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Details about Laura Coroneo

Homepage:https://sites.google.com/view/lauracoroneo
Phone:+44 1904 323782
Postal address:Department of Economics and Related Studies, University of York, Heslington, York YO10 5DD United Kingdom
Workplace:Department of Economics and Related Studies, University of York, (more information at EDIRC)

Access statistics for papers by Laura Coroneo.

Last updated 2025-01-17. Update your information in the RePEc Author Service.

Short-id: pco461


Jump to Journal Articles

Working Papers

2025

  1. Forecasting for monetary policy
    Papers, arXiv.org Downloads

2024

  1. Across the borders, above the bounds: a non-linear framework for international yield curves
    Bank of England working papers, Bank of England Downloads
  2. Testing for equal predictive accuracy with strong dependence
    Papers, arXiv.org Downloads
    Also in Discussion Papers, Department of Economics, University of York (2021) Downloads View citations (1)

2022

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

2021

  1. Predicting the COVID-19 epidemic: is a regional approach preferable?
    Discussion Papers, Department of Economics, University of York Downloads
  2. 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 Downloads
    Also in Discussion Papers, Department of Economics, University of York (2020) Downloads View citations (2)

    See also Journal Article Testing the predictive accuracy of COVID-19 forecasts, International Journal of Forecasting, Elsevier (2023) Downloads View citations (1) (2023)

2020

  1. International Stock Comovements with Endogenous Clusters
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (1)
    See also Journal Article International Stock Comovements with Endogenous Clusters, Journal of Economic Dynamics and Control, Elsevier (2020) Downloads View citations (3) (2020)

2019

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

2017

  1. European spreads at the interest rate lower bound
    Discussion Papers, Department of Economics, University of York Downloads View citations (6)
    See also Journal Article European spreads at the interest rate lower bound, Journal of Economic Dynamics and Control, Elsevier (2020) Downloads View citations (2) (2020)

2015

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

2014

  1. Unspanned macroeconomic factors in the yield curve
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (8)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2013) Downloads View citations (13)

    See also Journal Article Unspanned Macroeconomic Factors in the Yield Curve, Journal of Business & Economic Statistics, Taylor & Francis Journals (2016) Downloads View citations (42) (2016)

2013

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

    See also Journal Article Testing for optimal monetary policy via moment inequalities, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2018) Downloads View citations (7) (2018)

2012

  1. 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) Downloads View citations (5) (2012)

2008

  1. How arbitrage-free is the Nelson-Siegel Model?
    Working Paper Series, European Central Bank Downloads View citations (12)
    See also Journal Article How arbitrage-free is the Nelson-Siegel model?, Journal of Empirical Finance, Elsevier (2011) Downloads View citations (58) (2011)

2006

  1. 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) Downloads View citations (5)

Journal Articles

2024

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

2023

  1. Does Real‐Time Macroeconomic Information Help to Predict Interest Rates?
    Journal of Money, Credit and Banking, 2023, 55, (8), 2027-2059 Downloads
  2. Testing the predictive accuracy of COVID-19 forecasts
    International Journal of Forecasting, 2023, 39, (2), 606-622 Downloads View citations (1)
    See also Working Paper Testing the predictive accuracy of COVID-19 forecasts, CAMA Working Papers (2021) Downloads (2021)

2020

  1. Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics
    Journal of Applied Econometrics, 2020, 35, (4), 391-409 Downloads View citations (25)
  2. European spreads at the interest rate lower bound
    Journal of Economic Dynamics and Control, 2020, 119, (C) Downloads View citations (2)
    See also Working Paper European spreads at the interest rate lower bound, Discussion Papers (2017) Downloads View citations (6) (2017)
  3. International Stock Comovements with Endogenous Clusters
    Journal of Economic Dynamics and Control, 2020, 116, (C) Downloads View citations (3)
    See also Working Paper International Stock Comovements with Endogenous Clusters, Working Papers (2020) Downloads View citations (1) (2020)

2018

  1. Testing for optimal monetary policy via moment inequalities
    Journal of Applied Econometrics, 2018, 33, (6), 780-796 Downloads View citations (7)
    See also Working Paper Testing for optimal monetary policy via moment inequalities, Discussion Papers (2013) Downloads View citations (6) (2013)

2016

  1. Unspanned Macroeconomic Factors in the Yield Curve
    Journal of Business & Economic Statistics, 2016, 34, (3), 472-485 Downloads View citations (42)
    See also Working Paper Unspanned macroeconomic factors in the yield curve, Finance and Economics Discussion Series (2014) Downloads View citations (8) (2014)

2012

  1. A simple two-component model for the distribution of intraday returns
    The European Journal of Finance, 2012, 18, (9), 775-797 Downloads 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

  1. How arbitrage-free is the Nelson-Siegel model?
    Journal of Empirical Finance, 2011, 18, (3), 393-407 Downloads View citations (58)
    See also Working Paper How arbitrage-free is the Nelson-Siegel Model?, Working Paper Series (2008) Downloads View citations (12) (2008)
 
Page updated 2025-03-31