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Details about Ana Beatriz Galvão

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

Short-id: pga92


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Working Papers

2022

  1. Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP
    Working Papers, Federal Reserve Bank of Cleveland Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) Downloads
  2. Forecasting Low Frequency Macroeconomic Events with High Frequency Data
    Working Papers, Federal Reserve Bank of St. Louis Downloads
    Also in EMF Research Papers, Economic Modelling and Forecasting Group (2020) Downloads View citations (1)

2020

  1. Density Forecasting with BVAR Models under Macroeconomic Data Uncertainty
    EMF Research Papers, Economic Modelling and Forecasting Group Downloads View citations (2)
  2. Does Judgment Improve Macroeconomic Density Forecasts?
    EMF Research Papers, Economic Modelling and Forecasting Group Downloads
    See also Journal Article Does judgment improve macroeconomic density forecasts?, International Journal of Forecasting, Elsevier (2021) Downloads View citations (9) (2021)
  3. Real-Time Perceptions of Historical GDP Data Uncertainty
    EMF Research Papers, Economic Modelling and Forecasting Group Downloads
  4. 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) Downloads
    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) Downloads (2020)
  5. 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) Downloads View citations (2)
  6. Uncertain Kingdom: nowcasting GDP and its revisions
    Bank of England working papers, Bank of England Downloads View citations (1)
    Also in Discussion Papers, Centre for Macroeconomics (CFM) (2018) Downloads View citations (6)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2018) Downloads View citations (2)

2019

  1. Communicating Data Uncertainty: Experimental Evidence for U.K. GDP
    EMF Research Papers, Economic Modelling and Forecasting Group Downloads View citations (5)
    Also in Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE) (2019) Downloads View citations (5)
  2. Communicating uncertainty about facts, numbers, and science
    EMF Research Papers, Economic Modelling and Forecasting Group Downloads View citations (18)
  3. 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 View citations (6)
    Also in EMF Research Papers, Economic Modelling and Forecasting Group (2019) Downloads View citations (5)
  4. Measuring the Effects of Expectations Shocks
    EMF Research Papers, Economic Modelling and Forecasting Group Downloads View citations (2)
    See also Journal Article Measuring the effects of expectations shocks, Journal of Economic Dynamics and Control, Elsevier (2021) Downloads View citations (8) (2021)

2018

  1. Credit Conditions and the Asymmetric Effects of Monetary Policy Shocks
    EMF Research Papers, Economic Modelling and Forecasting Group Downloads View citations (1)
  2. News and Uncertainty Shocks
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)
    Also in EMF Research Papers, Economic Modelling and Forecasting Group (2016) Downloads View citations (15)

    See also Journal Article News and Uncertainty Shocks, Journal of Money, Credit and Banking, Blackwell Publishing (2021) Downloads View citations (17) (2021)

2017

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

2016

  1. A comprehensive evaluation of macroeconomic forecasting methods
    EMF Research Papers, Economic Modelling and Forecasting Group Downloads View citations (1)
    See also Journal Article A comprehensive evaluation of macroeconomic forecasting methods, International Journal of Forecasting, Elsevier (2019) Downloads View citations (31) (2019)
  2. Data Revisions and DSGE Models
    EMF Research Papers, Economic Modelling and Forecasting Group Downloads
    See also Journal Article Data revisions and DSGE models, Journal of Econometrics, Elsevier (2017) Downloads View citations (8) (2017)

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)
  2. A Time Varying DSGE Model with Financial Frictions
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads
    See also Journal Article A time varying DSGE model with financial frictions, Journal of Empirical Finance, Elsevier (2016) Downloads View citations (19) (2016)

2014

  1. Financial stress regimes and the macroeconomy
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (4)
    See also Journal Article Financial Stress Regimes and the Macroeconomy, Journal of Money, Credit and Banking, Blackwell Publishing (2018) Downloads View citations (8) (2018)
  2. Measuring Macroeconomic Uncertainty: US Inflation and Output Growth
    ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading Downloads View citations (9)

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 (4)

2010

  1. Endogenous Monetary Policy Regimes and the Great Moderation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in Economics Working Papers, European University Institute (2010) Downloads View citations (6)
  2. Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions
    Economic Research Papers, University of Warwick - Department of Economics Downloads View citations (8)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2010) Downloads View citations (10)

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 First announcements and real economic activity, European Economic Review, Elsevier (2010) Downloads View citations (18) (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 (3)
    See also Journal Article Changes in predictive ability with mixed frequency data, International Journal of Forecasting, Elsevier (2013) Downloads View citations (14) (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 View citations (11)
  3. The Forward Premium of Euro Interest Rates
    Working Papers, Banco de Portugal, Economics and Research Department Downloads

