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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
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. Martins, Manuel M. F. & Verona, Fabio, 2021. "Inflation dynamics and forecast : frequency matters," Research Discussion Papers 8/2021, Bank of Finland.
  2. 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.
  3. Martins, Manuel M. F. & Verona, Fabio, 2020. "Forecasting inflation with the New Keynesian Phillips curve : Frequency matters," Research Discussion Papers 4/2020, Bank of Finland.
  4. Faria, Gonçalo & Verona, Fabio, 2020. "Time-frequency forecast of the equity premium," Research Discussion Papers 6/2020, Bank of Finland.
  5. Faria, Gonçalo & Verona, Fabio, 2020. "Frequency-domain information for active portfolio management," Research Discussion Papers 2/2020, Bank of Finland.
  6. Silvo, Aino & Verona, Fabio, 2020. "The Aino 3.0 model," Research Discussion Papers 9/2020, Bank of Finland.
  7. Lubik, Thomas A. & Matthes, Christian & Verona, Fabio, 2019. "Assessing U.S. aggregate fluctuations across time and frequencies," Research Discussion Papers 5/2019, Bank of Finland.
  8. 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.
  9. Verona, Fabio, 2017. "Q, investment, and the financial cycle," Research Discussion Papers 26/2017, Bank of Finland.
  10. 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.
  11. 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.
  12. Kilponen, Juha & Verona, Fabio, 2016. "Testing the Q theory of investment in the frequency domain," Research Discussion Papers 32/2016, Bank of Finland.
  13. Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio, 2016. "The Aino 2.0 model," Research Discussion Papers 16/2016, Bank of Finland.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. Verona, Fabio, 2013. "Investment dynamics with information costs," Research Discussion Papers 18/2013, Bank of Finland.
  19. Verona, Fabio & Wolters, Maik H., 2012. "Sticky Information Models in Dynare," Dynare Working Papers 11, CEPREMAP, revised Apr 2013.
  20. 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).
  21. 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.
  22. Fabio Verona, 2011. "Lumpy investment in sticky information general equilibrium," CEF.UP Working Papers 1102, Universidade do Porto, Faculdade de Economia do Porto.
  23. 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, 2021. "Bond vs. bank finance and the Great Recession," Finance Research Letters, Elsevier, vol. 39(C).
  2. Gonçalo Faria & Fabio Verona, 2021. "Time-frequency forecast of the equity premium," Quantitative Finance, Taylor & Francis Journals, vol. 21(12), pages 2119-2135, December.
  3. Faria, Gonçalo & Verona, Fabio, 2020. "The yield curve and the stock market: Mind the long run," Journal of Financial Markets, Elsevier, vol. 50(C).
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. Verona, Fabio, 2016. "Time–frequency characterization of the U.S. financial cycle," Economics Letters, Elsevier, vol. 144(C), pages 75-79.
  9. Fabio Verona & Maik Wolters, 2014. "Sticky Information Models in Dynare," Computational Economics, Springer;Society for Computational Economics, vol. 43(3), pages 357-370, March.
  10. Fabio Verona, 2014. "Investment Dynamics with Information Costs," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(8), pages 1627-1656, December.
  11. Verona, Fabio, 2014. "Pervasive inattentiveness," Economics Letters, Elsevier, vol. 125(2), pages 287-290.
  12. 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. Faria, Gonçalo & Verona, Fabio, 2020. "Time-frequency forecast of the equity premium," Research Discussion Papers 6/2020, Bank of Finland.

    Cited by:

    1. Giri, Federico, 2022. "The relationship between headline, core, and energy inflation: A wavelet investigation," Economics Letters, Elsevier, vol. 210(C).

  2. Lubik, Thomas A. & Matthes, Christian & Verona, Fabio, 2019. "Assessing U.S. aggregate fluctuations across time and frequencies," Research Discussion Papers 5/2019, Bank of Finland.

    Cited by:

    1. Hwang, Sun Ho & Kim, Yun Jung, 2021. "International output synchronization at different frequencies," Economic Modelling, Elsevier, vol. 104(C).

  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.

