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 2 7 69
A Time Varying DSGE Model with Financial Frictions 0 0 0 8 2 8 16 57
Changes in Predictive Ability with Mixed Frequency Data 0 0 0 4 1 4 22 91
Communicating Data Uncertainty: Experimental Evidence for U.K. GDP 0 0 0 32 1 6 13 129
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP 0 0 0 2 1 1 8 23
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP 0 0 0 5 1 1 4 22
Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables 0 0 0 100 0 7 19 229
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 35 0 2 66 259
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 90 0 1 15 207
Financial stress regimes and the macroeconomy 0 0 0 57 1 5 18 190
First Announcements and Real Economic Activity 0 0 1 63 1 5 19 364
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 1 89 0 7 37 114
Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models 0 0 3 7 2 3 22 98
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 0 0 6 21 0 1 32 97
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 1 1 9 2 8 65 172
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 1 6 469 0 8 31 1,179
Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth 0 1 1 26 0 4 13 124
Measuring Macroeconomic Uncertainty: US Inflation and Output Growth 0 0 0 90 1 5 9 236
News and Uncertainty Shocks 0 0 0 33 0 1 13 150
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 1 2 293 0 4 16 1,070
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 2 0 3 8 89
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 0 3 0 3 21 62
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 1 79 1 4 17 165
Real-time Probabilistic Nowcasts of UK Quarterly GDP Growth using a Mixed-Frequency Bottom-up Approach 0 1 1 41 2 6 16 101
The Forward Premium of Euro Interest Rates 0 0 0 23 0 3 13 318
The Impact of GDP Data Revisions on Identifying and Predicting UK Recessions 0 0 1 11 0 2 10 41
The Transmission Mechanism in a Changing World 0 0 0 134 2 3 16 515
The transmission mechanism in a changing world 0 0 0 214 1 3 7 534
Uncertain Kingdom: Nowcasting GDP and its Revisions 0 0 4 73 0 7 34 219
Uncertain Kingdom: nowcasting GDP and its revisions 0 0 0 68 0 2 10 167
Uncertain kingdom: nowcasting GDP and its revisions 0 0 1 26 1 3 9 62
Total Working Papers 0 5 29 2,111 20 122 610 7,220
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 6 14 308
A comprehensive evaluation of macroeconomic forecasting methods 0 0 4 38 1 4 25 161
A time varying DSGE model with financial frictions 0 0 3 47 1 4 12 167
Can non-linear time series models generate US business cycle asymmetric shape? 0 0 1 49 0 1 9 245
Changes in predictive ability with mixed frequency data 0 0 0 51 0 4 14 177
Conditional mean functions of non-linear models of US output 0 0 0 40 2 5 13 252
Data revisions and DSGE models 0 0 0 18 0 2 16 125
Does judgment improve macroeconomic density forecasts? 0 0 0 14 0 2 18 52
Does the euro area forward rate provide accurate forecasts of the short rate? 0 0 0 15 1 1 4 173
Financial Stress Regimes and the Macroeconomy 0 0 1 22 2 7 13 129
First announcements and real economic activity 0 0 1 19 1 5 13 155
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 1 7 34 0 9 30 136
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 0 0 318 0 4 15 748
Forecasting with Bayesian multivariate vintage-based VARs 0 0 2 7 0 1 10 97
Forecasting with vector autoregressive models of data vintages: US output growth and inflation 0 0 0 25 0 1 12 169
Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models 0 0 0 8 1 2 9 65
Macroeconomic Forecasting With Mixed-Frequency Data 0 0 4 241 0 9 27 523
Measuring the effects of expectations shocks 0 1 3 19 0 8 16 61
Model and survey estimates of the term structure of US macroeconomic uncertainty 0 0 0 4 0 7 30 106
Multivariate Threshold Models: TVARs and TVECMs 0 0 1 19 0 5 25 83
News and Uncertainty Shocks 0 0 4 15 0 4 24 84
Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets 0 0 2 6 0 4 19 57
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 0 78 1 5 21 364
REAL-TIME PROBABILISTIC NOWCASTS OF UK QUARTERLY GDP GROWTH USING A MIXED-FREQUENCY BOTTOM-UP APPROACH 0 0 0 2 0 2 5 12
REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS 0 0 0 0 0 4 11 102
Structural break threshold VARs for predicting US recessions using the spread 0 0 1 243 1 3 11 631
TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS 0 0 0 14 2 3 11 93
The effects of the monetary policy stance on the transmission mechanism 0 0 2 124 1 2 15 274
The transmission mechanism in a changing world 0 0 0 175 0 3 9 543
Volatilidade e Causalidade: Evidências para o Mercado à Vista e Futuro de Índice de Ações no Brasil 0 0 0 2 1 3 4 21
Total Journal Articles 0 2 36 1,762 15 120 455 6,113
1 registered items for which data could not be found
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Statistics updated 2026-06-04