Laura Coroneo
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Laura |
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Coroneo |
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Contact
Affiliations
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University of York
/ Department of Economics and Related Studies
Research profile
author of:
- Testing for optimal monetary policy via moment inequalities (RePEc:ags:uwarer:270654)
by Coroneo, Laura & Corradi, Valentina & Santos Monterio, Paulo - Testing for equal predictive accuracy with strong dependence (RePEc:arx:papers:2409.12662)
by Laura Coroneo & Fabrizio Iacone - Forecasting for monetary policy (RePEc:arx:papers:2501.07386)
by Laura Coroneo - Across the borders, above the bounds: a non-linear framework for international yield curves (RePEc:boe:boeewp:1062)
by Coroneo, Laura & Kaminska, Iryna & Pastorello, Sergio - Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation (RePEc:cor:louvco:2006077)
by CORONEO, Laura & VEREDAS, David - Unspanned Macroeconomic Factors in the Yields Curve (RePEc:eca:wpaper:2013/138904)
by Laura Coroneo & Domenico Giannone & Michèle Modugno - How arbitrage-free is the Nelson-Siegel Model? (RePEc:ecb:ecbwps:2008874)
by Coroneo, Laura & Nyholm, Ken & Vidova-Koleva, Rositsa - International Stock Comovements with Endogenous Clusters (RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300725)
by Coroneo, Laura & Jackson, Laura E. & Owyang, Michael T. - European spreads at the interest rate lower bound (RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301470)
by Coroneo, Laura & Pastorello, Sergio - How arbitrage-free is the Nelson-Siegel model? (RePEc:eee:empfin:v:18:y:2011:i:3:p:393-407)
by Coroneo, Laura & Nyholm, Ken & Vidova-Koleva, Rositsa - Testing the predictive accuracy of COVID-19 forecasts (RePEc:eee:intfor:v:39:y:2023:i:2:p:606-622)
by Coroneo, Laura & Iacone, Fabrizio & Paccagnini, Alessia & Santos Monteiro, Paulo - Survey density forecast comparison in small samples (RePEc:eee:intfor:v:40:y:2024:i:4:p:1486-1504)
by Coroneo, Laura & Iacone, Fabrizio & Profumo, Fabio - Testing the predictive accuracy of COVID-19 forecasts (RePEc:een:camaaa:2021-52)
by Laura Coroneo & Fabrizio Iacone & Alessia Paccagnini & Paulo Santos Monteiro - Unspanned macroeconomic factors in the yield curve (RePEc:fip:fedgfe:2014-57)
by Laura Coroneo & Domenico Giannone & Michele Modugno - International Stock Comovements with Endogenous Clusters (RePEc:fip:fedlwp:2018-038)
by Laura Coroneo & Laura E. Jackson & Michael T. Owyang - A simple two-component model for the distribution of intraday returns (RePEc:taf:eurjfi:v:18:y:2012:i:9:p:775-797)
by Laura Coroneo & David Veredas - Unspanned Macroeconomic Factors in the Yield Curve (RePEc:taf:jnlbes:v:34:y:2016:i:3:p:472-485)
by Laura Coroneo & Domenico Giannone & Michele Modugno - A simple two-component model for the distribution of intraday returns (RePEc:ulb:ulbeco:2013/136189)
by Laura Coroneo & David Veredas - Testing for optimal monetary policy via moment inequalities (RePEc:wly:japmet:v:33:y:2018:i:6:p:780-796)
by Laura Coroneo & Valentina Corradi & Paulo Santos Monteiro - Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics (RePEc:wly:japmet:v:35:y:2020:i:4:p:391-409)
by Laura Coroneo & Fabrizio Iacone - Does Real‐Time Macroeconomic Information Help to Predict Interest Rates? (RePEc:wly:jmoncb:v:55:y:2023:i:8:p:2027-2059)
by Alberto Caruso & Laura Coroneo - Testing for optimal monetary policy via moment inequalities (RePEc:wrk:warwec:985)
by Coroneo, Laura & Corradi, Valentina & Santos Monteiro, Paulo - Testing for optimal monetary policy via moment inequalities (RePEc:yor:yorken:13/07)
by Laura Coroneo & Valentina Corradi & Paulo Santos Monteiro - Comparing predictive accuracy in small samples (RePEc:yor:yorken:15/15)
by Laura Coroneo & Fabrizio Iacone - TIPS Liquidity Premium and Quantitative Easing (RePEc:yor:yorken:15/23)
by Laura Coroneo - European spreads at the interest rate lower bound (RePEc:yor:yorken:17/10)
by Laura Coroneo & Sergio Pastorello - A Real-time Density Forecast Evaluation of the ECB Survey of Professional Forecasters (RePEc:yor:yorken:19/14)
by Laura Coroneo & Fabrizio Iacone & Fabio Profumo - Predicting interest rates in real-time (RePEc:yor:yorken:19/18)
by Alberto Caruso & Laura Coroneo - Testing the predictive accuracy of COVID-19 forecasts (RePEc:yor:yorken:20/10)
by Laura Coroneo & Fabrizio Iacone & Alessia Paccagnini & Paulo Santos Monteiro - Testing for equal predictive accuracy with strong dependence (RePEc:yor:yorken:21/03)
by Laura Coroneo & Fabrizio Iacone - Predicting the COVID-19 epidemic: is a regional approach preferable? (RePEc:yor:yorken:21/06)
by Laura Coroneo, & Fabrizio Iacone, & Giancarlo Manzi, & Silvia Salini - Density forecast comparison in small samples (RePEc:yor:yorken:22/03)
by Laura Coroneo & Fabrizio Iacone & Fabio Profumo