Laura Coroneo : Citation Profile

University of York

6

H index

6

i10 index

220

Citations

RESEARCH PRODUCTION:

12

Articles

23

Papers

RESEARCH ACTIVITY:

   20 years (2006 - 2026). See details.
   Cites by year: 11
   Journals where Laura Coroneo has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 7 (3.08 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco461
   Updated: 2026-05-02    RAS profile: 2025-12-10    
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Relations with other researchers

Works with:

Iacone, Fabrizio (8)

Paccagnini, Alessia (2)

Santos Monteiro, Paulo (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)

Giannone, Domenico (6)

Barigozzi, Matteo (6)

Rudebusch, Glenn (6)

Altavilla, Carlo (6)

Ojo, Marianne (6)

Guidolin, Massimo (6)

Pedio, Manuela (6)

Bastianin, Andrea (6)

Cites to:

Vogelsang, Timothy (12)

Iacone, Fabrizio (12)

Kiefer, Nicholas (12)

Giannone, Domenico (11)

Diebold, Francis (11)

Harvey, David (10)

Modugno, Michele (9)

Leybourne, Stephen (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
International Journal of Forecasting4
Journal of Applied Econometrics2
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org2
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles2

Recent works citing Laura Coroneo (2026 and 2025)

YearTitle of citing document
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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2026A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters. (2026). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:388985.

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2026A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters. (2026). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: Working Papers. RePEc:anc:wpaper:503.

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2025A Quantile Nelson-Siegel model. (2024). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Papers. RePEc:arx:papers:2401.09874.

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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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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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2026ForeComp: An R Package for Comparing Predictive Accuracy Using Fixed-Smoothing Asymptotics. (2026). Schor, Nathan ; Shin, Minchul. In: Papers. RePEc:arx:papers:2603.07458.

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2025Inflation and the joint bond-FX spanning puzzle. (2025). Mehrotra, Aaron ; Gambacorta, Leonardo ; Sihvonen, Markus ; Schrimpf, Andreas. In: BIS Working Papers. RePEc:bis:biswps:1320.

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2025A new self-normalized forecast comparison test. (2025). Zhang, NI ; Zhou, Jin ; Li, Haiqi. In: Economics Letters. RePEc:eee:ecolet:v:256:y:2025:i:c:s0165176525004835.

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2025Satellites turn “concrete”: Tracking cement with satellite data and neural networks. (2025). Meunier, Baptiste ; Lietti, Benjamin ; bricongne, jean-charles ; ben Arous, Simon ; D'Aspremont, Alexandre. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002744.

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2025High frequency online inflation and term structure of interest rates: Evidence from China. (2025). Tang, Ke ; Liu, Taoxiong ; Zhang, Tao ; Jiang, Tingfeng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000489.

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2025Behavioral biases, information frictions and interest rate expectations. (2025). Nawosah, Vivekanand ; Bulkley, George. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000593.

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2025Physics-informed Bayesian telemetry for dust-aware urban BIPV fleets: Calibrated forecasting, resource-constrained operations and maintenance, and event-triggered cleaning decisions. (2025). Andleeb, Zahra ; Dodo, Yakubu Aminu ; Mahyuddin, Norhayati ; Rassas, Nadia Hasen ; Rashed, Ibtihaj Saad ; Hamdoun, Haifa Youssef ; Bashir, Faizah Mohammed. In: Energy. RePEc:eee:energy:v:340:y:2025:i:c:s0360544225049771.

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2025On the time-varying relation between monetary policy uncertainty and bond risk premia. (2025). Yin, Ximing ; Li, Luyang ; Yu, Deshui. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925005526.

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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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2025The dynamics and drivers of global market integration: Regional and cultural factors matter. (2025). Ong, Sheue-Li ; Lim, Kian-Ping ; Xiang, Xueting. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002314.

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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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2026A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters. (2026). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: Working Papers. RePEc:fem:femwpa:2026.03.

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2025Implication of Digital Marketing in the Supply Chain Finance of the Beverage Industry. (2025). Sakas, Damianos P ; Toudas, Kanellos ; Karountzos, Panagiotis ; Giannakopoulos, Nikolaos T. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:4:p:189-:d:1770015.

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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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2025Nonlinear Macroeconomic Granger Causality: An ANN Input Occlusion Approach on MSSA-Denoised Data. (2025). Aly, Tarek Bahaa. In: MPRA Paper. RePEc:pra:mprapa:125453.

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2026The determinants of health expenditure: a machine learning approach. (2026). Resce, Giuliano ; Lagravinese, Raffaele ; Caravaggio, Nicola. In: Empirical Economics. RePEc:spr:empeco:v:70:y:2026:i:2:d:10.1007_s00181-025-02854-6.

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Works by Laura Coroneo:

YearTitleTypeCited
2006Testing 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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2024Testing for equal predictive accuracy with strong dependence In: Papers.
[Full Text][Citation analysis]		paper2
2025Testing for equal predictive accuracy with strong dependence.(2025) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2021Testing for equal predictive accuracy with strong dependence.(2021) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2026Forecasting for monetary policy In: Papers.
[Full Text][Citation analysis]		paper0
2026Forecasting for monetary policy.(2026) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
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]		paper72
2014Unspanned macroeconomic factors in the yield curve.(2014) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72		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: 72		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]		article4
2020International Stock Comovements with Endogenous Clusters.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		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.
[Full Text][Citation analysis]
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]		article4
2021Testing the predictive accuracy of COVID-19 forecasts.(2021) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020Testing the predictive accuracy of COVID-19 forecasts.(2020) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		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
2016A simple two-component model for the distribution of intraday returns.(2016) 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]		article28
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.
[Full Text][Citation analysis]		paper0

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