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 1 8 70
A Time Varying DSGE Model with Financial Frictions 0 0 0 8 1 1 17 58
Changes in Predictive Ability with Mixed Frequency Data 0 0 0 4 0 2 24 93
Communicating Data Uncertainty: Experimental Evidence for U.K. GDP 0 0 0 32 0 0 12 129
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP 0 0 0 2 1 1 9 24
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP 0 0 0 5 0 0 3 22
Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables 0 0 0 100 0 1 19 230
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 90 1 3 18 210
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 35 0 1 66 260
Financial stress regimes and the macroeconomy 0 0 0 57 0 1 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 2 2 19 366
Forecasting Low Frequency Macroeconomic Events with High Frequency Data 0 0 0 89 2 2 33 116
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 0 0 29 97
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 1 7 470 1 3 32 1,182
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 0 1 9 0 1 66 173
Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth 1 1 2 27 4 4 17 128
Measuring Macroeconomic Uncertainty: US Inflation and Output Growth 0 0 0 90 0 1 9 237
News and Uncertainty Shocks 0 0 0 33 1 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 0 2 17 1,072
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 2 3 23 65
Real-time Probabilistic Nowcasts of UK Quarterly GDP Growth using a Mixed-Frequency Bottom-up Approach 0 0 1 41 2 3 19 104
The Forward Premium of Euro Interest Rates 0 0 0 23 0 0 10 318
The Impact of GDP Data Revisions on Identifying and Predicting UK Recessions 0 0 1 11 0 0 7 41
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 1 1 8 535
Uncertain Kingdom: Nowcasting GDP and its Revisions 0 1 3 74 1 6 30 225
Uncertain Kingdom: nowcasting GDP and its revisions 0 0 0 68 1 2 11 169
Uncertain kingdom: nowcasting GDP and its revisions 0 0 0 26 0 1 8 63
Total Working Papers 1 3 23 2,114 20 44 610 7,264
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 13 308
A comprehensive evaluation of macroeconomic forecasting methods 0 0 3 38 0 2 23 163
A time varying DSGE model with financial frictions 0 0 2 47 3 5 15 172
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 11 252
Data revisions and DSGE models 0 0 0 18 2 3 16 128
Does judgment improve macroeconomic density forecasts? 0 0 0 14 0 3 20 55
Does the euro area forward rate provide accurate forecasts of the short rate? 0 0 0 15 1 2 6 175
Financial Stress Regimes and the Macroeconomy 0 1 2 23 0 2 15 131
First announcements and real economic activity 0 0 1 19 0 0 11 155
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 0 0 318 2 4 18 752
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 0 6 34 2 4 30 140
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 7 65
Macroeconomic Forecasting With Mixed-Frequency Data 0 1 4 242 0 3 28 526
Measuring the effects of expectations shocks 0 0 2 19 0 1 15 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 1 2 25 85
News and Uncertainty Shocks 0 0 4 15 2 3 26 87
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 1 3 23 367
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 3 14 105
Structural break threshold VARs for predicting US recessions using the spread 0 1 2 244 0 1 12 632
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 0 0 0 124 0 0 12 274
The transmission mechanism in a changing world 0 0 0 175 1 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 0 3 32 1,765 16 47 462 6,160
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10