Fabio Verona : Citation Profile

Are you Fabio Verona?

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

6

H index

2

i10 index

86

Citations

RESEARCH PRODUCTION:

8

Articles

28

Papers

RESEARCH ACTIVITY:

   12 years (2007 - 2019). See details.
   Cites by year: 7
   Journals where Fabio Verona has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 20 (18.87 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pve224
   Updated: 2019-06-16    RAS profile: 2019-05-20    
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Relations with other researchers

Works with:

Martins, Manuel (5)

Wolters, Maik (4)

Kilponen, Juha (4)

Drumond, Ines (4)

Faria, Gonçalo (4)

Ripatti, Antti (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 (7)

Roventini, Andrea (7)

Wolters, Maik (6)

Popoyan, Lilit (6)

Crowley, Patrick (6)

Aguiar-Conraria, Luís (4)

Pierrard, Olivier (4)

Schüler, Yves (4)

Wieland, Volker (4)

Fève, Patrick (4)

Kiley, Michael (3)

Cites to:

Reis, Ricardo (29)

Mankiw, N. Gregory (20)

Aguiar-Conraria, Luís (16)

Smets, Frank (14)

Wouters, Raf (14)

Mendicino, Caterina (11)

Campbell, John (11)

Zhou, Guofu (11)

Levin, Andrew (10)

Christiano, Lawrence (10)

Gertler, Mark (10)

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 Porto7
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 (2019 and 2018)

YearTitle of citing document
2017The Rise of Non-Regulated Financial Intermediaries in the Housing Sector and its Macroeconomic Implications. (2017). Desgagnes, Helene . In: Staff Working Papers. RePEc:bca:bocawp:17-36.

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2017Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective. (2017). Pierrard, Olivier ; Fève, Patrick ; Feve, Patrick. In: BCL working papers. RePEc:bcl:bclwop:bclwp111.

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2017Capturing macroprudential regulation effectiveness: A DSGE approach with shadow intermediaries. (2017). Lubello, Federico ; Rouabah, Abdelaziz . In: BCL working papers. RePEc:bcl:bclwop:bclwp114.

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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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2017House prices, lending standards, and the macroeconomy. (2017). Silvo, Aino. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_004.

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2017Wavelet decomposition of the financial cycle : An early warning system for financial tsunamis. (2017). Voutilainen, Ville . In: Research Discussion Papers. RePEc:bof:bofrdp:2017_011.

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2017Modelling a small open economy using a wavelet-based control model. (2017). Crowley, Patrick ; Hudgins, David. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_032.

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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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2017What determines Chinas housing price dynamics? New evidence from a DSGE-VAR. (2017). Ou, Zhirong ; Liu, Chunping. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/4.

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2018Business investment in EU countries. (2018). Maria, José ; Lozej, Matija ; Júlio, Paulo ; Giordano, Claire ; de Winter, Jasper ; Buss, Ginters ; Banbura, Marta ; Gavura, Miroslav ; Pool, Sebastian ; Papageorgiou, Dimitris ; Bursian, Dirk ; Michail, Nektarios ; Ambrocio, Gene ; Meinen, Philipp ; Albani, Maria ; Carrascal, Carmen Martinez ; Babura, Marta ; Zevi, Giordano ; Malthe-Thagaard, Sune ; Toth, Mate ; le Roux, Julien ; san Juan, Lucio ; Julio, Paulo ; Sanjuan, Lucio ; Ravnik, Rafael. In: Occasional Paper Series. RePEc:ecb:ecbops:2018215.

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Detrending and financial cycle facts across G7 countries: mind a spurious medium term!. (2018). Schüler, Yves ; Schuler, Yves S. In: Working Paper Series. RePEc:ecb:ecbwps:20182138.

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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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2017A model for international capital markets closure in an economy with incomplete markets and short sales. (2017). Bellalah, Mondher ; Zhang, Detao . In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:316-324.

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2018Aggregate fluctuations and the effect of large corporations: Evidence from Finnish monthly data. (2018). Fornaro, Paolo ; Luomaranta, Henri . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:245-258.

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2018Contrasting financial and business cycles: Stylized facts and candidate explanations. (2018). HIEBERT, Paul ; Schuler, Yves ; Jaccard, Ivan. In: Journal of Financial Stability. RePEc:eee:finsta:v:38:y:2018:i:c:p:72-80.

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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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2018Estimating the Taylor rule in the time-frequency domain. (2018). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:122-137.

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2018Neglected part of shadow banking in China. (2018). An, Ping ; Yu, Mengxuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:211-236.

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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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2017Leaning against the Wind Policies on Vietnam’s Economy with DSGE Model. (2017). Huynh, Phuc ; Pham, Duc ; Duong, Thanh ; Nguyen, Trang . In: Economies. RePEc:gam:jecomi:v:5:y:2017:i:1:p:3-:d:88097.

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2018A Critical Review of the Literature on Firm-Level Theories on Ship Investment. (2018). Girgin, Sinem Celik ; Nguyen, Hong-Oanh ; Karlis, Thanasis . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:1:p:11-:d:127786.

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2018Predicting Currency Crises: A Novel Approach Combining Random Forests and Wavelet Transform. (2018). Hamori, Shigeyuki ; Kinkyo, Takuji ; Xu, Lei. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:86-:d:187697.

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2017Characterizing the financial cycle: evidence from a frequency domain analysis. (2017). Proaño, Christian ; Wolters, Jurgen ; Proao, Christian R ; Strohsal, Till. In: IMK Working Paper. RePEc:imk:wpaper:189-2017.

