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 6 11 193
A simple two-component model for the distribution of intraday returns 0 0 0 0 0 2 2 50
A simple two-component model for the distribution of intraday returns 0 0 0 0 0 4 5 5
Across the borders, above the bounds: a non-linear framework for international yield curves 0 0 2 17 2 6 14 20
Comparing predictive accuracy in small samples 0 0 0 97 4 13 17 230
Density forecast comparison in small samples 0 0 0 35 0 5 11 59
European spreads at the interest rate lower bound 0 0 0 48 5 9 13 80
Forecasting for monetary policy 1 12 96 126 5 29 252 285
How arbitrage-free is the Nelson-Siegel Model? 0 0 1 166 1 9 14 797
International Stock Comovements with Endogenous Clusters 0 0 0 36 2 6 7 88
Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation 0 0 0 80 1 7 10 252
Predicting interest rates in real-time 0 0 1 69 0 2 6 152
Predicting the COVID-19 epidemic: is a regional approach preferable? 1 3 4 35 5 11 20 75
TIPS Liquidity Premium and Quantitative Easing 0 0 0 74 0 3 9 233
Testing for equal predictive accuracy with strong dependence 0 0 0 29 0 3 5 16
Testing for equal predictive accuracy with strong dependence 0 0 1 70 3 9 16 128
Testing for optimal monetary policy via moment inequalities 0 0 0 95 4 12 15 255
Testing for optimal monetary policy via moment inequalities 0 0 0 1 1 5 8 21
Testing for optimal monetary policy via moment inequalities 0 0 0 51 0 8 15 164
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 178 1 4 9 637
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 37 0 7 10 136
Unspanned Macroeconomic Factors in the Yields Curve 0 0 0 379 2 6 11 849
Unspanned macroeconomic factors in the yield curve 0 0 0 127 0 2 2 204
Total Working Papers 2 15 105 1,834 37 168 482 4,929

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 1 1 36 0 5 7 120
Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics 0 0 0 6 1 5 16 61
Does Real‐Time Macroeconomic Information Help to Predict Interest Rates? 0 0 2 3 0 2 7 15
European spreads at the interest rate lower bound 0 0 0 2 5 8 11 38
Forecasting for monetary policy 1 3 3 3 3 12 12 12
How arbitrage-free is the Nelson-Siegel model? 0 1 4 96 1 6 14 352
International Stock Comovements with Endogenous Clusters 0 1 2 6 1 5 9 39
Survey density forecast comparison in small samples 0 0 0 0 0 3 7 8
Testing for equal predictive accuracy with strong dependence 0 0 1 1 1 7 13 13
Testing for optimal monetary policy via moment inequalities 0 0 0 18 2 5 9 72
Testing the predictive accuracy of COVID-19 forecasts 0 0 1 2 1 7 11 19
Unspanned Macroeconomic Factors in the Yield Curve 0 0 0 28 1 3 9 107
Total Journal Articles 1 6 14 201 16 68 125 856

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Statistics updated 2026-03-04