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 1 3 4 62
A Time Varying DSGE Model with Financial Frictions 0 0 0 8 0 1 3 40
Changes in Predictive Ability with Mixed Frequency Data 1 1 1 4 1 1 2 69
Communicating Data Uncertainty: Experimental Evidence for U.K. GDP 0 0 2 32 0 2 7 116
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP 0 0 0 2 0 2 7 15
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP 0 0 1 4 0 1 5 16
Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables 0 0 0 100 0 0 2 210
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 1 1 172
First Announcements and Real Economic Activity 0 0 0 62 0 0 0 345
First Announcements and Real Economic Activity 0 0 0 1 0 1 2 63
Forecasting Low Frequency Macroeconomic Events with High Frequency Data 1 1 2 88 1 4 5 76
Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models 1 1 1 4 1 1 2 76
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 1 1 2 15 2 3 8 65
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 0 0 463 1 1 3 1,148
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 1 1 1 8 2 2 12 107
Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth 0 0 2 25 1 1 6 111
Measuring Macroeconomic Uncertainty: US Inflation and Output Growth 0 0 1 90 0 0 2 226
News and Uncertainty Shocks 0 0 0 33 0 1 5 137
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 2 0 0 1 81
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 1 1 291 0 1 3 1,054
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 0 78 1 1 2 148
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 1 3 0 0 3 41
Real-time Probabilistic Nowcasts of UK Quarterly GDP Growth using a Mixed-Frequency Bottom-up Approach 0 0 6 40 1 2 13 85
The Forward Premium of Euro Interest Rates 0 0 0 23 0 2 5 304
The Impact of GDP Data Revisions on Identifying and Predicting UK Recessions 0 0 5 10 2 3 16 31
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 1 2 527
Uncertain Kingdom: Nowcasting GDP and its Revisions 2 3 4 69 2 4 14 183
Uncertain Kingdom: nowcasting GDP and its revisions 1 1 1 68 2 2 7 157
Uncertain kingdom: nowcasting GDP and its revisions 0 0 0 25 0 0 0 53
Total Working Papers 8 10 31 2,081 18 41 144 6,602
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 0 12 136
A time varying DSGE model with financial frictions 0 0 2 44 1 2 8 155
Can non-linear time series models generate US business cycle asymmetric shape? 0 0 0 48 0 1 2 236
Changes in predictive ability with mixed frequency data 0 1 1 51 0 2 3 163
Conditional mean functions of non-linear models of US output 0 0 0 40 1 1 1 239
Data revisions and DSGE models 0 0 1 18 1 2 5 109
Does judgment improve macroeconomic density forecasts? 0 0 3 14 1 1 5 34
Does the euro area forward rate provide accurate forecasts of the short rate? 0 0 0 15 0 0 1 169
Financial Stress Regimes and the Macroeconomy 0 0 3 19 0 1 7 114
First announcements and real economic activity 0 0 2 18 0 1 5 142
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 0 4 318 1 1 13 733
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 1 6 27 0 2 15 106
Forecasting with Bayesian multivariate vintage-based VARs 0 0 0 5 0 0 1 87
Forecasting with vector autoregressive models of data vintages: US output growth and inflation 1 1 4 23 1 1 7 154
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 0 7 237 1 3 14 496
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 0 3 76
Multivariate Threshold Models: TVARs and TVECMs 0 0 3 18 1 2 7 58
News and Uncertainty Shocks 0 0 1 11 0 2 11 59
Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets 0 0 0 4 0 0 0 38
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 1 78 0 0 4 343
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 0 242 0 1 5 620
TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS 0 0 0 14 0 2 3 82
The effects of the monetary policy stance on the transmission mechanism 0 3 10 121 0 3 18 255
The transmission mechanism in a changing world 0 1 1 175 0 3 6 534
Volatilidade e Causalidade: Evidências para o Mercado à Vista e Futuro de Índice de Ações no Brasil 0 0 0 2 1 1 2 17
Total Journal Articles 1 7 55 1,721 9 32 169 5,648
1 registered items for which data could not be found
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Statistics updated 2025-05-12