Details about Fabio Verona

Access statistics for papers by Fabio Verona.

Last updated 2023-03-08. 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. Robust frequency-based monetary policy rules
   IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) View citations (1)

2022

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

2021

4. 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)
5. Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement
   Occasional Paper Series, European Central Bank View citations (1)

2020

6. 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)
7. Frequency-domain information for active portfolio management
   Bank of Finland Research Discussion Papers, Bank of Finland
8. The Aino 3.0 model
   Bank of Finland Research Discussion Papers, Bank of Finland
9. Time-frequency forecast of the equity premium
   Bank of Finland Research Discussion Papers, Bank of Finland
   See also Journal Article in Quantitative Finance (2021)

2019

10. 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

11. The equity risk premium and the low frequency of the term spread
    Bank of Finland Research Discussion Papers, Bank of Finland

2017

12. 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 in Journal of Empirical Finance (2018)
13. 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)
14. Q, investment, and the financial cycle
    Bank of Finland Research Discussion Papers, Bank of Finland
15. 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 (3)

2016

16. The Aino 2.0 model
    Bank of Finland Research Discussion Papers, Bank of Finland
17. Time-frequency characterization of the U.S. financial cycle
    Bank of Finland Research Discussion Papers, Bank of Finland View citations (1)
    Also in CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto (2016) View citations (29)
    See also Journal Article in Economics Letters (2016)

2015

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

2014

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

2013

21. (Un)anticipated monetary policy in a DSGE model with a shadow banking system
    Bank of Finland Research Discussion Papers, Bank of Finland View citations (4)
    Also in IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2012)
    See also Journal Article in International Journal of Central Banking (2013)
22. Investment dynamics with information costs
    Bank of Finland Research Discussion Papers, Bank of Finland View citations (4)
    See also Journal Article in Journal of Money, Credit and Banking (2014)
23. 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)
24. Sticky Information Models in Dynare
    Dynare Working Papers, CEPREMAP View citations (8)
    Also in Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics (2013) View citations (8)
    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)
    See also Journal Article in Computational Economics (2014)

2011

25. 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

26. 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

2022

1. Investment dynamics and forecast: Mind the frequency
   Finance Research Letters, 2022, 49, (C) View citations (1)

2021

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

2020

4. Investment, Tobin's Q, and Cash Flow Across Time and Frequencies
   Oxford Bulletin of Economics and Statistics, 2020, 82, (2), 331-346 View citations (6)
5. The yield curve and the stock market: Mind the long run
   Journal of Financial Markets, 2020, 50, (C) View citations (8)

2019

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

2018

7. Forecasting stock market returns by summing the frequency-decomposed parts
   Journal of Empirical Finance, 2018, 45, (C), 228-242 View citations (36)
   See also Working Paper (2017)

2017

8. Financial shocks, financial stability, and optimal Taylor rules
   Journal of Macroeconomics, 2017, 54, (PB), 187-207 View citations (17)
   See also Working Paper (2014)

2016

9. Time–frequency characterization of the U.S. financial cycle
   Economics Letters, 2016, 144, (C), 75-79 View citations (28)
   See also Working Paper (2016)

2014

10. Investment Dynamics with Information Costs
    Journal of Money, Credit and Banking, 2014, 46, (8), 1627-1656 View citations (16)
    See also Working Paper (2013)
11. Pervasive inattentiveness
    Economics Letters, 2014, 125, (2), 287-290 View citations (1)
12. Sticky Information Models in Dynare
    Computational Economics, 2014, 43, (3), 357-370 View citations (2)
    See also Working Paper (2013)

2013

13. (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 (57)
    See also Working Paper (2013)