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Details about Ana Beatriz Galvão

E-mail:
Homepage:https://sites.google.com/site/anabgalvao/
Workplace:Economic Modelling and Forecasting Group, Warwick Business School, University of Warwick, (more information at EDIRC)

Access statistics for papers by Ana Beatriz Galvão.

Last updated 2019-05-30. Update your information in the RePEc Author Service.

Short-id: pga92


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Working Papers

2019

  1. Communicating uncertainty about facts, numbers, and science
    EMF Research Papers, Economic Modelling and Forecasting Group Downloads View citations (2)
  2. 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) Downloads

2018

  1. Credit Conditions and the Effects of Economic Shocks: Amplifications and Asymmetries
    EMF Research Papers, Economic Modelling and Forecasting Group Downloads
  2. News and Uncertainty Shocks
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads
    Also in EMF Research Papers, Economic Modelling and Forecasting Group (2016) Downloads View citations (2)
  3. Uncertain Kingdom: Nowcasting GDP and its Revisions
    Discussion Papers, Centre for Macroeconomics (CFM) Downloads
    Also in Bank of England working papers, Bank of England (2018) Downloads
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2018) Downloads

2017

  1. Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables
    ICMA Centre Discussion Papers in Finance, Henley Business School, Reading University Downloads

2016

  1. A comprehensive evaluation of macroeconomic forecasting methods
    EMF Research Papers, Economic Modelling and Forecasting Group Downloads
  2. Data Revisions and DSGE Models
    EMF Research Papers, Economic Modelling and Forecasting Group Downloads
    See also Journal Article in Journal of Econometrics (2017)
  3. Financial stress regimes and the macroeconomy
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (1)
    See also Journal Article in Journal of Money, Credit and Banking (2018)

2015

  1. 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 Downloads View citations (1)
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2015) Downloads View citations (4)
  2. A Time Varying DSGE Model with Financial Frictions
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2015) Downloads

    See also Journal Article in Journal of Empirical Finance (2016)

2014

  1. Measuring Macroeconomic Uncertainty: US Inflation and Output Growth
    ICMA Centre Discussion Papers in Finance, Henley Business School, Reading University Downloads View citations (3)

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 Downloads View citations (1)
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2011) Downloads

2010

  1. Endogenous Monetary Policy Regimes and the Great Moderation
    Economics Working Papers, European University Institute Downloads View citations (5)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (6)
  2. 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 Downloads View citations (7)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2010) Downloads View citations (5)

2009

  1. First Announcements and Real Economic Activity
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads
    Also in Economic Research Papers, University of Warwick - Department of Economics (2008) Downloads

    See also Journal Article in European Economic Review (2010)

2007

  1. Changes in Predictive Ability with Mixed Frequency Data
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (5)
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2007) Downloads

    See also Journal Article in International Journal of Forecasting (2013)
  2. Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2007) Downloads View citations (5)
  3. The Forward Premium of Euro Interest Rates
    Working Papers, Banco de Portugal, Economics and Research Department Downloads
    See also Journal Article in Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies (2006)

2006

  1. 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 Downloads View citations (8)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2006) Downloads View citations (6)
  2. 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 Downloads View citations (5)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2006) Downloads View citations (1)

    See also Journal Article in Journal of Empirical Finance (2008)

2003

  1. The Transmission Mechanism in a Changing World
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (19)
    Also in Economics Working Papers, European University Institute (2003) Downloads View citations (9)

    See also Journal Article in Journal of Applied Econometrics (2007)

Journal Articles

2018

  1. Financial Stress Regimes and the Macroeconomy
    Journal of Money, Credit and Banking, 2018, 50, (7), 1479-1505 Downloads
    See also Working Paper (2016)

2017

  1. Data revisions and DSGE models
    Journal of Econometrics, 2017, 196, (1), 215-232 Downloads
    See also Working Paper (2016)
  2. Model and survey estimates of the term structure of US macroeconomic uncertainty
    International Journal of Forecasting, 2017, 33, (3), 591-604 Downloads View citations (2)
  3. 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 Downloads View citations (2)

2016

  1. A time varying DSGE model with financial frictions
    Journal of Empirical Finance, 2016, 38, (PB), 690-716 Downloads View citations (10)
    See also Working Paper (2015)

2015

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

2014

  1. The effects of the monetary policy stance on the transmission mechanism
    Studies in Nonlinear Dynamics & Econometrics, 2014, 18, (3), 20 Downloads View citations (1)

2013

  1. Changes in predictive ability with mixed frequency data
    International Journal of Forecasting, 2013, 29, (3), 395-410 Downloads View citations (4)
    See also Working Paper (2007)
  2. Does the euro area forward rate provide accurate forecasts of the short rate?
    International Journal of Forecasting, 2013, 29, (1), 131-141 Downloads View citations (1)
  3. Forecasting with vector autoregressive models of data vintages: US output growth and inflation
    International Journal of Forecasting, 2013, 29, (4), 698-714 Downloads View citations (11)
  4. 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 (25)

2012

  1. Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models
    Journal of Business & Economic Statistics, 2012, 30, (4), 554-562 Downloads View citations (7)

2010

  1. First announcements and real economic activity
    European Economic Review, 2010, 54, (6), 803-817 Downloads View citations (9)
    See also Working Paper (2009)

2009

  1. Forecasting US output growth using leading indicators: an appraisal using MIDAS models
    Journal of Applied Econometrics, 2009, 24, (7), 1187-1206 Downloads View citations (102)

2008

  1. Macroeconomic Forecasting With Mixed-Frequency Data
    Journal of Business & Economic Statistics, 2008, 26, 546-554 Downloads View citations (81)
  2. Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
    Journal of Empirical Finance, 2008, 15, (4), 729-750 Downloads View citations (55)
    See also Working Paper (2006)

2007

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

2006

  1. Structural break threshold VARs for predicting US recessions using the spread
    Journal of Applied Econometrics, 2006, 21, (4), 463-487 Downloads View citations (22)
  2. The Forward Premium of Euro Interest Rates
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2006 Downloads
    See also Working Paper (2007)

2004

  1. 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 Downloads View citations (19)

2003

  1. Multivariate Threshold Models: TVARs and TVECMs
    Brazilian Review of Econometrics, 2003, 23, (1) Downloads View citations (1)

2002

  1. Can non-linear time series models generate US business cycle asymmetric shape?
    Economics Letters, 2002, 77, (2), 187-194 Downloads View citations (15)
  2. Conditional mean functions of non-linear models of US output
    Empirical Economics, 2002, 27, (4), 569-586 Downloads View citations (1)

2000

  1. 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) Downloads
 
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