Fabio Verona : Citation Profile

Are you Fabio Verona?

Suomen Pankki (99% share)
Universidade do Porto (1% share)

7

H index

5

i10 index

130

Citations

RESEARCH PRODUCTION:

10

Articles

34

Papers

RESEARCH ACTIVITY:

   13 years (2007 - 2020). See details.
   Cites by year: 10
   Journals where Fabio Verona has often published
   Relations with other researchers
   Recent citing documents: 49.    Total self citations: 25 (16.13 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pve224
   Updated: 2020-10-17    RAS profile: 2020-09-24    
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Relations with other researchers

Works with:

Faria, Gonçalo (4)

Kilponen, Juha (4)

Martins, Manuel (3)

Lubik, Thomas (2)

Ripatti, Antti (2)

Matthes, Christian (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Fabio Verona.

Is cited by:

Napoletano, Mauro (10)

Roventini, Andrea (10)

Wolters, Maik (7)

Crowley, Patrick (7)

Fève, Patrick (6)

Popoyan, Lilit (6)

Schüler, Yves (5)

Pierrard, Olivier (5)

Moura, Alban (5)

Czudaj, Robert (4)

Wieland, Volker (4)

Cites to:

Reis, Ricardo (29)

Rua, António (20)

Mankiw, N. Gregory (20)

Campbell, John (20)

Aguiar-Conraria, Luís (18)

Gallegati, Marco (17)

Zhou, Guofu (17)

Smets, Frank (14)

Wouters, Raf (14)

McCallum, Bennett (12)

Goodfriend, Marvin (12)

Main data

Where Fabio Verona has published?

Journals with more than one article published# docs
Economics Letters2

Working Papers Series with more than one paper published# docs
CEF.UP Working Papers / Universidade do Porto, Faculdade de Economia do Porto8
IMFS Working Paper Series / Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS)2
Working Papers de Economia (Economics Working Papers) / Católica Porto Business School, Universidade Católica Portuguesa2

Recent works citing Fabio Verona (2020 and 2019)

YearTitle of citing document
2019Corporate Debt Composition and Business Cycles. (2019). Zivanovic, Jelena. In: Staff Working Papers. RePEc:bca:bocawp:19-5.

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2019Shadow banking and the Great Recession: Evidence from an estimated DSGE model. (2019). Pierrard, Olivier ; Moura, Alban ; Fève, Patrick ; Feve, Patrick. In: BCL working papers. RePEc:bcl:bclwop:bclwp125.

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2019Characterizing the Luxembourg financial cycle: Alternatives to statistical filters. (2019). HENNANI, Rachida. In: BCL working papers. RePEc:bcl:bclwop:bclwp133.

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2019Financial Stability Implications of Policy Mix in a Small Open Commodity-Exporting Economy. (2019). Sinyakov, Andrey ; Ponomarenko, Alexey ; Tatarintsev, Stas ; Kozlovtceva, Irina. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps42.

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2020Global financial cycles since 1880. (2020). Wolters, Maik ; Potjagailo, Galina. In: Bank of England working papers. RePEc:boe:boeewp:0867.

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2019On the long-run calibration of the credit-to-GDP gap as a banking crisis predictor. (2019). Kauko, Karlo ; Tolo, Eero. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_006.

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2019U.S. Macroeconomic Policy Evaluation in an Open Economy Context using Wavelet Decomposed Optimal Control Methods. (2019). Crowley, Patrick ; Hudgins, David. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_011.

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2020Macroprudential regulation and leakage to the shadow banking sector. (2020). Mazelis, Falk ; Gebauer, Stefan. In: Working Paper Series. RePEc:ecb:ecbwps:20202406.

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2019DSGE model with financial frictions over subsets of business cycle frequencies. (2019). Palestrini, Antonio ; Giri, Federico ; Gallegati, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:152-163.

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2019Shadow banking and financial regulation: A small-scale DSGE perspective. (2019). Pierrard, Olivier ; Moura, Alban ; Fève, Patrick. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:101:y:2019:i:c:p:130-144.

