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 2 3 7 73 4 8 19 106
A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models 0 0 0 0 1 3 7 8
A Time Varying DSGE Model with Financial Frictions 0 0 3 178 0 3 12 189
A Time Varying DSGE Model with Financial Frictions 0 0 0 2 0 3 5 9
A comprehensive evaluation of macroeconomic forecasting methods 2 6 20 197 9 26 86 336
Changes in Predictive Ability with Mixed Frequency Data 2 2 3 113 2 2 13 274
Changes in Predictive Ability with Mixed Frequency Data 0 0 0 0 0 3 9 9
Communicating uncertainty about facts, numbers, and science 0 0 16 16 4 5 26 26
Credit Conditions and the Effects of Economic Shocks: Amplifications and Asymmetries 0 2 14 43 1 12 49 104
Data Revisions and DSGE Models 0 0 2 136 2 5 14 49
Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables 1 3 10 88 1 4 15 116
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 1 29 0 3 10 121
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 1 84 0 2 6 166
Financial stress regimes and the macroeconomy 0 1 1 45 1 2 9 106
First Announcements and Real Economic Activity 0 1 3 58 2 7 19 246
First Announcements and Real Economic Activity 0 1 1 1 1 2 6 7
Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models 0 0 0 67 0 3 11 126
Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models 0 1 1 1 0 1 8 8
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 0 0 0 0 1 1 7 8
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 0 1 7 306 1 4 24 580
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 1 1 2 1 4 12 14
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 1 4 452 2 5 20 1,057
Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth 0 0 16 16 4 6 34 34
Measuring Macroeconomic Uncertainty: US Inflation and Output Growth 0 1 3 83 0 2 7 122
News and Uncertainty Shocks 0 1 4 46 1 6 14 84
News and Uncertainty Shocks 0 3 8 23 1 34 56 59
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 0 0 1 5 10
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 1 2 288 1 4 7 960
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 0 0 0 1 4 5
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 0 75 1 1 7 116
The Forward Premium of Euro Interest Rates 0 0 0 21 1 12 27 277
The Transmission Mechanism in a Changing World 0 0 1 131 1 2 9 404
The transmission mechanism in a changing world 0 1 2 210 1 2 6 501
Uncertain Kingdom: Nowcasting GDP and its Revisions 1 3 12 38 3 12 48 65
Uncertain Kingdom: nowcasting GDP and its revisions 0 0 8 50 1 3 33 49
Uncertain kingdom: nowcasting GDP and its revisions 0 0 3 22 0 3 20 26
Total Working Papers 8 33 154 2,894 48 197 664 6,377


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 1 2 242
A time varying DSGE model with financial frictions 0 1 3 21 1 6 16 83
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 1 2 43 0 2 11 103
Conditional mean functions of non-linear models of US output 0 0 0 40 0 2 3 232
Data revisions and DSGE models 2 3 5 13 2 7 18 76
Does the euro area forward rate provide accurate forecasts of the short rate? 0 0 0 14 0 2 5 84
Financial Stress Regimes and the Macroeconomy 1 2 5 6 3 8 16 19
First announcements and real economic activity 0 0 1 16 3 7 11 79
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 1 3 11 277 2 9 29 572
Forecasting with Bayesian multivariate vintage-based VARs 0 0 0 5 0 2 6 28
Forecasting with vector autoregressive models of data vintages: US output growth and inflation 0 0 0 8 0 2 4 58
Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models 0 0 0 8 0 4 7 41
Macroeconomic Forecasting With Mixed-Frequency Data 0 3 19 186 0 5 41 371
Model and survey estimates of the term structure of US macroeconomic uncertainty 0 0 0 2 0 1 5 23
Multivariate Threshold Models: TVARs and TVECMs 1 1 2 4 1 2 6 19
Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets 0 0 0 0 0 2 6 13
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 1 70 0 1 6 227
REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS 0 0 0 0 0 2 7 66
Structural break threshold VARs for predicting US recessions using the spread 0 0 6 239 1 6 17 557
The Forward Premium of Euro Interest Rates 0 0 0 10 0 1 3 86
The effects of the monetary policy stance on the transmission mechanism 1 5 16 66 1 11 31 147
The transmission mechanism in a changing world 0 0 4 166 0 2 13 458
Volatilidade e Causalidade: Evidências para o Mercado à Vista e Futuro de Índice de Ações no Brasil 0 0 0 1 1 2 2 5
Total Journal Articles 6 19 75 1,354 15 87 265 3,745


Statistics updated 2020-01-03