Fabio Verona : Citation Profile


Are you Fabio Verona?

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

7

H index

6

i10 index

214

Citations

RESEARCH PRODUCTION:

14

Articles

41

Papers

RESEARCH ACTIVITY:

   16 years (2007 - 2023). See details.
   Cites by year: 13
   Journals where Fabio Verona has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 30 (12.3 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve224
   Updated: 2024-01-16    RAS profile: 2023-11-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Martins, Manuel (2)

Lubik, Thomas (2)

Matthes, Christian (2)

Kilponen, Juha (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 (15)

Roventini, Andrea (15)

Crowley, Patrick (12)

Wolters, Maik (7)

Fève, Patrick (6)

Pierrard, Olivier (6)

Moura, Alban (6)

Mazelis, Falk (5)

Martins, Manuel (5)

Schüler, Yves (5)

Hudgins, David (5)

Cites to:

Smets, Frank (30)

Reis, Ricardo (28)

Neri, Stefano (27)

Martins, Manuel (25)

Wouters, Raf (23)

Williams, John (22)

Signoretti, Federico (22)

Gerali, Andrea (21)

Rua, António (20)

Levin, Andrew (19)

Campbell, John (19)

Main data


Where Fabio Verona has published?


Journals with more than one article published# docs
Economics Letters3
Finance Research Letters2

Working Papers Series with more than one paper published# docs
Bank of Finland Research Discussion Papers / Bank of Finland20
CEF.UP Working Papers / Universidade do Porto, Faculdade de Economia do Porto9
IMFS Working Paper Series / Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS)3
Working Papers de Economia (Economics Working Papers) / Católica Porto Business School, Universidade Católica Portuguesa2

Recent works citing Fabio Verona (2024 and 2023)


YearTitle of citing document
2023Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18.

Full description at Econpapers || Download paper

2023Monetary policy rules and inflation control in the US. (2023). Kouretas, Georgios ; Eleftheriou, Maria. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003741.

Full description at Econpapers || Download paper

2023Macroprudential regulation and leakage to the shadow banking sector. (2023). Mazelis, Falk ; Gebauer, Stefan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000338.

Full description at Econpapers || Download paper

2023Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694.

Full description at Econpapers || Download paper

2023Capital-skill complementarity and regional inequality: A spatial general equilibrium analysis. (2023). Sakkas, Stelios ; Persyn, Damiaan ; Lecca, Patrizio. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:102:y:2023:i:c:s0166046223000728.

Full description at Econpapers || Download paper

2023Are the Eurozone Financial and Business Cycles Convergent Across Time and Frequency?. (2023). Ibrahim, Dalia ; Mansour-Ibrahim, Dalia. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10212-8.

Full description at Econpapers || Download paper

2023Did real economic uncertainty drive risk connectedness in the oil–stock nexus during the COVID-19 outbreak? A partial wavelet coherence analysis. (2023). Maghyereh, Aktham ; Al-Shboul, Mohammad. In: Journal of Economic Structures. RePEc:spr:jecstr:v:12:y:2023:i:1:d:10.1186_s40008-023-00306-x.

Full description at Econpapers || Download paper

2023Wavelet-L2E Stochastic Volatility Models: an Application to the Water-Energy Nexus. (2023). Ensor, Katherine B ; Raath, Kim C. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-022-00292-3.

Full description at Econpapers || Download paper

2023Systemically important banks - emerging risk and policy responses: An agent-based investigation. (2023). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: LEM Papers Series. RePEc:ssa:lemwps:2023/30.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Forecasting private investment in Finland using Q-theory and frequency decomposition. (2023). Sinivuori, Taina ; Nippala, Veera. In: BoF Economics Review. RePEc:zbw:bofecr:279701.

Full description at Econpapers || Download paper

2023Transition risk uncertainty and robust optimal monetary policy. (2023). Le, Anh H ; Duck, Alexander. In: IMFS Working Paper Series. RePEc:zbw:imfswp:187.

