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 0 3 62
A Time Varying DSGE Model with Financial Frictions 0 0 0 8 0 1 4 41
Changes in Predictive Ability with Mixed Frequency Data 0 0 1 4 0 0 2 69
Communicating Data Uncertainty: Experimental Evidence for U.K. GDP 0 0 1 32 0 0 5 116
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP 0 0 0 2 0 0 3 15
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP 0 1 2 5 0 2 5 18
Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables 0 0 0 100 0 0 1 210
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 35 1 1 2 194
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 90 0 0 0 192
Financial stress regimes and the macroeconomy 0 0 0 57 0 1 2 173
First Announcements and Real Economic Activity 0 1 1 63 0 1 1 346
First Announcements and Real Economic Activity 0 0 0 1 0 0 1 63
Forecasting Low Frequency Macroeconomic Events with High Frequency Data 0 1 3 89 2 6 11 82
Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models 0 1 2 5 0 1 3 77
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 0 0 1 15 2 2 5 67
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 0 1 8 0 0 10 107
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 0 0 463 2 2 4 1,150
Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth 0 0 2 25 0 0 6 111
Measuring Macroeconomic Uncertainty: US Inflation and Output Growth 0 0 0 90 0 2 3 228
News and Uncertainty Shocks 0 0 0 33 0 0 4 137
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 1 2 292 0 1 4 1,055
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 2 0 0 1 81
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 1 3 1 1 4 42
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 0 78 0 1 3 149
Real-time Probabilistic Nowcasts of UK Quarterly GDP Growth using a Mixed-Frequency Bottom-up Approach 0 0 5 40 0 0 12 85
The Forward Premium of Euro Interest Rates 0 0 0 23 0 1 5 305
The Impact of GDP Data Revisions on Identifying and Predicting UK Recessions 0 0 3 10 2 3 12 34
The Transmission Mechanism in a Changing World 0 0 0 134 0 0 0 499
The transmission mechanism in a changing world 0 0 0 214 0 0 1 527
Uncertain Kingdom: Nowcasting GDP and its Revisions 1 2 6 71 2 8 20 191
Uncertain Kingdom: nowcasting GDP and its revisions 0 0 1 68 0 1 4 158
Uncertain kingdom: nowcasting GDP and its revisions 0 0 0 25 1 1 1 54
Total Working Papers 1 7 32 2,088 13 36 142 6,638
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 1 294
A comprehensive evaluation of macroeconomic forecasting methods 0 1 1 35 1 3 8 139
A time varying DSGE model with financial frictions 0 1 1 45 0 2 6 157
Can non-linear time series models generate US business cycle asymmetric shape? 0 0 0 48 0 0 2 236
Changes in predictive ability with mixed frequency data 0 0 1 51 0 0 3 163
Conditional mean functions of non-linear models of US output 0 0 0 40 1 2 3 241
Data revisions and DSGE models 0 0 0 18 2 3 7 112
Does judgment improve macroeconomic density forecasts? 0 0 1 14 0 1 4 35
Does the euro area forward rate provide accurate forecasts of the short rate? 0 0 0 15 0 0 1 169
Financial Stress Regimes and the Macroeconomy 0 2 3 21 0 2 5 116
First announcements and real economic activity 0 0 1 18 1 2 6 144
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 1 6 28 1 3 13 109
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 0 1 318 0 1 10 734
Forecasting with Bayesian multivariate vintage-based VARs 0 0 0 5 0 0 1 87
Forecasting with vector autoregressive models of data vintages: US output growth and inflation 0 2 5 25 0 4 10 158
Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models 0 0 0 8 2 2 3 58
Macroeconomic Forecasting With Mixed-Frequency Data 0 1 4 238 0 1 9 497
Measuring the effects of expectations shocks 1 1 2 17 1 2 7 47
Model and survey estimates of the term structure of US macroeconomic uncertainty 0 0 0 4 0 0 3 76
Multivariate Threshold Models: TVARs and TVECMs 0 0 3 18 1 1 8 59
News and Uncertainty Shocks 0 0 0 11 1 2 8 61
Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets 0 0 0 4 1 2 2 40
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 0 78 0 0 2 343
REAL-TIME PROBABILISTIC NOWCASTS OF UK QUARTERLY GDP GROWTH USING A MIXED-FREQUENCY BOTTOM-UP APPROACH 0 0 0 2 0 0 0 7
REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS 0 0 0 0 0 0 1 91
Structural break threshold VARs for predicting US recessions using the spread 0 0 0 242 0 0 3 620
TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS 0 0 0 14 0 0 3 82
The effects of the monetary policy stance on the transmission mechanism 0 2 12 123 1 6 21 261
The transmission mechanism in a changing world 0 0 1 175 0 0 5 534
Volatilidade e Causalidade: Evidências para o Mercado à Vista e Futuro de Índice de Ações no Brasil 0 0 0 2 0 0 2 17
Total Journal Articles 1 11 42 1,732 13 39 157 5,687
1 registered items for which data could not be found
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Statistics updated 2025-08-05