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Fabio Verona

Personal Details

First Name:Fabio
Middle Name:
Last Name:Verona
Suffix:
RePEc Short-ID:pve224
http://fabioverona.rvsteam.net/
+358 9 183 2464

Affiliation

(99%) Suomen Pankki

Helsinki, Finland
http://www.bof.fi/

:

P.O. Box 160,, FIN-00101, Helsinki
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/

: +351-22-5571100 ext. 568
+351-22-5505050
R. Roberto Frias, 4200-464 Porto
RePEc:edi:cemuppt (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Faria, Gonçalo & Verona, Fabio, 2018. "The equity risk premium and the low frequency of the term spread," Research Discussion Papers 7/2018, Bank of Finland.
  2. Verona, Fabio, 2017. "Q, investment, and the financial cycle," Research Discussion Papers 26/2017, Bank of Finland.
  3. 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.
  4. 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.
  5. Kilponen, Juha & Verona, Fabio, 2016. "Testing the Q theory of investment in the frequency domain," Research Discussion Papers 32/2016, Bank of Finland.
  6. Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio, 2016. "The Aino 2.0 model," Research Discussion Papers 16/2016, Bank of Finland.
  7. 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.
  8. 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.
  9. 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.
  10. Verona, Fabio & Martins, Manuel M. F. & Drumond, Inês, 2014. "Financial shocks, financial stability, and optimal Taylor rules," Research Discussion Papers 21/2014, Bank of Finland.
  11. Verona, Fabio, 2013. "Investment dynamics with information costs," Research Discussion Papers 18/2013, Bank of Finland.
  12. Verona, Fabio & Wolters, Maik H., 2012. "Sticky Information Models in Dynare," Dynare Working Papers 11, CEPREMAP, revised Apr 2013.
  13. Verona, Fabio & Martins, Manuel M. F. & Drumond, Inês, 2012. "(Un)anticipated monetary policy in a DSGE model with a shadow banking system," IMFS Working Paper Series 56, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  14. 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.
  15. Fabio Verona, 2011. "Lumpy investment in sticky information general equilibrium," CEF.UP Working Papers 1102, Universidade do Porto, Faculdade de Economia do Porto.
  16. 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. 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.
  2. 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.
  3. Verona, Fabio, 2016. "Time–frequency characterization of the U.S. financial cycle," Economics Letters, Elsevier, vol. 144(C), pages 75-79.
  4. Fabio Verona & Maik Wolters, 2014. "Sticky Information Models in Dynare," Computational Economics, Springer;Society for Computational Economics, vol. 43(3), pages 357-370, March.
  5. Fabio Verona, 2014. "Investment Dynamics with Information Costs," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(8), pages 1627-1656, December.
  6. Verona, Fabio, 2014. "Pervasive inattentiveness," Economics Letters, Elsevier, vol. 125(2), pages 287-290.
  7. 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.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. 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.

    Mentioned in:

    1. Monetary policy shocks in a DSGE model with a shadow banking system
      by Christian Zimmermann in NEP-DGE blog on 2011-02-21 09:53:54

Working papers

  1. 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.

    Cited by:

    1. 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.
    2. 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.
    3. Faria, Gonçalo & Verona, Fabio, 2018. "The equity risk premium and the low frequency of the term spread," Research Discussion Papers 7/2018, Bank of Finland.

  2. 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.

    Cited by:

    1. Hudgins, David & Crowley, Patrick M., 2017. "Modelling a small open economy using a wavelet-based control model," Research Discussion Papers 32/2017, Bank of Finland.
    2. Voutilainen, Ville, 2017. "Wavelet decomposition of the financial cycle : An early warning system for financial tsunamis," Research Discussion Papers 11/2017, Bank of Finland.
    3. Silvo, Aino, 2017. "House prices, lending standards, and the macroeconomy," Research Discussion Papers 4/2017, Bank of Finland.

  3. Kilponen, Juha & Verona, Fabio, 2016. "Testing the Q theory of investment in the frequency domain," Research Discussion Papers 32/2016, Bank of Finland.

