Details about Ana Beatriz Galvão

Access statistics for papers by Ana Beatriz Galvão.

Last updated 2023-09-18. Update your information in the RePEc Author Service.

Short-id: pga92

Working Papers

2022

1. Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP
   Working Papers, Federal Reserve Bank of Cleveland View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
2. Forecasting Low Frequency Macroeconomic Events with High Frequency Data
   Working Papers, Federal Reserve Bank of St. Louis

2020

3. Real-time Probabilistic Nowcasts of UK Quarterly GDP Growth using a Mixed-Frequency Bottom-up Approach
   Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE)
   See also Journal Article REAL-TIME PROBABILISTIC NOWCASTS OF UK QUARTERLY GDP GROWTH USING A MIXED-FREQUENCY BOTTOM-UP APPROACH, National Institute Economic Review, National Institute of Economic and Social Research (2020) (2020)
4. The Impact of GDP Data Revisions on Identifying and Predicting UK Recessions
   Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE) View citations (1)
5. Uncertain Kingdom: nowcasting GDP and its revisions
   Bank of England working papers, Bank of England View citations (1)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2018) View citations (2)
   Discussion Papers, Centre for Macroeconomics (CFM) (2018) View citations (8)

2019

6. Communicating Data Uncertainty: Experimental Evidence for U.K. GDP
   Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE) View citations (4)
7. Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth
   Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE) View citations (6)

2018

8. News and Uncertainty Shocks
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
   See also Journal Article News and Uncertainty Shocks, Journal of Money, Credit and Banking, Blackwell Publishing (2021) View citations (20) (2021)

2017

9. Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables
   ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading View citations (2)

2015

10. A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (1)
11. A Time Varying DSGE Model with Financial Frictions
    Working Papers, Queen Mary University of London, School of Economics and Finance
    See also Journal Article A time varying DSGE model with financial frictions, Journal of Empirical Finance, Elsevier (2016) View citations (20) (2016)

2014

12. Financial stress regimes and the macroeconomy
    Working Papers, Federal Reserve Bank of St. Louis View citations (4)
    See also Journal Article Financial Stress Regimes and the Macroeconomy, Journal of Money, Credit and Banking, Blackwell Publishing (2018) View citations (10) (2018)
13. Measuring Macroeconomic Uncertainty: US Inflation and Output Growth
    ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading View citations (10)

2011

14. 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 View citations (4)

2010

15. Endogenous Monetary Policy Regimes and the Great Moderation
    Economics Working Papers, European University Institute View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (8)
16. Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions
    Economic Research Papers, University of Warwick - Department of Economics View citations (8)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2010) View citations (10)

2009

17. First Announcements and Real Economic Activity
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics
    Also in Economic Research Papers, University of Warwick - Department of Economics (2008)
    See also Journal Article First announcements and real economic activity, European Economic Review, Elsevier (2010) View citations (17) (2010)

2007

18. Changes in Predictive Ability with Mixed Frequency Data
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (3)
    See also Journal Article Changes in predictive ability with mixed frequency data, International Journal of Forecasting, Elsevier (2013) View citations (16) (2013)
19. Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth
    Working Papers, Queen Mary University of London, School of Economics and Finance View citations (11)
20. The Forward Premium of Euro Interest Rates
    Working Papers, Banco de Portugal, Economics and Research Department

2006

21. 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 (9)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2006) View citations (7)
22. 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 (5)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2006) View citations (1)
    See also Journal Article Quantile forecasts of daily exchange rate returns from forecasts of realized volatility, Journal of Empirical Finance, Elsevier (2008) View citations (80) (2008)

2003

23. The Transmission Mechanism in a Changing World
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (20)
    Also in Economics Working Papers, European University Institute (2003) View citations (10)
    See also Journal Article The transmission mechanism in a changing world, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2007) View citations (41) (2007)

Journal Articles

2021

1. Does judgment improve macroeconomic density forecasts?
   International Journal of Forecasting, 2021, 37, (3), 1247-1260 View citations (12)
2. Measuring the effects of expectations shocks
   Journal of Economic Dynamics and Control, 2021, 124, (C) View citations (8)
3. News and Uncertainty Shocks
   Journal of Money, Credit and Banking, 2021, 53, (4), 779-811 View citations (20)
   See also Working Paper News and Uncertainty Shocks, International Finance Discussion Papers (2018) View citations (2) (2018)

2020

4. REAL-TIME PROBABILISTIC NOWCASTS OF UK QUARTERLY GDP GROWTH USING A MIXED-FREQUENCY BOTTOM-UP APPROACH
   National Institute Economic Review, 2020, 254, R1-R11
   See also Working Paper Real-time Probabilistic Nowcasts of UK Quarterly GDP Growth using a Mixed-Frequency Bottom-up Approach, Economic Statistics Centre of Excellence (ESCoE) Discussion Papers (2020) (2020)

