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 0 1 5 185
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 1 48
Across the borders, above the bounds: a non-linear framework for international yield curves 1 1 2 17 1 5 8 14
Comparing predictive accuracy in small samples 0 0 2 97 0 1 6 216
Density forecast comparison in small samples 0 0 0 35 0 0 3 51
European spreads at the interest rate lower bound 0 0 0 48 0 1 2 69
Forecasting for monetary policy 9 15 110 110 16 35 251 251
How arbitrage-free is the Nelson-Siegel Model? 0 0 1 166 0 0 4 786
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 1 2 2 244
Predicting interest rates in real-time 0 0 2 69 0 0 6 149
Predicting the COVID-19 epidemic: is a regional approach preferable? 0 1 1 32 4 8 8 63
TIPS Liquidity Premium and Quantitative Easing 0 0 0 74 2 3 7 230
Testing for equal predictive accuracy with strong dependence 0 0 2 70 4 5 8 118
Testing for equal predictive accuracy with strong dependence 0 0 28 29 0 0 10 12
Testing for optimal monetary policy via moment inequalities 0 0 0 1 1 1 2 15
Testing for optimal monetary policy via moment inequalities 0 0 0 51 1 2 4 152
Testing for optimal monetary policy via moment inequalities 0 0 0 95 0 0 3 241
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 37 1 1 3 128
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 178 1 3 6 633
Unspanned Macroeconomic Factors in the Yields Curve 0 0 0 379 1 2 4 842
Unspanned macroeconomic factors in the yield curve 0 0 0 127 0 0 0 202
Total Working Papers 10 17 148 1,815 33 71 345 4,731

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 2 5 50
Does Real‐Time Macroeconomic Information Help to Predict Interest Rates? 1 1 2 3 2 2 7 13
European spreads at the interest rate lower bound 0 0 0 2 0 0 3 29
How arbitrage-free is the Nelson-Siegel model? 0 1 2 94 2 4 7 344
International Stock Comovements with Endogenous Clusters 0 0 1 5 1 1 6 34
Survey density forecast comparison in small samples 0 0 0 0 1 1 2 3
Testing for equal predictive accuracy with strong dependence 1 1 1 1 5 5 6 6
Testing for optimal monetary policy via moment inequalities 0 0 0 18 1 1 1 64
Testing the predictive accuracy of COVID-19 forecasts 0 0 1 2 0 1 4 11
Unspanned Macroeconomic Factors in the Yield Curve 0 0 1 28 1 2 5 102
Total Journal Articles 2 3 8 194 14 20 47 770

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Statistics updated 2025-11-08