Fabio Verona
Personal Details
First Name: | Fabio |
Middle Name: | |
Last Name: | Verona |
Suffix: | |
RePEc Short-ID: | pve224 |
[This author has chosen not to make the email address public] | |
http://fabioverona.rvsteam.net/ | |
+358 9 183 2464 | |
Terminal Degree: | Faculdade de Economia; Universidade do Porto (from RePEc Genealogy) |
Affiliation
(99%) Suomen Pankki
Helsinki, Finlandhttps://www.bof.fi/
RePEc:edi:bofgvfi (more details at EDIRC)
(1%) Centro de Economia e Finanças (cef.up)
Faculdade de Economia
Universidade do Porto
Porto, Portugalhttp://cefup.fep.up.pt/
RePEc:edi:cemuppt (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Hecker, Dominik & Jang, Hun & Rubio, Margarita & Verona, Fabio, 2024. "Robust design of countercyclical capital buffer rules," Bank of Finland Research Discussion Papers 9/2024, Bank of Finland.
- Dominik Hecker & Hun Jang & Margarita Rubio & Fabio Verona, 2024. "Robust design of countercyclical capital buffer rules," Discussion Papers 2024/04, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Faria, Gonçalo & Verona, Fabio, 2023. "Forecast combination in the frequency domain," Bank of Finland Research Discussion Papers 1/2023, Bank of Finland.
- Dück, Alexander & Verona, Fabio, 2023. "Monetary policy rules: model uncertainty meets design limits," Bank of Finland Research Discussion Papers 12/2023, Bank of Finland.
- Dück, Alexander & Verona, Fabio, 2023. "Robust frequency-based monetary policy rules," IMFS Working Paper Series 180, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Gulan, Adam & Jokivuolle, Esa & Verona, Fabio, 2022. "Optimal bank capital requirements: What do the macroeconomic models say?," BoF Economics Review 2/2022, Bank of Finland.
- Darracq Pariès, Matthieu & Notarpietro, Alessandro & Kilponen, Juha & Papadopoulou, Niki & Zimic, Srečko & Aldama, Pierre & Langenus, Geert & Alvarez, Luis Julian & Lemoine, Matthieu & Angelini, Elena, 2021. "Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement," Occasional Paper Series 267, European Central Bank.
- Manuel M. F. Martins & Fabio Verona, 2021.
"Inflation Dynamics and Forecast: Frequency Matters,"
CEF.UP Working Papers
2101, Universidade do Porto, Faculdade de Economia do Porto.
- Martins, Manuel Mota Freitas & Verona, Fabio, 2021. "Inflation dynamics and forecast: Frequency matters," Bank of Finland Research Discussion Papers 8/2021, Bank of Finland.
- Manuel M. F. Martins & Fabio Verona, 2020.
"Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters,"
CEF.UP Working Papers
2001, Universidade do Porto, Faculdade de Economia do Porto.
- Martins, Manuel Mota Freitas & Verona, Fabio, 2020. "Forecasting inflation with the New Keynesian Phillips curve: Frequency matters," Bank of Finland Research Discussion Papers 4/2020, Bank of Finland.
- Faria, Gonçalo & Verona, Fabio, 2020.
"Time-frequency forecast of the equity premium,"
Bank of Finland Research Discussion Papers
6/2020, Bank of Finland.
- Gonçalo Faria & Fabio Verona, 2021. "Time-frequency forecast of the equity premium," Quantitative Finance, Taylor & Francis Journals, vol. 21(12), pages 2119-2135, December.
- Faria, Gonçalo & Verona, Fabio, 2020. "Frequency-domain information for active portfolio management," Bank of Finland Research Discussion Papers 2/2020, Bank of Finland.
- Silvo, Aino & Verona, Fabio, 2020. "The Aino 3.0 model," Bank of Finland Research Discussion Papers 9/2020, Bank of Finland.
- Thomas A. Lubik & Christian Matthes & Fabio Verona, 2019.
"Assessing U.S. Aggregate Fluctuations Across Time and Frequencies,"
Working Paper
19-6, Federal Reserve Bank of Richmond.
- Lubik, Thomas A. & Matthes, Christian & Verona, Fabio, 2019. "Assessing U.S. aggregate fluctuations across time and frequencies," Bank of Finland Research Discussion Papers 5/2019, Bank of Finland.
- Faria, Gonçalo & Verona, Fabio, 2018. "The equity risk premium and the low frequency of the term spread," Bank of Finland Research Discussion Papers 7/2018, Bank of Finland.
- Juha Kilponen & Fabio Verona, 2017.
