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 1 2 2 86 1 6 16 199
A simple two-component model for the distribution of intraday returns 0 0 0 0 0 2 4 52
A simple two-component model for the distribution of intraday returns 0 0 0 0 0 1 6 6
Across the borders, above the bounds: a non-linear framework for international yield curves 0 0 2 17 0 0 13 20
Comparing predictive accuracy in small samples 1 1 1 98 1 5 22 235
Density forecast comparison in small samples 1 1 1 36 3 5 15 64
European spreads at the interest rate lower bound 1 1 1 49 1 4 17 84
Forecasting for monetary policy 1 1 41 127 2 8 94 293
How arbitrage-free is the Nelson-Siegel Model? 0 0 0 166 1 7 18 804
International Stock Comovements with Endogenous Clusters 0 0 0 36 1 4 11 92
Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation 0 0 0 80 0 2 12 254
Predicting interest rates in real-time 1 1 1 70 1 5 9 157
Predicting the COVID-19 epidemic: is a regional approach preferable? 1 1 5 36 1 4 24 79
TIPS Liquidity Premium and Quantitative Easing 1 1 1 75 1 2 9 235
Testing for equal predictive accuracy with strong dependence 1 1 1 71 3 8 23 136
Testing for equal predictive accuracy with strong dependence 0 0 0 29 1 2 6 18
Testing for optimal monetary policy via moment inequalities 1 1 1 52 1 1 16 165
Testing for optimal monetary policy via moment inequalities 0 0 0 1 0 2 10 23
Testing for optimal monetary policy via moment inequalities 0 0 0 95 0 2 16 257
Testing the predictive accuracy of COVID-19 forecasts 1 1 1 179 1 3 10 640
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 37 0 0 9 136
Unspanned Macroeconomic Factors in the Yields Curve 0 0 0 379 0 1 12 850
Unspanned macroeconomic factors in the yield curve 0 0 0 127 0 4 6 208
Total Working Papers 11 12 58 1,846 19 78 378 5,007

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 10 123
Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics 0 0 0 6 0 4 20 65
Does Real‐Time Macroeconomic Information Help to Predict Interest Rates? 1 1 2 4 1 4 9 19
European spreads at the interest rate lower bound 0 0 0 2 1 4 15 42
Forecasting for monetary policy 0 0 3 3 0 4 16 16
How arbitrage-free is the Nelson-Siegel model? 0 0 4 96 1 5 18 357
International Stock Comovements with Endogenous Clusters 0 0 1 6 1 2 10 41
Survey density forecast comparison in small samples 0 0 0 0 1 8 14 16
Testing for equal predictive accuracy with strong dependence 0 0 1 1 0 2 15 15
Testing for optimal monetary policy via moment inequalities 0 0 0 18 0 1 10 73
Testing the predictive accuracy of COVID-19 forecasts 0 0 0 2 2 2 11 21
Unspanned Macroeconomic Factors in the Yield Curve 0 0 0 28 1 4 12 111
Total Journal Articles 1 1 12 202 8 43 160 899

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Statistics updated 2026-06-04