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 3 62
A Time Varying DSGE Model with Financial Frictions 0 0 0 8 0 0 3 41
Changes in Predictive Ability with Mixed Frequency Data 0 0 1 4 1 1 3 70
Communicating Data Uncertainty: Experimental Evidence for U.K. GDP 0 0 1 32 2 3 7 119
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP 0 0 0 2 0 0 2 15
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP 0 0 1 5 0 2 5 20
Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables 0 0 0 100 0 2 3 212
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 90 0 0 0 192
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 35 0 0 2 194
Financial stress regimes and the macroeconomy 0 0 0 57 5 5 7 178
First Announcements and Real Economic Activity 0 0 0 1 1 1 2 64
First Announcements and Real Economic Activity 0 0 1 63 0 1 2 347
Forecasting Low Frequency Macroeconomic Events with High Frequency Data 0 0 2 89 2 5 15 87
Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models 0 1 3 6 1 2 5 79
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 1 2 3 17 4 8 13 75
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 1 1 1 464 1 4 8 1,154
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 0 1 8 2 2 7 109
Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth 0 0 0 25 1 1 2 112
Measuring Macroeconomic Uncertainty: US Inflation and Output Growth 0 0 0 90 0 0 3 228
News and Uncertainty Shocks 0 0 0 33 1 1 3 138
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 2 1 1 2 82
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 2 292 1 1 4 1,056
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 0 3 1 2 3 44
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 0 78 0 1 4 150
Real-time Probabilistic Nowcasts of UK Quarterly GDP Growth using a Mixed-Frequency Bottom-up Approach 0 0 2 40 4 5 12 90
The Forward Premium of Euro Interest Rates 0 0 0 23 0 3 8 308
The Impact of GDP Data Revisions on Identifying and Predicting UK Recessions 0 0 0 10 0 0 6 34
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 1 527
Uncertain Kingdom: Nowcasting GDP and its Revisions 1 1 6 72 5 9 23 200
Uncertain Kingdom: nowcasting GDP and its revisions 0 0 1 68 2 2 5 160
Uncertain kingdom: nowcasting GDP and its revisions 0 1 1 26 0 1 2 55
Total Working Papers 3 6 26 2,094 35 63 165 6,701
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 1 1 295
A comprehensive evaluation of macroeconomic forecasting methods 0 0 1 35 1 4 9 143
A time varying DSGE model with financial frictions 1 1 2 46 2 2 6 159
Can non-linear time series models generate US business cycle asymmetric shape? 1 1 1 49 2 2 3 238
Changes in predictive ability with mixed frequency data 0 0 1 51 2 2 5 165
Conditional mean functions of non-linear models of US output 0 0 0 40 1 2 5 243
Data revisions and DSGE models 0 0 0 18 0 0 6 112
Does judgment improve macroeconomic density forecasts? 0 0 1 14 2 2 5 37
Does the euro area forward rate provide accurate forecasts of the short rate? 0 0 0 15 0 0 0 169
Financial Stress Regimes and the Macroeconomy 0 0 3 21 1 1 6 117
First announcements and real economic activity 0 0 0 18 0 1 6 145
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 1 2 6 30 2 5 15 114
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 0 0 318 1 1 6 735
Forecasting with Bayesian multivariate vintage-based VARs 0 0 0 5 2 3 4 90
Forecasting with vector autoregressive models of data vintages: US output growth and inflation 0 0 3 25 2 3 9 161
Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models 0 0 0 8 1 2 4 60
Macroeconomic Forecasting With Mixed-Frequency Data 0 0 3 238 2 4 11 501
Measuring the effects of expectations shocks 0 0 2 17 1 2 7 49
Model and survey estimates of the term structure of US macroeconomic uncertainty 0 0 0 4 0 0 2 76
Multivariate Threshold Models: TVARs and TVECMs 1 1 3 19 5 6 12 65
News and Uncertainty Shocks 2 3 3 14 3 5 9 66
Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets 1 1 1 5 1 3 5 43
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 0 78 0 1 2 344
REAL-TIME PROBABILISTIC NOWCASTS OF UK QUARTERLY GDP GROWTH USING A MIXED-FREQUENCY BOTTOM-UP APPROACH 0 0 0 2 1 1 1 8
REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS 0 0 0 0 0 0 0 91
Structural break threshold VARs for predicting US recessions using the spread 0 0 0 242 1 1 3 621
TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS 0 0 0 14 2 2 5 84
The effects of the monetary policy stance on the transmission mechanism 0 1 11 124 2 3 20 264
The transmission mechanism in a changing world 0 0 1 175 1 1 5 535
Volatilidade e Causalidade: Evidências para o Mercado à Vista e Futuro de Índice de Ações no Brasil 0 0 0 2 0 0 1 17
Total Journal Articles 7 10 42 1,742 38 60 173 5,747
1 registered items for which data could not be found
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Statistics updated 2025-11-08