    Cited by:

    1. Anwen Yin, 2022. "Does the kitchen‐sink model work forecasting the equity premium?," International Review of Finance, International Review of Finance Ltd., vol. 22(1), pages 223-247, March.
    2. Kuntz, Laura-Chloé, 2020. "Beta dispersion and market timing," Journal of Empirical Finance, Elsevier, vol. 59(C), pages 235-256.
    3. Faria, Gonçalo & Verona, Fabio, 2020. "The yield curve and the stock market: Mind the long run," Journal of Financial Markets, Elsevier, vol. 50(C).
    4. Robert Czudaj, 2019. "Crude oil futures trading and uncertainty," Chemnitz Economic Papers 027, Department of Economics, Chemnitz University of Technology, revised Jan 2019.
    5. Kinkyo, Takuji, 2020. "Volatility interdependence on foreign exchange markets: The contribution of cross-rates," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    6. Martins, Manuel M. F. & Verona, Fabio, 2021. "Inflation dynamics and forecast : frequency matters," Research Discussion Papers 8/2021, Bank of Finland.
    7. Yi, Yongsheng & Ma, Feng & Zhang, Yaojie & Huang, Dengshi, 2019. "Forecasting stock returns with cycle-decomposed predictors," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 250-261.
    8. Takuji Kinkyo, 2022. "Hedging capabilities of Bitcoin for Asian currencies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1769-1784, April.
    9. 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.
    10. Manuel Monge & Luis A. Gil-Alana, 2020. "The Lithium Industry and Analysis of the Beta Term Structure of Oil Companies," Risks, MDPI, vol. 8(4), pages 1-17, December.
    11. Donghua Wang & Tianhui Fang, 2022. "Forecasting Crude Oil Prices with a WT-FNN Model," Energies, MDPI, vol. 15(6), pages 1-21, March.
    12. Yin, Anwen, 2020. "Equity premium prediction and optimal portfolio decision with Bagging," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    13. 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.
    14. Berger, Theo & Czudaj, Robert L., 2020. "Commodity futures and a wavelet-based risk assessment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 554(C).
    15. 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.
    16. Lin, Boqiang & Su, Tong, 2021. "Do China's macro-financial factors determine the Shanghai crude oil futures market?," International Review of Financial Analysis, Elsevier, vol. 78(C).
    17. Bouri, Elie & Lucey, Brian & Roubaud, David, 2020. "The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages," Finance Research Letters, Elsevier, vol. 33(C).
    18. Kinkyo, Takuji, 2020. "Growing influences of the Chinese renminbi on Asian exchange rates: Evidence from a wavelet analysis of dynamic spillovers," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    19. Kinkyo, Takuji, 2022. "The intermediating role of the Chinese renminbi in Asian currency markets: Evidence from partial wavelet coherence," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    20. Syed Jawad Hussain Shahzad & Elie Bouri & Jose Arreola-Hernandez & David Roubaud & Stelios Bekiros, 2019. "Spillover across Eurozone credit market sectors and determinants," Applied Economics, Taylor & Francis Journals, vol. 51(59), pages 6333-6349, December.
    21. Gonçalo Faria & Fabio Verona, 2021. "Time-frequency forecast of the equity premium," Quantitative Finance, Taylor & Francis Journals, vol. 21(12), pages 2119-2135, December.
    22. Zhang, Yaojie & Ma, Feng & Wang, Yudong, 2019. "Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?," Journal of Empirical Finance, Elsevier, vol. 54(C), pages 97-117.
    23. 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.
    24. Dai, Zhifeng & Zhu, Huan, 2021. "Indicator selection and stock return predictability," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
    25. Risse, Marian, 2019. "Combining wavelet decomposition with machine learning to forecast gold returns," International Journal of Forecasting, Elsevier, vol. 35(2), pages 601-615.
    26. Kuntz, Laura-Chloé, 2020. "Beta dispersion and market timing," Discussion Papers 46/2020, Deutsche Bundesbank.
    27. Zhifeng Dai & Huiting Zhou, 2020. "Prediction of Stock Returns: Sum-of-the-Parts Method and Economic Constraint Method," Sustainability, MDPI, vol. 12(2), pages 1-13, January.
    28. Lei Xu & Takuji Kinkyo & Shigeyuki Hamori, 2018. "Predicting Currency Crises: A Novel Approach Combining Random Forests and Wavelet Transform," JRFM, MDPI, vol. 11(4), pages 1-11, December.
    29. Dai, Zhifeng & Kang, Jie & Wen, Fenghua, 2021. "Predicting stock returns: A risk measurement perspective," International Review of Financial Analysis, Elsevier, vol. 74(C).
    30. Dai, Zhifeng & Zhu, Huan & Kang, Jie, 2021. "New technical indicators and stock returns predictability," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 127-142.

