Access Statistics for Laura Coroneo

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Real-time Density Forecast Evaluation of the ECB Survey of Professional Forecasters 0 0 1 84 1 1 10 182
A simple two-component model for the distribution of intraday returns 0 0 0 0 0 0 2 48
Across the borders, above the bounds: a non-linear framework for international yield curves 0 0 15 15 0 0 6 6
Comparing predictive accuracy in small samples 0 2 3 97 1 3 4 213
Density forecast comparison in small samples 0 0 0 35 0 0 3 48
European spreads at the interest rate lower bound 0 0 0 48 0 0 1 67
Forecasting for monetary policy 26 30 30 30 27 33 33 33
How arbitrage-free is the Nelson-Siegel Model? 0 0 0 165 0 0 4 783
International Stock Comovements with Endogenous Clusters 0 0 0 36 0 1 1 81
Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation 0 0 0 80 0 0 1 242
Predicting interest rates in real-time 1 1 1 68 2 3 3 146
Predicting the COVID-19 epidemic: is a regional approach preferable? 0 0 0 31 0 0 3 55
TIPS Liquidity Premium and Quantitative Easing 0 0 0 74 1 1 5 224
Testing for equal predictive accuracy with strong dependence 0 0 6 69 0 0 11 112
Testing for equal predictive accuracy with strong dependence 1 2 29 29 2 3 11 11
Testing for optimal monetary policy via moment inequalities 0 0 0 51 0 1 4 149
Testing for optimal monetary policy via moment inequalities 0 0 0 95 0 1 4 240
Testing for optimal monetary policy via moment inequalities 0 0 0 1 0 0 1 13
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 178 0 0 3 628
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 37 1 1 4 126
Unspanned Macroeconomic Factors in the Yields Curve 0 0 0 379 0 0 0 838
Unspanned macroeconomic factors in the yield curve 0 0 0 127 0 0 1 202
Total Working Papers 28 35 85 1,729 35 48 115 4,447


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A simple two-component model for the distribution of intraday returns 0 0 0 35 0 0 0 113
Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics 0 0 0 6 0 0 1 45
Does Real‐Time Macroeconomic Information Help to Predict Interest Rates? 0 0 1 1 0 1 7 8
European spreads at the interest rate lower bound 0 0 0 2 1 1 1 27
How arbitrage-free is the Nelson-Siegel model? 0 0 5 92 0 0 10 338
International Stock Comovements with Endogenous Clusters 0 0 1 4 0 1 3 30
Survey density forecast comparison in small samples 0 0 0 0 0 0 1 1
Testing for optimal monetary policy via moment inequalities 0 0 0 18 0 0 1 63
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 1 0 1 2 8
Unspanned Macroeconomic Factors in the Yield Curve 0 0 2 28 0 0 3 98
Total Journal Articles 0 0 9 187 1 4 29 731


Statistics updated 2025-03-03