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Laura Coroneo

Personal Details

First Name:Laura
Middle Name:
Last Name:Coroneo
Suffix:
RePEc Short-ID:pco461
[This author has chosen not to make the email address public]
https://sites.google.com/view/lauracoroneo
Department of Economics and Related Studies, University of York, Heslington, York YO10 5DD United Kingdom
+44 1904 323782
Twitter: @lcoroneo
Bluesky: @lcoroneo.bsky.social
Terminal Degree:2009 European Centre for Advanced Research in Economics and Statistics (ECARES); Solvay Brussels School of Economics and Management; Université Libre de Bruxelles (from RePEc Genealogy)

Affiliation

Department of Economics and Related Studies
University of York

York, United Kingdom
http://www.york.ac.uk/economics/
RePEc:edi:deyoruk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Laura Coroneo, 2025. "Forecasting for monetary policy," Papers 2501.07386, arXiv.org.
  2. Laura Coroneo & Fabrizio Iacone, 2024. "Testing for equal predictive accuracy with strong dependence," Papers 2409.12662, arXiv.org.
  3. Coroneo, Laura & Kaminska, Iryna & Pastorello, Sergio, 2024. "Across the borders, above the bounds: a non-linear framework for international yield curves," Bank of England working papers 1062, Bank of England.
  4. Laura Coroneo & Fabrizio Iacone & Fabio Profumo, 2022. "Density forecast comparison in small samples," Discussion Papers 22/03, Department of Economics, University of York.
  5. Laura Coroneo, & Fabrizio Iacone, & Giancarlo Manzi, & Silvia Salini, 2021. "Predicting the COVID-19 epidemic: is a regional approach preferable?," Discussion Papers 21/06, Department of Economics, University of York.
  6. Laura Coroneo & Fabrizio Iacone & Alessia Paccagnini & Paulo Santos Monteiro, 2021. "Testing the predictive accuracy of COVID-19 forecasts," CAMA Working Papers 2021-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  7. Laura Coroneo & Fabrizio Iacone & Fabio Profumo, 2019. "A Real-time Density Forecast Evaluation of the ECB Survey of Professional Forecasters," Discussion Papers 19/14, Department of Economics, University of York.
  8. Alberto Caruso & Laura Coroneo, 2019. "Predicting interest rates in real-time," Discussion Papers 19/18, Department of Economics, University of York.
  9. Laura Coroneo & Laura E. Jackson & Michael T. Owyang, 2018. "International Stock Comovements with Endogenous Clusters," Working Papers 2018-038, Federal Reserve Bank of St. Louis, revised 27 Mar 2020.
  10. Laura Coroneo & Sergio Pastorello, 2017. "European spreads at the interest rate lower bound," Discussion Papers 17/10, Department of Economics, University of York.
  11. Laura Coroneo, 2015. "TIPS Liquidity Premium and Quantitative Easing," Discussion Papers 15/23, Department of Economics, University of York.
  12. Laura Coroneo & Fabrizio Iacone, 2015. "Comparing predictive accuracy in small samples," Discussion Papers 15/15, Department of Economics, University of York.
  13. Laura Coroneo & Domenico Giannone & Michèle Modugno, 2013. "Unspanned Macroeconomic Factors in the Yields Curve," Working Papers ECARES ECARES 2013-07, ULB -- Universite Libre de Bruxelles.
  14. Coroneo, Laura & Corradi, Valentina & Santos Monterio, Paulo, 2012. "Testing for optimal monetary policy via moment inequalities," Economic Research Papers 270654, University of Warwick - Department of Economics.
  15. Laura Coroneo & David Veredas, 2012. "A simple two-component model for the distribution of intraday returns," ULB Institutional Repository 2013/136189, ULB -- Universite Libre de Bruxelles.
  16. Coroneo, Laura & Nyholm, Ken & Vidova-Koleva, Rositsa, 2008. "How arbitrage-free is the Nelson-Siegel Model?," Working Paper Series 874, European Central Bank.
  17. CORONEO, Laura & VEREDAS, David, 2006. "Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation," LIDAM Discussion Papers CORE 2006077, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. Coroneo, Laura & Iacone, Fabrizio & Profumo, Fabio, 2024. "Survey density forecast comparison in small samples," International Journal of Forecasting, Elsevier, vol. 40(4), pages 1486-1504.
  2. Alberto Caruso & Laura Coroneo, 2023. "Does Real‐Time Macroeconomic Information Help to Predict Interest Rates?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(8), pages 2027-2059, December.
  3. Coroneo, Laura & Iacone, Fabrizio & Paccagnini, Alessia & Santos Monteiro, Paulo, 2023. "Testing the predictive accuracy of COVID-19 forecasts," International Journal of Forecasting, Elsevier, vol. 39(2), pages 606-622.
  4. Laura Coroneo & Fabrizio Iacone, 2020. "Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 391-409, June.
  5. Coroneo, Laura & Pastorello, Sergio, 2020. "European spreads at the interest rate lower bound," Journal of Economic Dynamics and Control, Elsevier, vol. 119(C).
  6. Coroneo, Laura & Jackson, Laura E. & Owyang, Michael T., 2020. "International Stock Comovements with Endogenous Clusters," Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
  7. Laura Coroneo & Valentina Corradi & Paulo Santos Monteiro, 2018. "Testing for optimal monetary policy via moment inequalities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 780-796, September.
  8. Laura Coroneo & Domenico Giannone & Michele Modugno, 2016. "Unspanned Macroeconomic Factors in the Yield Curve," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 472-485, July.
  9. Laura Coroneo & David Veredas, 2012. "A simple two-component model for the distribution of intraday returns," The European Journal of Finance, Taylor & Francis Journals, vol. 18(9), pages 775-797, October.
  10. Coroneo, Laura & Nyholm, Ken & Vidova-Koleva, Rositsa, 2011. "How arbitrage-free is the Nelson-Siegel model?," Journal of Empirical Finance, Elsevier, vol. 18(3), pages 393-407, June.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 18 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FOR: Forecasting (10) 2013-02-08 2014-08-28 2015-09-26 2019-10-07 2019-12-09 2020-10-19 2021-08-09 2021-10-04 2022-08-29 2025-02-10. Author is listed
  2. NEP-MAC: Macroeconomics (8) 2012-04-10 2013-02-08 2014-08-28 2015-11-15 2017-09-24 2019-10-07 2019-12-09 2024-05-13. Author is listed
  3. NEP-CBA: Central Banking (4) 2012-04-10 2013-03-16 2024-05-13 2025-02-10
  4. NEP-ECM: Econometrics (4) 2012-04-10 2015-09-26 2021-06-14 2022-08-29
  5. NEP-MON: Monetary Economics (4) 2012-04-10 2013-03-16 2024-05-13 2025-02-10
  6. NEP-ETS: Econometric Time Series (3) 2021-06-14 2022-08-29 2024-11-04
  7. NEP-ORE: Operations Research (3) 2019-12-09 2020-10-19 2021-08-09
  8. NEP-EEC: European Economics (2) 2017-09-24 2019-10-07
  9. NEP-FMK: Financial Markets (2) 2019-01-21 2019-12-09
  10. NEP-HEA: Health Economics (1) 2021-10-04
  11. NEP-IFN: International Finance (1) 2024-05-13

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