risk premium and the low frequency of the term spread 0 0 0 44 0 1 14 171
Time-frequency characterization of the U.S. financial cycle 0 0 1 43 1 2 22 107
Time-frequency characterization of the U.S. financial cycle 0 0 1 34 0 2 13 93
Time-frequency forecast of the equity premium 0 0 0 62 0 0 11 110
Unlocking predictive potential: the frequency-domain approach to equity premium forecasting 0 0 0 14 0 2 14 33
Total Working Papers 2 3 70 3,690 14 73 810 9,146

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 0 15 483
Bond vs. bank finance and the Great Recession 0 0 1 7 0 0 8 31
Financial shocks, financial stability, and optimal Taylor rules 0 1 2 59 1 5 22 196
Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter 1 1 3 12 3 6 21 44
Forecasting stock market returns by summing the frequency-decomposed parts 1 2 4 43 1 3 22 254
Inflation dynamics in the frequency domain 1 2 4 8 2 4 16 28
Investment Dynamics with Information Costs 0 0 1 19 1 2 15 135
Investment dynamics and forecast: Mind the frequency 0 0 1 3 0 2 14 25
Investment, Tobin's Q, and Cash Flow Across Time and Frequencies 0 0 1 16 0 1 19 68
Moving Macroeconomic Analysis beyond Business Cycles 0 0 1 20 0 0 7 58
Pervasive inattentiveness 0 0 0 11 1 1 20 151
Sticky Information Models in Dynare 0 0 1 75 0 2 14 256
The yield curve and the stock market: Mind the long run 0 0 4 29 1 5 22 108
Time-frequency forecast of the equity premium 0 0 1 7 0 1 9 30
Time–frequency characterization of the U.S. financial cycle 0 0 0 46 0 3 15 151
Unlocking predictive potential: The frequency-domain approach to equity premium forecasting 0 0 0 0 2 2 20 20
Total Journal Articles 3 6 25 517 12 37 259 2,038

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Statistics updated 2026-08-07