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Fabio Verona

Personal Details

First Name:Fabio
Middle Name:
Last Name:Verona
Suffix:
RePEc Short-ID:pve224
[This author has chosen not to make the email address public]
http://fabioverona.rvsteam.net/
+358 9 183 2464
Terminal Degree: Faculdade de Economia; Universidade do Porto (from RePEc Genealogy)

Affiliation

(99%) Suomen Pankki

Helsinki, Finland
https://www.bof.fi/
RePEc:edi:bofgvfi (more details at EDIRC)

(1%) Centro de Economia e Finanças (cef.up)
Faculdade de Economia
Universidade do Porto

Porto, Portugal
http://cefup.fep.up.pt/
RePEc:edi:cemuppt (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Dück, Alexander & Verona, Fabio, 2023. "Monetary policy rules: model uncertainty meets design limits," Bank of Finland Research Discussion Papers 12/2023, Bank of Finland.
  2. Dück, Alexander & Verona, Fabio, 2023. "Robust frequency-based monetary policy rules," IMFS Working Paper Series 180, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  3. Faria, Gonçalo & Verona, Fabio, 2023. "Forecast combination in the frequency domain," Bank of Finland Research Discussion Papers 1/2023, Bank of Finland.
  4. Gulan, Adam & Jokivuolle, Esa & Verona, Fabio, 2022. "Optimal bank capital requirements: What do the macroeconomic models say?," BoF Economics Review 2/2022, Bank of Finland.
  5. Darracq Pariès, Matthieu & Notarpietro, Alessandro & Kilponen, Juha & Papadopoulou, Niki & Zimic, Srečko & Aldama, Pierre & Langenus, Geert & Alvarez, Luis Julian & Lemoine, Matthieu & Angelini, Elena, 2021. "Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement," Occasional Paper Series 267, European Central Bank.
  6. Manuel M. F. Martins & Fabio Verona, 2021. "Inflation Dynamics and Forecast: Frequency Matters," CEF.UP Working Papers 2101, Universidade do Porto, Faculdade de Economia do Porto.
  7. Manuel M. F. Martins & Fabio Verona, 2020. "Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters," CEF.UP Working Papers 2001, Universidade do Porto, Faculdade de Economia do Porto.
  8. Faria, Gonçalo & Verona, Fabio, 2020. "Time-frequency forecast of the equity premium," Bank of Finland Research Discussion Papers 6/2020, Bank of Finland.
  9. Faria, Gonçalo & Verona, Fabio, 2020. "Frequency-domain information for active portfolio management," Bank of Finland Research Discussion Papers 2/2020, Bank of Finland.
  10. Silvo, Aino & Verona, Fabio, 2020. "The Aino 3.0 model," Bank of Finland Research Discussion Papers 9/2020, Bank of Finland.
  11. Thomas A. Lubik & Christian Matthes & Fabio Verona, 2019. "Assessing U.S. Aggregate Fluctuations Across Time and Frequencies," Working Paper 19-6, Federal Reserve Bank of Richmond.
  12. Faria, Gonçalo & Verona, Fabio, 2018. "The equity risk premium and the low frequency of the term spread," Bank of Finland Research Discussion Papers 7/2018, Bank of Finland.
  13. Juha Kilponen & Fabio Verona, 2017. "Testing the Q theory of investment in the frequency domain," CEF.UP Working Papers 1701, Universidade do Porto, Faculdade de Economia do Porto.
  14. Verona, Fabio, 2017. "Q, investment, and the financial cycle," Bank of Finland Research Discussion Papers 26/2017, Bank of Finland.
  15. Gonçalo Faria & Fabio Verona, 2016. "Forecasting stock market returns by summing the frequency-decomposed parts," Working Papers de Economia (Economics Working Papers) 05, Católica Porto Business School, Universidade Católica Portuguesa.
  16. Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio, 2016. "The Aino 2.0 model," Bank of Finland Research Discussion Papers 16/2016, Bank of Finland.
  17. Gonçalo Faria & Fabio Verona, 2016. "Forecasting the equity risk premium with frequency-decomposed predictors," Working Papers de Economia (Economics Working Papers) 06, Católica Porto Business School, Universidade Católica Portuguesa.
  18. Fabio Verona, 2016. "Time-frequency characterization of the U.S. financial cycle," CEF.UP Working Papers 1605, Universidade do Porto, Faculdade de Economia do Porto.
  19. Fabio Verona & Juha Kilponen & Seppo Orjasniemi & Antti Ripatti, 2015. "Business Cycle Dynamics and Macroprudential Policy Through the Lens of the Aino Model - A Micro-Founded Small Open Economy DSGE Mo," EcoMod2015 8441, EcoMod.
  20. Fabio Verona & Manuel M. F. Martins & Inês Drumond, 2014. "Financial Shocks and Optimal Monetary Policy Rules," CEF.UP Working Papers 1402, Universidade do Porto, Faculdade de Economia do Porto.
  21. Verona, Fabio & Martins, Manuel M. F. & Drumond, Inês, 2014. "Financial shocks, financial stability, and optimal Taylor rules," Bank of Finland Research Discussion Papers 21/2014, Bank of Finland.
  22. Verona, Fabio & Martins, Manuel M. F. & Drumond, Inês, 2013. "(Un)anticipated monetary policy in a DSGE model with a shadow banking system," Bank of Finland Research Discussion Papers 4/2013, Bank of Finland.
  23. Verona, Fabio, 2013. "Investment dynamics with information costs," Bank of Finland Research Discussion Papers 18/2013, Bank of Finland.
  24. Verona, Fabio & Wolters, Maik H., 2012. "Sticky Information Models in Dynare," Dynare Working Papers 11, CEPREMAP, revised Apr 2013.
  25. Fabio Verona & Manuel M. F. Martins & Inês Drumond, 2011. "Monetary policy shocks in a DSGE model with a shadow banking system," CEF.UP Working Papers 1101, Universidade do Porto, Faculdade de Economia do Porto.
  26. Fabio Verona, 2011. "Lumpy investment in sticky information general equilibrium," CEF.UP Working Papers 1102, Universidade do Porto, Faculdade de Economia do Porto.
  27. T. Andrade, G. Faria, V. Leite, F. Verona, M. Viegas & O. Afonso & P.B. Vasconcelos, 2007. "Numerical solution of linear models in economics: The SP-DG model revisited," FEP Working Papers 249, Universidade do Porto, Faculdade de Economia do Porto.

