Fabio Verona

Bank of Finland - Research

SCHOLARLY PAPERS

24

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2,477

SSRN CITATIONS
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Top 12,107

in Total Papers Citations

32

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 362 (101,922)
Citation 29

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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 204 (182,980)

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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 110 (303,662)

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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 254 (148,558)

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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 244 (154,496)
Citation 7

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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 173 (212,085)

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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 152 (236,576)
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 116 (291,018)
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 95 (332,881)

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

9.

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 73 (389,582)
Citation 2

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equity premium, term spread, predictability, frequency domain

10.

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 73 (389,582)
Citation 3

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11.

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 73 (389,582)
Citation 1

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

12.

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 69 (401,789)
Citation 1

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

13.

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 68 (404,862)

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time-frequency forecast, equity premium, multiresolution analysis

14.

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 67 (408,089)

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15.

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 56 (446,108)

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

16.

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 56 (446,108)
Citation 17

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investment dynamics, information costs, inattentiveness, lumpy investment

17.

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 53 (457,212)

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

18.

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 49 (472,953)
Citation 17

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sticky information, general equilibrium, lumpy investment, business cycle

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 41 (507,638)
Citation 1

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

20.

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 40 (512,372)
Citation 1

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

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 20 (628,357)

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

22.

Inflation Dynamics and Forecast: Frequency Matters

Bank of Finland Research Discussion Paper No. 8/2021
Number of pages: 49 Posted: 09 Jun 2021 Last Revised: 16 Jun 2021
Manuel M. F. Martins and Fabio Verona
University of Porto, cef.up, Faculdade de Economia and Bank of Finland - Research
Downloads 15 (663,896)

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23.

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 14 (671,335)

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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 (794,839)
Citation 3
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