"Testing the Q theory of investment in the frequency domain,"
CEF.UP Working Papers
1701, Universidade do Porto, Faculdade de Economia do Porto.
- Kilponen, Juha & Verona, Fabio, 2016. "Testing the Q theory of investment in the frequency domain," Bank of Finland Research Discussion Papers 32/2016, Bank of Finland.
- Verona, Fabio, 2017. "Q, investment, and the financial cycle," Bank of Finland Research Discussion Papers 26/2017, Bank of Finland.
- Gonçalo Faria & Fabio Verona, 2016.
"Forecasting stock market returns by summing the frequency-decomposed parts,"
Working Papers de Economia (Economics Working Papers)
05, Católica Porto Business School, Universidade Católica Portuguesa.
- Faria, Gonçalo & Verona, Fabio, 2018. "Forecasting stock market returns by summing the frequency-decomposed parts," Journal of Empirical Finance, Elsevier, vol. 45(C), pages 228-242.
- Gonçalo Faria & Fabio Verona, 2017. "Forecasting stock market returns by summing the frequency-decomposed parts," CEF.UP Working Papers 1702, Universidade do Porto, Faculdade de Economia do Porto.
- Faria, Gonçalo & Verona, Fabio, 2016. "Forecasting stock market returns by summing the frequency-decomposed parts," Bank of Finland Research Discussion Papers 29/2016, Bank of Finland.
- Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio, 2016. "The Aino 2.0 model," Bank of Finland Research Discussion Papers 16/2016, Bank of Finland.
- Gonçalo Faria & Fabio Verona, 2016.
"Forecasting the equity risk premium with frequency-decomposed predictors,"
Working Papers de Economia (Economics Working Papers)
06, Católica Porto Business School, Universidade Católica Portuguesa.
- Faria, Gonçalo & Verona, Fabio, 2017. "Forecasting the equity risk premium with frequency-decomposed predictors," Bank of Finland Research Discussion Papers 1/2017, Bank of Finland.
- Fabio Verona, 2016.
"Time-frequency characterization of the U.S. financial cycle,"
CEF.UP Working Papers
1605, Universidade do Porto, Faculdade de Economia do Porto.
- Verona, Fabio, 2016. "Time–frequency characterization of the U.S. financial cycle," Economics Letters, Elsevier, vol. 144(C), pages 75-79.
- Verona, Fabio, 2016. "Time-frequency characterization of the U.S. financial cycle," Bank of Finland Research Discussion Papers 14/2016, Bank of Finland.
- Fabio Verona & Juha Kilponen & Seppo Orjasniemi & Antti Ripatti, 2015. "Business Cycle Dynamics and Macroprudential Policy Through the Lens of the Aino Model - A Micro-Founded Small Open Economy DSGE Mo," EcoMod2015 8441, EcoMod.
- Fabio Verona & Manuel M. F. Martins & Inês Drumond, 2014. "Financial Shocks and Optimal Monetary Policy Rules," CEF.UP Working Papers 1402, Universidade do Porto, Faculdade de Economia do Porto.
- Verona, Fabio & Martins, Manuel M. F. & Drumond, Inês, 2014.
"Financial shocks, financial stability, and optimal Taylor rules,"
Bank of Finland Research Discussion Papers
21/2014, Bank of Finland.
- Verona, Fabio & Martins, Manuel M.F. & Drumond, Inês, 2017. "Financial shocks, financial stability, and optimal Taylor rules," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 187-207.
- Verona, Fabio & Martins, Manuel M. F. & Drumond, Inês, 2013.
"(Un)anticipated monetary policy in a DSGE model with a shadow banking system,"
Bank of Finland Research Discussion Papers
4/2013, Bank of Finland.
- F. Verona & M. M. F. Martins & I. Drumond, 2013. "(Un)anticipated Monetary Policy in a DSGE Model with a Shadow Banking System," International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 78-124, September.
- Verona, Fabio & Martins, Manuel M. F. & Drumond, Inês, 2012. "(Un)anticipated monetary policy in a DSGE model with a shadow banking system," IMFS Working Paper Series 56, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Verona, Fabio, 2013.
"Investment dynamics with information costs,"
Bank of Finland Research Discussion Papers
18/2013, Bank of Finland.
- Fabio Verona, 2014. "Investment Dynamics with Information Costs," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(8), pages 1627-1656, December.
- Verona, Fabio & Wolters, Maik H., 2012.
"Sticky Information Models in Dynare,"
Dynare Working Papers
11, CEPREMAP, revised Apr 2013.
- Fabio Verona & Maik Wolters, 2014. "Sticky Information Models in Dynare," Computational Economics, Springer;Society for Computational Economics, vol. 43(3), pages 357-370, March.
