Fabio Verona - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2013

Title Other author(s)

Q, investment, and the financial cycle

Bank of Finland Discussion Papers [View] (Paper: 26/2017, 02.09.2017)

JEL: C49, E22, G31

Forecasting the equity risk premium with frequency-decomposed predictors

Bank of Finland Discussion Papers [View] (Paper: 1/2017, 03.01.2017)

JEL: C58, G11, G12, G17

Testing the Q theory of investment in the frequency domain

Bank of Finland Discussion Papers [View] (Paper: 32/2016, 20.12.2016)

JEL: C49, E22, G31

Forecasting stock market returns by summing the frequency-decomposed parts

Bank of Finland Discussion Papers [View] (Paper: 29/2016, 28.11.2016)

JEL: G11, G12, G14, G17

The Aino 2.0 model

Bank of Finland Discussion Papers [View] (Paper: 16/2016, 31.05.2016)

JEL: C11, C53, E32, E37

Time-frequency characterization of the U.S. financial cycle

Bank of Finland Discussion Papers [View] (Paper: 14/2016, 23.05.2016)

JEL: C49, E32, E44

(Un)anticipated Monetary Policy in a DSGE Model with a Shadow Banking System

IJCB International Journal of Central Banking [View] (Paper: 13q3a3, 03.09.2013)

Papers by year: All | 2017 | 2016 | 2013