Laura Coroneo : Citation Profile

University of York

6

H index

6

i10 index

204

Citations

RESEARCH PRODUCTION:

10

Articles

22

Papers

RESEARCH ACTIVITY:

   19 years (2006 - 2025). See details.
   Cites by year: 10
   Journals where Laura Coroneo has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 5 (2.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco461
   Updated: 2025-07-12    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

Iacone, Fabrizio (9)

Paccagnini, Alessia (3)

Santos Monteiro, Paulo (3)

Owyang, Michael (2)

Jackson Young, Laura (2)

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

Is cited by:

Byrne, Joseph (9)

Korobilis, Dimitris (8)

Cao, Shuo (8)

Guidolin, Massimo (6)

Pedio, Manuela (6)

Barigozzi, Matteo (6)

Giannone, Domenico (6)

Rudebusch, Glenn (6)

Bastianin, Andrea (6)

Altavilla, Carlo (6)

Ojo, Marianne (6)

Cites to:

Iacone, Fabrizio (12)

Kiefer, Nicholas (12)

Vogelsang, Timothy (12)

Giannone, Domenico (11)

Diebold, Francis (11)

Harvey, David (10)

Leybourne, Stephen (9)

Modugno, Michele (9)

Giacomini, Raffaella (8)

Galí, Jordi (7)

Gertler, Mark (7)

Main data

Where Laura Coroneo has published?

Journals with more than one article published# docs
Journal of Applied Econometrics2
International Journal of Forecasting2
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org2

Recent works citing Laura Coroneo (2025 and 2024)

YearTitle of citing document
2024What drives the European carbon market? Macroeconomic factors and forecasts. (2024). Rossini, Luca ; Bastianin, Andrea ; Qin, Yan ; Mirto, Elisabetta. In: FEEM Working Papers. RePEc:ags:feemwp:339740.

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2025Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Shamsudin, Luqman ; Li, Xiao. In: FEEM Working Papers. RePEc:ags:feemwp:349169.

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2024Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2024). Luciani, Matteo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1910.03821.

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2024Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review. (2024). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2024Asymptotic equivalence of Principal Components and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2024). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864.

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2024A Quantile Nelson-Siegel model. (2024). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Papers. RePEc:arx:papers:2401.09874.

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2024What drives the European carbon market? Macroeconomic factors and forecasts. (2024). Rossini, Luca ; Bastianin, Andrea ; Qin, Yan ; Mirto, Elisabetta. In: Papers. RePEc:arx:papers:2402.04828.

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2024Comparing predictive ability in presence of instability over a very short time. (2024). Rossini, Luca ; Iacone, Fabrizio ; Viselli, Andrea. In: Papers. RePEc:arx:papers:2405.11954.

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2025Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching. (2024). Diebold, Francis ; Bie, Siyu ; Li, Junye ; He, Jingyu. In: Papers. RePEc:arx:papers:2408.12863.

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2024How to Compare Copula Forecasts?. (2024). Hoga, Yannick ; Fissler, Tobias. In: Papers. RePEc:arx:papers:2410.04165.

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2025Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Li, Xiao ; Shamsudin, Luqman. In: Papers. RePEc:arx:papers:2501.16069.

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2024A Mixed-Frequency Factor Model for Nowcasting French GDP. (2024). Bessec, Marie ; Andre, Julien. In: Working papers. RePEc:bfr:banfra:975.

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2024A look back at 25 years of the ECB SPF. (2024). Meyler, Aidan ; Fonseca, Luís ; Bates, Colm ; Arioli, Rodolfo ; Fagandini, Bruno ; Zahrt, Octavia ; Allayioti, Anastasia ; Healy, Peter ; Botelho, Vasco ; Minasian, Ryan. In: Occasional Paper Series. RePEc:ecb:ecbops:2024364.

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2024Business cycle synchronization and asymmetry in the European Union. (2024). Tica, Josip ; Panovska, Irina ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001676.

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2024Yield curve trading strategies exploiting sentiment data. (2024). Serwart, Jan ; Audrino, Francesco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001517.

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2024Predictive ability tests with possibly overlapping models. (2024). Corradi, Valentina ; Fosten, Jack ; Gutknecht, Daniel. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000629.

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2024Time-varying variance decomposition of macro-finance term structure models. (2024). Hansen, Anne Lundgaard. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000975.

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2025Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution. (2025). Niu, Linlin ; Hong, Zhiwu ; Chen, Jiazi. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:153-174.

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2025Return predictability, dividend growth, and the persistence of the price–dividend ratio. (2025). Rambaccussing, Dooruj ; Madeira, Joao ; Golinski, Adam ; Goliski, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:92-110.

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2024Estimating time-varying factors’ variance in the string-term structure model with stochastic volatility. (2024). Almeida, Thiago Ramos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001302.

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2024Foreign trade and China’s yield curve during the COVID-19 pandemic: An analysis based on an extended arbitrage-free Nelson–Siegel model. (2024). Hong, Zhiwu ; Wang, Zhenhan ; Li, Xinda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001624.

