Access Statistics for Ana Beatriz Galvão

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models 0 0 0 3 0 1 8 70
A Time Varying DSGE Model with Financial Frictions 0 0 0 8 0 2 16 57
Changes in Predictive Ability with Mixed Frequency Data 0 0 0 4 0 3 24 93
Communicating Data Uncertainty: Experimental Evidence for U.K. GDP 0 0 0 32 0 1 13 129
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP 0 0 0 2 0 1 8 23
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP 0 0 0 5 0 1 4 22
Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables 0 0 0 100 1 1 20 230
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 90 1 2 17 209
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 35 0 1 66 260
Financial stress regimes and the macroeconomy 0 0 0 57 0 2 18 191
First Announcements and Real Economic Activity 0 0 0 63 0 1 18 364
First Announcements and Real Economic Activity 0 0 0 1 0 0 4 67
Forecasting Low Frequency Macroeconomic Events with High Frequency Data 0 0 0 89 0 0 32 114
Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models 0 0 2 7 0 2 21 98
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 0 0 6 21 0 0 30 97
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 0 1 9 1 3 66 173
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 1 7 470 0 2 31 1,181
Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth 0 0 1 26 0 0 13 124
Measuring Macroeconomic Uncertainty: US Inflation and Output Growth 0 0 0 90 0 2 9 237
News and Uncertainty Shocks 0 0 0 33 1 1 14 151
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 2 0 0 8 89
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 1 293 1 2 17 1,072
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 0 3 1 1 21 63
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 1 79 0 1 16 165
Real-time Probabilistic Nowcasts of UK Quarterly GDP Growth using a Mixed-Frequency Bottom-up Approach 0 0 1 41 1 3 17 102
The Forward Premium of Euro Interest Rates 0 0 0 23 0 0 13 318
The Impact of GDP Data Revisions on Identifying and Predicting UK Recessions 0 0 1 11 0 0 7 41
The Transmission Mechanism in a Changing World 0 0 0 134 0 2 16 515
The transmission mechanism in a changing world 0 0 0 214 0 1 7 534
Uncertain Kingdom: Nowcasting GDP and its Revisions 1 1 3 74 5 5 33 224
Uncertain Kingdom: nowcasting GDP and its revisions 0 0 0 68 1 1 10 168
Uncertain kingdom: nowcasting GDP and its revisions 0 0 1 26 1 2 9 63
Total Working Papers 1 2 25 2,113 14 44 606 7,244
17 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure 0 0 0 115 0 0 14 308
A comprehensive evaluation of macroeconomic forecasting methods 0 0 3 38 2 3 24 163
A time varying DSGE model with financial frictions 0 0 2 47 2 3 12 169
Can non-linear time series models generate US business cycle asymmetric shape? 0 0 1 49 0 0 9 245
Changes in predictive ability with mixed frequency data 0 0 0 51 0 0 14 177
Conditional mean functions of non-linear models of US output 0 0 0 40 0 2 11 252
Data revisions and DSGE models 0 0 0 18 0 1 14 126
Does judgment improve macroeconomic density forecasts? 0 0 0 14 0 3 20 55
Does the euro area forward rate provide accurate forecasts of the short rate? 0 0 0 15 0 2 5 174
Financial Stress Regimes and the Macroeconomy 1 1 2 23 2 4 15 131
First announcements and real economic activity 0 0 1 19 0 1 11 155
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 0 0 318 2 2 16 750
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 0 6 34 1 2 29 138
Forecasting with Bayesian multivariate vintage-based VARs 0 0 2 7 1 1 11 98
Forecasting with vector autoregressive models of data vintages: US output growth and inflation 0 0 0 25 0 0 11 169
Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models 0 0 0 8 0 1 7 65
Macroeconomic Forecasting With Mixed-Frequency Data 0 1 4 242 1 3 29 526
Measuring the effects of expectations shocks 0 0 2 19 0 1 15 62
Model and survey estimates of the term structure of US macroeconomic uncertainty 0 0 0 4 0 0 30 106
Multivariate Threshold Models: TVARs and TVECMs 0 0 1 19 0 1 25 84
News and Uncertainty Shocks 0 0 4 15 0 1 24 85
Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets 0 0 2 6 2 2 19 59
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 0 78 1 3 23 366
REAL-TIME PROBABILISTIC NOWCASTS OF UK QUARTERLY GDP GROWTH USING A MIXED-FREQUENCY BOTTOM-UP APPROACH 0 0 0 2 0 0 5 12
REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS 0 0 0 0 2 2 13 104
Structural break threshold VARs for predicting US recessions using the spread 0 1 2 244 0 2 12 632
TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS 0 0 0 14 0 2 11 93
The effects of the monetary policy stance on the transmission mechanism 0 0 1 124 0 1 13 274
The transmission mechanism in a changing world 0 0 0 175 0 0 9 543
Volatilidade e Causalidade: Evidências para o Mercado à Vista e Futuro de Índice de Ações no Brasil 0 0 0 2 2 3 6 23
Total Journal Articles 1 3 33 1,765 18 46 457 6,144
1 registered items for which data could not be found
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Statistics updated 2026-08-07