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 1 4 63
A Time Varying DSGE Model with Financial Frictions 0 0 0 8 1 2 4 43
Changes in Predictive Ability with Mixed Frequency Data 0 0 1 4 3 7 9 76
Communicating Data Uncertainty: Experimental Evidence for U.K. GDP 0 0 0 32 1 3 7 120
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP 0 0 0 2 1 2 4 17
Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP 0 0 1 5 0 0 5 20
Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables 0 0 0 100 4 7 10 219
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 35 18 18 19 212
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 90 0 3 3 195
Financial stress regimes and the macroeconomy 0 0 0 57 2 9 11 182
First Announcements and Real Economic Activity 0 0 0 1 0 2 3 65
First Announcements and Real Economic Activity 0 0 1 63 0 0 2 347
Forecasting Low Frequency Macroeconomic Events with High Frequency Data 0 0 2 89 3 7 20 92
Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models 0 1 4 7 2 5 9 83
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth 0 3 5 19 4 14 23 85
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 4 4 467 4 11 17 1,164
Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation 0 0 1 8 9 11 14 118
Measuring Data Uncertainty: An Application using the Bank of England's "Fan Charts" for Historical GDP Growth 0 0 0 25 1 5 6 116
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 5 6 142
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 2 292 0 5 7 1,060
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 0 0 0 2 1 3 4 84
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 0 0 3 5 6 8 49
Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions 0 1 1 79 1 2 6 152
Real-time Probabilistic Nowcasts of UK Quarterly GDP Growth using a Mixed-Frequency Bottom-up Approach 0 0 0 40 1 6 9 92
The Forward Premium of Euro Interest Rates 0 0 0 23 3 5 11 313
The Impact of GDP Data Revisions on Identifying and Predicting UK Recessions 1 1 1 11 3 3 9 37
The Transmission Mechanism in a Changing World 0 0 0 134 0 5 5 504
The transmission mechanism in a changing world 0 0 0 214 0 0 1 527
Uncertain Kingdom: Nowcasting GDP and its Revisions 0 1 6 72 3 10 26 205
Uncertain Kingdom: nowcasting GDP and its revisions 0 0 1 68 2 5 8 163
Uncertain kingdom: nowcasting GDP and its revisions 0 0 1 26 2 3 5 58
Total Working Papers 1 11 31 2,102 76 165 278 6,831
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 2 296
A comprehensive evaluation of macroeconomic forecasting methods 1 3 4 38 2 8 14 150
A time varying DSGE model with financial frictions 0 1 2 46 0 2 6 159
Can non-linear time series models generate US business cycle asymmetric shape? 0 1 1 49 1 4 5 240
Changes in predictive ability with mixed frequency data 0 0 1 51 0 2 5 165
Conditional mean functions of non-linear models of US output 0 0 0 40 0 1 5 243
Data revisions and DSGE models 0 0 0 18 1 2 7 114
Does judgment improve macroeconomic density forecasts? 0 0 0 14 3 7 9 42
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 1 1 4 22 2 3 8 119
First announcements and real economic activity 0 0 0 18 1 1 6 146
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 0 0 0 318 0 2 6 736
Forecasting US output growth using leading indicators: an appraisal using MIDAS models 1 2 7 31 2 7 18 119
Forecasting with Bayesian multivariate vintage-based VARs 0 0 0 5 0 3 5 91
Forecasting with vector autoregressive models of data vintages: US output growth and inflation 0 0 3 25 1 3 10 162
Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models 0 0 0 8 0 1 4 60
Macroeconomic Forecasting With Mixed-Frequency Data 1 2 4 240 1 7 14 506
Measuring the effects of expectations shocks 0 0 1 17 1 2 5 50
Model and survey estimates of the term structure of US macroeconomic uncertainty 0 0 0 4 3 5 6 81
Multivariate Threshold Models: TVARs and TVECMs 0 1 1 19 2 9 13 69
News and Uncertainty Shocks 0 2 3 14 1 6 12 69
Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets 0 1 1 5 2 6 10 48
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 0 0 0 78 1 3 5 347
REAL-TIME PROBABILISTIC NOWCASTS OF UK QUARTERLY GDP GROWTH USING A MIXED-FREQUENCY BOTTOM-UP APPROACH 0 0 0 2 1 2 2 9
REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS 0 0 0 0 3 3 3 94
Structural break threshold VARs for predicting US recessions using the spread 1 1 1 243 2 4 5 624
TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS 0 0 0 14 1 3 5 85
The effects of the monetary policy stance on the transmission mechanism 0 0 7 124 0 4 16 266
The transmission mechanism in a changing world 0 0 1 175 1 2 5 536
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 5 15 41 1,750 32 103 212 5,812
1 registered items for which data could not be found
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Statistics updated 2026-01-09