    Cited by:

    1. 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.
    2. Sinem Celik Girgin & Thanasis Karlis & Hong-Oanh Nguyen, 2018. "A Critical Review of the Literature on Firm-Level Theories on Ship Investment," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 6(1), pages 1-19, January.
    3. Verona, Fabio, 2017. "Q, investment, and the financial cycle," Research Discussion Papers 26/2017, Bank of Finland.

  4. Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio, 2016. "The Aino 2.0 model," Research Discussion Papers 16/2016, Bank of Finland.

    Cited by:

    1. Albonico, Alice & Calès, Ludovic & Cardani, Roberta & Croitorov, Olga & Ferroni, Filippo & Giovannini, Massimo & Hohberger, Stefan & Pataracchia, Beatrice & Pericoli, Filippo & Raciborski, Rafal & Rat, 2017. "The Global Multi-Country Model (GM): an Estimated DSGE Model for the Euro Area Countries," Working Papers 2017-10, Joint Research Centre, European Commission (Ispra site).

  5. 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.

    Cited by:

    1. Hudgins, David & Crowley, Patrick M., 2017. "Modelling a small open economy using a wavelet-based control model," Research Discussion Papers 32/2017, Bank of Finland.
    2. Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2015. "Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113143, Verein für Socialpolitik / German Economic Association.
    3. Kunovac, Davor & Mandler, Martin & Scharnagl, Michael, 2018. "Financial cycles in euro area economies: A cross-country perspective," Discussion Papers 04/2018, Deutsche Bundesbank.
    4. 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.
    5. Schüler, Yves S., 2018. "On the cyclical properties of Hamilton's regression filter," Discussion Papers 03/2018, Deutsche Bundesbank.
    6. Schüler, Yves S. & Hiebert, Paul H. & Peltonen, Tuomas A., 2017. "Coherent financial cycles for G-7 countries: Why extending credit can be an asset," ESRB Working Paper Series 43, European Systemic Risk Board.
    7. Voutilainen, Ville, 2017. "Wavelet decomposition of the financial cycle : An early warning system for financial tsunamis," Research Discussion Papers 11/2017, Bank of Finland.
    8. Schüler, Yves S., 2018. "Detrending and financial cycle facts across G7 countries: mind a spurious medium term!," Working Paper Series 2138, European Central Bank.

  6. 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.

    Cited by:

    1. Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015. "Taming macroeconomic instability: Monetary and macro prudential policy interactions in an agent-based model," Sciences Po publications 2015-32, Sciences Po.
    2. Phuc Huynh & Trang Nguyen & Thanh Duong & Duc Pham, 2017. "Leaning against the Wind Policies on Vietnam’s Economy with DSGE Model," Economies, MDPI, Open Access Journal, vol. 5(1), pages 1-18, January.
    3. Krug, Sebastian, 2018. "The interaction between monetary and macroprudential policy: Should central banks 'lean against the wind' to foster macro-financial stability?," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 12, pages 1-69.
    4. Krug, Sebastian, 2017. "The interaction between monetary and macroprudential policy: Should central banks "lean against the wind" to foster macro-financial stability?," Economics Discussion Papers 2017-85, Kiel Institute for the World Economy (IfW).
    5. Crowley, Patrick & Hughes Hallett, Andrew, 2014. "Volatility transfers between cycles: A theory of why the "great moderation" was more mirage than moderation," Research Discussion Papers 23/2014, Bank of Finland.

  7. Verona, Fabio & Martins, Manuel M. F. & Drumond, Inês, 2014. "Financial shocks, financial stability, and optimal Taylor rules," Research Discussion Papers 21/2014, Bank of Finland.

