8
H index
6
i10 index
234
Citations
Fabio Verona : Citation Profile
Suomen Pankki (99% share) | RESEARCH PRODUCTION: 14 Articles 43 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2007 - 2024). 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 | 3 |
| Finance Research Letters | 2 |
Recent works citing Fabio Verona (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Central 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 |
| 2024 | What caused the euro area post-pandemic inflation?. (2024). Kornprobst, Antoine ; Montes-Galdon, Carlos ; Ciccarelli, Matteo ; Arce, Oscar. In: Occasional Paper Series. RePEc:ecb:ecbops:2024343. Full description at Econpapers || Download paper |
| 2023 | Monetary 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 |
| 2024 | Financial cycle comovement with monetary and macroprudential policy and global factors: Evidence from India. (2024). Bicchal, Motilal ; Mundra, Sruti. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000457. Full description at Econpapers || Download paper |
| 2023 | Macroprudential 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 |
| 2023 | Forecasting realized volatility with wavelet decomposition. (2023). Vivian, Andrew ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000993. Full description at Econpapers || Download paper |
| 2023 | Short- 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 |
| 2024 | Forecasting the equity premium with frequency-decomposed technical indicators. (2024). Stein, Tobias. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:6-28. Full description at Econpapers || Download paper |
| 2023 | The term effect of financial cycle variables on GDP growth. (2023). Xiao, Yang ; Wang, BO. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001717. Full description at Econpapers || Download paper |
| 2023 | Dynamic pricing: Definition, implications for managers, and future research directions. (2023). Akella, Laxminarayana Yashaswy ; Pauwels, Koen ; Kopalle, Praveen K ; Gangwar, Manish. In: Journal of Retailing. RePEc:eee:jouret:v:99:y:2023:i:4:p:580-593. Full description at Econpapers || Download paper |
| 2023 | Capital-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 |
| 2023 | Are 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 |
| 2023 | Did 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 |
| 2023 | Wavelet-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 |
| 2023 | Systemically 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 |
| 2024 | The performance of OECDs composite leading indicator. (2024). Soares, Maria Joana ; Aguiarconraria, Luis ; Ojo, Mustapha Olalekan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2265-2277. Full description at Econpapers || Download paper |
| 2023 | Forecasting 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 |
| 2023 | Transition 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:
| 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 | 6 |
| 2016 | Forecasting stock market returns by summing the frequency-decomposed parts In: Working Papers de Economia (Economics Working Papers). [Full Text][Citation analysis] | paper | 37 |
| 2018 | Forecasting 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: 37 | 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 nother version. Agregated cites: 37 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | ||
| 2016 | Forecasting the equity risk premium with frequency-decomposed predictors In: Working Papers de Economia (Economics Working Papers). [Full Text][Citation analysis] | paper | 7 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | ||
| 2013 | Sticky Information Models in Dynare In: Dynare Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2014 | Sticky Information Models in Dynare.(2014) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2013 | Sticky 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 | ||
| 2013 | Sticky information models in Dynare.(2013) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2021 | Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Pervasive inattentiveness In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2016 | Time–frequency characterization of the U.S. financial cycle In: Economics Letters. [Full Text][Citation analysis] | article | 31 |
| 2016 | Time-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: 31 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | ||
| 2023 | Inflation dynamics in the frequency domain In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2021 | Bond vs. bank finance and the Great Recession In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2022 | Investment dynamics and forecast: Mind the frequency In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2020 | The yield curve and the stock market: Mind the long run In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 9 |
| 2017 | Financial shocks, financial stability, and optimal Taylor rules In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 19 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | ||
| 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 |
| 2019 | Assessing U.S. Aggregate Fluctuations Across Time and Frequencies In: Working Paper. [Full Text][Citation analysis] | paper | 3 |
| .() 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] | article | 54 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | 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: 54 | paper | |
| 2024 | Robust design of countercyclical capital buffer rules In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
| 2011 | Monetary policy shocks in a DSGE model with a shadow banking system In: CEF.UP Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Lumpy investment in sticky information general equilibrium In: CEF.UP Working Papers. [Full Text][Citation analysis] | paper | 6 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | ||
| 2012 | Lumpy 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 | |
| 2014 | Financial Shocks and Optimal Monetary Policy Rules In: CEF.UP Working Papers. [Full Text][Citation analysis] | paper | 19 |
| 2017 | Testing the Q theory of investment in the frequency domain In: CEF.UP Working Papers. [Full Text][Citation analysis] | paper | 5 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | ||
| 2020 | Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters In: CEF.UP Working Papers. [Full Text][Citation analysis] | paper | 0 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
| 2021 | Inflation Dynamics and Forecast: Frequency Matters In: CEF.UP Working Papers. [Full Text][Citation analysis] | paper | 0 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
| 2007 | Numerical solution of linear models in economics: The SP-DG model revisited In: FEP Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Time-frequency forecast of the equity premium In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | ||
| 2014 | Investment Dynamics with Information Costs In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 15 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | ||
| 2022 | Optimal bank capital requirements: What do the macroeconomic models say? In: BoF Economics Review. [Full Text][Citation analysis] | paper | 0 |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 1 | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| 2023 | Robust frequency-based monetary policy rules In: IMFS Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
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