  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.

    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. 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.
    3. Faria, Gonçalo & Verona, Fabio, 2020. "Frequency-domain information for active portfolio management," Research Discussion Papers 2/2020, Bank of Finland.
    4. Caio Vigo Pereira, 2020. "Portfolio Efficiency with High-Dimensional Data as Conditioning Information," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202015, University of Kansas, Department of Economics, revised Sep 2020.
    5. Voutilainen, Ville, 2017. "Wavelet decomposition of the financial cycle : An early warning system for financial tsunamis," Research Discussion Papers 11/2017, Bank of Finland.
    6. Risse, Marian, 2019. "Combining wavelet decomposition with machine learning to forecast gold returns," International Journal of Forecasting, Elsevier, vol. 35(2), pages 601-615.
    7. Silvo, Aino, 2017. "House prices, lending standards, and the macroeconomy," Research Discussion Papers 4/2017, Bank of Finland.

  5. 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. Faria, Gonçalo & Verona, Fabio, 2016. "Forecasting stock market returns by summing the frequency-decomposed parts," Research Discussion Papers 29/2016, Bank of Finland.
    2. Faria, Gonçalo & Verona, Fabio, 2020. "The yield curve and the stock market: Mind the long run," Journal of Financial Markets, Elsevier, vol. 50(C).
    3. 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.
    4. 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.
    5. Sinem Celik Girgin & Thanasis Karlis & Hong-Oanh Nguyen, 2018. "A Critical Review of the Literature on Firm-Level Theories on Ship Investment," IJFS, MDPI, vol. 6(1), pages 1-19, January.
    6. Verona, Fabio, 2017. "Q, investment, and the financial cycle," Research Discussion Papers 26/2017, 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.

    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.
    2. Varthalitis, Petros, 2019. "FIR-GEM: A SOE-DSGE Model for fiscal policy analysis in Ireland," MPRA Paper 93059, University Library of Munich, Germany.
    3. Fornaro, Paolo & Luomaranta, Henri, 2018. "Aggregate fluctuations and the effect of large corporations: Evidence from Finnish monthly data," Economic Modelling, Elsevier, vol. 70(C), pages 245-258.
    4. Bańbura, Marta & Albani, Maria & Ambrocio, Gene & Bursian, Dirk & Buss, Ginters & de Winter, Jasper & Gavura, Miroslav & Giordano, Claire & Júlio, Paulo & Le Roux, Julien & Lozej, Matija & Malthe-Thag, 2018. "Business investment in EU countries," Occasional Paper Series 215, European Central Bank.

  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.

    Cited by:

    1. Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2018. "Estimating the Taylor Rule in the Time-Frequency Domain," NIPE Working Papers 04/2018, NIPE - Universidade do Minho.
    2. 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.
    3. Potjagailo, Galina & Wolters, Maik H., 2019. "Global financial cycles since 1880," IMFS Working Paper Series 132, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    4. Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2015. "Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113143, Verein für Socialpolitik / German Economic Association.
    5. Guido Bulligan & Lorenzo Burlon & Davide Delle Monache & Andrea Silvestrini, 2017. "Real and financial cycles: estimates using unobserved component models for the Italian economy," Questioni di Economia e Finanza (Occasional Papers) 382, Bank of Italy, Economic Research and International Relations Area.
    6. Crowley, Patrick M. & Hudgins, David, 2019. "U.S. Macroeconomic Policy Evaluation in an Open Economy Context using Wavelet Decomposed Optimal Control Methods," Research Discussion Papers 11/2019, Bank of Finland.
    7. Yan, Chuanpeng & Huang, Kevin X.D., 2020. "Financial cycle and business cycle: An empirical analysis based on the data from the U.S," Economic Modelling, Elsevier, vol. 93(C), pages 693-701.
    8. Svatopluk Kapounek & Zuzana Kucerova, 2018. "Historical Decoupling in the EU: Evidence from Time-Frequency Analysis," MENDELU Working Papers in Business and Economics 2018-75, Mendel University in Brno, Faculty of Business and Economics.
    9. Davor Kunovac & Martin Mandler & Michael Scharnagl, 2018. "Financial cycles in euro area economies: a cross-country perspective," Working Papers 55, The Croatian National Bank, Croatia.
    10. Schüler, Yves S. & Hiebert, Paul P. & Peltonen, Tuomas A., 2020. "Financial cycles: Characterisation and real-time measurement," Journal of International Money and Finance, Elsevier, vol. 100(C).
    11. Gallegati, Marco & Giri, Federico & Palestrini, Antonio, 2019. "DSGE model with financial frictions over subsets of business cycle frequencies," Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 152-163.
    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. Schüler, Yves S., 2018. "On the cyclical properties of Hamilton's regression filter," Discussion Papers 03/2018, Deutsche Bundesbank.
    14. Schüler, Yves S. & Peltonen, Tuomas A. & Hiebert, Paul, 2017. "Coherent financial cycles for G-7 countries: Why extending credit can be an asset," ESRB Working Paper Series 43, European Systemic Risk Board.
    15. Kauko, Karlo & Tölö, Eero, 2019. "Banking crisis prediction with differenced relative credit," BoF Economics Review 4/2019, Bank of Finland.
    16. Kauko, Karlo & Tölö, Eero, 2019. "On the long-run calibration of the credit-to-GDP gap as a banking crisis predictor," Research Discussion Papers 6/2019, Bank of Finland.
    17. Voutilainen, Ville, 2017. "Wavelet decomposition of the financial cycle : An early warning system for financial tsunamis," Research Discussion Papers 11/2017, Bank of Finland.
    18. Rachida Hennani & John Theal, 2019. "Characterizing the Luxembourg financial cycle: Alternatives to statistical filters," BCL working papers 133, Central Bank of Luxembourg.
    19. Schüler, Yves S., 2018. "Detrending and financial cycle facts across G7 countries: mind a spurious medium term!," Working Paper Series 2138, European Central Bank.
    20. Patrick M. Crowley & Andrew Hughes Hallett, 2021. "The Evolution of US and UK Real GDP Components in the Time-Frequency Domain: A Continuous Wavelet Analysis," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(3), pages 233-261, December.
    21. Hiebert, Paul & Jaccard, Ivan & Schüler, Yves, 2018. "Contrasting financial and business cycles: Stylized facts and candidate explanations," Journal of Financial Stability, Elsevier, vol. 38(C), pages 72-80.
    22. Mandler, Martin & Scharnagl, Michael, 2019. "Financial cycles across G7 economies: A view from wavelet analysis," Discussion Papers 22/2019, Deutsche Bundesbank.

  8. 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. Francesco Lamperti & Antoine Mandel & Mauro Napoletano & Alessandro Sapio & Andrea Roventini & Tomas Balint & Igor Khorenzhenko, 2017. "Taming macroeconomic instability," Post-Print hal-03399574, HAL.
    3. Phuc Huynh & Trang Nguyen & Thanh Duong & Duc Pham, 2017. "Leaning against the Wind Policies on Vietnam’s Economy with DSGE Model," Economies, MDPI, vol. 5(1), pages 1-18, January.
    4. Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2019. "Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market," Sciences Po publications 14, Sciences Po.
    5. Brancaccio, Emiliano & Califano, Andrea & Lopreite, Milena & Moneta, Alessio, 2020. "Nonperforming loans and competing rules of monetary policy: A statistical identification approach," Structural Change and Economic Dynamics, Elsevier, vol. 53(C), pages 127-136.
    6. 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 (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-69.
    7. 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 Kiel).
    8. 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.

