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 2 6 187
A simple two-component model for the distribution of intraday returns 0 0 0 0 1 1 1 49
A simple two-component model for the distribution of intraday returns 0 0 0 0 2 2 3 3
Across the borders, above the bounds: a non-linear framework for international yield curves 0 1 2 17 1 2 9 15
Comparing predictive accuracy in small samples 0 0 2 97 1 2 8 218
Density forecast comparison in small samples 0 0 0 35 1 4 7 55
European spreads at the interest rate lower bound 0 0 0 48 3 5 7 74
Forecasting for monetary policy 5 18 119 119 9 30 265 265
How arbitrage-free is the Nelson-Siegel Model? 0 0 1 166 3 5 8 791
International Stock Comovements with Endogenous Clusters 0 0 0 36 0 1 2 82
Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation 0 0 0 80 1 3 4 246
Predicting interest rates in real-time 0 0 2 69 0 1 7 150
Predicting the COVID-19 epidemic: is a regional approach preferable? 2 2 3 34 3 8 12 67
TIPS Liquidity Premium and Quantitative Easing 0 0 0 74 0 2 7 230
Testing for equal predictive accuracy with strong dependence 0 0 1 70 1 6 8 120
Testing for equal predictive accuracy with strong dependence 0 0 1 29 0 1 4 13
Testing for optimal monetary policy via moment inequalities 0 0 0 51 4 9 11 160
Testing for optimal monetary policy via moment inequalities 0 0 0 1 2 4 5 18
Testing for optimal monetary policy via moment inequalities 0 0 0 95 6 8 9 249
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 178 2 3 7 635
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 37 3 5 7 132
Unspanned Macroeconomic Factors in the Yields Curve 0 0 0 379 0 2 5 843
Unspanned macroeconomic factors in the yield curve 0 0 0 127 0 0 0 202
Total Working Papers 7 21 131 1,826 43 106 402 4,804

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 1 1 1 36 2 3 4 117
Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics 0 0 0 6 1 8 12 57
Does Real‐Time Macroeconomic Information Help to Predict Interest Rates? 0 1 2 3 0 2 5 13
European spreads at the interest rate lower bound 0 0 0 2 2 3 6 32
Forecasting for monetary policy 1 1 1 1 5 5 5 5
How arbitrage-free is the Nelson-Siegel model? 1 2 4 96 1 5 9 347
International Stock Comovements with Endogenous Clusters 0 0 1 5 0 1 5 34
Survey density forecast comparison in small samples 0 0 0 0 2 5 6 7
Testing for equal predictive accuracy with strong dependence 0 1 1 1 3 8 9 9
Testing for optimal monetary policy via moment inequalities 0 0 0 18 0 4 4 67
Testing the predictive accuracy of COVID-19 forecasts 0 0 1 2 2 3 7 14
Unspanned Macroeconomic Factors in the Yield Curve 0 0 0 28 2 5 8 106
Total Journal Articles 3 6 11 198 20 52 80 808

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Statistics updated 2026-01-09