    Cited by:

    1. Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015. "Taming macroeconomic instability: Monetary and macro prudential policy interactions in an agent-based model," Sciences Po publications 2015-32, Sciences Po.
    2. Karwowski, Mariusz, 2016. "The risk in using financial reports in the study of airline business models," Journal of Air Transport Management, Elsevier, vol. 55(C), pages 185-192.
    3. Phuc Huynh & Trang Nguyen & Thanh Duong & Duc Pham, 2017. "Leaning against the Wind Policies on Vietnam’s Economy with DSGE Model," Economies, MDPI, Open Access Journal, vol. 5(1), pages 1-18, January.
    4. Cetorelli, Nicola & Goldberg, Linda S., 2016. "Organizational complexity and balance sheet management in global banks," Staff Reports 772, Federal Reserve Bank of New York.

  8. Verona, Fabio, 2013. "Investment dynamics with information costs," Research Discussion Papers 18/2013, Bank of Finland.

    Cited by:

    1. Verona, Fabio, 2014. "Pervasive inattentiveness," Economics Letters, Elsevier, vol. 125(2), pages 287-290.
    2. Bellalah, Mondher & Bradford, Marc & Zhang, Detao, 2016. "A general theory of corporate international investment under incomplete information, short sales and taxes," Economic Modelling, Elsevier, vol. 58(C), pages 615-626.
    3. 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.
    4. Fabio Verona, 2011. "Lumpy investment in sticky information general equilibrium," CEF.UP Working Papers 1102, Universidade do Porto, Faculdade de Economia do Porto.
    5. Zorn, Peter, 2016. "Investment under Rational Inattention: Evidence from US Sectoral Data," Annual Conference 2016 (Augsburg): Demographic Change 145572, Verein für Socialpolitik / German Economic Association.
    6. Mondher bellalah, 2018. "Pricing derivatives in the presence of shadow costs of incomplete information and short sales," Annals of Operations Research, Springer, vol. 262(2), pages 389-411, March.
    7. Mondher Bellalah, 2018. "On information costs, short sales and the pricing of extendible options, steps and Parisian options," Annals of Operations Research, Springer, vol. 262(2), pages 361-387, March.
    8. Bellalah, Mondher, 2016. "Shadow costs of incomplete information and short sales in the valuation of the firm and its assets," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 406-419.
    9. Bellalah, Mondher & Zhang, Detao, 2017. "A model for international capital markets closure in an economy with incomplete markets and short sales," Economic Modelling, Elsevier, vol. 67(C), pages 316-324.
    10. Crowley, Patrick M. & Garcia, Enrique & Quah Chee-Heong, 2013. "Is Europe growing together or growing apart?," Research Discussion Papers 33/2013, Bank of Finland.

  9. Verona, Fabio & Wolters, Maik H., 2012. "Sticky Information Models in Dynare," Dynare Working Papers 11, CEPREMAP, revised Apr 2013.

    Cited by:

    1. Verona, Fabio, 2014. "Pervasive inattentiveness," Economics Letters, Elsevier, vol. 125(2), pages 287-290.
    2. Chattopadhyay, Siddhartha & Agrawal, Manasi, 2015. "An Algorithm for Solving Simple Sticky Information New Keynesian DSGE Model," MPRA Paper 66074, University Library of Munich, Germany.
    3. Eijffinger, S.C.W. & Grajales Olarte, A. & Uras, R.B., 2015. "Heterogeneity in Wage Setting Behavior in a New-Keynesian Model," Discussion Paper 2015-024, Tilburg University, Center for Economic Research.
    4. Michael Kiley, 2014. "Policy Paradoxes in the New-Keynesian Model," 2014 Meeting Papers 1065, Society for Economic Dynamics.
    5. Fabio Verona, 2011. "Lumpy investment in sticky information general equilibrium," CEF.UP Working Papers 1102, Universidade do Porto, Faculdade de Economia do Porto.
    6. Crowley, Patrick M. & Garcia, Enrique & Quah Chee-Heong, 2013. "Is Europe growing together or growing apart?," Research Discussion Papers 33/2013, Bank of Finland.

  10. Verona, Fabio & Martins, Manuel M. F. & Drumond, Inês, 2012. "(Un)anticipated monetary policy in a DSGE model with a shadow banking system," IMFS Working Paper Series 56, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).

