Laura Coroneo

University of York — United Kingdom

Economics, Econometrics and Finance · Social Sciences

7h-index354citations41works1.32yr avg
OpenAlex↗ORCID↗Google Scholar↗Lab page↗

Accepting Students?

No reports yet. Know if this professor is taking students?

Research Topics

Monetary Policy and Economic Impact(19), Financial Risk and Volatility Modeling(9), Financial Markets and Investment Strategies(7), Stochastic processes and financial applications(7), Global Financial Crisis and Policies(7)

Publications41 total

Forecasting for monetary policy
International Journal of Forecasting·2025Open Access
Forecasting for Monetary Policy
SSRN Electronic Journal·2025· 1 citedOpen Access
Testing for equal predictive accuracy with strong dependence
International Journal of Forecasting·2024· 4 citedOpen Access
Testing for equal predictive accuracy with strong dependence
arXiv (Cornell University)·2024· 1 citedOpen Access
Survey density forecast comparison in small samples
International Journal of Forecasting·2024· 2 citedOpen Access
Across the borders, above the bounds: a non-linear framework for international yield curves
SSRN Electronic Journal·2024Open Access
Testing the predictive accuracy of COVID-19 forecasts
Archivio Istituzionale della Ricerca (Universita Degli Studi Di Milano)·2023· 13 citedOpen Access
Does Real‐Time Macroeconomic Information Help to Predict Interest Rates?
Journal of money credit and banking·2023· 8 cited
Information In (And Not In) Interest Rates Surveys
SSRN Electronic Journal·2023Open Access
Survey density forecast comparison in small samples
SSRN Electronic Journal·2023· 1 citedOpen Access
Testing the Predictive Accuracy of COVID-19 Forecasts
International Journal of Forecasting·2021· 1 citedOpen Access
Predicting the COVID-19 epidemic: is a regional approach preferable?
RePEc: Research Papers in Economics·2021
European spreads at the interest rate lower bound
Journal of Economic Dynamics and Control·2020· 7 citedOpen Access
International Stock Comovements with Endogenous Clusters
Journal of Economic Dynamics and Control·2020· 8 citedOpen Access
Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics
Journal of Applied Econometrics·2020· 46 citedOpen Access
Does Real-Time Macroeconomic Information Help to Predict Interest Rates?
SSRN Electronic Journal·2020Open Access
A Real-time Density Forecast Evaluation of the ECB Survey of Professional Forecasters
RePEc: Research Papers in Economics·2019· 5 cited
Predicting interest rates in real-time
RePEc: Research Papers in Economics·2019
Testing for optimal monetary policy via moment inequalities
Journal of Applied Econometrics·2018· 3 cited
International Stock Comovements with Endogenous Clusters
2018Open Access
page 1 of 3Next →

Frequent Co-authors

Fabrizio Iacone(10), Domenico Giannone(4), Michèle Modugno(4), David Veredas(4), Sergio Pastorello(4), Alberto Caruso(3), Laura E. Jackson(3), Michael T. Owyang(3), Valentina Corradi(3), Paulo Santos Monteiro(3), Fabio Profumo(3), Ken Nyholm(2), Rositsa Vidova‐Koleva(2), Ian Garrett(1), J. Bariles Sanhueza(1), Paulo Santos-Monteiro(1), Alessia Paccagnini(1), Adam Goliński(1), Giancarlo Manzi(1), Silvia Salini(1)