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2024What drives the European carbon market? Macroeconomic factors and forecasts. (2024). Rossini, Luca ; Bastianin, Andrea ; Qin, Yan ; Mirto, Elisabetta. In: Working Papers. RePEc:fem:femwpa:2024.02.

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2025Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Li, Xiao ; Shamsudin, Luqman. In: Working Papers. RePEc:fem:femwpa:2025.04.

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2024Sovereign Risk and Economic Complexity. (2024). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: IDB Publications (Working Papers). RePEc:idb:brikps:13393.

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2024Decomposing Uncertainty in Macro-Finance Term Structure Models. (2024). Byrne, Joseph ; Cao, Shuo. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:14:y:2024:i:3:p:428-449..

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2024Addressing current inflation levels through green energy technologies and techniques: recent developments. (2024). Ojo, Marianne. In: MPRA Paper. RePEc:pra:mprapa:120514.

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2024Inflationary impacts since the Global Pandemic Crisis: the potential of forecasting techniques and technologies. (2024). Ojo, Marianne. In: MPRA Paper. RePEc:pra:mprapa:120515.

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2025Strategic crypto reserves: A new era for crypto currency regulation and central bank digital currencies?. (2025). Ojo, Marianne. In: MPRA Paper. RePEc:pra:mprapa:123994.

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2025Trade negotiations and global relations : emerging players and actors. (2025). Ojo, Marianne ; Joshi, Amol ; Caballero, Enriqueta Serrano ; Hemmatian, Iman ; Lahiri, Nandini. In: MPRA Paper. RePEc:pra:mprapa:124064.

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2025Risk management by the Basel Committee: evaluating progress made from the 1988 Basel Accord to recent developments. (2025). Ojo, Marianne. In: MPRA Paper. RePEc:pra:mprapa:124362.

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2024Volatility Transitions in European Stock Markets: A Clustering-Based Approach. (2024). Lupu, Iulia ; Criste, Adina ; Dragu, Anca Dana ; Albu, Teodora Daniela. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2024:i:3:p:65-80.

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2024Capturing Swiss economic confidence. (2024). Wegmueller, Philipp ; Glocker, Christian. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:160:y:2024:i:1:d:10.1186_s41937-024-00120-7.

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Works by Laura Coroneo:

YearTitleTypeCited
2012Testing for optimal monetary policy via moment inequalities In: Economic Research Papers.
[Full Text][Citation analysis]		paper13
2018Testing 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
2012Testing 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
2013Testing for optimal monetary policy via moment inequalities.(2013) In: Discussion Papers.
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This paper has nother version. Agregated cites: 13		paper
2024Testing for equal predictive accuracy with strong dependence In: Papers.
[Full Text][Citation analysis]		paper0
2021Testing for equal predictive accuracy with strong dependence.(2021) In: Discussion Papers.
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This paper has nother version. Agregated cites: 0		paper
2025Forecasting for monetary policy In: Papers.
[Full Text][Citation analysis]		paper0
2024Across the borders, above the bounds: a non-linear framework for international yield curves In: Bank of England working papers.
[Full Text][Citation analysis]		paper0
2006Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper5
2013Unspanned Macroeconomic Factors in the Yields Curve In: Working Papers ECARES.
[Full Text][Citation analysis]		paper64
2014Unspanned macroeconomic factors in the yield curve.(2014) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 64		paper
2016Unspanned Macroeconomic Factors in the Yield Curve.(2016) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 64		article
2008How arbitrage-free is the Nelson-Siegel Model? In: Working Paper Series.
[Full Text][Citation analysis]		paper61
2011How arbitrage-free is the Nelson-Siegel model?.(2011) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 61		article
2020International Stock Comovements with Endogenous Clusters In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article3
2020International Stock Comovements with Endogenous Clusters.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 3		paper
2020European spreads at the interest rate lower bound In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article11
2017European spreads at the interest rate lower bound.(2017) In: Discussion Papers.
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This paper has nother version. Agregated cites: 11		paper
2023Testing the predictive accuracy of COVID-19 forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]		article3
2021Testing the predictive accuracy of COVID-19 forecasts.(2021) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 3		paper
2020Testing the predictive accuracy of COVID-19 forecasts.(2020) In: Discussion Papers.
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This paper has nother version. Agregated cites: 3		paper
2024Survey density forecast comparison in small samples In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2012A simple two-component model for the distribution of intraday returns In: The European Journal of Finance.
[Full Text][Citation analysis]		article6
2012A 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
2020Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article24
2023Does Real‐Time Macroeconomic Information Help to Predict Interest Rates? In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article1
2015Comparing predictive accuracy in small samples In: Discussion Papers.
[Full Text][Citation analysis]		paper11
2015TIPS Liquidity Premium and Quantitative Easing In: Discussion Papers.
[Full Text][Citation analysis]		paper1
2019A Real-time Density Forecast Evaluation of the ECB Survey of Professional Forecasters In: Discussion Papers.
[Full Text][Citation analysis]		paper1
2019Predicting interest rates in real-time In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2021Predicting the COVID-19 epidemic: is a regional approach preferable? In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2022Density forecast comparison in small samples In: Discussion Papers.
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