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 0 84 1 1 8 185
A simple two-component model for the distribution of intraday returns 0 0 0 0 0 1 1 1
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 1 1 16 0 6 8 13
Comparing predictive accuracy in small samples 0 0 3 97 0 2 7 216
Density forecast comparison in small samples 0 0 0 35 0 0 4 51
European spreads at the interest rate lower bound 0 0 0 48 0 2 2 69
Forecasting for monetary policy 3 10 101 101 11 26 235 235
How arbitrage-free is the Nelson-Siegel Model? 0 0 1 166 0 0 6 786
International Stock Comovements with Endogenous Clusters 0 0 0 36 0 0 1 81
Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation 0 0 0 80 0 1 2 243
Predicting interest rates in real-time 0 0 2 69 0 1 6 149
Predicting the COVID-19 epidemic: is a regional approach preferable? 1 1 1 32 3 4 4 59
TIPS Liquidity Premium and Quantitative Easing 0 0 0 74 0 1 6 228
Testing for equal predictive accuracy with strong dependence 0 0 2 70 0 1 4 114
Testing for equal predictive accuracy with strong dependence 0 0 29 29 0 0 12 12
Testing for optimal monetary policy via moment inequalities 0 0 0 51 0 1 3 151
Testing for optimal monetary policy via moment inequalities 0 0 0 95 0 0 3 241
Testing for optimal monetary policy via moment inequalities 0 0 0 1 0 1 1 14
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 178 1 2 5 632
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 37 0 0 3 127
Unspanned Macroeconomic Factors in the Yields Curve 0 0 0 379 0 3 3 841
Unspanned macroeconomic factors in the yield curve 0 0 0 127 0 0 0 202
Total Working Papers 4 12 140 1,805 16 53 326 4,698

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 1 1 114
Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics 0 0 0 6 1 4 4 49
Does Real‐Time Macroeconomic Information Help to Predict Interest Rates? 0 0 2 2 0 1 7 11
European spreads at the interest rate lower bound 0 0 0 2 0 2 3 29
How arbitrage-free is the Nelson-Siegel model? 1 1 3 94 2 2 7 342
International Stock Comovements with Endogenous Clusters 0 0 2 5 0 2 6 33
Survey density forecast comparison in small samples 0 0 0 0 0 0 2 2
Testing for equal predictive accuracy with strong dependence 0 0 0 0 0 0 1 1
Testing for optimal monetary policy via moment inequalities 0 0 0 18 0 0 0 63
Testing the predictive accuracy of COVID-19 forecasts 0 0 1 2 0 1 5 11
Unspanned Macroeconomic Factors in the Yield Curve 0 0 1 28 0 2 4 101
Total Journal Articles 1 1 9 192 3 15 40 756

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Statistics updated 2025-10-06