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2017The Global Multi-Country Model (GM): an Estimated DSGE Model for the Euro Area Countries. (2017). Vogel, Lukas ; Pericoli, Filippo Maria ; Hohberger, Stefan ; ferroni, filippo ; Cardani, Roberta ; Calès, Ludovic ; Albonico, Alice ; Werner, Roeger ; Marco, Ratto ; Rafal, Raciborski ; Beatrice, Pataracchia ; Massimo, Giovannini ; Olga, Croitorov. In: Working Papers. RePEc:jrs:wpaper:201710.

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2017Optimal Unconventional Monetary Policy in the Face of Shadow Banking. (2017). Schwanebeck, Benjamin ; Kirchner, Philipp . In: MAGKS Papers on Economics. RePEc:mar:magkse:201725.

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2018Historical Decoupling in the EU: Evidence from Time-Frequency Analysis. (2018). Kucerova, Zuzana ; Kapounek, Svatopluk. In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:75_2018.

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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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2018Estimating the Taylor Rule in the Time-Frequency Domain. (2018). Martins, Manuel ; Aguiar-Conraria, Luís ; Soares, Maria Joana ; Manuel, . In: NIPE Working Papers. RePEc:nip:nipewp:04/2018.

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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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2018On information costs, short sales and the pricing of extendible options, steps and Parisian options. (2018). Bellalah, Mondher. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-015-2050-y.

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2018Pricing derivatives in the presence of shadow costs of incomplete information and short sales. (2018). Bellalah, Mondher. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-016-2256-7.

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2017Coherent financial cycles for G-7 countries: Why extending credit can be an asset. (2017). Schüler, Yves ; Peltonen, Tuomas ; Hiebert, Paul P ; Schuler, Yves S. In: ESRB Working Paper Series. RePEc:srk:srkwps:201743.

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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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2018Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective. (2018). Pierrard, Olivier ; Moura, Alban ; Fève, Patrick ; Feve, Patrick. In: TSE Working Papers. RePEc:tse:wpaper:31822.

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2018On the cyclical properties of Hamiltons regression filter. (2018). Schüler, Yves ; Schuler, Yves S. In: Discussion Papers. RePEc:zbw:bubdps:032018.

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2018Financial cycles in euro area economies: A cross-country perspective. (2018). Mandler, Martin ; Scharnagl, Michael ; Kunovac, Davor. In: Discussion Papers. RePEc:zbw:bubdps:042018.

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2018The interaction between monetary and macroprudential policy: Should central banks lean against the wind to foster macro-financial stability?. (2018). Krug, Sebastian. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:20187.

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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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Works by Fabio Verona:

YearTitleTypeCited
2013(Un)anticipated monetary policy in a DSGE model with a shadow banking system In: Research Discussion Papers.
[Full Text][Citation analysis]		paper25
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: 25		article
2012(Un)anticipated monetary policy in a DSGE model with a shadow banking system.(2012) In: IMFS Working Paper Series.
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This paper has another version. Agregated cites: 25		paper
2013Sticky information models in Dynare In: Research Discussion Papers.
[Full Text][Citation analysis]		paper6
2014Sticky Information Models in Dynare.(2014) In: Computational Economics.
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This paper has another version. Agregated cites: 6		article
2013Sticky Information Models in Dynare.(2013) In: CEF.UP Working Papers.
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This paper has another version. Agregated cites: 6		paper
2013Sticky information models in Dynare.(2013) In: Economics Working Papers.
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This paper has another version. Agregated cites: 6		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.
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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.
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2014Investment Dynamics with Information Costs.(2014) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 7		article
2014Financial shocks, financial stability, and optimal Taylor rules In: Research Discussion Papers.
[Full Text][Citation analysis]		paper6
2017Financial shocks, financial stability, and optimal Taylor rules.(2017) In: Journal of Macroeconomics.
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This paper has another version. Agregated cites: 6		article
2016Time-frequency characterization of the U.S. financial cycle In: Research Discussion Papers.
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2016Time–frequency characterization of the U.S. financial cycle.(2016) In: Economics Letters.
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This paper has another version. Agregated cites: 16		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: 16		paper
2016The Aino 2.0 model In: Research Discussion Papers.
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2016Forecasting stock market returns by summing the frequency-decomposed parts In: Research Discussion Papers.
[Full Text][Citation analysis]		paper3
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: 3		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: 3		article
2017Forecasting stock market returns by summing the frequency-decomposed parts.(2017) In: CEF.UP Working Papers.
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This paper has another version. Agregated cites: 3		paper
2016Testing the Q theory of investment in the frequency domain In: Research Discussion Papers.
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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: 1		paper
2017Forecasting the equity risk premium with frequency-decomposed predictors In: Research Discussion Papers.
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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.
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2018The equity risk premium and the low frequency of the term spread In: Research Discussion Papers.
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2019Assessing U.S. aggregate fluctuations across time and frequencies In: Research Discussion Papers.
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2019Assessing U.S. Aggregate Fluctuations Across Time and Frequencies.(2019) In: Working Paper.
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2014Pervasive inattentiveness In: Economics Letters.
[Full Text][Citation analysis]		article1
2015Business Cycle Dynamics and Macroprudential Policy Through the Lens of the Aino Model - A Micro-Founded Small Open Economy DSGE Mo In: EcoMod2015.
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2019Moving Macroeconomic Analysis beyond Business Cycles In: Richmond Fed Economic Brief.
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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]		paper9
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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