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 2 10 183
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 1 7 7
Comparing predictive accuracy in small samples 0 0 3 97 0 1 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 35 73 77 77 106 172 178 178
How arbitrage-free is the Nelson-Siegel Model? 1 1 1 166 3 3 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 0 1 242
Predicting interest rates in real-time 1 2 2 69 1 4 5 148
Predicting the COVID-19 epidemic: is a regional approach preferable? 0 0 0 31 0 0 1 55
TIPS Liquidity Premium and Quantitative Easing 0 0 0 74 1 2 6 225
Testing for equal predictive accuracy with strong dependence 0 1 29 29 0 2 11 11
Testing for equal predictive accuracy with strong dependence 1 1 5 70 1 1 9 113
Testing for optimal monetary policy via moment inequalities 0 0 0 51 0 0 4 149
Testing for optimal monetary policy via moment inequalities 0 0 0 95 0 0 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 37 1 2 4 127
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 178 1 1 3 629
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 38 78 132 1,779 115 191 262 4,603


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 0 45
Does Real‐Time Macroeconomic Information Help to Predict Interest Rates? 1 1 2 2 1 1 8 9
European spreads at the interest rate lower bound 0 0 0 2 0 1 1 27
How arbitrage-free is the Nelson-Siegel model? 0 0 3 92 1 1 9 339
International Stock Comovements with Endogenous Clusters 0 0 1 4 0 0 3 30
Survey density forecast comparison in small samples 0 0 0 0 0 1 2 2
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 1 1 2 0 1 3 9
Unspanned Macroeconomic Factors in the Yield Curve 0 0 2 28 1 1 4 99
Total Journal Articles 1 2 9 189 3 6 31 736


Statistics updated 2025-05-12