Laura Coroneo : Citation Profile


Are you Laura Coroneo?

University of York

5

H index

2

i10 index

84

Citations

RESEARCH PRODUCTION:

4

Articles

11

Papers

RESEARCH ACTIVITY:

   12 years (2006 - 2018). See details.
   Cites by year: 7
   Journals where Laura Coroneo has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pco461
   Updated: 2018-11-10    RAS profile: 2018-10-12    
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Relations with other researchers


Works with:

Modugno, Michele (3)

Giannone, Domenico (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Laura Coroneo.

Is cited by:

Cao, Shuo (7)

Korobilis, Dimitris (7)

Byrne, Joseph (7)

Rudebusch, Glenn (6)

Altavilla, Carlo (5)

Giannone, Domenico (4)

Makarenko, Inna (3)

Diebold, Francis (3)

Modugno, Michele (3)

Plastun, Alex (3)

Christensen, Jens (3)

Cites to:

Gertler, Mark (7)

Gali, Jordi (6)

Woodford, Michael (5)

Clarida, Richard (4)

Tamer, Elie (4)

Giannoni, Marc (3)

Hall, Robert (2)

Ciliberto, Federico (2)

Diebold, Francis (2)

Vogelsang, Timothy (2)

Kiefer, Nicholas (2)

Main data


Where Laura Coroneo has published?


Recent works citing Laura Coroneo (2018 and 2017)


YearTitle of citing document
2018Set Identified Dynamic Economies and Robustness to Misspecification. (2018). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1712.03675.

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2018Determining the dimension of factor structures in non-stationary large datasets. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1806.03647.

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2017Updating the Ultimate Forward Rate over Time: A Possible Approach. (2017). Zigraiova, Diana ; Jakubík, Petr ; Jakubik, Petr . In: Working Papers. RePEc:cnb:wpaper:2017/03.

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2017Common factors of commodity prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona. In: Working Paper Series. RePEc:ecb:ecbwps:20172112.

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2018Optimal discretionary monetary and fiscal policies in a country-size heterogeneous monetary union. (2018). Vieira, Paulo ; Ribeiro, Ana Paula ; Machado, Celsa. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:154-174.

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2017A dynamic Nelson-Siegel yield curve model with Markov switching. (2017). Levant, Jared ; Ma, Jun. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:73-87.

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2018Nowcasting with the help of foreign indicators: The case of Mexico. (2018). Caruso, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:160-168.

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2017From bond yield to macroeconomic instability: A parsimonious affine model. (2017). Recchioni, Maria Cristina ; Tedeschi, Gabriele . In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:3:p:1116-1135.

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2017Forecasting the term structure of government bond yields in unstable environments. (2017). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:209-225.

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2018A factor-based approach of bond portfolio value-at-risk: The informational roles of macroeconomic and financial stress factors. (2018). Tu, Anthony H ; Chen, Cathy Yi-Hsuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:243-268.

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2018The impact of oil price shocks on the term structure of interest rates. (2018). Ioannidis, Christos ; Ka, Kook. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:601-620.

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2017Low frequency effects of macroeconomic news on government bond yields. (2017). Modugno, Michele ; Giannone, Domenico ; Altavilla, Carlo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:92:y:2017:i:c:p:31-46.

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2017Common Factors, Trends, and Cycles in Large Datasets. (2017). Luciani, Matteo ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-111.

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2018Financial Big Data Solutions for State Space Panel Regression in Interest Rate Dynamics. (2018). Toczydlowska, Dorota ; Peters, Gareth W. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:34-:d:158660.

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2017Should the ECB coordinate EMU fiscal policies?. (2017). Kirsanova, Tatiana ; Ribeiro, Ana Paula ; Machado, Celsa. In: Working Papers. RePEc:gla:glaewp:2018-02.

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2017A Term Structure Model of Interest Rates with Quadratic Volatility. (2017). Takamizawa, Hideyuki. In: Working Paper Series. RePEc:hit:hcfrwp:g-1-18.

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2017Resolving the Spanning Puzzle in Macro-Finance Term Structure Models. (2017). Rudebusch, Glenn ; Bauer, Michael. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:2:p:511-553..

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2018Nowcasting Real Economic Activity in the Euro Area: Assessing the Impact of Qualitative Surveys. (2018). Basselier, Raisa ; Langenus, Geert ; Liedo, David Antonio. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:14:y:2018:i:1:d:10.1007_s41549-017-0022-9.

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Works by Laura Coroneo:


YearTitleTypeCited
2012Testing for optimal monetary policy via moment inequalities In: Economic Research Papers.
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2018Testing for optimal monetary policy via moment inequalities.(2018) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 5
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2012Testing for optimal monetary policy via moment inequalities.(2012) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has another version. Agregated cites: 5
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2013Testing for optimal monetary policy via moment inequalities.(2013) In: Discussion Papers.
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This paper has another version. Agregated cites: 5
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2006Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation In: CORE Discussion Papers.
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paper6
2013Unspanned Macroeconomic Factors in the Yields Curve In: Working Papers ECARES.
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paper19
2014Unspanned macroeconomic factors in the yield curve.(2014) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 19
paper
2016Unspanned Macroeconomic Factors in the Yield Curve.(2016) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 19
article
2008How arbitrage-free is the Nelson-Siegel Model? In: Working Paper Series.
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paper46
2011How arbitrage-free is the Nelson-Siegel model?.(2011) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 46
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2012A simple two-component model for the distribution of intraday returns In: The European Journal of Finance.
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2012A simple two-component model for the distribution of intraday returns.(2012) In: ULB Institutional Repository.
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This paper has another version. Agregated cites: 5
paper
2015Comparing predictive accuracy in small samples In: Discussion Papers.
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paper3
2015TIPS Liquidity Premium and Quantitative Easing In: Discussion Papers.
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2017European spreads at the interest rate lower bound In: Discussion Papers.
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