← All authors Laura Coroneo University of York (from arXiv:2501.07386, 2025) · ORCID · OpenAlex
12 papers in scope · 12 published · 1 on the econ.EM arXiv · 297 citations · h-index 7 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Fabrizio Iacone Josef Schreiner Michael Pfarrhofer Luca Onorante Florian Huber Gary Koop Serena Ng Niko Hauzenberger Rubén Loaiza-Maya Luca Rossini Gregor Kastner Sofia Rafaela Maito Velasco David J. Kohns Massimiliano Marcellino Worapree Maneesoonthorn John M. Maheu Joshua C. C. Chan Sylvia Frühwirth-Schnatter Philippe Goulet Coulombe Nattapol Aunsri Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers Show only papers in our arXiv econ.EM corpus (2 of 12)
published 2025 · International Journal of Forecasting · 1 citations
published 2024 · International Journal of Forecasting · 5 citations
Survey density forecast comparison in small samples
published 2024 · International Journal of Forecasting · 2 citations · first circulated 2023
Does Real‐Time Macroeconomic Information Help to Predict Interest Rates?
published 2023 · Journal of money credit and banking · 8 citations · first circulated 2020
with Alberto Caruso
Testing the Predictive Accuracy of COVID-19 Forecasts
published 2021 · International Journal of Forecasting · 1 citations
European spreads at the interest rate lower bound
published 2020 · Journal of Economic Dynamics and Control · 8 citations · first circulated 2017
with Sergio Pastorello
International Stock Comovements with Endogenous Clusters
published 2020 · Journal of Economic Dynamics and Control · 8 citations · first circulated 2018
with Laura E. Jackson, Michael T. Owyang
Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics
published 2020 · Journal of Applied Econometrics · 47 citations · first circulated 2016
Testing for optimal monetary policy via moment inequalities
published 2018 · Journal of Applied Econometrics · 5 citations · first circulated 2012
with Valentina Corradi, Paulo Santos Monteiro
Unspanned Macroeconomic Factors in the Yield Curve
published 2015 · Journal of Business and Economic Statistics · 100 citations · first circulated 2013
A simple two-component model for the distribution of intraday returns
published 2011 · European Journal of Finance · 17 citations
with David Veredas
How arbitrage-free is the Nelson–Siegel model?
published 2011 · Journal of Empirical Finance · 95 citations · first circulated 2008
with Ken Nyholm, Rositsa Vidova-Koleva
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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