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2020Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market. (2020). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301056.

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2020Interest rate policy and interbank market breakdown. (2020). Nuckles, Marc. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:779-789.

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2019Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?. (2019). Wang, Yudong ; Ma, Feng ; Zhang, Yaojie. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:97-117.

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2019Crude oil futures trading and uncertainty. (2019). Czudaj, Robert. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:793-811.

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2019Forecasting stock returns with cycle-decomposed predictors. (2019). Ma, Feng ; Yi, Yongsheng ; Huang, Dengshi ; Zhang, Yaojie. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:250-261.

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2020The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages. (2020). lucey, brian ; Roubaud, David ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319303137.

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2019Combining wavelet decomposition with machine learning to forecast gold returns. (2019). Risse, Marian. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:601-615.

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2019Characterizing the financial cycle: Evidence from a frequency domain analysis. (2019). Wolters, Jurgen ; Proao, Christian R ; Strohsal, Till. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:568-591.

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2020Financial cycles: Characterisation and real-time measurement. (2020). Peltonen, Tuomas A ; Hiebert, Paul P ; Schuler, Yves S. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560619301597.

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2020Commodity futures and a wavelet-based risk assessment. (2020). Czudaj, Robert ; Berger, Theo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:554:y:2020:i:c:s037843712030114x.

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2019Historical decoupling in the EU: Evidence from time-frequency analysis. (2019). Kapounek, Svatopluk ; Kuerova, Zuzana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:265-280.

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2020Nonperforming loans and competing rules of monetary policy: A statistical identification approach. (2020). Moneta, Alessio ; Lopreite, Milena ; Califano, Andrea ; Brancaccio, Emiliano. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:53:y:2020:i:c:p:127-136.

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2019Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1914.

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2020Prediction of Stock Returns: Sum-of-the-Parts Method and Economic Constraint Method. (2020). Zhou, Huiting ; Dai, Zhifeng. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:541-:d:307513.

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2020On shadow banking and fiÂ…nancial frictions in DSGE modeling. (2020). Kirchner, Philipp . In: MAGKS Papers on Economics. RePEc:mar:magkse:202019.

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2020Shadow banking and the design of macroprudential policy in a monetary union. (2020). Schwanebeck, Benjamin ; Kirchner, Philipp. In: MAGKS Papers on Economics. RePEc:mar:magkse:202024.

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2019A macroeconomic model with heterogeneous and financially-constrained intermediaries. (2019). Wouters, Raf ; Lejeune, Thomas. In: Working Paper Research. RePEc:nbb:reswpp:201902-367.

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2019FIR-GEM: A SOE-DSGE Model for fiscal policy analysis in Ireland. (2019). Varthalitis, Petros. In: MPRA Paper. RePEc:pra:mprapa:93059.

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2019Optimal Policy Implications of Financial Uncertainty. (2019). Özcan, Gülserim ; Kantur, Zeynep ; Ozcan, Gulserim . In: MPRA Paper. RePEc:pra:mprapa:95920.

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2019Shadow Banking and the Great Recession. (2019). Moura, Alban ; Feve, Patrick. In: 2019 Meeting Papers. RePEc:red:sed019:199.

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2020Shadow Banking, Bank Liquidity and Monetary Policy Shocks in Emerging Countries: A Panel VAR Approach. (2020). Zhou, Sheunesu. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:11:y:2020:i:6:p:46-59.

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2019Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/1j4v8sl4fc9a49ankmnhv6bb6a.

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2019An intertemporal capital asset pricing model under incomplete information and short sales. (2019). Zhang, Detao ; Bellalah, Mondher. In: Annals of Operations Research. RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2909-9.

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2019Real and financial cycles: estimates using unobserved component models for the Italian economy. (2019). Silvestrini, Andrea ; Delle Monache, Davide ; Burlon, Lorenzo ; Bulligan, Guido. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:28:y:2019:i:3:d:10.1007_s10260-019-00453-1.

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2019Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: LEM Papers Series. RePEc:ssa:lemwps:2019/11.