    Cited by:

    1. Philipp Kirchner & Benjamin Schwanebeck, 2017. "Optimal Unconventional Monetary Policy in the Face of Shadow Banking," MAGKS Papers on Economics 201725, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    2. Burgert, Matthias & Schmidt, Sebastian, 2013. "Dealing with a liquidity trap when government debt matters: optimal time-consistent monetary and fiscal policy," Working Paper Series 1622, European Central Bank.
    3. Krug, Sebastian & Wohltmann, Hans-Werner, 2016. "Shadow banking, financial regulation and animal spirits: An ACE approach," Economics Working Papers 2016-08, Christian-Albrechts-University of Kiel, Department of Economics.
    4. 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.
    5. Fève, Patrick & Pierrard, Olivier, 2017. "Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective," TSE Working Papers 17-829, Toulouse School of Economics (TSE).
    6. John Cogan & John Taylor & Volker Wieland & Maik Wolters, 2013. "Fiscal Consolidation Strategy: An Update for the Budget Reform Proposal of March 2013," Discussion Papers 12-033, Stanford Institute for Economic Policy Research.
    7. Valentin Jouvanceau, 2016. "The Portfolio Rebalancing Channel of Quantitative Easing," Working Papers 1625, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    8. Michael Funke & Petar Mihaylovski & Haibin Zhu, 2015. "Monetary Policy Transmission in China: A DSGE Model with Parallel Shadow Banking and Interest Rate Control," Working Papers 122015, Hong Kong Institute for Monetary Research.
    9. Hélène Desgagnés, 2017. "The Rise of Non-Regulated Financial Intermediaries in the Housing Sector and its Macroeconomic Implications," Staff Working Papers 17-36, Bank of Canada.
    10. Liu, Chunping & Ou, Zhirong, 2017. "What determines China's housing price dynamics? New evidence from a DSGE-VAR," Cardiff Economics Working Papers E2017/4, Cardiff University, Cardiff Business School, Economics Section.
    11. Chang, Chun & Liu, Zheng & Spiegel, Mark M. & Zhang, Jingyi, 2016. "Reserve Requirements and Optimal Chinese Stabilization Policy," Working Paper Series 2016-10, Federal Reserve Bank of San Francisco.
    12. 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.
    13. Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio, 2016. "The Aino 2.0 model," Research Discussion Papers 16/2016, Bank of Finland.
    14. Wieland, Volker & Wolters, Maik, 2014. "Is there a threat of self-reinforcing deflation in the Euro area? A view through the lens of the Phillips curve," IMFS Working Paper Series 81, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    15. Valentin Jouvanceau, 2016. "The Portfolio Rebalancing Channel of Quantitative Easing," Working Papers halshs-01349870, HAL.
    16. Kenichi Tamegawa, 2014. "A closed-form analysis of anticipated monetary policy," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 15(2), pages 155-161.
    17. Federico Lubello & Abdelaziz Rouabah, 2017. "Capturing macroprudential regulation effectiveness: A DSGE approach with shadow intermediaries," BCL working papers 114, Central Bank of Luxembourg.
    18. Falk Mazelis, 2014. "Monetary Policy Effects on Financial Intermediation via the Regulated and the Shadow Banking Systems," SFB 649 Discussion Papers SFB649DP2014-056, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    19. 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.
    20. Mazelis, Falk, 2016. "The Role of Shadow Banking in the Monetary Transmission Mechanism and the Business Cycle," Annual Conference 2016 (Augsburg): Demographic Change 145763, Verein für Socialpolitik / German Economic Association.
    21. Crowley, Patrick M. & Garcia, Enrique & Quah Chee-Heong, 2013. "Is Europe growing together or growing apart?," Research Discussion Papers 33/2013, Bank of Finland.

  11. Fabio Verona, 2011. "Lumpy investment in sticky information general equilibrium," CEF.UP Working Papers 1102, Universidade do Porto, Faculdade de Economia do Porto.

