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Details about Fabio Verona

E-mail:
Homepage:http://fabioverona.rvsteam.net/
Phone:+358 9 183 2464
Workplace:Suomen Pankki (Bank of Finland), (more information at EDIRC)
Centro de Economia e Finanças (cef.up) (Centre for Economics and Finance), Faculdade de Economia (Faculty of Economics), Universidade do Porto (University of Porto), (more information at EDIRC)

Access statistics for papers by Fabio Verona.

Last updated 2022-10-29. Update your information in the RePEc Author Service.

Short-id: pve224


Jump to Journal Articles

Working Papers

2022

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

2021

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

2020

  1. Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters
    CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto Downloads
    Also in Research Discussion Papers, Bank of Finland (2020) Downloads View citations (1)
  2. Frequency-domain information for active portfolio management
    Research Discussion Papers, Bank of Finland Downloads
  3. The Aino 3.0 model
    Research Discussion Papers, Bank of Finland Downloads
  4. Time-frequency forecast of the equity premium
    Research Discussion Papers, Bank of Finland Downloads View citations (2)
    See also Journal Article in Quantitative Finance (2021)

2019

  1. Assessing U.S. Aggregate Fluctuations Across Time and Frequencies
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (1)
    Also in Research Discussion Papers, Bank of Finland (2019) Downloads View citations (1)

2018

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

2017

  1. Forecasting stock market returns by summing the frequency-decomposed parts
    CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto Downloads
    Also in Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa (2016) Downloads View citations (4)
    Research Discussion Papers, Bank of Finland (2016) Downloads View citations (12)

    See also Journal Article in Journal of Empirical Finance (2018)
  2. Forecasting the equity risk premium with frequency-decomposed predictors
    Research Discussion Papers, Bank of Finland Downloads View citations (8)
    Also in Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa (2016) Downloads View citations (6)
  3. Q, investment, and the financial cycle
    Research Discussion Papers, Bank of Finland Downloads
  4. Testing the Q theory of investment in the frequency domain
    CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto Downloads View citations (5)
    Also in Research Discussion Papers, Bank of Finland (2016) Downloads View citations (9)

2016

  1. The Aino 2.0 model
    Research Discussion Papers, Bank of Finland Downloads View citations (4)
  2. Time-frequency characterization of the U.S. financial cycle
    Research Discussion Papers, Bank of Finland Downloads View citations (27)
    Also in CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto (2016) Downloads View citations (28)

    See also Journal Article in Economics Letters (2016)

2015

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

2014

  1. Financial Shocks and Optimal Monetary Policy Rules
    CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto Downloads View citations (17)
  2. Financial shocks, financial stability, and optimal Taylor rules
    Research Discussion Papers, Bank of Finland Downloads View citations (6)
    See also Journal Article in Journal of Macroeconomics (2017)

2013

  1. (Un)anticipated monetary policy in a DSGE model with a shadow banking system
    Research Discussion Papers, Bank of Finland Downloads View citations (47)
    Also in IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2012) Downloads

    See also Journal Article in International Journal of Central Banking (2013)
  2. Investment dynamics with information costs
    Research Discussion Papers, Bank of Finland Downloads View citations (5)
    See also Journal Article in Journal of Money, Credit and Banking (2014)
  3. Lumpy investment in sticky information general equilibrium
    Research Discussion Papers, Bank of Finland Downloads
    Also in CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto (2011) Downloads View citations (7)
    IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2012) Downloads View citations (4)
  4. Sticky Information Models in Dynare
    Dynare Working Papers, CEPREMAP Downloads View citations (7)
    Also in Research Discussion Papers, Bank of Finland (2013) Downloads View citations (7)
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics (2013) Downloads View citations (7)
    CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto (2013) Downloads View citations (6)

    See also Journal Article in Computational Economics (2014)

2011

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

2007

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

Journal Articles

2022

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

2021

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

2020

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

2019

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

2018

  1. Forecasting stock market returns by summing the frequency-decomposed parts
    Journal of Empirical Finance, 2018, 45, (C), 228-242 Downloads View citations (31)
    See also Working Paper (2017)

2017

  1. Financial shocks, financial stability, and optimal Taylor rules
    Journal of Macroeconomics, 2017, 54, (PB), 187-207 Downloads View citations (13)
    See also Working Paper (2014)

2016

  1. Time–frequency characterization of the U.S. financial cycle
    Economics Letters, 2016, 144, (C), 75-79 Downloads View citations (27)
    See also Working Paper (2016)

2014

  1. Investment Dynamics with Information Costs
    Journal of Money, Credit and Banking, 2014, 46, (8), 1627-1656 Downloads View citations (15)
    See also Working Paper (2013)
  2. Pervasive inattentiveness
    Economics Letters, 2014, 125, (2), 287-290 Downloads View citations (1)
  3. Sticky Information Models in Dynare
    Computational Economics, 2014, 43, (3), 357-370 Downloads View citations (1)
    See also Working Paper (2013)

2013

  1. (Un)anticipated Monetary Policy in a DSGE Model with a Shadow Banking System
    International Journal of Central Banking, 2013, 9, (3), 78-124 Downloads View citations (48)
    See also Working Paper (2013)
 
Page updated 2022-12-01