6
H index
4
i10 index
165
Citations
Laura Coroneo : Citation Profile
University of York | RESEARCH PRODUCTION: 8 Articles 21 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2006 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Laura Coroneo. | Is cited by:
| Cites to:
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Main data
Where Laura Coroneo has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economic Dynamics and Control | 2 |
| International Journal of Forecasting | 2 |
Recent works citing Laura Coroneo (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821. Full description at Econpapers || Download paper |
| 2023 | Identification in Economies with Frictions. (2020). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:2005.02010. Full description at Econpapers || Download paper |
| 2024 | Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777. Full description at Econpapers || Download paper |
| 2024 | Asymptotic equivalence of Principal Component and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864. Full description at Econpapers || Download paper |
| 2023 | The origins of monetary policy disagreement: the role of supply and demand shocks. (2023). Madeira, Carlos ; Monteiro, Paulo Santos. In: BIS Working Papers. RePEc:bis:biswps:1118. Full description at Econpapers || Download paper |
| 2023 | Monitoring Financial Conditions and Downside Risk to Economic Activity in Australia. (2023). Hartigan, Luke ; Wright, Michelle. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:253-287. Full description at Econpapers || Download paper |
| 2024 | Predictive ability tests with possibly overlapping models. (2024). Gutknecht, Daniel ; Fosten, Jack ; Corradi, Valentina. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000629. Full description at Econpapers || Download paper |
| 2023 | Intraday VaR: A copula-based approach. (2023). Ye, Wuyi ; Liu, Xiaoquan ; Wang, Keli. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000774. Full description at Econpapers || Download paper |
| 2023 | Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models. (2023). Meng, Xiaochun ; Han, Yang ; Alexander, Carol. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1078-1096. Full description at Econpapers || Download paper |
| 2023 | Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction. (2023). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: IREA Working Papers. RePEc:ira:wpaper:202315. Full description at Econpapers || Download paper |
| 2023 | A comparison of multi-factor term structure models for interbank rates. (2023). Tunaru, Diana ; Fabozzi, Francesco A. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01147-2. Full description at Econpapers || Download paper |
| 2024 | Addressing current inflation levels through green energy technologies and techniques: recent developments. (2024). Ojo, Marianne. In: MPRA Paper. RePEc:pra:mprapa:120514. Full description at Econpapers || Download paper |
| 2024 | Inflationary impacts since the Global Pandemic Crisis: the potential of forecasting techniques and technologies. (2024). Ojo, Marianne. In: MPRA Paper. RePEc:pra:mprapa:120515. Full description at Econpapers || Download paper |
| 2023 | Review of Statistical Approaches for Modeling High-Frequency Trading Data. (2023). Ravishanker, Nalini ; Basu, Sumanta ; Karpman, Kara ; Dutta, Chiranjit. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-022-00280-7. Full description at Econpapers || Download paper |
| 2023 | Robust forecast superiority testing with an application to assessing pools of expert forecasters. (2023). Swanson, Norman R ; Jin, Sainan ; Corradi, Valentina. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:596-622. Full description at Econpapers || Download paper |
| 2023 | Asset allocation with recursive parameter updating and macroeconomic regime identifiers. (2023). Meinerding, Christoph ; Goodarzi, Milad. In: Discussion Papers. RePEc:zbw:bubdps:062023. Full description at Econpapers || Download paper |
Works by Laura Coroneo:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Testing for optimal monetary policy via moment inequalities In: Economic Research Papers. [Full Text][Citation analysis] | paper | 13 |
| 2018 | Testing for optimal monetary policy via moment inequalities.(2018) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2012 | Testing for optimal monetary policy via moment inequalities.(2012) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2013 | Testing for optimal monetary policy via moment inequalities.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2024 | Testing for equal predictive accuracy with strong dependence In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Testing for equal predictive accuracy with strong dependence.(2021) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Across the borders, above the bounds: a non-linear framework for international yield curves In: Bank of England working papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 5 |
| 2013 | Unspanned Macroeconomic Factors in the Yields Curve In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 57 |
| 2014 | Unspanned macroeconomic factors in the yield curve.(2014) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
| 2016 | Unspanned Macroeconomic Factors in the Yield Curve.(2016) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | article | |
| 2008 | How arbitrage-free is the Nelson-Siegel Model? In: Working Paper Series. [Full Text][Citation analysis] | paper | 60 |
| 2011 | How arbitrage-free is the Nelson-Siegel model?.(2011) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 60 | article | |
| 2020 | International Stock Comovements with Endogenous Clusters In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
| 2020 | International Stock Comovements with Endogenous Clusters.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2020 | European spreads at the interest rate lower bound In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 8 |
| 2017 | European spreads at the interest rate lower bound.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2023 | Testing the predictive accuracy of COVID-19 forecasts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2021 | Testing the predictive accuracy of COVID-19 forecasts.(2021) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2020 | Testing the predictive accuracy of COVID-19 forecasts.(2020) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2024 | Survey density forecast comparison in small samples In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2012 | A simple two-component model for the distribution of intraday returns In: The European Journal of Finance. [Full Text][Citation analysis] | article | 6 |
| 2012 | A simple two-component model for the distribution of intraday returns.(2012) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2015 | Comparing predictive accuracy in small samples In: Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
| 2015 | TIPS Liquidity Premium and Quantitative Easing In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | A Real-time Density Forecast Evaluation of the ECB Survey of Professional Forecasters In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Predicting interest rates in real-time In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Predicting the COVID-19 epidemic: is a regional approach preferable? In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Density forecast comparison in small samples In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team