  9. 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. Melchisedek Joslem Ngambou Djatche, 2021. "Monetary policy, prudential policy and bank's risk-taking: a literature review," Post-Print halshs-03419263, HAL.
    2. Kozlovtceva, Irina & Ponomarenko, Alexey & Sinyakov, Andrey & Tatarintsev, Stas, 2020. "A case for leaning against the wind in a commodity-exporting economy," International Economics, Elsevier, vol. 164(C), pages 86-114.
    3. 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.
    4. 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.
    5. Phuc Huynh & Trang Nguyen & Thanh Duong & Duc Pham, 2017. "Leaning against the Wind Policies on Vietnam’s Economy with DSGE Model," Economies, MDPI, vol. 5(1), pages 1-18, January.
    6. Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2019. "Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market," Sciences Po publications 14, Sciences Po.
    7. Irina Kozlovtceva & Alexey Ponomarenko & Andrey Sinyakov & Stas Tatarintsev, 2019. "Financial Stability Implications of Policy Mix in a Small Open Commodity-Exporting Economy," Bank of Russia Working Paper Series wps42, Bank of Russia.
    8. Nicola Cetorelli & Linda S. Goldberg, 2016. "Organizational complexity and balance sheet management in global banks," Staff Reports 772, Federal Reserve Bank of New York.
    9. Guangling Liu & Thabang Molise, 2020. "The Optimal Monetary and Macroprudential Policies for the South African Economy," South African Journal of Economics, Economic Society of South Africa, vol. 88(3), pages 368-404, September.
    10. Jelena Zivanovic, 2021. "An Optimal Macroprudential Policy Mix for Segmented Credit Markets," Staff Working Papers 21-31, Bank of Canada.
    11. Petre Caraiani & Adrian Cantemir Călin, 2020. "Housing markets, monetary policy, and the international co‐movement of housing bubbles," Review of International Economics, Wiley Blackwell, vol. 28(2), pages 365-375, May.
    12. Grégory Levieuge, 2018. "La politique monétaire doit-elle être utilisée à des fins de stabilité financière ?," Revue française d'économie, Presses de Sciences-Po, vol. 0(3), pages 63-104.
    13. Fang‐Shuo Chang & Shiu‐Sheng Chen & Po‐Yuan Wang, 2020. "Politics and the UK's monetary policy," Scottish Journal of Political Economy, Scottish Economic Society, vol. 67(5), pages 486-522, November.
    14. Carla Soares & Nikolay Iskrev & Rita Fradique Lourenço, 2021. "Indicators of monetary policy stance and financial conditions: an overview," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    15. Kantur, Zeynep & Özcan, Gülserim, 2019. "Optimal Policy Implications of Financial Uncertainty," MPRA Paper 95920, University Library of Munich, Germany.
    16. Nückles, Marc, 2020. "Interest rate policy and interbank market breakdown," Economic Modelling, Elsevier, vol. 91(C), pages 779-789.

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

    Cited by:

    1. Isaac Baley & Andrés Blanco, 2022. "The long-run effects of corporate tax reforms," Economics Working Papers 1813, Department of Economics and Business, Universitat Pompeu Fabra.
    2. Verona, Fabio, 2014. "Pervasive inattentiveness," Economics Letters, Elsevier, vol. 125(2), pages 287-290.
    3. 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.
    4. Mondher Bellalah & Detao Zhang, 2019. "An intertemporal capital asset pricing model under incomplete information and short sales," Annals of Operations Research, Springer, vol. 281(1), pages 143-159, October.
    5. Isaac Baley & Andrés Blanco, 2019. "Aggregate Dynamics in Lumpy Economies," Working Papers 1116, Barcelona Graduate School of Economics.
    6. 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.
    7. Fabio Verona, 2011. "Lumpy investment in sticky information general equilibrium," CEF.UP Working Papers 1102, Universidade do Porto, Faculdade de Economia do Porto.
    8. Peter Zorn, 2019. "Investment under Rational Inattention: Evidence from US Sectoral Data," 2019 Meeting Papers 577, Society for Economic Dynamics.
    9. 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.
    10. 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.
    11. Dionisis Th Philippas & Catalin Dragomirescu-Gaina & Stéphane Goutte & Duc Khuong Nguyen, 2021. "Investors’ attention and information losses under market stress," Post-Print hal-03434918, HAL.
    12. 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.
    13. 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.
    14. 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. 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.

