Browsing All of EconStor by Author Verona, Fabio

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Showing results 1 to 16 of 16
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
2012 Lumpy investment in sticky information general equilibriumVerona, Fabio
2013 Sticky information models in DynareVerona, Fabio; Wolters, Maik H.
2013 Investment 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
2013 Sticky information models in DynareVerona, Fabio; Wolters, Maik H.
2013 Lumpy investment in sticky information general equilibriumVerona, Fabio
2014 Financial shocks, financial stability, and optimal Taylor rulesVerona, Fabio; Martins, Manuel M. F.; Drumond, Inês
2016 Time-frequency characterization of the U.S. financial cycleVerona, Fabio
2016 The Aino 2.0 modelKilponen, Juha; Orjasniemi, Seppo; Ripatti, Antti; Verona, Fabio
2016 Testing the Q theory of investment in the frequency domainKilponen, Juha; Verona, Fabio
2016 Forecasting stock market returns by summing the frequency-decomposed partsFaria, Gonçalo; Verona, Fabio
2017 Q, investment, and the financial cycleVerona, Fabio
2017 Forecasting the equity risk premium with frequency-decomposed predictorsFaria, Gonçalo; Verona, Fabio
2018 The equity risk premium and the low frequency of the term spreadFaria, Gonçalo; Verona, Fabio
2019 Assessing U.S. aggregate fluctuations across time and frequenciesLubik, Thomas A.; Matthes, Christian; Verona, Fabio