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 2 2 4 61
A Time Varying DSGE Model with Financial Frictions 0 0 0 8 1 2 3 40
Changes in Predictive Ability with Mixed Frequency Data 0 0 0 3 0 1 1 68
Communicating Data Uncertainty: Experimental Evidence for U.K. GDP 0 1 2 32 1 3 6 115
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP 0 0 0 2 2 2 7 15
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP 0 0 1 4 1 1 5 16
Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables 0 0 0 100 0 1 3 210
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 35 0 0 1 193
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 90 0 0 1 192
Financial stress regimes and the macroeconomy 0 0 0 57 0 0 1 171
First Announcements and Real Economic Activity 0 0 0 1 0 0 1 62
First Announcements and Real Economic Activity 0 0 0 62 0 0 2 345
Forecasting Low Frequency Macroeconomic Events with High Frequency Data 0 0 1 87 2 2 4 74
Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models 0 0 0 3 0 1 1 75
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 0 0 3 14 1 1 8 63
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 0 0 463 0 1 3 1,147
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 0 1 7 0 1 13 105
Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth 0 0 2 25 0 0 6 110
Measuring Macroeconomic Uncertainty: US Inflation and Output Growth 0 0 1 90 0 1 2 226
News and Uncertainty Shocks 0 0 0 33 1 1 5 137
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 2 0 1 1 81
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 290 0 1 2 1,053
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 0 78 0 1 1 147
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 1 3 0 0 4 41
Real-time Probabilistic Nowcasts of UK Quarterly GDP Growth using a Mixed-Frequency Bottom-up Approach 0 2 7 40 1 4 13 84
The Forward Premium of Euro Interest Rates 0 0 0 23 1 2 4 303
The Impact of GDP Data Revisions on Identifying and Predicting UK Recessions 0 0 5 10 1 1 16 29
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 1 526
Uncertain Kingdom: Nowcasting GDP and its Revisions 1 1 2 67 2 2 13 181
Uncertain Kingdom: nowcasting GDP and its revisions 0 0 0 67 0 0 5 155
Uncertain kingdom: nowcasting GDP and its revisions 0 0 0 25 0 0 0 53
Total Working Papers 1 4 26 2,072 16 32 137 6,577
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 0 3 34 0 1 16 136
A time varying DSGE model with financial frictions 0 0 2 44 0 0 7 153
Can non-linear time series models generate US business cycle asymmetric shape? 0 0 0 48 1 1 3 236
Changes in predictive ability with mixed frequency data 1 1 1 51 2 3 3 163
Conditional mean functions of non-linear models of US output 0 0 0 40 0 0 0 238
Data revisions and DSGE models 0 0 1 18 1 2 4 108
Does judgment improve macroeconomic density forecasts? 0 0 4 14 0 0 5 33
Does the euro area forward rate provide accurate forecasts of the short rate? 0 0 0 15 0 0 2 169
Financial Stress Regimes and the Macroeconomy 0 1 3 19 0 2 6 113
First announcements and real economic activity 0 0 2 18 0 2 4 141
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 0 5 318 0 3 17 732
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 1 3 6 27 1 5 15 105
Forecasting with Bayesian multivariate vintage-based VARs 0 0 0 5 0 1 2 87
Forecasting with vector autoregressive models of data vintages: US output growth and inflation 0 0 3 22 0 1 7 153
Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models 0 0 0 8 0 0 1 56
Macroeconomic Forecasting With Mixed-Frequency Data 0 1 8 237 1 2 13 494
Measuring the effects of expectations shocks 0 0 2 16 0 0 6 45
Model and survey estimates of the term structure of US macroeconomic uncertainty 0 0 0 4 0 2 3 76
Multivariate Threshold Models: TVARs and TVECMs 0 1 3 18 1 2 6 57
News and Uncertainty Shocks 0 0 1 11 1 1 10 58
Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets 0 0 1 4 0 0 2 38
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 1 78 0 1 5 343
REAL-TIME PROBABILISTIC NOWCASTS OF UK QUARTERLY GDP GROWTH USING A MIXED-FREQUENCY BOTTOM-UP APPROACH 0 0 1 2 0 0 1 7
REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS 0 0 0 0 0 0 2 91
Structural break threshold VARs for predicting US recessions using the spread 0 0 1 242 1 2 6 620
TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS 0 0 1 14 1 1 3 81
The effects of the monetary policy stance on the transmission mechanism 3 5 11 121 3 7 20 255
The transmission mechanism in a changing world 1 1 1 175 1 2 4 532
Volatilidade e Causalidade: Evidências para o Mercado à Vista e Futuro de Índice de Ações no Brasil 0 0 0 2 0 0 1 16
Total Journal Articles 6 13 61 1,720 14 41 175 5,630
1 registered items for which data could not be found
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Statistics updated 2025-03-03