Details about Laura Coroneo
Access statistics for papers by Laura Coroneo.
Last updated 2025-01-17. Update your information in the RePEc Author Service.
Short-id: pco461
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Working Papers
2025
- Forecasting for monetary policy
Papers, arXiv.org
2024
- Across the borders, above the bounds: a non-linear framework for international yield curves
Bank of England working papers, Bank of England
- Testing for equal predictive accuracy with strong dependence
Papers, arXiv.org 
Also in Discussion Papers, Department of Economics, University of York (2021) View citations (1)
2022
- Density forecast comparison in small samples
Discussion Papers, Department of Economics, University of York
2021
- Predicting the COVID-19 epidemic: is a regional approach preferable?
Discussion Papers, Department of Economics, University of York
- Testing the predictive accuracy of COVID-19 forecasts
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University 
Also in Discussion Papers, Department of Economics, University of York (2020) View citations (2)
See also Journal Article Testing the predictive accuracy of COVID-19 forecasts, International Journal of Forecasting, Elsevier (2023) View citations (1) (2023)
2020
- International Stock Comovements with Endogenous Clusters
Working Papers, Federal Reserve Bank of St. Louis View citations (1)
See also Journal Article International Stock Comovements with Endogenous Clusters, Journal of Economic Dynamics and Control, Elsevier (2020) View citations (3) (2020)
2019
- A Real-time Density Forecast Evaluation of the ECB Survey of Professional Forecasters
Discussion Papers, Department of Economics, University of York View citations (2)
- Predicting interest rates in real-time
Discussion Papers, Department of Economics, University of York
2017
- European spreads at the interest rate lower bound
Discussion Papers, Department of Economics, University of York View citations (6)
See also Journal Article European spreads at the interest rate lower bound, Journal of Economic Dynamics and Control, Elsevier (2020) View citations (2) (2020)
2015
- Comparing predictive accuracy in small samples
Discussion Papers, Department of Economics, University of York View citations (12)
- TIPS Liquidity Premium and Quantitative Easing
Discussion Papers, Department of Economics, University of York
2014
- Unspanned macroeconomic factors in the yield curve
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (8)
Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2013) View citations (13)
See also Journal Article Unspanned Macroeconomic Factors in the Yield Curve, Journal of Business & Economic Statistics, Taylor & Francis Journals (2016) View citations (42) (2016)
2013
- Testing for optimal monetary policy via moment inequalities
Discussion Papers, Department of Economics, University of York View citations (6)
Also in Economic Research Papers, University of Warwick - Department of Economics (2012) View citations (1) The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2012) View citations (2)
See also Journal Article Testing for optimal monetary policy via moment inequalities, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2018) View citations (7) (2018)
2012
- A simple two-component model for the distribution of intraday returns
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (5)
See also Journal Article A simple two-component model for the distribution of intraday returns, The European Journal of Finance, Taylor & Francis Journals (2012) View citations (5) (2012)
2008
- How arbitrage-free is the Nelson-Siegel Model?
Working Paper Series, European Central Bank View citations (12)
See also Journal Article How arbitrage-free is the Nelson-Siegel model?, Journal of Empirical Finance, Elsevier (2011) View citations (58) (2011)
2006
- Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (5)
Journal Articles
2024
- Survey density forecast comparison in small samples
International Journal of Forecasting, 2024, 40, (4), 1486-1504
2023
- Does Real‐Time Macroeconomic Information Help to Predict Interest Rates?
Journal of Money, Credit and Banking, 2023, 55, (8), 2027-2059
- Testing the predictive accuracy of COVID-19 forecasts
International Journal of Forecasting, 2023, 39, (2), 606-622 View citations (1)
See also Working Paper Testing the predictive accuracy of COVID-19 forecasts, CAMA Working Papers (2021) (2021)
2020
- Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics
Journal of Applied Econometrics, 2020, 35, (4), 391-409 View citations (25)
- European spreads at the interest rate lower bound
Journal of Economic Dynamics and Control, 2020, 119, (C) View citations (2)
See also Working Paper European spreads at the interest rate lower bound, Discussion Papers (2017) View citations (6) (2017)
- International Stock Comovements with Endogenous Clusters
Journal of Economic Dynamics and Control, 2020, 116, (C) View citations (3)
See also Working Paper International Stock Comovements with Endogenous Clusters, Working Papers (2020) View citations (1) (2020)
2018
- Testing for optimal monetary policy via moment inequalities
Journal of Applied Econometrics, 2018, 33, (6), 780-796 View citations (7)
See also Working Paper Testing for optimal monetary policy via moment inequalities, Discussion Papers (2013) View citations (6) (2013)
2016
- Unspanned Macroeconomic Factors in the Yield Curve
Journal of Business & Economic Statistics, 2016, 34, (3), 472-485 View citations (42)
See also Working Paper Unspanned macroeconomic factors in the yield curve, Finance and Economics Discussion Series (2014) View citations (8) (2014)
2012
- A simple two-component model for the distribution of intraday returns
The European Journal of Finance, 2012, 18, (9), 775-797 View citations (5)
See also Working Paper A simple two-component model for the distribution of intraday returns, ULB Institutional Repository (2012) View citations (5) (2012)
2011
- How arbitrage-free is the Nelson-Siegel model?
Journal of Empirical Finance, 2011, 18, (3), 393-407 View citations (58)
See also Working Paper How arbitrage-free is the Nelson-Siegel Model?, Working Paper Series (2008) View citations (12) (2008)
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