Follow
Ana Beatriz Galvao
Ana Beatriz Galvao
Professor of Economic Modelling and Forecasting, University of Warwick
Verified email at wbs.ac.uk - Homepage
Title
Cited by
Cited by
Year
Macroeconomic Forecasting With Mixed-Frequency Data
MP Clements, AB Galvão
Journal of Business and Economic Statistics 26 (4), 546-554, 2008
5842008
Communicating uncertainty about facts, numbers and science
AM Van Der Bles, S Van Der Linden, ALJ Freeman, J Mitchell, AB Galvao, ...
Royal Society open science 6 (5), 181870, 2019
3612019
Forecasting US output growth using Leading Indicators: An appraisal using MIDAS models
MP Clements, AB Galvão
Journal of Applied Econometrics 24 (7), 1187-1206, 2009
3072009
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
MP Clements, AB Galvão, JH Kim
Journal of Empirical Finance 15 (4), 729-750, 2008
1682008
Real-time Forecasting of Inflation and Output Growth with Autoregressive Models in the Presence of Data Revisions
MP Clements, AB Galvão
93*2011
Changes in predictive ability with mixed frequency data
AB Galvão
International Journal of Forecasting 29 (3), 395-410, 2013
872013
The transmission mechanism in a changing world
M Artis, AB Galvão, M Marcellino
Journal of Applied Econometrics 22 (1), 39-61, 2007
84*2007
Structural break threshold VARs for predicting US recessions using the spread
ABC Galvão
Journal of Applied Econometrics 21 (4), 463-487, 2006
842006
A comprehensive evaluation of macroeconomic forecasting methods
A Carriero, AB Galvao, G Kapetanios
International Journal of Forecasting 35 (4), 1226-1239, 2019
632019
A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure
MP Clements, AB Galvão
International Journal of Forecasting 20 (2), 219-236, 2004
552004
News and uncertainty shocks
D Cascaldi‐Garcia, AB Galvao
Journal of Money, Credit and Banking 53 (4), 779-811, 2021
502021
Forecasting with vector autoregressive models of data vintages: US output growth and inflation
MP Clements, AB Galvão
International Journal of Forecasting 29 (4), 698-714, 2013
472013
Financial stress regimes and the macroeconomy
AB Galvão, MT Owyang
Journal of Money, Credit and Banking 50 (7), 1479-1505, 2018
412018
Improving real-time estimates of output and inflation gaps with multiple-vintage models
MP Clements, AB Galvão
Journal of Business & Economic Statistics 30 (4), 554-562, 2012
392012
Model and survey estimates of the term structure of US macroeconomic uncertainty
MP Clements, AB Galvão
International Journal of Forecasting 33 (3), 591-604, 2017
372017
Can non-linear time series models generate US business cycle asymmetric shape?
ABC Galvão
Economics Letters 77 (2), 187-194, 2002
362002
Testing the expectations theory of the term structure of interest rates in threshold models
MP Clements, ANABC GALVao
Macroeconomic Dynamics 7 (4), 567-585, 2003
322003
Volatilidade e causalidade: evidências para o mercado à vista e futuro de índice de ações no Brasil
ABC Galvão, MS Portugal, EP Ribeiro
Revista Brasileira de Economia 54, 37-56, 2000
312000
Combining predictors and combining information in modelling: Forecasting US recession probabilities and output growth
MP Clements, AB Galvao
Milas, C.; and Rothman, P.; and van Dijk, D. Nonlinear Time Series Analysis …, 2006
302006
A time varying DSGE model with financial frictions
AB Galvão, L Giraitis, G Kapetanios, K Petrova
Journal of Empirical Finance 38, 690-716, 2016
292016
The system can't perform the operation now. Try again later.
Articles 1–20