Fabio Verona
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Fabio |
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Verona |
Identifer
Contact
Affiliations
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Suomen Pankki (weight: 99%)
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Universidade do Porto
/ Faculdade de Economia
/ Centro de Economia e Finanças (cef.up) (weight: 1%)
Research profile
author of:
- Investment, Tobin's Q, and Cash Flow Across Time and Frequencies (RePEc:bla:obuest:v:82:y:2020:i:2:p:331-346)
by Fabio Verona - Forecasting stock market returns by summing the frequency-decomposed parts (RePEc:cap:wpaper:052016)
by Gonçalo Faria & Fabio Verona - Forecasting the equity risk premium with frequency-decomposed predictors (RePEc:cap:wpaper:062016)
by Gonçalo Faria & Fabio Verona - Sticky Information Models in Dynare (RePEc:cpm:dynare:011)
by Verona, Fabio & Wolters, Maik H. - Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement (RePEc:ecb:ecbops:2021267)
by Darracq Pariès, Matthieu & Notarpietro, Alessandro & Kilponen, Juha & Papadopoulou, Niki & Zimic, Srečko & Aldama, Pierre & Langenus, Geert & Alvarez, Luis Julian & Lemoine, Matthieu & Angelini, Elena - Pervasive inattentiveness (RePEc:eee:ecolet:v:125:y:2014:i:2:p:287-290)
by Verona, Fabio - Time–frequency characterization of the U.S. financial cycle (RePEc:eee:ecolet:v:144:y:2016:i:c:p:75-79)
by Verona, Fabio - Inflation dynamics in the frequency domain (RePEc:eee:ecolet:v:231:y:2023:i:c:s0165176523003294)
by Martins, Manuel M.F. & Verona, Fabio - Forecasting stock market returns by summing the frequency-decomposed parts (RePEc:eee:empfin:v:45:y:2018:i:c:p:228-242)
by Faria, Gonçalo & Verona, Fabio - Bond vs. bank finance and the Great Recession (RePEc:eee:finlet:v:39:y:2021:i:c:s154461232030180x)
by Martins, Manuel M.F. & Verona, Fabio - Investment dynamics and forecast: Mind the frequency (RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003051)
by Kilponen, Juha & Verona, Fabio - The yield curve and the stock market: Mind the long run (RePEc:eee:finmar:v:50:y:2020:i:c:s138641811930134x)
by Faria, Gonçalo & Verona, Fabio - Financial shocks, financial stability, and optimal Taylor rules (RePEc:eee:jmacro:v:54:y:2017:i:pb:p:187-207)
by Verona, Fabio & Martins, Manuel M.F. & Drumond, Inês - Business Cycle Dynamics and Macroprudential Policy Through the Lens of the Aino Model - A Micro-Founded Small Open Economy DSGE Mo (RePEc:ekd:008007:8441)
by Fabio Verona & Juha Kilponen & Seppo Orjasniemi & Antti Ripatti - Moving Macroeconomic Analysis beyond Business Cycles (RePEc:fip:fedreb:00075)
by Renee Courtois Haltom & Thomas A. Lubik & Christian Matthes & Fabio Verona - Assessing U.S. Aggregate Fluctuations Across Time and Frequencies (RePEc:fip:fedrwp:19-06)
by Thomas A. Lubik & Christian Matthes & Fabio Verona - (Un)anticipated Monetary Policy in a DSGE Model with a Shadow Banking System (RePEc:ijc:ijcjou:y:2013:q:3:a:3)
by F. Verona & M. M. F. Martins & I. Drumond - Sticky Information Models in Dynare (RePEc:kap:compec:v:43:y:2014:i:3:p:357-370)
by Fabio Verona & Maik Wolters - Monetary policy shocks in a DSGE model with a shadow banking system (RePEc:por:cetedp:1101)
by Fabio Verona & Manuel M. F. Martins & Inês Drumond - Lumpy investment in sticky information general equilibrium (RePEc:por:cetedp:1102)
by Fabio Verona - Sticky Information Models in Dynare (RePEc:por:cetedp:1306)
by Fabio Verona & Maik H. Wolters - Financial Shocks and Optimal Monetary Policy Rules (RePEc:por:cetedp:1402)
by Fabio Verona & Manuel M. F. Martins & Inês Drumond - Time-frequency characterization of the U.S. financial cycle (RePEc:por:cetedp:1605)
by Fabio Verona - Testing the Q theory of investment in the frequency domain (RePEc:por:cetedp:1701)
