Ana Beatriz Galvao
Ana Beatriz Galvao
Professor of Economic Modelling and Forecasting, University of Warwick
Verified email at wbs.ac.uk - Homepage
TitleCited byYear
Macroeconomic Forecasting With Mixed-Frequency Data
MP Clements, AB Galvão
Journal of Business and Economic Statistics 26 (4), 546-554, 2008
3212008
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
1962009
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
1212008
The transmission mechanism in a changing world
M Artis, AB Galvão, M Marcellino
Journal of Applied Econometrics 22 (1), 39-61, 2007
81*2007
Real-time Forecasting of Inflation and Output Growth with Autoregressive Models in the Presence of Data Revisions
MP Clements, AB Galvão
622011
Structural break threshold VARs for predicting US recessions using the spread
ABC Galvão
Journal of Applied Econometrics 21 (4), 463-487, 2006
622006
Changes in predictive ability with mixed frequency data
AB Galvão
International Journal of Forecasting 29 (3), 395-410, 2013
602013
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
482004
Can non-linear time series models generate US business cycle asymmetric shape?
ABC Galvão
Economics Letters 77 (2), 187-194, 2002
332002
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
312013
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
292006
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
292003
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
262012
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 (1), 37-56, 2000
242000
Multivariate threshold models: TVARs and TVECMs
ABC Galvão
Brazilian Review of Econometrics 23 (1), 143-171, 2003
172003
A time varying DSGE model with financial frictions
AB Galvao, L Giraitis, G Kapetanios, K Petrova
Journal of Empirical Finance 38, 690-716, 2016
162016
The effects of the monetary policy stance on the transmission mechanism
AB Galvao, M Marcellino
Studies in Nonlinear Dynamics & Econometrics 18 (3), 217-236, 2014
16*2014
First announcements and real economic activity
MP Clements, AB Galvão
European Economic Review 54 (6), 803-817, 2010
142010
Predicting early data revisions to US GDP and the effects of releases on equity markets
MP Clements, AB Galvão
Journal of Business & Economic Statistics 35 (3), 389-406, 2017
92017
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
92017
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