6
H index
3
i10 index
111
Citations
Fabio Verona : Citation Profile
Suomen Pankki (99% share) | RESEARCH PRODUCTION: 9 Articles 30 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2007 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Fabio Verona. | Is cited by:
| Cites to:
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Main data
Where Fabio Verona has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Letters | 2 |
Recent works citing Fabio Verona (2020 and 2019)
| Year | Title of citing document |
|---|---|
| 2019 | Corporate Debt Composition and Business Cycles. (2019). Zivanovic, Jelena. In: Staff Working Papers. RePEc:bca:bocawp:19-5. Full description at Econpapers || Download paper |
| 2019 | Shadow 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. Full description at Econpapers || Download paper |
| 2019 | Characterizing the Luxembourg financial cycle: Alternatives to statistical filters. (2019). HENNANI, Rachida. In: BCL working papers. RePEc:bcl:bclwop:bclwp133. Full description at Econpapers || Download paper |
| 2019 | Financial 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. Full description at Econpapers || Download paper |
| 2019 | On 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. Full description at Econpapers || Download paper |
| 2019 | U.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. Full description at Econpapers || Download paper |
| 2019 | DSGE 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. Full description at Econpapers || Download paper |
| 2019 | Shadow 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. Full description at Econpapers || Download paper |
| 2019 | Forecasting 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 |
| 2019 | Crude 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 |
| 2019 | Forecasting 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 |
| 2019 | Combining 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. Full description at Econpapers || Download paper |
| 2019 | Characterizing 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. Full description at Econpapers || Download paper |
| 2020 | Financial 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. Full description at Econpapers || Download paper |
| 2019 | Historical 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. Full description at Econpapers || Download paper |
| 2019 | Winter 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. Full description at Econpapers || Download paper |
| 2020 | Prediction 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. Full description at Econpapers || Download paper |
| 2020 | On shadow banking and fiÂ…nancial frictions in DSGE modeling. (2020). Kirchner, Philipp . In: MAGKS Papers on Economics. RePEc:mar:magkse:202019. Full description at Econpapers || Download paper |
| 2019 | A macroeconomic model with heterogeneous and financially-constrained intermediaries. (2019). Wouters, Raf ; Lejeune, Thomas. In: Working Paper Research. RePEc:nbb:reswpp:201902-367. Full description at Econpapers || Download paper |
| 2019 | FIR-GEM: A SOE-DSGE Model for fiscal policy analysis in Ireland. (2019). Varthalitis, Petros. In: MPRA Paper. RePEc:pra:mprapa:93059. Full description at Econpapers || Download paper |
| 2019 | Optimal Policy Implications of Financial Uncertainty. (2019). Özcan, Gülserim ; Kantur, Zeynep ; Ozcan, Gulserim . In: MPRA Paper. RePEc:pra:mprapa:95920. Full description at Econpapers || Download paper |
| 2019 | Shadow Banking and the Great Recession. (2019). Moura, Alban ; Feve, Patrick. In: 2019 Meeting Papers. RePEc:red:sed019:199. Full description at Econpapers || Download paper |
| 2019 | Winter 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. Full description at Econpapers || Download paper |
| 2019 | An 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. Full description at Econpapers || Download paper |
| 2019 | Real 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. Full description at Econpapers || Download paper |
| 2019 | Winter 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. Full description at Econpapers || Download paper |
| 2019 | Crude oil futures trading and uncertainty. (2019). Czudaj, Robert. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep027. Full description at Econpapers || Download paper |
| 2019 | Shadow 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. Full description at Econpapers || Download paper |
| 2019 | Banking crisis prediction with differenced relative credit. (2019). Kauko, Karlo ; Tolo, Eero. In: BoF Economics Review. RePEc:zbw:bofecr:42019. Full description at Econpapers || Download paper |
| 2019 | Financial cycles across G7 economies: A view from wavelet analysis. (2019). Mandler, Martin ; Scharnagl, Michael. In: Discussion Papers. RePEc:zbw:bubdps:222019. Full description at Econpapers || Download paper |
| 2019 | Global financial cycles since 1880. (2019). Wolters, Maik ; Potjagailo, Galina. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2122. Full description at Econpapers || Download paper |
| 2019 | Global financial cycles since 1880. (2019). Wolters, Maik ; Potjagailo, Galina. In: IMFS Working Paper Series. RePEc:zbw:imfswp:132. Full description at Econpapers || Download paper |
Works by Fabio Verona:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | Investment, Tobins Q, and Cash Flow Across Time and Frequencies In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2013 | (Un)anticipated monetary policy in a DSGE model with a shadow banking system In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 31 |
| 2013 | (Un)anticipated Monetary Policy in a DSGE Model with a Shadow Banking System.(2013) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | 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: 31 | paper | |
| 2013 | Sticky information models in Dynare In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2014 | Sticky Information Models in Dynare.(2014) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2013 | Sticky Information Models in Dynare.(2013) In: CEF.UP Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2013 | Sticky information models in Dynare.(2013) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2013 | Lumpy investment in sticky information general equilibrium In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Lumpy 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 | |
| 2012 | Lumpy investment in sticky information general equilibrium.(2012) In: IMFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2013 | Investment dynamics with information costs In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
| 2014 | Investment Dynamics with Information Costs.(2014) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2014 | Financial shocks, financial stability, and optimal Taylor rules In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
| 2017 | Financial shocks, financial stability, and optimal Taylor rules.(2017) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2016 | Time-frequency characterization of the U.S. financial cycle In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 23 |
| 2016 | Time–frequency characterization of the U.S. financial cycle.(2016) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
| 2016 | Time-frequency characterization of the U.S. financial cycle.(2016) In: CEF.UP Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2016 | The Aino 2.0 model In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2016 | Forecasting stock market returns by summing the frequency-decomposed parts In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2016 | Forecasting stock market returns by summing the frequency-decomposed parts.(2016) In: Working Papers de Economia (Economics Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2018 | Forecasting stock market returns by summing the frequency-decomposed parts.(2018) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2017 | Forecasting 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: 7 | paper | |
| 2016 | Testing the Q theory of investment in the frequency domain In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Testing the Q theory of investment in the frequency domain.(2017) In: CEF.UP Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Forecasting the equity risk premium with frequency-decomposed predictors In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2016 | Forecasting the equity risk premium with frequency-decomposed predictors.(2016) In: Working Papers de Economia (Economics Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2017 | Q, investment, and the financial cycle In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | The equity risk premium and the low frequency of the term spread In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Assessing U.S. aggregate fluctuations across time and frequencies In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Assessing U.S. Aggregate Fluctuations Across Time and Frequencies.(2019) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2020 | Frequency-domain information for active portfolio management In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Sticky Information Models in Dynare In: Dynare Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Pervasive inattentiveness In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2015 | Business 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] | paper | 0 |
| 2019 | Moving Macroeconomic Analysis beyond Business Cycles In: Richmond Fed Economic Brief. [Full Text][Citation analysis] | article | 0 |
| 2011 | Monetary policy shocks in a DSGE model with a shadow banking system In: CEF.UP Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Financial Shocks and Optimal Monetary Policy Rules In: CEF.UP Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2007 | Numerical solution of linear models in economics: The SP-DG model revisited In: FEP Working Papers. [Full Text][Citation analysis] | paper | 0 |
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