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 2 86 2 3 17 202
A simple two-component model for the distribution of intraday returns 0 0 0 0 0 0 5 6
A simple two-component model for the distribution of intraday returns 0 0 0 0 0 0 4 52
Across the borders, above the bounds: a non-linear framework for international yield curves 0 0 1 17 0 17 24 37
Comparing predictive accuracy in small samples 0 1 2 99 0 1 20 236
Density forecast comparison in small samples 0 0 1 36 0 1 14 65
European spreads at the interest rate lower bound 0 0 1 49 0 0 15 84
Forecasting for monetary policy 3 4 30 131 5 7 67 302
How arbitrage-free is the Nelson-Siegel Model? 0 0 0 166 0 1 19 805
International Stock Comovements with Endogenous Clusters 0 0 0 36 0 1 12 93
Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation 0 0 0 80 0 1 12 255
Predicting interest rates in real-time 0 0 1 70 0 1 9 158
Predicting the COVID-19 epidemic: is a regional approach preferable? 0 0 4 36 1 2 22 81
TIPS Liquidity Premium and Quantitative Easing 0 0 1 75 0 0 7 235
Testing for equal predictive accuracy with strong dependence 0 0 1 71 0 1 24 138
Testing for equal predictive accuracy with strong dependence 0 0 0 29 0 4 10 22
Testing for optimal monetary policy via moment inequalities 0 0 0 1 0 0 9 23
Testing for optimal monetary policy via moment inequalities 0 0 1 52 0 2 16 167
Testing for optimal monetary policy via moment inequalities 0 0 0 95 1 1 17 258
Testing the predictive accuracy of COVID-19 forecasts 0 0 1 179 0 0 8 640
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 37 0 1 10 137
Unspanned Macroeconomic Factors in the Yields Curve 0 0 0 379 1 2 12 853
Unspanned macroeconomic factors in the yield curve 0 0 0 127 0 0 7 209
Total Working Papers 3 5 46 1,851 10 46 360 5,058

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 0 1 10 124
Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics 0 0 0 6 2 6 23 72
Does Real‐Time Macroeconomic Information Help to Predict Interest Rates? 0 0 2 4 0 0 8 19
European spreads at the interest rate lower bound 0 0 0 2 1 2 15 44
Forecasting for monetary policy 0 0 3 3 2 6 22 22
How arbitrage-free is the Nelson-Siegel model? 0 0 2 96 1 3 18 360
International Stock Comovements with Endogenous Clusters 0 0 1 6 0 2 10 43
Survey density forecast comparison in small samples 0 0 0 0 1 1 15 17
Testing for equal predictive accuracy with strong dependence 0 0 1 1 0 2 16 17
Testing for optimal monetary policy via moment inequalities 0 0 0 18 0 2 12 75
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 2 1 2 12 23
Unspanned Macroeconomic Factors in the Yield Curve 0 0 0 28 1 1 11 112
Total Journal Articles 0 0 10 202 9 28 172 928

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Statistics updated 2026-10-11