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Bank of Finland - Research
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DSGE model, shadow banking system, too low for too long, boom-bust
predictability, stock returns, equity premium, asset allocation, frequency domain, wavelets
equity risk premium, term spread, predictability, frequency domain
predictability, equity risk premium, frequency domain, discrete wavelets
central banking., econometric modelling, forecasting and simulation, monetary policy
DSGE model, Finnish economy, small open economy, Bayesian estimation, aggregate shocks
business cycles, small open economy, credit constraints, housing market, long-term debt
equity premium, term spread, predictability, frequency domain
sticky information, Dynare, macro-processor, lagged expectations
time-frequency forecast, equity premium, multiresolution analysis
Wavelets, bandpass filter, SVAR, sign restrictions, DSGE model
investment, Tobin’s Q, bond Q, intangible Q, intangible investment, cash flow, discrete wavelets, frequency estimation, forecast
inflation forecasting, new Keynesian Phillips curve, frequency domain, wavelets
DSGE models, financial shocks, optimal monetary policy, Taylor rules, bond market, loan market
equity risk premium, bond risk premium, predictability, multiresolution analysis, active portfolio management
financial shocks, optimal monetary policy, Taylor rules, DSGE models, bond market, loan market
investment, Tobin's Q, cash flow, time-frequency estimation, continuous wavelets
forecast combination, frequency domain, equity premium, GDP growth, Haar filter, wavelets
investment dynamics, information costs, inattentiveness, lumpy investment
sticky information, general equilibrium, lumpy investment, business cycle
countercyclical capital buffers, macroprudential policy, model comparison, structural models, model uncertainty, robust rule
forecast combination, frequency domain, equity premium, GDP growth, Haar filter
corporate finance, bond finance, bank finance, Great Recession, business cycle
equity premium, predictability, frequency domain
monetary policy rules, policy evaluation, model comparison, model uncertainty, frequency domain, design limits, DSGE models
inflation forecasting, forecast combination, wavelets, Haar filter, time-varying parameters, Phillips curve