  12. 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. Roland Meeks & Benjamin Nelson & Piergiorgio Alessandri, 2013. "Shadow banks and macroeconomic instability," CAMA Working Papers 2013-78, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    5. 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.
    6. Patrick Fève & Alban Moura & Olivier Pierrard, 2019. "Shadow banking and the Great Recession: Evidence from an estimated DSGE model," BCL working papers 125, Central Bank of Luxembourg.
    7. Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2017. "Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective," TSE Working Papers 17-829, Toulouse School of Economics (TSE), revised Aug 2018.
    8. 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.
    9. 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.
    10. Cappiello, Lorenzo & Holm-Hadulla, Fédéric & Maddaloni, Angela & Mayordomo, Sergio & Unger, Robert & Arts, Laura & Meme, Nicolas & Asimakopoulos, Ioannis & Migiakis, Petros & Behrens, Caterina & Moura, 2021. "Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities," Occasional Paper Series 270, European Central Bank.
    11. Gebauer, Stefan & Mazelis, Falk, 2020. "Macroprudential regulation and leakage to the shadow banking sector," Working Paper Series 2406, European Central Bank.
    12. Chunping Liu & Zhirong Ou, 2021. "What determines China's housing price dynamics? New evidence from a DSGE‐VAR," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3269-3305, July.
    13. 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.
    14. Gebauer Stefan, 2021. "Welfare-Based Optimal Macroprudential Policy with Shadow Banks," Working papers 817, Banque de France.
    15. Garcia-Barragan, Fernando & Liu, Guangling, 2021. "Great recession, exports crunch, and China's fiscal stimulus in a global zero lower bound environment," Journal of Asian Economics, Elsevier, vol. 75(C).
    16. 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.
    17. Philipp Kirchner, 2020. "On shadow banking and fiÂ…nancial frictions in DSGE modeling," MAGKS Papers on Economics 202019, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    18. Chun Chang & Zheng Liu & Mark M. Spiegel & Jingyi Zhang, 2016. "Reserve Requirements and Optimal Chinese Stabilization Policy," Working Paper Series 2016-10, Federal Reserve Bank of San Francisco.
    19. Silvo, Aino & Verona, Fabio, 2020. "The Aino 3.0 model," Research Discussion Papers 9/2020, Bank of Finland.
    20. 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.
    21. Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio, 2016. "The Aino 2.0 model," Research Discussion Papers 16/2016, Bank of Finland.
    22. 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).
    23. Chunping Liu & Zhirong Ou, 2017. "What determines China's housing price dynamics? New evidence from a DSGE-VAR," NBS Discussion Papers in Economics 2017/04, Economics, Nottingham Business School, Nottingham Trent University.
    24. sheunesu zhou, 2020. "Shadow Banking, Bank Liquidity and Monetary Policy Shocks in Emerging Countries: A Panel VAR Approach," Journal of Economics and Behavioral Studies, AMH International, vol. 11(6), pages 46-59.
    25. Jelena Zivanovic, 2021. "An Optimal Macroprudential Policy Mix for Segmented Credit Markets," Staff Working Papers 21-31, Bank of Canada.
    26. 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.
    27. Federico Lubello & Abdelaziz Rouabah, 2017. "Capturing macroprudential regulation effectiveness: A DSGE approach with shadow intermediaries," BCL working papers 114, Central Bank of Luxembourg.
    28. Jelena Zivanovic, 2019. "Corporate Debt Composition and Business Cycles," Staff Working Papers 19-5, Bank of Canada.
    29. Kirchner Philipp, 2020. "On Shadow Banking and Financial Frictions in DSGE Modeling," Review of Economics, De Gruyter, vol. 71(2), pages 101-133, August.
    30. 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.
    31. Philipp Kirchner & Benjamin Schwanebeck, 2020. "Shadow banking and the design of macroprudential policy in a monetary union," MAGKS Papers on Economics 202024, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    32. 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.
    33. Mazelis, Falk, 2016. "The Role of Shadow Banking in the Monetary Transmission Mechanism and the Business Cycle," VfS Annual Conference 2016 (Augsburg): Demographic Change 145763, Verein für Socialpolitik / German Economic Association.
    34. 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.
    35. An, Ping & Yu, Mengxuan, 2018. "Neglected part of shadow banking in China," International Review of Economics & Finance, Elsevier, vol. 57(C), pages 211-236.
    36. Crowley, Patrick M. & Garcia, Enrique & Quah, Chee-Heong, 2013. "Is Europe growing together or growing apart?," Research Discussion Papers 33/2013, Bank of Finland.

