Fabio Verona : Citation Profile


Are you Fabio Verona?

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

7

H index

6

i10 index

209

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: 30.    Total self citations: 30 (12.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve224
   Updated: 2023-11-04    RAS profile: 2023-11-07    
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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 (14)

Crowley, Patrick (12)

Wolters, Maik (7)

Fève, Patrick (6)

Pierrard, Olivier (6)

Moura, Alban (6)

Schüler, Yves (5)

Martins, Manuel (5)

Mazelis, Falk (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) / Catlica Porto Business School, Universidade Catlica Portuguesa2

Recent works citing Fabio Verona (2023 and 2022)


YearTitle of citing document
2022Unregulated Lending, Mortgage Regulations and Monetary Policy. (2022). Peterson, Brian ; Emenogu, Ugochi. In: Staff Working Papers. RePEc:bca:bocawp:22-28.

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

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2022The Macroeconomics of Partial Irreversibility. (2022). Blanco, Andres ; Baley, Isaac. In: Working Papers. RePEc:bge:wpaper:1312.

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2022Does the kitchen?sink model work forecasting the equity premium?. (2022). Yin, Anwen. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:223-247.

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2023.

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2022Portfolio returns and consumption growth covariation in the frequency domain, real economic activity, and expected returns. (2022). Piccotti, Louis R. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:3:p:513-549.

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2022Macroprudential regulation of investment funds. (2022). Wicknig, Florian ; Kaufmann, Christoph ; di Iasio, Giovanni. In: Working Paper Series. RePEc:ecb:ecbwps:20222695.

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2022Monetary and macroprudential policy coordination with biased preferences. (2022). Jackson, Timothy P ; Agenor, Pierre-Richard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002238.

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2022Managing financing costs and fostering green transition: The role of green financial policy in China. (2022). Xiong, Langyu ; Peng, Wei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:820-836.

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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.

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2022The intermediating role of the Chinese renminbi in Asian currency markets: Evidence from partial wavelet coherence. (2022). Kinkyo, Takuji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001984.

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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.

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2022Overconfidence and US stock market returns. (2022). Apergis, Nicholas. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002580.

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2022Bond risk’s role in the equity risk-return tradeoff. (2022). Stivers, Chris ; Bansal, Naresh. In: Journal of Financial Markets. RePEc:eee:finmar:v:60:y:2022:i:c:s1386418121000744.

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2022Examining the sources of excess return predictability: Stochastic volatility or market inefficiency?. (2022). Lansing, Kevin ; Ma, Jun ; Leroy, Stephen F. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:50-72.

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2022Examining macroprudential policy and its macroeconomic effects – Some new evidence. (2022). Mehrotra, Aaron ; Kim, So Young. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001000.

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2022How macro-variables drive crude oil volatility? Perspective from the STL-based iterated combination method. (2022). Pan, Zhigang ; Zhang, Yaojie ; Wang, Xunxiao. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001052.

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2022Spillover and risk transmission between the term structure of the US interest rates and Islamic equities. (2022). Yousaf, Imran ; Vo, Xuan Vinh ; Gubareva, Mariya ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x22000075.

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2022Forecasting Crude Oil Prices with a WT-FNN Model. (2022). Fang, Tianhui ; Wang, Donghua. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:6:p:1955-:d:766308.

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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.

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2022Characterizing India’s Financial Cycle. (2022). Sharma, Saurabh ; Behera, Harendra. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:21:y:2022:i:2:p:152-183.

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2022A Wavelet Method for Detecting Turning Points in the Business Cycle. (2022). Hornero, R ; Rojo, J L ; Colther, C. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:18:y:2022:i:2:d:10.1007_s41549-022-00072-y.

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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.

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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.

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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.

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2022The long-run effects of corporate tax reforms. (2022). Baley, Isaac ; Blanco, Andres. In: Economics Working Papers. RePEc:upf:upfgen:1813.

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2022Hedging capabilities of Bitcoin for Asian currencies. (2022). Kinkyo, Takuji. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:1769-1784.

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

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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.
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article4
2016Forecasting stock market returns by summing the frequency-decomposed parts In: Working Papers de Economia (Economics Working Papers).
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paper33
2018Forecasting stock market returns by summing the frequency-decomposed parts.(2018) In: Journal of Empirical Finance.
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article
2017Forecasting stock market returns by summing the frequency-decomposed parts.(2017) In: CEF.UP Working Papers.
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2016Forecasting the equity risk premium with frequency-decomposed predictors In: Working Papers de Economia (Economics Working Papers).
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paper7
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paper
2013Sticky Information Models in Dynare In: Dynare Working Papers.
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paper9
2014Sticky Information Models in Dynare.(2014) In: Computational Economics.
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This paper has another version. Agregated cites: 9
article
2013Sticky Information Models in Dynare.(2013) In: CEF.UP Working Papers.
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2013Sticky information models in Dynare.(2013) In: Economics Working Papers.
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2021Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement In: Occasional Paper Series.
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paper1
2014Pervasive inattentiveness In: Economics Letters.
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article1
2016Time–frequency characterization of the U.S. financial cycle In: Economics Letters.
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article28
2016Time-frequency characterization of the U.S. financial cycle.(2016) In: CEF.UP Working Papers.
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2023Inflation dynamics in the frequency domain In: Economics Letters.
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2021Bond vs. bank finance and the Great Recession In: Finance Research Letters.
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article1
2022Investment dynamics and forecast: Mind the frequency In: Finance Research Letters.
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article0
2020The yield curve and the stock market: Mind the long run In: Journal of Financial Markets.
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article6
2017Financial shocks, financial stability, and optimal Taylor rules In: Journal of Macroeconomics.
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article17
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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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paper0
2019Moving Macroeconomic Analysis beyond Business Cycles In: Richmond Fed Economic Brief.
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2019Assessing U.S. Aggregate Fluctuations Across Time and Frequencies In: Working Paper.
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2013(Un)anticipated Monetary Policy in a DSGE Model with a Shadow Banking System In: International Journal of Central Banking.
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2012(Un)anticipated monetary policy in a DSGE model with a shadow banking system.(2012) In: IMFS Working Paper Series.
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2011Monetary policy shocks in a DSGE model with a shadow banking system In: CEF.UP Working Papers.
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2011Lumpy investment in sticky information general equilibrium In: CEF.UP Working Papers.
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2012Lumpy investment in sticky information general equilibrium.(2012) In: IMFS Working Paper Series.
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2014Financial Shocks and Optimal Monetary Policy Rules In: CEF.UP Working Papers.
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2017Testing the Q theory of investment in the frequency domain In: CEF.UP Working Papers.
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2020Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters In: CEF.UP Working Papers.
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2021Inflation Dynamics and Forecast: Frequency Matters In: CEF.UP Working Papers.
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2007Numerical solution of linear models in economics: The SP-DG model revisited In: FEP Working Papers.
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2021Time-frequency forecast of the equity premium In: Quantitative Finance.
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2014Investment Dynamics with Information Costs In: Journal of Money, Credit and Banking.
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2022Optimal bank capital requirements: What do the macroeconomic models say? In: BoF Economics Review.
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2023Robust frequency-based monetary policy rules In: IMFS Working Paper Series.
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