    Cited by:

    1. Verona, Fabio, 2014. "Pervasive inattentiveness," Economics Letters, Elsevier, vol. 125(2), pages 287-290.
    2. Burgert, Matthias & Schmidt, Sebastian, 2013. "Dealing with a liquidity trap when government debt matters: optimal time-consistent monetary and fiscal policy," Working Paper Series 1622, European Central Bank.
    3. Verona, Fabio, 2013. "Investment dynamics with information costs," Research Discussion Papers 18/2013, Bank of Finland.
    4. John Cogan & John Taylor & Volker Wieland & Maik Wolters, 2013. "Fiscal Consolidation Strategy: An Update for the Budget Reform Proposal of March 2013," Discussion Papers 12-033, Stanford Institute for Economic Policy Research.
    5. Verona, Fabio & Wolters, Maik H., 2013. "Sticky information models in Dynare," Economics Working Papers 2013-02, Christian-Albrechts-University of Kiel, Department of Economics.
    6. Fabio Verona, 2011. "Lumpy investment in sticky information general equilibrium," CEF.UP Working Papers 1102, Universidade do Porto, Faculdade de Economia do Porto.
    7. Wieland, Volker & Wolters, Maik, 2014. "Is there a threat of self-reinforcing deflation in the Euro area? A view through the lens of the Phillips curve," IMFS Working Paper Series 81, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).

Articles

  1. 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.
    See citations under working paper version above.
  2. 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.
    See citations under working paper version above.
  3. Verona, Fabio, 2016. "Time–frequency characterization of the U.S. financial cycle," Economics Letters, Elsevier, vol. 144(C), pages 75-79.
    See citations under working paper version above.
  4. Fabio Verona & Maik Wolters, 2014. "Sticky Information Models in Dynare," Computational Economics, Springer;Society for Computational Economics, vol. 43(3), pages 357-370, March.
    See citations under working paper version above.
  5. Fabio Verona, 2014. "Investment Dynamics with Information Costs," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(8), pages 1627-1656, December.
    See citations under working paper version above.
  6. Verona, Fabio, 2014. "Pervasive inattentiveness," Economics Letters, Elsevier, vol. 125(2), pages 287-290.

    Cited by:

    1. Carlstrom, Charles & Fuerst, Timothy & Paustian, Matthias, 2012. "Inflation and output in New Keynesian models with a transient interest rate peg," Bank of England working papers 459, Bank of England.

  7. 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.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  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 (14) 2007-10-13 2011-02-19 2011-06-18 2013-05-05 2013-10-11 2013-10-11 2014-11-12 2016-06-04 2016-06-04 2016-06-18 2017-01-22 2017-03-26 2017-04-09 2017-09-17. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (7) 2011-02-19 2012-09-30 2013-04-27 2013-05-22 2014-08-20 2016-06-18 2017-04-09. Author is listed
  3. NEP-FOR: Forecasting (5) 2016-11-13 2016-12-04 2016-12-18 2017-01-22 2018-04-09. Author is listed
  4. NEP-CMP: Computational Economics (3) 2007-10-13 2012-09-30 2016-06-18
  5. NEP-ETS: Econometric Time Series (3) 2016-11-13 2016-12-04 2016-12-18
  6. NEP-ORE: Operations Research (3) 2016-11-13 2016-12-04 2018-04-09
  7. NEP-BAN: Banking (2) 2011-02-19 2014-08-20
  8. NEP-CBA: Central Banking (2) 2011-02-19 2014-08-20
  9. NEP-FMK: Financial Markets (2) 2016-12-04 2018-04-09
  10. NEP-MON: Monetary Economics (2) 2011-02-19 2014-08-20
  11. NEP-UPT: Utility Models & Prospect Theory (2) 2016-12-18 2017-01-22
  12. NEP-BEC: Business Economics (1) 2013-10-11
  13. NEP-CIS: Confederation of Independent States (1) 2011-02-19
  14. NEP-FDG: Financial Development & Growth (1) 2016-06-04
  15. NEP-HPE: History & Philosophy of Economics (1) 2007-10-13
  16. NEP-MIC: Microeconomics (1) 2011-02-19

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