- Verona, Fabio & Wolters, Maik H., 2013. "Sticky information models in Dynare," Bank of Finland Research Discussion Papers 5/2013, Bank of Finland.
- Fabio Verona & Maik H. Wolters, 2013. "Sticky Information Models in Dynare," CEF.UP Working Papers 1306, Universidade do Porto, Faculdade de Economia do Porto.
- Verona, Fabio & Wolters, Maik H., 2013. "Sticky information models in Dynare," Economics Working Papers 2013-02, Christian-Albrechts-University of Kiel, Department of Economics.
- Fabio Verona, 2011.
"Lumpy investment in sticky information general equilibrium,"
CEF.UP Working Papers
1102, Universidade do Porto, Faculdade de Economia do Porto.
- Verona, Fabio, 2013. "Lumpy investment in sticky information general equilibrium," Bank of Finland Research Discussion Papers 16/2013, Bank of Finland.
- Verona, Fabio, 2012. "Lumpy investment in sticky information general equilibrium," IMFS Working Paper Series 55, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Fabio Verona & Manuel M. F. Martins & Inês Drumond, 2011. "Monetary policy shocks in a DSGE model with a shadow banking system," CEF.UP Working Papers 1101, Universidade do Porto, Faculdade de Economia do Porto.
- T. Andrade, G. Faria, V. Leite, F. Verona, M. Viegas & O. Afonso & P.B. Vasconcelos, 2007. "Numerical solution of linear models in economics: The SP-DG model revisited," FEP Working Papers 249, Universidade do Porto, Faculdade de Economia do Porto.
Articles
- Manuel M. F. Martins & Fabio Verona, 2024. "Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(4), pages 811-832, August.
- Martins, Manuel M.F. & Verona, Fabio, 2023. "Inflation dynamics in the frequency domain," Economics Letters, Elsevier, vol. 231(C).
- Kilponen, Juha & Verona, Fabio, 2022. "Investment dynamics and forecast: Mind the frequency," Finance Research Letters, Elsevier, vol. 49(C).
- Martins, Manuel M.F. & Verona, Fabio, 2021. "Bond vs. bank finance and the Great Recession," Finance Research Letters, Elsevier, vol. 39(C).
- Gonçalo Faria & Fabio Verona, 2021.
"Time-frequency forecast of the equity premium,"
Quantitative Finance, Taylor & Francis Journals, vol. 21(12), pages 2119-2135, December.
- Faria, Gonçalo & Verona, Fabio, 2020. "Time-frequency forecast of the equity premium," Bank of Finland Research Discussion Papers 6/2020, Bank of Finland.
- Fabio Verona, 2020. "Investment, Tobin's Q, and Cash Flow Across Time and Frequencies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(2), pages 331-346, April.
- Faria, Gonçalo & Verona, Fabio, 2020. "The yield curve and the stock market: Mind the long run," Journal of Financial Markets, Elsevier, vol. 50(C).
- Renee Courtois Haltom & Thomas A. Lubik & Christian Matthes & Fabio Verona, 2019. "Moving Macroeconomic Analysis beyond Business Cycles," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue April, pages 1-8.
- Faria, Gonçalo & Verona, Fabio, 2018.
"Forecasting stock market returns by summing the frequency-decomposed parts,"
Journal of Empirical Finance, Elsevier, vol. 45(C), pages 228-242.
- Gonçalo Faria & Fabio Verona, 2016. "Forecasting stock market returns by summing the frequency-decomposed parts," Working Papers de Economia (Economics Working Papers) 05, Católica Porto Business School, Universidade Católica Portuguesa.
- Gonçalo Faria & Fabio Verona, 2017. "Forecasting stock market returns by summing the frequency-decomposed parts," CEF.UP Working Papers 1702, Universidade do Porto, Faculdade de Economia do Porto.
- Faria, Gonçalo & Verona, Fabio, 2016. "Forecasting stock market returns by summing the frequency-decomposed parts," Bank of Finland Research Discussion Papers 29/2016, Bank of Finland.
- Verona, Fabio & Martins, Manuel M.F. & Drumond, Inês, 2017.
"Financial shocks, financial stability, and optimal Taylor rules,"
Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 187-207.
- Verona, Fabio & Martins, Manuel M. F. & Drumond, Inês, 2014. "Financial shocks, financial stability, and optimal Taylor rules," Bank of Finland Research Discussion Papers 21/2014, Bank of Finland.
- Verona, Fabio, 2016.
"Time–frequency characterization of the U.S. financial cycle,"
Economics Letters, Elsevier, vol. 144(C), pages 75-79.
