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 1 2 86 1 2 16 200
A simple two-component model for the distribution of intraday returns 0 0 0 0 0 0 4 52
A simple two-component model for the distribution of intraday returns 0 0 0 0 0 0 6 6
Across the borders, above the bounds: a non-linear framework for international yield curves 0 0 1 17 0 0 11 20
Comparing predictive accuracy in small samples 0 1 1 98 0 1 20 235
Density forecast comparison in small samples 0 1 1 36 0 3 13 64
European spreads at the interest rate lower bound 0 1 1 49 0 1 16 84
Forecasting for monetary policy 0 1 32 127 0 4 79 295
How arbitrage-free is the Nelson-Siegel Model? 0 0 0 166 0 1 18 804
International Stock Comovements with Endogenous Clusters 0 0 0 36 1 2 12 93
Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation 0 0 0 80 0 0 12 254
Predicting interest rates in real-time 0 1 1 70 0 1 8 157
Predicting the COVID-19 epidemic: is a regional approach preferable? 0 1 5 36 0 1 24 79
TIPS Liquidity Premium and Quantitative Easing 0 1 1 75 0 1 8 235
Testing for equal predictive accuracy with strong dependence 0 1 1 71 1 5 25 138
Testing for equal predictive accuracy with strong dependence 0 0 0 29 0 1 6 18
Testing for optimal monetary policy via moment inequalities 0 0 0 95 0 0 16 257
Testing for optimal monetary policy via moment inequalities 0 1 1 52 0 1 15 165
Testing for optimal monetary policy via moment inequalities 0 0 0 1 0 0 9 23
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 37 0 0 9 136
Testing the predictive accuracy of COVID-19 forecasts 0 1 1 179 0 1 10 640
Unspanned Macroeconomic Factors in the Yields Curve 0 0 0 379 0 1 11 851
Unspanned macroeconomic factors in the yield curve 0 0 0 127 0 1 7 209
Total Working Papers 0 11 48 1,846 3 27 355 5,015

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 1 36 1 1 11 124
Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics 0 0 0 6 1 2 19 67
Does Real‐Time Macroeconomic Information Help to Predict Interest Rates? 0 1 2 4 0 1 8 19
European spreads at the interest rate lower bound 0 0 0 2 0 1 13 42
Forecasting for monetary policy 0 0 3 3 4 4 20 20
How arbitrage-free is the Nelson-Siegel model? 0 0 3 96 1 2 18 358
International Stock Comovements with Endogenous Clusters 0 0 1 6 1 2 9 42
Survey density forecast comparison in small samples 0 0 0 0 0 1 14 16
Testing for equal predictive accuracy with strong dependence 0 0 1 1 2 2 16 17
Testing for optimal monetary policy via moment inequalities 0 0 0 18 0 0 10 73
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 2 1 3 12 22
Unspanned Macroeconomic Factors in the Yield Curve 0 0 0 28 0 1 11 111
Total Journal Articles 0 1 11 202 11 20 161 911

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Statistics updated 2026-08-07