Ana Beatriz Galvão : Citation Profile


Are you Ana Beatriz Galvão?

University of Warwick

13

H index

15

i10 index

620

Citations

RESEARCH PRODUCTION:

28

Articles

47

Papers

RESEARCH ACTIVITY:

   21 years (2000 - 2021). See details.
   Cites by year: 29
   Journals where Ana Beatriz Galvão has often published
   Relations with other researchers
   Recent citing documents: 111.    Total self citations: 29 (4.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga92
   Updated: 2021-11-28    RAS profile: 2021-06-17    
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Relations with other researchers


Works with:

Mitchell, James (7)

Clements, Michael (6)

Cascaldi-Garcia, Danilo (3)

Miranda-Agrippino, Silvia (3)

Kapetanios, George (3)

Carriero, Andrea (3)

Owyang, Michael (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ana Beatriz Galvão.

Is cited by:

Marcellino, Massimiliano (41)

Foroni, Claudia (24)

Clements, Michael (23)

Guérin, Pierre (21)

Schumacher, Christian (18)

Eickmeier, Sandra (16)

Baumeister, Christiane (15)

Hecq, Alain (14)

Götz, Thomas (12)

Mogliani, Matteo (12)

Kilian, Lutz (11)

Cites to:

Croushore, Dean (51)

Clements, Michael (44)

Diebold, Francis (31)

Clark, Todd (29)

Giannone, Domenico (26)

Kapetanios, George (26)

van Norden, Simon (25)

Smets, Frank (25)

Watson, Mark (25)

Schorfheide, Frank (25)

Wouters, Raf (24)

Main data


Where Ana Beatriz Galvão has published?


Journals with more than one article published# docs
International Journal of Forecasting7
Journal of Applied Econometrics3
Journal of Applied Econometrics2
Journal of Empirical Finance2
Journal of Money, Credit and Banking2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
EMF Research Papers / Economic Modelling and Forecasting Group12
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics4
Economic Research Papers / University of Warwick - Department of Economics4
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers / Economic Statistics Centre of Excellence (ESCoE)4
Working Papers / Federal Reserve Bank of St. Louis2
ICMA Centre Discussion Papers in Finance / Henley Business School, University of Reading2
Economics Working Papers / European University Institute2

Recent works citing Ana Beatriz Galvão (2021 and 2020)


YearTitle of citing document
2020“Measuring and assessing economic uncertainty”. (2020). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:202003.

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2021“Employment uncertainty a year after the irruption of the covid-19 pandemic”. (2021). Sorić, Petar ; Claveria, Oscar ; Soric, Petar. In: AQR Working Papers. RePEc:aqr:wpaper:202104.

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2020Factor-Driven Two-Regime Regression. (2019). Shin, Youngki ; SEO, MYUNG HWAN ; Lee, Sokbae (Simon) ; Liao, Yuan. In: Papers. RePEc:arx:papers:1810.11109.

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2020Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

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2020Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566.

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2021Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.01714.

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2020How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.12477.

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2020Business and consumer uncertainty in the face of the pandemic: A sector analysis in European countries. (2020). Claveria, Oscar. In: Papers. RePEc:arx:papers:2012.02091.

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2021Predicting Inflation with Neural Networks. (2021). Paranhos, Livia. In: Papers. RePEc:arx:papers:2104.03757.

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2020Commodity Prices and Global Economic Activity: a derived-demand approach. (2020). Gaglianone, Wagner ; Duarte, Angelo Montalverne ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira. In: Working Papers Series. RePEc:bcb:wpaper:539.

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2020The non-linear effects of the Feds asset purchases. (2020). Anzuini, Alessio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1280_20.

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2021FORECASTING RUSSIAN CPI WITH DATA VINTAGES AND MACHINE LEARNING TECHNIQUES. (2021). Mamedli, Mariam ; Shibitov, Denis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps70.