- Verona, Fabio, 2016. "Time-frequency characterization of the U.S. financial cycle," Bank of Finland Research Discussion Papers 14/2016, Bank of Finland.
- Fabio Verona, 2016. "Time-frequency characterization of the U.S. financial cycle," CEF.UP Working Papers 1605, Universidade do Porto, Faculdade de Economia do Porto.
- Fabio Verona & Maik Wolters, 2014.
"Sticky Information Models in Dynare,"
Computational Economics, Springer;Society for Computational Economics, vol. 43(3), pages 357-370, March.
- Verona, Fabio & Wolters, Maik H., 2013. "Sticky information models in Dynare," Bank of Finland Research Discussion Papers 5/2013, Bank of Finland.
- Verona, Fabio & Wolters, Maik H., 2012. "Sticky Information Models in Dynare," Dynare Working Papers 11, CEPREMAP, revised Apr 2013.
- Fabio Verona & Maik H. Wolters, 2013. "Sticky Information Models in Dynare," CEF.UP Working Papers 1306, Universidade do Porto, Faculdade de Economia do Porto.
- Verona, Fabio & Wolters, Maik H., 2013. "Sticky information models in Dynare," Economics Working Papers 2013-02, Christian-Albrechts-University of Kiel, Department of Economics.
- Verona, Fabio, 2014. "Pervasive inattentiveness," Economics Letters, Elsevier, vol. 125(2), pages 287-290.
- Fabio Verona, 2014.
"Investment Dynamics with Information Costs,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(8), pages 1627-1656, December.
- Verona, Fabio, 2013. "Investment dynamics with information costs," Bank of Finland Research Discussion Papers 18/2013, Bank of Finland.
- F. Verona & M. M. F. Martins & I. Drumond, 2013.
"(Un)anticipated Monetary Policy in a DSGE Model with a Shadow Banking System,"
International Journal of Central Banking, International Journal of Central Banking, vol. 9(3), pages 78-124, September.
- Verona, Fabio & Martins, Manuel M. F. & Drumond, Inês, 2013. "(Un)anticipated monetary policy in a DSGE model with a shadow banking system," Bank of Finland Research Discussion Papers 4/2013, Bank of Finland.
- Verona, Fabio & Martins, Manuel M. F. & Drumond, Inês, 2012. "(Un)anticipated monetary policy in a DSGE model with a shadow banking system," IMFS Working Paper Series 56, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
More information
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Featured entries
This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 22 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (11) 2007-10-13 2011-02-19 2011-06-18 2016-06-04 2017-03-26 2017-04-09 2019-03-11 2020-06-08 2021-06-28 2021-09-27 2022-06-13. Author is listed
- NEP-DGE: Dynamic General Equilibrium (9) 2011-02-19 2012-09-30 2013-04-27 2013-05-22 2014-08-20 2017-04-09 2019-03-11 2022-06-13 2023-10-16. Author is listed
- NEP-MON: Monetary Economics (8) 2011-02-19 2014-08-20 2020-06-08 2021-06-28 2022-06-13 2023-01-02 2023-03-20 2023-10-16. Author is listed
- NEP-CBA: Central Banking (6) 2011-02-19 2014-08-20 2021-09-27 2022-06-13 2023-03-20 2023-10-16. Author is listed
- NEP-FOR: Forecasting (6) 2016-11-13 2016-12-18 2018-04-09 2020-06-08 2021-06-28 2023-02-20. Author is listed
- NEP-BAN: Banking (4) 2011-02-19 2014-08-20 2022-06-13 2023-10-16
- NEP-ETS: Econometric Time Series (3) 2016-11-13 2016-12-18 2023-02-20
- NEP-ORE: Operations Research (3) 2016-11-13 2018-04-09 2020-06-08
- NEP-CMP: Computational Economics (2) 2007-10-13 2012-09-30
- NEP-CIS: Confederation of Independent States (1) 2011-02-19
- NEP-CWA: Central and Western Asia (1) 2021-06-28
- NEP-DES: Economic Design (1) 2023-10-16
- NEP-EEC: European Economics (1) 2021-09-27
- NEP-FDG: Financial Development and Growth (1) 2022-06-13
- NEP-GER: German Papers (1) 2023-10-16
- NEP-HPE: History and Philosophy of Economics (1) 2007-10-13
- NEP-ISF: Islamic Finance (1) 2021-09-27
- NEP-MIC: Microeconomics (1) 2011-02-19
- NEP-RMG: Risk Management (1) 2022-06-13
- NEP-UPT: Utility Models and Prospect Theory (1) 2016-12-18
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