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 0 0 0 4 4
A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models 0 1 6 70 0 3 20 97
A Time Varying DSGE Model with Financial Frictions 0 0 7 177 0 1 17 184
A Time Varying DSGE Model with Financial Frictions 0 0 2 2 1 1 5 6
A comprehensive evaluation of macroeconomic forecasting methods 1 5 19 189 5 24 75 301
Changes in Predictive Ability with Mixed Frequency Data 0 0 1 111 2 3 12 272
Changes in Predictive Ability with Mixed Frequency Data 0 0 0 0 0 1 4 4
Communicating uncertainty about facts, numbers, and science 2 3 16 16 3 7 19 19
Credit Conditions and the Effects of Economic Shocks: Amplifications and Asymmetries 0 2 25 41 1 8 66 88
Data Revisions and DSGE Models 0 1 4 136 0 1 13 44
Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables 0 1 10 84 0 1 21 111
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 1 29 1 2 9 118
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 1 84 0 0 6 163
Financial stress regimes and the macroeconomy 0 0 2 44 1 2 9 102
First Announcements and Real Economic Activity 0 1 1 56 4 5 10 236
First Announcements and Real Economic Activity 0 0 0 0 0 1 4 4
Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models 0 0 0 0 0 1 6 6
Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models 0 0 0 67 3 3 7 121
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 0 3 8 305 2 6 24 576
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 0 0 0 0 2 2 6 6
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 0 1 1 1 1 8 8
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 0 2 450 1 3 13 1,049
Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth 2 16 16 16 6 22 24 24
Measuring Macroeconomic Uncertainty: US Inflation and Output Growth 0 0 5 81 0 0 12 118
News and Uncertainty Shocks 0 1 6 44 0 1 18 76
News and Uncertainty Shocks 0 0 19 19 0 4 23 23
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 0 0 0 9 9
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 1 287 1 1 7 956
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 0 75 3 3 5 114
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 0 0 0 1 4 4
The Forward Premium of Euro Interest Rates 0 0 0 21 4 6 14 261
The Transmission Mechanism in a Changing World 0 0 0 130 0 2 9 400
The transmission mechanism in a changing world 0 0 1 209 1 1 4 499
Uncertain Kingdom: Nowcasting GDP and its Revisions 2 2 33 33 2 6 47 47
Uncertain Kingdom: nowcasting GDP and its revisions 0 3 49 49 2 6 44 44
Uncertain kingdom: nowcasting GDP and its revisions 0 0 22 22 1 2 22 22
Total Working Papers 7 39 258 2,848 47 131 600 6,116


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 0 113 0 0 1 240
A time varying DSGE model with financial frictions 0 1 5 20 0 2 19 77
Can non-linear time series models generate US business cycle asymmetric shape? 0 0 0 46 0 0 0 156
Changes in predictive ability with mixed frequency data 0 0 1 42 2 2 12 99
Conditional mean functions of non-linear models of US output 0 0 0 40 1 1 2 230
Data revisions and DSGE models 0 0 4 10 1 4 15 68
Does the euro area forward rate provide accurate forecasts of the short rate? 0 0 2 14 1 1 8 82
Financial Stress Regimes and the Macroeconomy 0 0 2 2 1 3 8 8
First announcements and real economic activity 0 0 1 16 0 0 5 71
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 1 10 273 1 4 27 561
Forecasting with Bayesian multivariate vintage-based VARs 0 0 0 5 2 3 4 26
Forecasting with vector autoregressive models of data vintages: US output growth and inflation 0 0 0 8 0 0 3 56
Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models 0 0 0 8 1 1 3 36
Macroeconomic Forecasting With Mixed-Frequency Data 3 8 18 181 5 14 48 364
Model and survey estimates of the term structure of US macroeconomic uncertainty 0 0 1 2 0 0 9 21
Multivariate Threshold Models: TVARs and TVECMs 0 0 2 3 0 1 5 17
Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets 0 0 0 0 1 1 4 10
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 1 1 70 1 3 6 225
REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS 0 0 0 0 3 3 5 62
Structural break threshold VARs for predicting US recessions using the spread 0 3 6 239 0 3 12 550
The Forward Premium of Euro Interest Rates 0 0 0 10 2 2 2 85
The effects of the monetary policy stance on the transmission mechanism 0 0 17 60 2 2 32 134
The transmission mechanism in a changing world 0 1 4 166 1 2 12 456
Volatilidade e Causalidade: Evidências para o Mercado à Vista e Futuro de Índice de Ações no Brasil 0 0 0 1 0 0 0 3
Total Journal Articles 3 15 74 1,329 25 52 242 3,637


Statistics updated 2019-09-09