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2020Real‐Time Fiscal Forecasting Using Mixed‐Frequency Data. (2020). Paredes, Joan ; Asimakopoulos, Stylianos ; Warmedinger, Thomas. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:1:p:369-390.

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2020News media vs. FRED-MD for macroeconomic forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon. In: Working Paper. RePEc:bno:worpap:2020_14.

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2020Nowcasting Norwegian household consumption with debit card transaction data. (2020). Fastb, Tuva Marie ; Aastveit, Knut Are ; Torstensen, Kjersti Nss ; Paulsen, Kenneth Sterhagen ; Granziera, Eleonora. In: Working Paper. RePEc:bno:worpap:2020_17.

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2020News media vs. FRED-MD for macroeconomic forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon. In: Working Papers. RePEc:bny:wpaper:0091.

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2021Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915.

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2021Forecasting UK GDP growth with large survey panels. (2021). Kapetanios, George ; Kalamara, Eleni ; Anesti, Nikoleta. In: Bank of England working papers. RePEc:boe:boeewp:0923.

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2020The global effects of Covid-19-induced uncertainty. (2020). Caggiano, Giovanni ; Kima, Richard ; Castelnuovo, Efrem. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_011.

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2021What model for the target rate. (2021). Feunou, Bruno ; Bruno, Feunou ; Jianjian, Jin ; Jean-Sebastien, Fontaine. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:23:n:1.

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2021Evaluating effectiveness of price level targeting in the presence of increasing uncertainty. (2021). Pirzada, Ahmed ; Kara, Engin. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:21/737.

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2021Monetary Policy Interdependency in Fisher Effect: A Comparative Evidence. (2021). Shobande, Olatunji Abdul ; Shodipe, Oladimeji Tomiwa. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:10:y:2021:i:1:p:203-226.

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2020Nonlinear Business Cycle and Optimal Policy: A VSTAR Perspective. (2020). Polito, Vito. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8060.

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2020The Global Effects of Covid-19-Induced Uncertainty. (2020). Caggiano, Giovanni ; Kima, Richard ; Castelnuovo, Efrem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8280.

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2020News Media vs. FRED-MD for Macroeconomic Forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8639.

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2020A Comparison of Monthly Global Indicators for Forecasting Growth. (2020). Guérin, Pierre ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8656.

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2020The Diffusion of Technological Progress in ICT. (2020). Lehmann, Robert ; Elstner, Steffen ; Kecht, Valentin ; Grimme, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8790.

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2020Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2020). Sheng, Xuguang ; Peng, Huaming ; Lahiri, Kajal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8810.

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2021The Impact of Aggregate Uncertainty on Firm-Level Uncertainty. (2021). Grimme, Christian ; Easaw, Joshy. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8934.

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2020Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-42.

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2020Does Scientific Uncertainty in News Articles Affect Readers’ Trust and Decision-Making?. (2020). Jucks, Regina ; Hendriks, Friederike. In: Media and Communication. RePEc:cog:meanco:v:8:y:2020:i:2:p:401-412.

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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

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2020The contribution of intraday jumps to forecasting the density of returns. (2020). Sevi, Benoit ; Ielpo, Florian ; Chorro, Christophe. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300233.

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2021Asymmetries in the effects of unemployment expectation shocks as monetary policy shifts with economic conditions. (2021). Cassou, Steven ; Ahmed, Iqbal M. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000912.

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2020Structural analysis with mixed-frequency data: A model of US capital flows. (2020). Rossi, Eduardo ; Missale, Alessandro ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:427-443.

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2020Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data. (2020). Bec, Frédérique ; Kanda, Patrick. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305436.

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2020Forecasting risk in the US Dollar exchange rate under volatility shifts. (2020). Malik, Farooq ; Anjum, Hassan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301546.

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2020The state-dependence of output revisions. (2020). Hubert, Paul ; Ducoudré, Bruno ; Tabarly, Guilhem. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301592.

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2020The global effects of Covid-19-induced uncertainty. (2020). Castelnuovo, Efrem ; Caggiano, Giovanni ; Kima, Richard. In: Economics Letters. RePEc:eee:ecolet:v:194:y:2020:i:c:s0165176520302457.

