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 2 8 13 195
A simple two-component model for the distribution of intraday returns 0 0 0 0 0 1 2 50
A simple two-component model for the distribution of intraday returns 0 0 0 0 0 2 5 5
Across the borders, above the bounds: a non-linear framework for international yield curves 0 0 2 17 0 5 13 20
Comparing predictive accuracy in small samples 0 0 0 97 2 14 19 232
Density forecast comparison in small samples 0 0 0 35 2 6 13 61
European spreads at the interest rate lower bound 0 0 0 48 2 8 15 82
Forecasting for monetary policy 0 7 84 126 4 24 217 289
How arbitrage-free is the Nelson-Siegel Model? 0 0 1 166 4 10 18 801
International Stock Comovements with Endogenous Clusters 0 0 0 36 0 6 7 88
Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation 0 0 0 80 2 8 12 254
Predicting interest rates in real-time 0 0 1 69 0 2 5 152
Predicting the COVID-19 epidemic: is a regional approach preferable? 0 1 4 35 0 8 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 1 70 1 9 17 129
Testing for equal predictive accuracy with strong dependence 0 0 0 29 1 4 6 17
Testing for optimal monetary policy via moment inequalities 0 0 0 95 0 6 15 255
Testing for optimal monetary policy via moment inequalities 0 0 0 51 0 4 15 164
Testing for optimal monetary policy via moment inequalities 0 0 0 1 0 3 8 21
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 37 0 4 10 136
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 178 1 3 10 638
Unspanned Macroeconomic Factors in the Yields Curve 0 0 0 379 0 6 11 849
Unspanned macroeconomic factors in the yield curve 0 0 0 127 2 4 4 206
Total Working Papers 0 8 93 1,834 23 148 464 4,952


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 3 7 120
Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics 0 0 0 6 1 5 17 62
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 2 8 13 40
Forecasting for monetary policy 0 2 3 3 2 9 14 14
How arbitrage-free is the Nelson-Siegel model? 0 0 4 96 2 7 16 354
International Stock Comovements with Endogenous Clusters 0 1 2 6 0 5 9 39
Survey density forecast comparison in small samples 0 0 0 0 1 2 7 9
Testing for equal predictive accuracy with strong dependence 0 0 1 1 0 4 13 13
Testing for optimal monetary policy via moment inequalities 0 0 0 18 1 6 10 73
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 2 0 5 10 19
Unspanned Macroeconomic Factors in the Yield Curve 0 0 0 28 0 1 9 107
Total Journal Articles 0 3 13 201 9 57 132 865


Statistics updated 2026-04-09