  13. 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.

    Cited by:

    1. Thomas Lejeune & Raf Wouters, 2019. "A macroeconomic model with heterogeneous and financially-constrained intermediaries," Working Paper Research 367, National Bank of Belgium.
    2. Huiyi Zhang & Richard Skolnik & Yue Han & Jinpei Wu, 2020. "The Impacts of China's Shadow Banking Credit Creation on the Effectiveness of Monetary Policy," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 9(4), pages 33-46, October.

  14. 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. Gonçalo Faria & Fabio Verona, 2021. "Time-frequency forecast of the equity premium," Quantitative Finance, Taylor & Francis Journals, vol. 21(12), pages 2119-2135, December.
    See citations under working paper version above.
  2. Faria, Gonçalo & Verona, Fabio, 2020. "The yield curve and the stock market: Mind the long run," Journal of Financial Markets, Elsevier, vol. 50(C).

    Cited by:

    1. Yang, Jianlei & Yang, Chunpeng, 2021. "The impact of mixed-frequency geopolitical risk on stock market returns," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 226-240.

  3. 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.

    Cited by:

    1. 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.
    2. Martins, Manuel M. F. & Verona, Fabio, 2021. "Inflation dynamics and forecast : frequency matters," Research Discussion Papers 8/2021, Bank of Finland.
    3. Bilgili, Faik & Koçak, Emrah & Kuşkaya, Sevda & Bulut, Ümit, 2020. "Estimation of the co-movements between biofuel production and food prices: A wavelet-based analysis," Energy, Elsevier, vol. 213(C).
    4. Wu, Xi & Wang, Yudong & Tong, Xinle, 2021. "Cash holdings and oil price uncertainty exposures," Energy Economics, Elsevier, vol. 99(C).

  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.

  10. 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

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 34 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 (22) 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 2019-02-25 2019-03-11 2020-05-04 2020-06-08 2020-06-08 2021-06-14 2021-06-28 2021-09-27. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (10) 2011-02-19 2012-09-30 2013-04-27 2013-05-22 2014-08-20 2016-06-18 2017-04-09 2019-02-25 2019-03-11 2020-06-08. Author is listed
  3. NEP-FOR: Forecasting (9) 2016-11-13 2016-12-04 2016-12-18 2017-01-22 2018-04-09 2020-05-04 2020-05-04 2020-06-08 2021-06-28. Author is listed
  4. NEP-ORE: Operations Research (7) 2016-11-13 2016-12-04 2018-04-09 2020-01-13 2020-05-04 2020-06-08 2020-06-08. Author is listed
  5. NEP-MON: Monetary Economics (6) 2011-02-19 2014-08-20 2020-05-04 2020-06-08 2021-06-14 2021-06-28. Author is listed
  6. NEP-ETS: Econometric Time Series (5) 2016-11-13 2016-12-04 2016-12-18 2019-02-25 2020-05-04. Author is listed
  7. NEP-CBA: Central Banking (4) 2011-02-19 2014-08-20 2014-11-12 2021-09-27
  8. NEP-CMP: Computational Economics (4) 2007-10-13 2012-09-30 2016-06-18 2020-06-08
  9. NEP-FMK: Financial Markets (3) 2016-12-04 2018-04-09 2020-05-04
  10. NEP-BAN: Banking (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-CWA: Central & Western Asia (1) 2021-06-28
  15. NEP-ECM: Econometrics (1) 2020-05-04
  16. NEP-EEC: European Economics (1) 2021-09-27
  17. NEP-FDG: Financial Development & Growth (1) 2016-06-04
  18. NEP-HPE: History & Philosophy of Economics (1) 2007-10-13
  19. NEP-ISF: Islamic Finance (1) 2021-09-27
  20. NEP-MIC: Microeconomics (1) 2011-02-19

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