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2019Spillover across Eurozone credit market sectors and determinants. (2019). Bouri, Elie ; Bekiros, Stelios ; Roubaud, David ; Arreola-Hernandez, Jose ; Hussain, Syed Jawad. In: Applied Economics. RePEc:taf:applec:v:51:y:2019:i:59:p:6333-6349.

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2019Crude oil futures trading and uncertainty. (2019). Czudaj, Robert. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep027.

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2019Shadow Banking and the Great Recession: Evidence from an Estimated DSGE Model. (2019). Pierrard, Olivier ; Moura, Alban ; Fève, Patrick ; Feve, Patrick. In: TSE Working Papers. RePEc:tse:wpaper:122855.

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2019Banking crisis prediction with differenced relative credit. (2019). Kauko, Karlo ; Tolo, Eero. In: BoF Economics Review. RePEc:zbw:bofecr:42019.

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2019Financial cycles across G7 economies: A view from wavelet analysis. (2019). Mandler, Martin ; Scharnagl, Michael. In: Discussion Papers. RePEc:zbw:bubdps:222019.

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2020Beta dispersion and market timing. (2020). Kuntz, Laura-Chloe. In: Discussion Papers. RePEc:zbw:bubdps:462020.

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2019Global financial cycles since 1880. (2019). Wolters, Maik ; Potjagailo, Galina. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2122.

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2019Global financial cycles since 1880. (2019). Wolters, Maik ; Potjagailo, Galina. In: IMFS Working Paper Series. RePEc:zbw:imfswp:132.

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2020Time-frequency forecast of the equity premium. (2020). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_006.

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2019Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?. (2019). Wang, Yudong ; Ma, Feng ; Zhang, Yaojie. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:97-117.

Full description at Econpapers || Download paper

2019Crude oil futures trading and uncertainty. (2019). Czudaj, Robert. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:793-811.

Full description at Econpapers || Download paper

2019Forecasting stock returns with cycle-decomposed predictors. (2019). Ma, Feng ; Yi, Yongsheng ; Huang, Dengshi ; Zhang, Yaojie. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:250-261.

Full description at Econpapers || Download paper

2020The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages. (2020). lucey, brian ; Roubaud, David ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319303137.

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2019Combining wavelet decomposition with machine learning to forecast gold returns. (2019). Risse, Marian. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:601-615.

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Works by Fabio Verona:

YearTitleTypeCited
2020Investment, Tobins Q, and Cash Flow Across Time and Frequencies In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2013(Un)anticipated monetary policy in a DSGE model with a shadow banking system In: Research Discussion Papers.
[Full Text][Citation analysis]		paper35
2013(Un)anticipated Monetary Policy in a DSGE Model with a Shadow Banking System.(2013) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 35		article
2012(Un)anticipated monetary policy in a DSGE model with a shadow banking system.(2012) In: IMFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35		paper
2013Sticky information models in Dynare In: Research Discussion Papers.
[Full Text][Citation analysis]		paper7
2013Sticky Information Models in Dynare.(2013) In: Dynare Working Papers.
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This paper has another version. Agregated cites: 7		paper
2014Sticky Information Models in Dynare.(2014) In: Computational Economics.
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This paper has another version. Agregated cites: 7		article
2013Sticky Information Models in Dynare.(2013) In: CEF.UP Working Papers.
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This paper has another version. Agregated cites: 7		paper
2013Sticky information models in Dynare.(2013) In: Economics Working Papers.
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This paper has another version. Agregated cites: 7		paper
2013Lumpy investment in sticky information general equilibrium In: Research Discussion Papers.
[Full Text][Citation analysis]		paper3
2011Lumpy investment in sticky information general equilibrium.(2011) In: CEF.UP Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2012Lumpy investment in sticky information general equilibrium.(2012) In: IMFS Working Paper Series.
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This paper has another version. Agregated cites: 3		paper
2013Investment dynamics with information costs In: Research Discussion Papers.
[Full Text][Citation analysis]		paper8
2014Investment Dynamics with Information Costs.(2014) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 8		article
2014Financial shocks, financial stability, and optimal Taylor rules In: Research Discussion Papers.
[Full Text][Citation analysis]		paper10
2017Financial shocks, financial stability, and optimal Taylor rules.(2017) In: Journal of Macroeconomics.
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This paper has another version. Agregated cites: 10		article
2016Time-frequency characterization of the U.S. financial cycle In: Research Discussion Papers.
[Full Text][Citation analysis]		paper24
2016Time–frequency characterization of the U.S. financial cycle.(2016) In: Economics Letters.
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This paper has another version. Agregated cites: 24		article
2016Time-frequency characterization of the U.S. financial cycle.(2016) In: CEF.UP Working Papers.
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This paper has another version. Agregated cites: 24		paper
2016The Aino 2.0 model In: Research Discussion Papers.
[Full Text][Citation analysis]		paper4
2016Forecasting stock market returns by summing the frequency-decomposed parts In: Research Discussion Papers.
[Full Text][Citation analysis]		paper18
2016Forecasting stock market returns by summing the frequency-decomposed parts.(2016) In: Working Papers de Economia (Economics Working Papers).
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This paper has another version. Agregated cites: 18		paper
2018Forecasting stock market returns by summing the frequency-decomposed parts.(2018) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 18		article
2017Forecasting stock market returns by summing the frequency-decomposed parts.(2017) In: CEF.UP Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2016Testing the Q theory of investment in the frequency domain In: Research Discussion Papers.
[Full Text][Citation analysis]		paper2
2017Testing the Q theory of investment in the frequency domain.(2017) In: CEF.UP Working Papers.
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This paper has another version. Agregated cites: 2		paper
2017Forecasting the equity risk premium with frequency-decomposed predictors In: Research Discussion Papers.
[Full Text][Citation analysis]		paper4
2016Forecasting the equity risk premium with frequency-decomposed predictors.(2016) In: Working Papers de Economia (Economics Working Papers).
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This paper has another version. Agregated cites: 4		paper
2017Q, investment, and the financial cycle In: Research Discussion Papers.
[Full Text][Citation analysis]		paper0
2018The equity risk premium and the low frequency of the term spread In: Research Discussion Papers.
[Full Text][Citation analysis]		paper0
2019Assessing U.S. aggregate fluctuations across time and frequencies In: Research Discussion Papers.
[Full Text][Citation analysis]		paper0
2019Assessing U.S. Aggregate Fluctuations Across Time and Frequencies.(2019) In: Working Paper.
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This paper has another version. Agregated cites: 0		paper
2020Frequency-domain information for active portfolio management In: Research Discussion Papers.
[Full Text][Citation analysis]		paper0
2020Forecasting inflation with the New Keynesian Phillips curve : Frequency matters In: Research Discussion Papers.
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2020Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters.(2020) In: CEF.UP Working Papers.
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2020Time-frequency forecast of the equity premium In: Research Discussion Papers.
[Full Text][Citation analysis]		paper0
2020The Aino 3.0 model In: Research Discussion Papers.
[Full Text][Citation analysis]		paper0
2014Pervasive inattentiveness In: Economics Letters.
[Full Text][Citation analysis]		article1
2020The yield curve and the stock market: Mind the long run In: Journal of Financial Markets.
[Full Text][Citation analysis]		article0
2015Business Cycle Dynamics and Macroprudential Policy Through the Lens of the Aino Model - A Micro-Founded Small Open Economy DSGE Mo In: EcoMod2015.
[Full Text][Citation analysis]		paper0
2019Moving Macroeconomic Analysis beyond Business Cycles In: Richmond Fed Economic Brief.
[Full Text][Citation analysis]		article0
2011Monetary policy shocks in a DSGE model with a shadow banking system In: CEF.UP Working Papers.
[Full Text][Citation analysis]		paper1
2014Financial Shocks and Optimal Monetary Policy Rules In: CEF.UP Working Papers.
[Full Text][Citation analysis]		paper13
2007Numerical solution of linear models in economics: The SP-DG model revisited In: FEP Working Papers.
[Full Text][Citation analysis]		paper0

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