Details about Fabio Verona

Access statistics for papers by Fabio Verona.

Last updated 2024-07-29. Update your information in the RePEc Author Service.

Short-id: pve224

Working Papers

2023

1. Forecast combination in the frequency domain
   Bank of Finland Research Discussion Papers, Bank of Finland
2. Monetary policy rules: model uncertainty meets design limits
   Bank of Finland Research Discussion Papers, Bank of Finland
3. Robust frequency-based monetary policy rules
   IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) View citations (1)

2022

4. Optimal bank capital requirements: What do the macroeconomic models say?
   BoF Economics Review, Bank of Finland

2021

5. Inflation Dynamics and Forecast: Frequency Matters
   CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto View citations (2)
   Also in Bank of Finland Research Discussion Papers, Bank of Finland (2021) View citations (1)
6. Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement
   Occasional Paper Series, European Central Bank View citations (2)

2020

7. Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters
   CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto
   Also in Bank of Finland Research Discussion Papers, Bank of Finland (2020)
8. Frequency-domain information for active portfolio management
   Bank of Finland Research Discussion Papers, Bank of Finland
9. The Aino 3.0 model
   Bank of Finland Research Discussion Papers, Bank of Finland
10. Time-frequency forecast of the equity premium
    Bank of Finland Research Discussion Papers, Bank of Finland View citations (1)
    See also Journal Article Time-frequency forecast of the equity premium, Quantitative Finance, Taylor & Francis Journals (2021) View citations (1) (2021)

2019

11. Assessing U.S. Aggregate Fluctuations Across Time and Frequencies
    Working Paper, Federal Reserve Bank of Richmond View citations (5)
    Also in Bank of Finland Research Discussion Papers, Bank of Finland (2019) View citations (4)

2018

12. The equity risk premium and the low frequency of the term spread
    Bank of Finland Research Discussion Papers, Bank of Finland View citations (1)

2017

13. Forecasting stock market returns by summing the frequency-decomposed parts
    CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto
    Also in Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa (2016) View citations (6)
    Bank of Finland Research Discussion Papers, Bank of Finland (2016) View citations (2)
    See also Journal Article Forecasting stock market returns by summing the frequency-decomposed parts, Journal of Empirical Finance, Elsevier (2018) View citations (43) (2018)
14. Forecasting the equity risk premium with frequency-decomposed predictors
    Bank of Finland Research Discussion Papers, Bank of Finland View citations (2)
    Also in Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa (2016) View citations (7)
15. Q, investment, and the financial cycle
    Bank of Finland Research Discussion Papers, Bank of Finland
16. Testing the Q theory of investment in the frequency domain
    CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto View citations (5)
    Also in Bank of Finland Research Discussion Papers, Bank of Finland (2016) View citations (4)

2016

17. The Aino 2.0 model
    Bank of Finland Research Discussion Papers, Bank of Finland
18. Time-frequency characterization of the U.S. financial cycle
    CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto View citations (32)
    Also in Bank of Finland Research Discussion Papers, Bank of Finland (2016) View citations (4)
    See also Journal Article Time–frequency characterization of the U.S. financial cycle, Economics Letters, Elsevier (2016) View citations (31) (2016)

2015

19. Business Cycle Dynamics and Macroprudential Policy Through the Lens of the Aino Model - A Micro-Founded Small Open Economy DSGE Mo
    EcoMod2015, EcoMod

2014

20. Financial Shocks and Optimal Monetary Policy Rules
    CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto View citations (19)
21. Financial shocks, financial stability, and optimal Taylor rules
    Bank of Finland Research Discussion Papers, Bank of Finland
    See also Journal Article Financial shocks, financial stability, and optimal Taylor rules, Journal of Macroeconomics, Elsevier (2017) View citations (18) (2017)