Full description at Econpapers || Download paper

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]
article4
2016Forecasting stock market returns by summing the frequency-decomposed parts In: Working Papers de Economia (Economics Working Papers).
[Full Text][Citation analysis]
paper35
2018Forecasting stock market returns by summing the frequency-decomposed parts.(2018) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35
article
2017Forecasting stock market returns by summing the frequency-decomposed parts.(2017) In: CEF.UP Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35
paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35
paper
2016Forecasting the equity risk premium with frequency-decomposed predictors In: Working Papers de Economia (Economics Working Papers).
[Full Text][Citation analysis]
paper7
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2013Sticky Information Models in Dynare In: Dynare Working Papers.
[Full Text][Citation analysis]
paper9
2014Sticky Information Models in Dynare.(2014) In: Computational Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
article
2013Sticky Information Models in Dynare.(2013) In: CEF.UP Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2013Sticky information models in Dynare.(2013) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2021Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement In: Occasional Paper Series.
[Full Text][Citation analysis]
paper1
2014Pervasive inattentiveness In: Economics Letters.
[Full Text][Citation analysis]
article1
2016Time–frequency characterization of the U.S. financial cycle In: Economics Letters.
[Full Text][Citation analysis]
article28
2016Time-frequency characterization of the U.S. financial cycle.(2016) In: CEF.UP Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28
paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28
paper
2023Inflation dynamics in the frequency domain In: Economics Letters.
[Full Text][Citation analysis]
article0
2021Bond vs. bank finance and the Great Recession In: Finance Research Letters.
[Full Text][Citation analysis]
article1
2022Investment dynamics and forecast: Mind the frequency In: Finance Research Letters.
[Full Text][Citation analysis]
article0
2020The yield curve and the stock market: Mind the long run In: Journal of Financial Markets.
[Full Text][Citation analysis]
article7
2017Financial shocks, financial stability, and optimal Taylor rules In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article17
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17
paper
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
2019Assessing U.S. Aggregate Fluctuations Across Time and Frequencies In: Working Paper.
[Full Text][Citation analysis]
paper3
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2013(Un)anticipated Monetary Policy in a DSGE Model with a Shadow Banking System In: International Journal of Central Banking.
[Full Text][Citation analysis]
article51
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51
paper
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 nother version. Agregated cites: 51
paper
2011Monetary policy shocks in a DSGE model with a shadow banking system In: CEF.UP Working Papers.
[Full Text][Citation analysis]
paper3
2011Lumpy investment in sticky information general equilibrium In: CEF.UP Working Papers.
[Full Text][Citation analysis]
paper6
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2012Lumpy investment in sticky information general equilibrium.(2012) In: IMFS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2014Financial Shocks and Optimal Monetary Policy Rules In: CEF.UP Working Papers.
[Full Text][Citation analysis]
paper19
2017Testing the Q theory of investment in the frequency domain In: CEF.UP Working Papers.
[Full Text][Citation analysis]
paper5
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2020Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters In: CEF.UP Working Papers.
[Full Text][Citation analysis]
paper0
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2021Inflation Dynamics and Forecast: Frequency Matters In: CEF.UP Working Papers.
[Full Text][Citation analysis]
paper0
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2007Numerical solution of linear models in economics: The SP-DG model revisited In: FEP Working Papers.
[Full Text][Citation analysis]
paper0
2021Time-frequency forecast of the equity premium In: Quantitative Finance.
[Full Text][Citation analysis]
article1
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2014Investment Dynamics with Information Costs In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article15
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2022Optimal bank capital requirements: What do the macroeconomic models say? In: BoF Economics Review.
[Full Text][Citation analysis]
paper0
In: .
[Full Text][Citation analysis]
paper0
In: .
[Full Text][Citation analysis]
paper0
In: .
[Full Text][Citation analysis]
paper0
In: .
[Full Text][Citation analysis]
paper0
In: .
[Full Text][Citation analysis]
paper0
In: .
[Full Text][Citation analysis]
paper0
In: .
[Full Text][Citation analysis]
paper0
2023Robust frequency-based monetary policy rules In: IMFS Working Paper Series.
[Full Text][Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team