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Browsing All of EconStor by Author Verona, Fabio


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Year of PublicationTitleAuthor(s)
2012(Un)anticipated monetary policy in a DSGE model with a shadow banking systemVerona, Fabio; Martins, Manuel M. F.; Drumond, Inês
2012Lumpy investment in sticky information general equilibriumVerona, Fabio
2013Investment dynamics with information costsVerona, Fabio
2013(Un)anticipated monetary policy in a DSGE model with a shadow banking systemVerona, Fabio; Martins, Manuel M. F.; Drumond, Inês
2013Sticky information models in DynareVerona, Fabio; Wolters, Maik H.
2013Sticky information models in DynareVerona, Fabio; Wolters, Maik H.
2013Lumpy investment in sticky information general equilibriumVerona, Fabio
2014Financial shocks, financial stability, and optimal Taylor rulesVerona, Fabio; Martins, Manuel M. F.; Drumond, Inês
2016Forecasting stock market returns by summing the frequency-decomposed partsFaria, Gonçalo; Verona, Fabio
2016The Aino 2.0 modelKilponen, Juha; Orjasniemi, Seppo; Ripatti, Antti; Verona, Fabio
2016Time-frequency characterization of the U.S. financial cycleVerona, Fabio
2016Testing the Q theory of investment in the frequency domainKilponen, Juha; Verona, Fabio
2017Forecasting the equity risk premium with frequency-decomposed predictorsFaria, Gonçalo; Verona, Fabio
2017Q, investment, and the financial cycleVerona, Fabio
2018The equity risk premium and the low frequency of the term spreadFaria, Gonçalo; Verona, Fabio
2019Assessing U.S. aggregate fluctuations across time and frequenciesLubik, Thomas A.; Matthes, Christian; Verona, Fabio
2020Time-frequency forecast of the equity premiumFaria, Gonçalo; Verona, Fabio
2020Frequency-domain information for active portfolio managementFaria, Gonçalo; Verona, Fabio
2020Forecasting inflation with the New Keynesian Phillips curve: Frequency mattersMartins, Manuel Mota Freitas; Verona, Fabio
2020The Aino 3.0 modelSilvo, Aino; Verona, Fabio
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