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 8 70
A Time Varying DSGE Model with Financial Frictions 0 0 0 8 0 1 17 58
Changes in Predictive Ability with Mixed Frequency Data 0 0 0 4 1 1 25 94
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP 0 0 0 2 1 2 10 25
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP 0 0 0 5 1 1 3 23
Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables 0 0 0 100 0 1 18 230
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 90 0 2 18 210
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 35 0 0 66 260
Financial stress regimes and the macroeconomy 0 0 0 57 0 0 18 191
First Announcements and Real Economic Activity 0 0 0 1 0 0 4 67
First Announcements and Real Economic Activity 0 0 0 63 0 2 19 366
Forecasting Low Frequency Macroeconomic Events with High Frequency Data 0 0 0 89 0 2 31 116
Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models 0 0 1 7 0 0 20 98
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 0 0 5 21 1 1 27 98
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 0 1 9 1 2 67 174
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 0 7 470 1 2 30 1,183
Measuring Macroeconomic Uncertainty: US Inflation and Output Growth 0 0 0 90 0 0 9 237
News and Uncertainty Shocks 0 0 0 33 0 2 15 152
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 18 1,073
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 1 79 0 0 15 165
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 0 3 1 4 23 66
The Forward Premium of Euro Interest Rates 0 0 0 23 1 1 11 319
The Transmission Mechanism in a Changing World 0 0 0 134 0 0 16 515
The transmission mechanism in a changing world 0 0 0 214 0 1 8 535
Uncertain Kingdom: Nowcasting GDP and its Revisions 0 1 3 74 14 20 44 239
Uncertain Kingdom: nowcasting GDP and its revisions 0 0 0 68 0 2 11 169
Uncertain kingdom: nowcasting GDP and its revisions 0 0 0 26 0 1 8 63
Total Working Papers 0 1 19 2,003 23 50 567 6,885
21 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 1 1 14 309
A comprehensive evaluation of macroeconomic forecasting methods 0 0 3 38 2 4 23 165
A time varying DSGE model with financial frictions 0 0 2 47 2 7 17 174
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 0 10 252
Data revisions and DSGE models 0 0 0 18 0 2 16 128
Does judgment improve macroeconomic density forecasts? 0 0 0 14 0 0 20 55
Does the euro area forward rate provide accurate forecasts of the short rate? 0 0 0 15 0 1 6 175
Financial Stress Regimes and the Macroeconomy 0 1 2 23 0 2 15 131
First announcements and real economic activity 1 1 2 20 1 1 11 156
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 0 0 318 1 5 19 753
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 0 5 34 0 3 28 140
Forecasting with Bayesian multivariate vintage-based VARs 0 0 2 7 0 1 10 98
Forecasting with vector autoregressive models of data vintages: US output growth and inflation 0 0 0 25 0 0 10 169
Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models 0 0 0 8 0 0 6 65
Macroeconomic Forecasting With Mixed-Frequency Data 2 2 6 244 3 4 30 529
Measuring the effects of expectations shocks 0 0 2 19 0 0 14 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 85
News and Uncertainty Shocks 0 0 3 15 2 4 26 89
Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets 0 0 2 6 0 2 17 59
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 0 78 3 5 26 370
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 1 4 15 106
Structural break threshold VARs for predicting US recessions using the spread 1 1 3 245 1 1 13 633
TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS 0 0 0 14 0 0 11 93
The effects of the monetary policy stance on the transmission mechanism 1 1 1 125 1 1 13 275
The transmission mechanism in a changing world 0 0 0 175 0 1 10 544
Volatilidade e Causalidade: Evidências para o Mercado à Vista e Futuro de Índice de Ações no Brasil 0 0 0 2 0 2 6 23
Total Journal Articles 5 6 35 1,770 18 52 469 6,178
1 registered items for which data could not be found
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Statistics updated 2026-10-11