Fabio Verona
rådgivare
 
                Unit
Forskningsenheten
E-post
firstname.lastname@bof.fi
- Unlocking predictive potential: the frequency-domain approach to equity premium forecasting (2.9.2025). Goncalo Faria; Fabio Verona. Journal of Empirical Finance. 
- The economic value of frequency-domain information (28.2.2025). Gonçalo Faria; Fabio Verona. Journal of Portfolio Management. 
- Forecasting inflation with the new Keynesian Phillips curve: frequencies matter (1.7.2024). Manuel M. F. Martins; Fabio Verona. Oxford Bulletin of Economics and Statistics. 
- Inflation dynamics in the frequency domain (10.8.2023). Manuel M.F. Martins; Fabio Verona. Economics Letters. 
- Investment dynamics and forecast: Mind the frequency (28.6.2022). Juha Kilponen; Fabio Verona. Finance Research Letters. 
- Time-frequency forecast of the equity premium (23.10.2020). Gonçalo Faria; Fabio Verona. Quantitative Finance. 
- Bond vs bank finance and the Great Recession (20.5.2020). Manuel M. F. Martins; Fabio Verona. Finance Research Letters. 
- Investment, Tobin’s Q, and cash flow across time and frequencies (9.3.2020). Fabio Verona. Oxford Bulletin of Economics and Statistics. 
- The yield curve and the stock market: mind the long run (11.9.2019). Gonçalo Faria; Fabio Verona. Journal of Financial Markets. 
- Forecasting stock market returns by summing the frequency-decomposed parts (15.1.2018). Gonçalo Faria; Fabio Verona. Journal of Empirical Finance. 
- Financial shocks, financial stability, and optimal Taylor rules (22.4.2017). Fabio Verona; Manuel M.F. Martins; Inês Drumond. Journal of Macroeconomics. 
- Time-frequency characterization of the U.S. financial cycle (17.5.2016). Fabio Verona. Economics Letters. 
- Investment dynamics with information costs (21.11.2014). Fabio Verona. Journal of Money, Credit and Banking. 
- Pervasive inattentiveness (28.9.2014). Fabio Verona. Economics Letters. 
- (Un)anticipated monetary policy in a DSGE model with a shadow banking system (15.9.2013). Fabio Verona; Manuel M. F. Martins; Inês Drumond. International Journal of Central Banking. 
- Sticky information models in Dynare (3.5.2013). Fabio Verona; Maik Wolters. Computational Economics. 
- Beyond one-size-fits-all : designing monetary policy for diverse models and frequencies? (8.1.2025). Alexander Dück; Fabio Verona. Bank of Finland Research Discussion Papers 
- From waves to rates: enhancing inflation forecasts through combinations of frequency-domain models (3.1.2025). Fabio Verona. Bank of Finland Research Discussion Papers 
- Enhancing forecast accuracy through frequency-domain combination : applications to financial and economic indicators (26.11.2024). Gonçalo Faria; Fabio Verona. Bank of Finland Research Discussion Papers 
- Unlocking predictive potential : the frequency-domain approach to equity premium forecasting (31.10.2024). Gonçalo Faria; Fabio Verona. Bank of Finland Research Discussion Papers 
- Robust design of countercyclical capital buffer rules (25.10.2024). Dominik Hecker; Hun Jang; Margarita Rubio; Fabio Verona. Bank of Finland Research Discussion Papers 
- Monetary policy rules : model uncertainty meets design limits (19.9.2023). Alexander Dück; Fabio Verona. Bank of Finland Research Discussion Papers 
- Forecast combination in the frequency domain (18.1.2023). Gonçalo Faria; Fabio Verona. Bank of Finland Research Discussion Papers 
- Optimal bank capital requirements : What do the macroeconomic models say? (29.4.2022). Adam Gulan; Esa Jokivuolle; Fabio Verona. BoF Economics Review 
- Inflation dynamics and forecast : frequency matters (8.6.2021). Manuel M. F. Martins; Fabio Verona. Bank of Finland Research Discussion Papers 
- The Aino 3.0 model (26.5.2020). Aino Silvo; Fabio Verona. Bank of Finland Research Discussion Papers 
- Time-frequency forecast of the equity premium (27.4.2020). Gonçalo Faria; Fabio Verona. Bank of Finland Research Discussion Papers 
- Forecasting inflation with the New Keynesian Phillips curve : Frequency matters (21.4.2020). Manuel M. F. Martins; Fabio Verona. Bank of Finland Research Discussion Papers 
- Frequency-domain information for active portfolio management (9.1.2020). Gonçalo Faria; Fabio Verona. Bank of Finland Research Discussion Papers 
- Assessing U.S. aggregate fluctuations across time and frequencies (20.2.2019). Thomas A. Lubik; Christian Matthes; Fabio Verona. Bank of Finland Research Discussion Papers 
- The equity risk premium and the low frequency of the term spread (3.4.2018). Gonçalo Faria; Fabio Verona. Bank of Finland Research Discussion Papers 
- Q, investment, and the financial cycle (2.9.2017). Fabio Verona. Bank of Finland Research Discussion Papers 
- Forecasting the equity risk premium with frequency-decomposed predictors (3.1.2017). Gonçalo Faria; Fabio Verona. Bank of Finland Research Discussion Papers 
- Testing the Q theory of investment in the frequency domain (20.12.2016). Juha Kilponen; Fabio Verona. Bank of Finland Research Discussion Papers 
- Forecasting stock market returns by summing the frequency-decomposed parts (28.11.2016). Gonçalo Faria; Fabio Verona. Bank of Finland Research Discussion Papers 
- The Aino 2.0 model (31.5.2016). Juha Kilponen; Seppo Orjasniemi; Antti Ripatti; Fabio Verona. Bank of Finland Research Discussion Papers 
- Time-frequency characterization of the U.S. financial cycle (23.5.2016). Fabio Verona. Bank of Finland Research Discussion Papers 
- Financial shocks, financial stability, and optimal Taylor rules (26.8.2014). Fabio Verona; Manuel M. F. Martins; Inês Drumond. Bank of Finland Research Discussion Papers 
- Financial shocks, financial stability, and optimal Taylor rules (26.8.2014). Fabio Verona; Manuel M. F. Martins; Inês Drumond. Bank of Finland Research Discussion Papers 
- Investment dynamics with information costs (28.8.2013). Fabio Verona. Bank of Finland Research Discussion Papers 
- Lumpy investment in sticky information general equilibrium (15.8.2013). Fabio Verona. Bank of Finland Research Discussion Papers 
- Sticky information models in Dynare (5.5.2013). Fabio Verona; Maik H. Wolters. Bank of Finland Research Discussion Papers 
- (Un)anticipated monetary policy in a DSGE model with a shadow banking system (11.4.2013). Fabio Verona; Manuel M. F. Martins; Inês Drumond. Bank of Finland Research Discussion Papers 
- Robust design of countercyclical capital buffer rules (2.10.2025). Dominik Hecker; Hun Jang; Margarita Rubio; Fabio Verona. SUERF Policy Brief. 
- Moving Macroeconomic Analysis beyond Business Cycles (4.4.2019). Renee Haltom; Thomas A. Lubik; Christian Matthes; Fabio Verona. Federal Reserve Bank of Richmond. Economic Brief. 
- The yield curve and the stock market: mind the long run (9.5.2018). Gonçalo Faria; Fabio Verona. VoxEU.