Inflation Dynamics in the Frequency Domain
Manuel M. F. Martins, Fabio Verona
Economics Letters, vol. 231, 2023, p. .

Time-Frequency Forecast of the Equity Premium
Gonçalo Faria, Fabio Verona
Quantitative Finance, vol. 21, 2021, p. 2119-2135.

Investment, Tobin's Q, and Cash Flow across Time and Frequencies
Fabio Verona
Oxford Bulletin of Economics and Statistics, vol. 82, 2020, p. 331-346.

The Yield Curve and the Stock Market: Mind the Long Run
Gonçalo Faria, Fabio Verona
Journal Of Financial Markets, vol. 50, 2020, p. .

Forecasting Stock Market Returns by Summing the Frequency-Decomposed Parts
Gonçalo Faria, Fabio Verona
Journal Of Empirical Finance, vol. 45, 2018, p. 228-242.

Financial shocks, financial stability, and optimal Taylor rules
Fabio Verona, Manuel M. F. Martins, Inês Drumond
Journal of Macroeconomics, vol. 54, 2017, p. .

Time-Frequency Characterization of the U.S. Financial Cycle
Fabio Verona
Economics Letters, vol. 144, 2016, p. 75-79.

Investment Dynamics with Information Costs
Fabio Verona
Journal of Money, Credit and Banking, vol. 46, 2014, p. 1627-1656.

Pervasive Inattentiveness
Fabio Verona
Economics Letters, vol. 125, 2014, p. 287-290.

Sticky Information Models in Dynare
Fabio Verona, Maik H. Wolters
Computational Economics, vol. 43, 2014, p. 357-370.

(Un)anticipated Monetary Policy in a DSGE Model with a Shadow Banking System
Manuel M. F. Martins, Inês Drumond, Fabio Verona
International Journal Of Central Banking, vol. 9, 2013, p. 73-117.