Fabio Verona

Bank of Finland - Research

SCHOLARLY PAPERS

24

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2,244

SSRN CITATIONS
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Top 11,560

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31

CROSSREF CITATIONS

69

Scholarly Papers (24)

1.

(Un)Anticipated Monetary Policy in a DSGE Model with a Shadow Banking System

Bank of Finland Research Discussion Paper No. 4/2013
Number of pages: 43 Posted: 27 Apr 2013
Bank of Finland - Research, University of Porto, cef.up, Faculdade de Economia and Universidade do Porto - Faculdade de Economia (FEP)
Downloads 338 (102,260)
Citation 26

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DSGE model, shadow banking system, too low for too long, boom-bust

The Equity Risk Premium and the Low Frequency of the Term Spread

Number of pages: 48 Posted: 06 Sep 2017 Last Revised: 18 Apr 2018
Gonçalo Faria and Fabio Verona
Catholic University of Portugal (UCP) - School of Economics and Management and CEGE and Bank of Finland - Research
Downloads 196 (177,371)

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equity risk premium, term spread, predictability, frequency domain

The Equity Risk Premium and the Low Frequency of the Term Spread

Bank of Finland Research Discussion Paper No. 7/2018
Number of pages: 51 Posted: 05 Apr 2018 Last Revised: 12 Apr 2018
Gonçalo Faria and Fabio Verona
Catholic University of Portugal (UCP) - School of Economics and Management and CEGE and Bank of Finland - Research
Downloads 104 (298,021)

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3.

Forecasting the Equity Risk Premium with Frequency-Decomposed Predictors

Bank of Finland Research Discussion Paper No. 1/2017
Number of pages: 42 Posted: 14 Feb 2017
Gonçalo Faria and Fabio Verona
Catholic University of Portugal (UCP) - School of Economics and Management and CEGE and Bank of Finland - Research
Downloads 240 (147,099)

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predictability, equity risk premium, frequency domain, discrete wavelets

4.

Forecasting Stock Market Returns by Summing the Frequency-Decomposed Parts

Bank of Finland Research Discussion Paper No. 29/2016
Number of pages: 49 Posted: 02 Dec 2016 Last Revised: 23 Nov 2017
Gonçalo Faria and Fabio Verona
Catholic University of Portugal (UCP) - School of Economics and Management and CEGE and Bank of Finland - Research
Downloads 225 (156,549)
Citation 6

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5.

The Aino 2.0 Model

Bank of Finland Research Discussion Paper No. 16/2016
Number of pages: 98 Posted: 14 Jun 2016 Last Revised: 22 Apr 2020
Bank of Finland - Research, Bank of Finland, Monetary Policy and Research Department, University of Helsinki and Bank of Finland - Research
Downloads 160 (211,824)

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6.

Time-Frequency Characterization of the U.S. Financial Cycle

Bank of Finland Research Discussion Paper No. 14/2016
Number of pages: 11 Posted: 31 May 2016 Last Revised: 02 Oct 2017
Fabio Verona
Bank of Finland - Research
Downloads 135 (243,304)
Citation 7

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7.

Sticky Information Models in Dynare

Bank of Finland Research Discussion Paper No. 5/2013
Number of pages: 20 Posted: 02 Jul 2013
Fabio Verona and Maik H. Wolters
Bank of Finland - Research and Kiel Institute for the World Economy - IFW
Downloads 106 (290,464)
Citation 4

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sticky information, Dynare, macro-processor, lagged expectations

8.

Testing the Q Theory of Investment in the Frequency Domain

Bank of Finland Research Discussion Paper No. 32/2016
Number of pages: 32 Posted: 14 Feb 2017
Juha Kilponen and Fabio Verona
Bank of Finland - Research and Bank of Finland - Research
Downloads 80 (347,077)

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investment, Tobin’s Q, bond Q, intangible Q, intangible investment, cash flow, discrete wavelets, frequency estimation, forecast

Time-frequency Forecast of the Equity Premium

Bank of Finland Research Discussion Paper No. 6/2020
Number of pages: 42 Posted: 30 Apr 2020
Gonçalo Faria and Fabio Verona
Catholic University of Portugal (UCP) - School of Economics and Management and CEGE and Bank of Finland - Research
Downloads 51 (444,193)

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time-frequency forecast, equity premium, multiresolution analysis

Time-Frequency Forecast of the Equity Premium

Bank of Finland Research Discussion Paper No. 6/2020
Number of pages: 42 Posted: 14 Jan 2021
Gonçalo Faria and Fabio Verona
Catholic University of Portugal (UCP) - School of Economics and Management and CEGE and Bank of Finland - Research
Downloads 28 (576,049)

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10.

Financial Shocks and Optimal Monetary Policy Rules

Bank of Finland Research Discussion Paper No. 21/2014
Number of pages: 49 Posted: 14 Oct 2014
Bank of Finland - Research, University of Porto, cef.up, Faculdade de Economia and Universidade do Porto - Faculdade de Economia (FEP)
Downloads 71 (371,307)
Citation 1

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financial shocks, optimal monetary policy, Taylor rules, DSGE models, bond market, loan market

11.

Financial Shocks, Financial Stability, and Optimal Taylor Rules

Bank of Finland Research Discussion Paper No. 21/2014
Number of pages: 59 Posted: 22 May 2017 Last Revised: 08 Sep 2017
Fabio Verona, Manuel V. Martins and Inês Drumond
Bank of Finland - Research, Universidade do Porto and Universidade do Porto - Faculdade de Economia (FEP)
Downloads 69 (377,149)
Citation 3

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12.