2013

22. (Un)anticipated monetary policy in a DSGE model with a shadow banking system
    Bank of Finland Research Discussion Papers, Bank of Finland View citations (6)
    Also in IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2012)
    See also Journal Article (Un)anticipated Monetary Policy in a DSGE Model with a Shadow Banking System, International Journal of Central Banking, International Journal of Central Banking (2013) View citations (59) (2013)
23. Investment dynamics with information costs
    Bank of Finland Research Discussion Papers, Bank of Finland View citations (4)
    See also Journal Article Investment Dynamics with Information Costs, Journal of Money, Credit and Banking, Blackwell Publishing (2014) View citations (17) (2014)
24. Lumpy investment in sticky information general equilibrium
    Bank of Finland Research Discussion Papers, Bank of Finland
    Also in IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2012) View citations (4)
    CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto (2011) View citations (10)
25. Sticky Information Models in Dynare
    Dynare Working Papers, CEPREMAP View citations (8)
    Also in CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto (2013) View citations (7)
    Bank of Finland Research Discussion Papers, Bank of Finland (2013) View citations (1)
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics (2013) View citations (8)
    See also Journal Article Sticky Information Models in Dynare, Computational Economics, Springer (2014) View citations (2) (2014)

2011

26. Monetary policy shocks in a DSGE model with a shadow banking system
    CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto View citations (3)

2007

27. Numerical solution of linear models in economics: The SP-DG model revisited
    FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto

Journal Articles

2024

1. Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter
   Oxford Bulletin of Economics and Statistics, 2024, 86, (4), 811-832

2023

2. Inflation dynamics in the frequency domain
   Economics Letters, 2023, 231, (C) View citations (1)

2022

3. Investment dynamics and forecast: Mind the frequency
   Finance Research Letters, 2022, 49, (C) View citations (2)

2021

4. Bond vs. bank finance and the Great Recession
   Finance Research Letters, 2021, 39, (C) View citations (1)
5. Time-frequency forecast of the equity premium
   Quantitative Finance, 2021, 21, (12), 2119-2135 View citations (1)
   See also Working Paper Time-frequency forecast of the equity premium, Bank of Finland Research Discussion Papers (2020) View citations (1) (2020)

2020

6. Investment, Tobin's Q, and Cash Flow Across Time and Frequencies
   Oxford Bulletin of Economics and Statistics, 2020, 82, (2), 331-346 View citations (9)
7. The yield curve and the stock market: Mind the long run
   Journal of Financial Markets, 2020, 50, (C) View citations (11)

2019

8. Moving Macroeconomic Analysis beyond Business Cycles
   Richmond Fed Economic Brief, 2019, (April), 1-8

2018

9. Forecasting stock market returns by summing the frequency-decomposed parts
   Journal of Empirical Finance, 2018, 45, (C), 228-242 View citations (43)
   See also Working Paper Forecasting stock market returns by summing the frequency-decomposed parts, CEF.UP Working Papers (2017) (2017)

2017

10. Financial shocks, financial stability, and optimal Taylor rules
    Journal of Macroeconomics, 2017, 54, (PB), 187-207 View citations (18)
    See also Working Paper Financial shocks, financial stability, and optimal Taylor rules, Bank of Finland Research Discussion Papers (2014) (2014)

2016

11. Time–frequency characterization of the U.S. financial cycle
    Economics Letters, 2016, 144, (C), 75-79 View citations (31)
    See also Working Paper Time-frequency characterization of the U.S. financial cycle, CEF.UP Working Papers (2016) View citations (32) (2016)

2014

12. Investment Dynamics with Information Costs
    Journal of Money, Credit and Banking, 2014, 46, (8), 1627-1656 View citations (17)
    See also Working Paper Investment dynamics with information costs, Bank of Finland Research Discussion Papers (2013) View citations (4) (2013)
13. Pervasive inattentiveness
    Economics Letters, 2014, 125, (2), 287-290 View citations (1)
14. Sticky Information Models in Dynare
    Computational Economics, 2014, 43, (3), 357-370 View citations (2)
    See also Working Paper Sticky Information Models in Dynare, Dynare Working Papers (2013) View citations (8) (2013)

2013

15. (Un)anticipated Monetary Policy in a DSGE Model with a Shadow Banking System
    International Journal of Central Banking, 2013, 9, (3), 78-124 View citations (59)
    See also Working Paper (Un)anticipated monetary policy in a DSGE model with a shadow banking system, Bank of Finland Research Discussion Papers (2013) View citations (6) (2013)