by Juha Kilponen & Fabio Verona - Forecasting stock market returns by summing the frequency-decomposed parts (RePEc:por:cetedp:1702)
by Gonçalo Faria & Fabio Verona - Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters (RePEc:por:cetedp:2001)
by Manuel M. F. Martins & Fabio Verona - Inflation Dynamics and Forecast: Frequency Matters (RePEc:por:cetedp:2101)
by Manuel M. F. Martins & Fabio Verona - Numerical solution of linear models in economics: The SP-DG model revisited (RePEc:por:fepwps:249)
by T. Andrade, G. Faria, V. Leite, F. Verona, M. Viegas & O. Afonso & P.B. Vasconcelos - Time-frequency forecast of the equity premium (RePEc:taf:quantf:v:21:y:2021:i:12:p:2119-2135)
by Gonçalo Faria & Fabio Verona - Investment Dynamics with Information Costs (RePEc:wly:jmoncb:v:46:y:2014:i:8:p:1627-1656)
by Fabio Verona - Optimal bank capital requirements: What do the macroeconomic models say? (RePEc:zbw:bofecr:22022)
by Gulan, Adam & Jokivuolle, Esa & Verona, Fabio - Forecast combination in the frequency domain (RePEc:zbw:bofrdp:12023)
by Faria, Gonçalo & Verona, Fabio - Monetary policy rules: model uncertainty meets design limits (RePEc:zbw:bofrdp:122023)
by Dück, Alexander & Verona, Fabio - (Un)anticipated monetary policy in a DSGE model with a shadow banking system (RePEc:zbw:bofrdp:rdp2013_004)
by Verona, Fabio & Martins, Manuel M. F. & Drumond, Inês - Sticky information models in Dynare (RePEc:zbw:bofrdp:rdp2013_005)
by Verona, Fabio & Wolters, Maik H. - Lumpy investment in sticky information general equilibrium (RePEc:zbw:bofrdp:rdp2013_016)
by Verona, Fabio - Investment dynamics with information costs (RePEc:zbw:bofrdp:rdp2013_018)
by Verona, Fabio - Financial shocks, financial stability, and optimal Taylor rules (RePEc:zbw:bofrdp:rdp2014_021)
by Verona, Fabio & Martins, Manuel M. F. & Drumond, Inês - Time-frequency characterization of the U.S. financial cycle (RePEc:zbw:bofrdp:rdp2016_014)
by Verona, Fabio - The Aino 2.0 model (RePEc:zbw:bofrdp:rdp2016_016)
by Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio - Forecasting stock market returns by summing the frequency-decomposed parts (RePEc:zbw:bofrdp:rdp2016_029)
by Faria, Gonçalo & Verona, Fabio - Testing the Q theory of investment in the frequency domain (RePEc:zbw:bofrdp:rdp2016_032)
by Kilponen, Juha & Verona, Fabio - Forecasting the equity risk premium with frequency-decomposed predictors (RePEc:zbw:bofrdp:rdp2017_001)
by Faria, Gonçalo & Verona, Fabio - Q, investment, and the financial cycle (RePEc:zbw:bofrdp:rdp2017_026)
by Verona, Fabio - The equity risk premium and the low frequency of the term spread (RePEc:zbw:bofrdp:rdp2018_007)
by Faria, Gonçalo & Verona, Fabio - Assessing U.S. aggregate fluctuations across time and frequencies (RePEc:zbw:bofrdp:rdp2019_005)
by Lubik, Thomas A. & Matthes, Christian & Verona, Fabio - Frequency-domain information for active portfolio management (RePEc:zbw:bofrdp:rdp2020_002)
by Faria, Gonçalo & Verona, Fabio - Forecasting inflation with the New Keynesian Phillips curve: Frequency matters (RePEc:zbw:bofrdp:rdp2020_004)
by Martins, Manuel Mota Freitas & Verona, Fabio - Time-frequency forecast of the equity premium (RePEc:zbw:bofrdp:rdp2020_006)
by Faria, Gonçalo & Verona, Fabio - The Aino 3.0 model (RePEc:zbw:bofrdp:rdp2020_009)
by Silvo, Aino & Verona, Fabio - Inflation dynamics and forecast: Frequency matters (RePEc:zbw:bofrdp:rdp2021_008)
by Martins, Manuel Mota Freitas & Verona, Fabio - Sticky information models in Dynare (RePEc:zbw:cauewp:201302)
by Verona, Fabio & Wolters, Maik H. - Robust frequency-based monetary policy rules (RePEc:zbw:imfswp:180)
by Dück, Alexander & Verona, Fabio - Lumpy investment in sticky information general equilibrium (RePEc:zbw:imfswp:55)
by Verona, Fabio - (Un)anticipated monetary policy in a DSGE model with a shadow banking system (RePEc:zbw:imfswp:56)
by Verona, Fabio & Martins, Manuel M. F. & Drumond, Inês