Articles

  1. Martins, Manuel M.F. & Verona, Fabio, 2023. "Inflation dynamics in the frequency domain," Economics Letters, Elsevier, vol. 231(C).
  2. Kilponen, Juha & Verona, Fabio, 2022. "Investment dynamics and forecast: Mind the frequency," Finance Research Letters, Elsevier, vol. 49(C).
  3. Martins, Manuel M.F. & Verona, Fabio, 2021. "Bond vs. bank finance and the Great Recession," Finance Research Letters, Elsevier, vol. 39(C).
  4. Gonçalo Faria & Fabio Verona, 2021. "Time-frequency forecast of the equity premium," Quantitative Finance, Taylor & Francis Journals, vol. 21(12), pages 2119-2135, December.
  5. Faria, Gonçalo & Verona, Fabio, 2020. "The yield curve and the stock market: Mind the long run," Journal of Financial Markets, Elsevier, vol. 50(C).
  6. Fabio Verona, 2020. "Investment, Tobin's Q, and Cash Flow Across Time and Frequencies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(2), pages 331-346, April.
  7. Renee Courtois Haltom & Thomas A. Lubik & Christian Matthes & Fabio Verona, 2019. "Moving Macroeconomic Analysis beyond Business Cycles," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue April, pages 1-8.
  8. Faria, Gonçalo & Verona, Fabio, 2018. "Forecasting stock market returns by summing the frequency-decomposed parts," Journal of Empirical Finance, Elsevier, vol. 45(C), pages 228-242.
  9. Verona, Fabio & Martins, Manuel M.F. & Drumond, Inês, 2017. "Financial shocks, financial stability, and optimal Taylor rules," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 187-207.
  10. Verona, Fabio, 2016. "Time–frequency characterization of the U.S. financial cycle," Economics Letters, Elsevier, vol. 144(C), pages 75-79.
  11. Fabio Verona & Maik Wolters, 2014. "Sticky Information Models in Dynare," Computational Economics, Springer;Society for Computational Economics, vol. 43(3), pages 357-370, March.
  12. Fabio Verona, 2014. "Investment Dynamics with Information Costs," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(8), pages 1627-1656, December.
  13. Verona, Fabio, 2014. "Pervasive inattentiveness," Economics Letters, Elsevier, vol. 125(2), pages 287-290.
  14. F. Verona & M. M. F. Martins & I. Drumond, 2013. "(Un)anticipated Monetary Policy in a DSGE Model with a Shadow Banking System," International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 78-124, September.

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Featured entries

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  1. Portuguese Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 22 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (11) 2007-10-13 2011-02-19 2011-06-18 2016-06-04 2017-03-26 2017-04-09 2019-03-11 2020-06-08 2021-06-28 2021-09-27 2022-06-13. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (9) 2011-02-19 2012-09-30 2013-04-27 2013-05-22 2014-08-20 2017-04-09 2019-03-11 2022-06-13 2023-10-16. Author is listed
  3. NEP-MON: Monetary Economics (8) 2011-02-19 2014-08-20 2020-06-08 2021-06-28 2022-06-13 2023-01-02 2023-03-20 2023-10-16. Author is listed
  4. NEP-CBA: Central Banking (6) 2011-02-19 2014-08-20 2021-09-27 2022-06-13 2023-03-20 2023-10-16. Author is listed
  5. NEP-FOR: Forecasting (6) 2016-11-13 2016-12-18 2018-04-09 2020-06-08 2021-06-28 2023-02-20. Author is listed
  6. NEP-BAN: Banking (4) 2011-02-19 2014-08-20 2022-06-13 2023-10-16
  7. NEP-ETS: Econometric Time Series (3) 2016-11-13 2016-12-18 2023-02-20
  8. NEP-ORE: Operations Research (3) 2016-11-13 2018-04-09 2020-06-08
  9. NEP-CMP: Computational Economics (2) 2007-10-13 2012-09-30
  10. NEP-CIS: Confederation of Independent States (1) 2011-02-19
  11. NEP-CWA: Central and Western Asia (1) 2021-06-28
  12. NEP-DES: Economic Design (1) 2023-10-16
  13. NEP-EEC: European Economics (1) 2021-09-27
  14. NEP-FDG: Financial Development and Growth (1) 2022-06-13
  15. NEP-GER: German Papers (1) 2023-10-16
  16. NEP-HPE: History and Philosophy of Economics (1) 2007-10-13
  17. NEP-ISF: Islamic Finance (1) 2021-09-27
  18. NEP-MIC: Microeconomics (1) 2011-02-19
  19. NEP-RMG: Risk Management (1) 2022-06-13
  20. NEP-UPT: Utility Models and Prospect Theory (1) 2016-12-18

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