Details about Ana Beatriz Galvão

Access statistics for papers by Ana Beatriz Galvão.

Last updated 2011-07-08. Update your information in the RePEc Author Service.

Short-id: pga92

Working Papers

2011

1. Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models
   Working Papers, Queen Mary, University of London, School of Economics and Finance

2010

2. Endogenous Monetary Policy Regimes and the Great Moderation
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
   Also in Economics Working Papers, European University Institute (2010) View citations (2)
3. Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions
   The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (2)

2009

4. First Announcements and Real Economic Activity
   The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics
   See also Journal Article in European Economic Review (2010)

2007

5. Changes in Predictive Ability with Mixed Frequency Data
   Working Papers, Queen Mary, University of London, School of Economics and Finance
6. Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth
   Working Papers, Queen Mary, University of London, School of Economics and Finance View citations (1)
7. The Forward Premium of Euro Interest Rates
   Working Papers, Banco de Portugal, Economics and Research Department
   See also Journal Article in Economic Bulletin and Financial Stability Report Articles (2006)

2006

8. Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation
   The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (4)
9. Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility
   The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (2)
   See also Journal Article in Journal of Empirical Finance (2008)

2004

10. Medindo o Impacto Regional da Política Monetária Brasileira: Uma Comparação entre as Regiões Nordeste e Sul
    Ibmec Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa

2003

11. Quotas in Brazilian Public Universities: Good or Bad Idea?
    Ibmec Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa
12. The Transmission Mechanism in a Changing World
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (14)
    Also in Economics Working Papers, European University Institute (2003) View citations (4)
    See also Journal Article in Journal of Applied Econometrics (2007)

Journal Articles

2010

1. First announcements and real economic activity
   European Economic Review, 2010, 54, (6), 803-817 View citations (1)
   See also Working Paper (2009)

2009

2. Forecasting US output growth using leading indicators: an appraisal using MIDAS models
   Journal of Applied Econometrics, 2009, 24, (7), 1187-1206 View citations (20)

2008

3. Macroeconomic Forecasting With Mixed-Frequency Data
   Journal of Business & Economic Statistics, 2008, 26, 546-554 View citations (21)
4. Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
   Journal of Empirical Finance, 2008, 15, (4), 729-750 View citations (5)
   See also Working Paper (2006)

2007

5. The transmission mechanism in a changing world
   Journal of Applied Econometrics, 2007, 22, (1), 39-61 View citations (12)
   See also Working Paper (2003)

2006

6. Structural break threshold VARs for predicting US recessions using the spread
   Journal of Applied Econometrics, 2006, 21, (4), 463-487 View citations (11)
7. The Forward Premium of Euro Interest Rates
   Economic Bulletin and Financial Stability Report Articles, 2006
   See also Working Paper (2007)

2004

8. A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure
   International Journal of Forecasting, 2004, 20, (2), 219-236 View citations (5)

2002

9. Can non-linear time series models generate US business cycle asymmetric shape?
   Economics Letters, 2002, 77, (2), 187-194 View citations (8)
10. Conditional mean functions of non-linear models of US output
    Empirical Economics, 2002, 27, (4), 569-586 View citations (1)