2019

5. A comprehensive evaluation of macroeconomic forecasting methods
   International Journal of Forecasting, 2019, 35, (4), 1226-1239 View citations (33)

2018

6. Financial Stress Regimes and the Macroeconomy
   Journal of Money, Credit and Banking, 2018, 50, (7), 1479-1505 View citations (10)
   See also Working Paper Financial stress regimes and the macroeconomy, Working Papers (2014) View citations (4) (2014)

2017

7. Data revisions and DSGE models
   Journal of Econometrics, 2017, 196, (1), 215-232 View citations (6)
8. Model and survey estimates of the term structure of US macroeconomic uncertainty
   International Journal of Forecasting, 2017, 33, (3), 591-604 View citations (21)
9. Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets
   Journal of Business & Economic Statistics, 2017, 35, (3), 389-406 View citations (14)

2016

10. A time varying DSGE model with financial frictions
    Journal of Empirical Finance, 2016, 38, (PB), 690-716 View citations (20)
    See also Working Paper A Time Varying DSGE Model with Financial Frictions, Working Papers (2015) (2015)

2015

11. Forecasting with Bayesian multivariate vintage-based VARs
    International Journal of Forecasting, 2015, 31, (3), 757-768 View citations (11)

2014

12. The effects of the monetary policy stance on the transmission mechanism
    Studies in Nonlinear Dynamics & Econometrics, 2014, 18, (3), 217-236 View citations (4)

2013

13. Changes in predictive ability with mixed frequency data
    International Journal of Forecasting, 2013, 29, (3), 395-410 View citations (16)
    See also Working Paper Changes in Predictive Ability with Mixed Frequency Data, Working Papers (2007) View citations (3) (2007)
14. Does the euro area forward rate provide accurate forecasts of the short rate?
    International Journal of Forecasting, 2013, 29, (1), 131-141 View citations (2)
15. Forecasting with vector autoregressive models of data vintages: US output growth and inflation
    International Journal of Forecasting, 2013, 29, (4), 698-714 View citations (21)
16. REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS
    Journal of Applied Econometrics, 2013, 28, (3), 458-477 View citations (39)

2012

17. Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models
    Journal of Business & Economic Statistics, 2012, 30, (4), 554-562 View citations (11)

2010

18. First announcements and real economic activity
    European Economic Review, 2010, 54, (6), 803-817 View citations (17)
    See also Working Paper First Announcements and Real Economic Activity, The Warwick Economics Research Paper Series (TWERPS) (2009) (2009)

2009

19. Forecasting US output growth using leading indicators: an appraisal using MIDAS models
    Journal of Applied Econometrics, 2009, 24, (7), 1187-1206 View citations (52)
    Also in Journal of Applied Econometrics, 2009, 24, (7), 1187-1206 (2009) View citations (169)

2008

20. Macroeconomic Forecasting With Mixed-Frequency Data
    Journal of Business & Economic Statistics, 2008, 26, 546-554 View citations (254)
21. Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
    Journal of Empirical Finance, 2008, 15, (4), 729-750 View citations (80)
    See also Working Paper Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility, The Warwick Economics Research Paper Series (TWERPS) (2006) View citations (5) (2006)

2007

22. The transmission mechanism in a changing world
    Journal of Applied Econometrics, 2007, 22, (1), 39-61 View citations (41)
    See also Working Paper The Transmission Mechanism in a Changing World, CEPR Discussion Papers (2003) View citations (20) (2003)

2006

23. Structural break threshold VARs for predicting US recessions using the spread
    Journal of Applied Econometrics, 2006, 21, (4), 463-487 View citations (34)

2004

24. 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 (25)

2003

25. Multivariate Threshold Models: TVARs and TVECMs
    Brazilian Review of Econometrics, 2003, 23, (1) View citations (2)
26. TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS
    Macroeconomic Dynamics, 2003, 7, (4), 567-585 View citations (14)

2002

27. Can non-linear time series models generate US business cycle asymmetric shape?
    Economics Letters, 2002, 77, (2), 187-194 View citations (19)
28. Conditional mean functions of non-linear models of US output
    Empirical Economics, 2002, 27, (4), 569-586 View citations (1)

2000

29. Volatilidade e Causalidade: Evidências para o Mercado à Vista e Futuro de Índice de Ações no Brasil
    Revista Brasileira de Economia - RBE, 2000, 54, (1)