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 (9)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2006) Downloads View citations (7)
  2. Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility
    Economic Research Papers, University of Warwick - Department of Economics Downloads View citations (1)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2006) Downloads View citations (5)

    See also Journal Article Quantile forecasts of daily exchange rate returns from forecasts of realized volatility, Journal of Empirical Finance, Elsevier (2008) Downloads View citations (77) (2008)

2003

  1. The Transmission Mechanism in a Changing World
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (20)
    Also in Economics Working Papers, European University Institute (2003) Downloads View citations (10)

    See also Journal Article The transmission mechanism in a changing world, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2007) Downloads View citations (41) (2007)

Journal Articles

2021

  1. Does judgment improve macroeconomic density forecasts?
    International Journal of Forecasting, 2021, 37, (3), 1247-1260 Downloads View citations (9)
    See also Working Paper Does Judgment Improve Macroeconomic Density Forecasts?, EMF Research Papers (2020) Downloads (2020)
  2. Measuring the effects of expectations shocks
    Journal of Economic Dynamics and Control, 2021, 124, (C) Downloads View citations (8)
    See also Working Paper Measuring the Effects of Expectations Shocks, EMF Research Papers (2019) Downloads View citations (2) (2019)
  3. News and Uncertainty Shocks
    Journal of Money, Credit and Banking, 2021, 53, (4), 779-811 Downloads View citations (17)
    See also Working Paper News and Uncertainty Shocks, International Finance Discussion Papers (2018) Downloads View citations (2) (2018)

2020

  1. REAL-TIME PROBABILISTIC NOWCASTS OF UK QUARTERLY GDP GROWTH USING A MIXED-FREQUENCY BOTTOM-UP APPROACH
    National Institute Economic Review, 2020, 254, R1-R11 Downloads
    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) Downloads (2020)

2019

  1. A comprehensive evaluation of macroeconomic forecasting methods
    International Journal of Forecasting, 2019, 35, (4), 1226-1239 Downloads View citations (31)
    See also Working Paper A comprehensive evaluation of macroeconomic forecasting methods, EMF Research Papers (2016) Downloads View citations (1) (2016)

2018

  1. Financial Stress Regimes and the Macroeconomy
    Journal of Money, Credit and Banking, 2018, 50, (7), 1479-1505 Downloads View citations (8)
    See also Working Paper Financial stress regimes and the macroeconomy, Working Papers (2014) Downloads View citations (4) (2014)

2017

  1. Data revisions and DSGE models
    Journal of Econometrics, 2017, 196, (1), 215-232 Downloads View citations (8)
    See also Working Paper Data Revisions and DSGE Models, EMF Research Papers (2016) Downloads (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 (21)
  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 (18)

2016

  1. A time varying DSGE model with financial frictions
    Journal of Empirical Finance, 2016, 38, (PB), 690-716 Downloads View citations (19)
    See also Working Paper A Time Varying DSGE Model with Financial Frictions, Working Papers (2015) Downloads (2015)

2015

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

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 (4)

2013

  1. Changes in predictive ability with mixed frequency data
    International Journal of Forecasting, 2013, 29, (3), 395-410 Downloads View citations (14)
    See also Working Paper Changes in Predictive Ability with Mixed Frequency Data, Working Papers (2007) Downloads View citations (3) (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 (2)
  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 (23)
  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 (39)

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 (13)

2010

  1. First announcements and real economic activity
    European Economic Review, 2010, 54, (6), 803-817 Downloads View citations (18)
    See also Working Paper First Announcements and Real Economic Activity, The Warwick Economics Research Paper Series (TWERPS) (2009) Downloads (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 (164)
    Also in Journal of Applied Econometrics, 2009, 24, (7), 1187-1206 (2009) Downloads View citations (47)

2008

  1. Macroeconomic Forecasting With Mixed-Frequency Data
    Journal of Business & Economic Statistics, 2008, 26, 546-554 Downloads View citations (249)
  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 (77)
    See also Working Paper Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility, Economic Research Papers (2006) Downloads View citations (1) (2006)

2007

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

2006

  1. Prémio de Risco das Taxas de Juro do Euro
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2006 Downloads
  2. Structural break threshold VARs for predicting US recessions using the spread
    Journal of Applied Econometrics, 2006, 21, (4), 463-487 Downloads View citations (34)

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 (25)

2003

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

2002

  1. Can non-linear time series models generate US business cycle asymmetric shape?
    Economics Letters, 2002, 77, (2), 187-194 Downloads View citations (19)
  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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