Laura Coroneo : Citation Profile


University of York

6

H index

6

i10 index

209

Citations

RESEARCH PRODUCTION:

12

Articles

23

Papers

RESEARCH ACTIVITY:

   19 years (2006 - 2025). See details.
   Cites by year: 11
   Journals where Laura Coroneo has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 6 (2.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco461
   Updated: 2026-02-07    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)

Cao, Shuo (8)

Korobilis, Dimitris (8)

Giannone, Domenico (6)

Altavilla, Carlo (6)

Barigozzi, Matteo (6)

Bastianin, Andrea (6)

Rudebusch, Glenn (6)

Pedio, Manuela (6)

Guidolin, Massimo (6)

Ojo, Marianne (6)

Cites to:

Kiefer, Nicholas (12)

Vogelsang, Timothy (12)

Iacone, Fabrizio (12)

Diebold, Francis (11)

Giannone, Domenico (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
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles2
Papers / arXiv.org2

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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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.

Full description at Econpapers || Download paper

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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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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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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Works by Laura Coroneo:


YearTitleTypeCited
2006Testing for optimal monetary policy via moment inequalities In: Economic Research Papers.
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paper13
2018Testing for optimal monetary policy via moment inequalities.(2018) In: Journal of Applied Econometrics.
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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).
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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.
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paper1
2025Testing for equal predictive accuracy with strong dependence.(2025) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 1
article
2021Testing for equal predictive accuracy with strong dependence.(2021) In: Discussion Papers.
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This paper has nother version. Agregated cites: 1
paper
2025Forecasting for monetary policy In: Papers.
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paper0
2026Forecasting for monetary policy.(2026) In: International Journal of Forecasting.
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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.
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paper0
2006Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation In: LIDAM Discussion Papers CORE.
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paper5
2013Unspanned Macroeconomic Factors in the Yields Curve In: Working Papers ECARES.
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paper65
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: 65
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: 65
article
2008How arbitrage-free is the Nelson-Siegel Model? In: Working Paper Series.
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paper61
2011How arbitrage-free is the Nelson-Siegel model?.(2011) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 61
article
2020International Stock Comovements with Endogenous Clusters In: Journal of Economic Dynamics and Control.
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article4
2020International Stock Comovements with Endogenous Clusters.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 4
paper
2020European spreads at the interest rate lower bound In: Journal of Economic Dynamics and Control.
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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.
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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.
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article0
2012A simple two-component model for the distribution of intraday returns In: The European Journal of Finance.
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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.
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article26
2023Does Real‐Time Macroeconomic Information Help to Predict Interest Rates? In: Journal of Money, Credit and Banking.
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article1
2015Comparing predictive accuracy in small samples In: Discussion Papers.
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paper11
2015TIPS Liquidity Premium and Quantitative Easing In: Discussion Papers.
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paper1
2019A Real-time Density Forecast Evaluation of the ECB Survey of Professional Forecasters In: Discussion Papers.
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paper1
2019Predicting interest rates in real-time In: Discussion Papers.
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paper0
2021Predicting the COVID-19 epidemic: is a regional approach preferable? In: Discussion Papers.
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paper0
2022Density forecast comparison in small samples In: Discussion Papers.
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paper0

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