Q, Investment, and the Financial Cycle

Bank of Finland Research Discussion Paper No. 26/2017
Number of pages: 53 Posted: 06 Sep 2017 Last Revised: 17 Jul 2019
Fabio Verona
Bank of Finland - Research
Downloads 62 (398,782)

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13.

The Yield Curve and the Stock Market: Mind the Long Run

Number of pages: 46 Posted: 05 Aug 2019
Gonçalo Faria and Fabio Verona
Catholic University of Portugal (UCP) - School of Economics and Management and CEGE and Bank of Finland - Research
Downloads 60 (405,289)
Citation 1

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equity premium, term spread, predictability, frequency domain

14.

Assessing U.S. Aggregate Fluctuations Across Time and Frequencies

Bank of Finland Research Discussion Paper No. 5/2019
Number of pages: 67 Posted: 21 Feb 2019 Last Revised: 27 Feb 2019
Johns Hopkins University - Department of Economics, Federal Reserve Bank of Richmond and Bank of Finland - Research
Downloads 58 (412,128)
Citation 1

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Wavelets, bandpass filter, SVAR, sign restrictions, DSGE model

15.

Investment Dynamics with Information Costs

Bank of Finland Research Discussion Paper No. 18/2013, Journal of Money, Credit, and Banking, Vol. 46, No. 8, 2014
Number of pages: 42 Posted: 28 Sep 2013 Last Revised: 02 Dec 2014
Fabio Verona
Bank of Finland - Research
Downloads 53 (429,604)
Citation 17

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investment dynamics, information costs, inattentiveness, lumpy investment

Frequency-Domain Information for Active Portfolio Management

Bank of Finland Research Discussion Paper No. 2/2020
Number of pages: 39 Posted: 31 Jan 2020
Gonçalo Faria and Fabio Verona
Catholic University of Portugal (UCP) - School of Economics and Management and CEGE and Bank of Finland - Research
Downloads 40 (491,801)

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equity risk premium, bond risk premium, predictability, multiresolution analysis, active portfolio management

Frequency-Domain Information for Active Portfolio Management

Bank of Finland Research Discussion Paper No. 2/2020
Number of pages: 39 Posted: 14 Jan 2021
Gonçalo Faria and Fabio Verona
Catholic University of Portugal (UCP) - School of Economics and Management and CEGE and Bank of Finland - Research
Downloads 12 (687,724)

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17.

Lumpy Investment in Sticky Information General Equilibrium

Bank of Finland Research Discussion Paper No. 16/2013
Number of pages: 41 Posted: 25 Sep 2013
Fabio Verona
Bank of Finland - Research
Downloads 48 (448,247)
Citation 17

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sticky information, general equilibrium, lumpy investment, business cycle

18.

Investment, Tobin’s Q, and Cash Flow Across Time and Frequencies

Number of pages: 33 Posted: 17 Jun 2019
Fabio Verona
Bank of Finland - Research
Downloads 33 (514,518)
Citation 1

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investment, Tobin's Q, cash flow, time-frequency estimation, continuous wavelets

19.

Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters

Bank of Finland Research Discussion Paper No. 4/2020
Number of pages: 36 Posted: 31 Jan 2020
Manuel M. F. Martins and Fabio Verona
University of Porto, cef.up, Faculdade de Economia and Bank of Finland - Research
Downloads 27 (547,128)
Citation 1

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inflation forecasting, new Keynesian Phillips curve, frequency domain, wavelets

20.
Downloads 23 (571,969)

The Aino 3.0 Model

Bank of Finland Research Discussion Paper No. 9/2020
Number of pages: 89 Posted: 08 Jun 2020
Aino Silvo and Fabio Verona
University of Helsinki - Department of Political and Economic Studies and Bank of Finland - Research
Downloads 23 (589,888)

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business cycles, small open economy, credit constraints, housing market, long-term debt

The Aino 3.0 Model

Bank of Finland Research Discussion Paper No. 9/2020
Number of pages: 89 Posted: 14 Jan 2021
Aino Silvo and Fabio Verona
University of Helsinki - Department of Political and Economic Studies and Bank of Finland - Research
Downloads 0

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21.

Bond vs Bank Finance and the Great Recession

Number of pages: 11 Posted: 30 Jul 2020
Manuel M. F. Martins and Fabio Verona
University of Porto, cef.up, Faculdade de Economia and Bank of Finland - Research
Downloads 13 (639,445)

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corporate finance, bond finance, bank finance, Great Recession, business cycle

22.

Assessing U.S. Aggregate Fluctuations Across Time and Frequencies

FRB Richmond Working Paper No. 19-6
Number of pages: 45 Posted: 01 Mar 2019 Last Revised: 29 Apr 2020
Thomas Lubik, Christian Matthes and Fabio Verona
Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond and Bank of Finland - Research
Downloads 10 (660,956)

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Wavelets, bandpass filter, SVAR, sign restrictions, DSGE model

23.

Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters

Bank of Finland Research Discussion Paper No. 4/2020
Number of pages: 36 Posted: 14 Jan 2021
Manuel M. F. Martins and Fabio Verona
affiliation not provided to SSRN and Bank of Finland - Research
Downloads 2 (735,687)

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24.

Investment, Tobin's Q, and Cash Flow Across Time and Frequencies

Oxford Bulletin of Economics and Statistics, Vol. 82, Issue 2, pp. 331-346, 2020
Number of pages: 16 Posted: 02 Jun 2020
Fabio Verona
Bank of Finland - Research
Downloads 0 (753,803)
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