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

Working Papers

2025

1. Forecasting for monetary policy
   Papers, arXiv.org

2024

2. Across the borders, above the bounds: a non-linear framework for international yield curves
   Bank of England working papers, Bank of England
3. 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

4. Density forecast comparison in small samples
   Discussion Papers, Department of Economics, University of York

2021

5. Predicting the COVID-19 epidemic: is a regional approach preferable?
   Discussion Papers, Department of Economics, University of York
6. 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

7. 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

8. A Real-time Density Forecast Evaluation of the ECB Survey of Professional Forecasters
   Discussion Papers, Department of Economics, University of York View citations (2)
9. Predicting interest rates in real-time
   Discussion Papers, Department of Economics, University of York

2017

10. European spreads at the interest rate lower bound
    Discussion Papers, Department of Economics, University of York View citations (8)
    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

11. Comparing predictive accuracy in small samples
    Discussion Papers, Department of Economics, University of York View citations (12)
12. TIPS Liquidity Premium and Quantitative Easing
    Discussion Papers, Department of Economics, University of York

2014

13. 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 (44) (2016)

2013

14. Testing for optimal monetary policy via moment inequalities
    Discussion Papers, Department of Economics, University of York View citations (6)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2012) View citations (2)
    Economic Research Papers, University of Warwick - Department of Economics (2012) View citations (1)
    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

15. 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

16. 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

17. 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

1. Survey density forecast comparison in small samples
   International Journal of Forecasting, 2024, 40, (4), 1486-1504

2023

2. Does Real‐Time Macroeconomic Information Help to Predict Interest Rates?
   Journal of Money, Credit and Banking, 2023, 55, (8), 2027-2059
3. 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

4. Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics
   Journal of Applied Econometrics, 2020, 35, (4), 391-409 View citations (26)
5. 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 (8) (2017)
6. 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

7. 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

8. Unspanned Macroeconomic Factors in the Yield Curve
   Journal of Business & Economic Statistics, 2016, 34, (3), 472-485 View citations (44)
   See also Working Paper Unspanned macroeconomic factors in the yield curve, Finance and Economics Discussion Series (2014) View citations (8) (2014)

2012

9. 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

10. 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)