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2020Incorporating overnight and intraday returns into multivariate GARCH volatility models. (2020). Wu, Jianbin ; Dhaene, Geert. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:471-495.

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2021Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit. (2021). Voia, Marcel ; Saunders, Charles J ; Kichian, Maral ; Khalaf, Lynda. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:589-605.

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2021Bayesian MIDAS penalized regressions: Estimation, selection, and prediction. (2021). Mogliani, Matteo ; Simoni, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:833-860.

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2021The macro effects of GPR and EPU indexes over the global oil market—Are the two types of uncertainty shock alike?. (2021). Zhu, Zixiang ; Gu, Xin ; Yu, Minli. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002930.

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2021Commodity prices and global economic activity: A derived-demand approach. (2021). Gaglianone, Wagner ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira ; Duarte, Angelo Mont'Alverne ; Angelo Mont'alverne Duarte, . In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000256.

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2021Measurement of common risks in tails: A panel quantile regression model for financial returns. (2021). Baruník, Jozef ; Ech, Frantiek ; Barunik, Jozef. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s1386418120300318.

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2021Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach. (2021). Salisu, Afees ; GUPTA, RANGAN. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028319303503.

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2020Uncertainty matters: Evidence from close elections. (2020). Redl, Chris. In: Journal of International Economics. RePEc:eee:inecon:v:124:y:2020:i:c:s0022199620300155.

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2020Forecasting inflation with online prices. (2020). Bertolotto, Manuel I ; Aparicio, Diego. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:232-247.

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2020Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures. (2020). Wang, Chao ; Gerlach, Richard. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:489-506.

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2020Forecasting risk measures using intraday data in a generalized autoregressive score framework. (2020). Xue, Xiaohan ; Lazar, Emese. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1057-1072.

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2020Quantile forecasting with mixed-frequency data. (2020). Lima, Luiz ; Godeiro, Lucas ; Meng, Fanning. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1149-1162.

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2020A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth. (2020). Cheung, Calista ; Chernis, Tony ; Velasco, Gabriella. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:851-872.

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2020Data revisions to German national accounts: Are initial releases good nowcasts?. (2020). Wolf, Elias ; Strohsal, Till. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1252-1259.

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2021Do survey joiners and leavers differ from regular participants? The US SPF GDP growth and inflation forecasts. (2021). Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:634-646.

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2021A comparison of monthly global indicators for forecasting growth. (2021). Guérin, Pierre ; Guerin, Pierre ; Baumeister, Christiane. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1276-1295.

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2020GDP announcements and stock prices. (2020). Ohtsuka, Yoshihiro ; Iizuka, Nobuo ; Funashima, Yoshito. In: Journal of Economics and Business. RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302772.

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2020Radial basis functions neural networks for nonlinear time series analysis and time-varying effects of supply shocks. (2020). Kanazawa, Nobuyuki. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070420301361.

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2020Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect: An individual stock level study with economic significance analysis. (2020). Kumar, Dilip ; Zargar, Faisal Nazir. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:271-285.

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2020The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach. (2020). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Ji, Qiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920307273.

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2020The state-dependence of output revisions. (2020). Hubert, Paul ; Ducoudré, Bruno ; Tabarly, Guilhem. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:2004.

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2020Patent-Based News Shocks. (2020). Vukotic, Marija ; Cascaldi-Garcia, Danilo. In: International Finance Discussion Papers. RePEc:fip:fedgif:1277.

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2020What is Certain about Uncertainty?. (2020). Sarisoy, Cisil ; Rodriguez, Marius ; Rogers, John ; Ma, Sai ; Jahan-Parvar, Mohammad ; Grishchenko, Olesya ; Datta, Deepa ; Cascaldi-Garcia, Danilo ; del Giudice, Marius ; Loria, Francesca ; Londono, Juan M ; Revil, Thiago ; Zer, Ilknur. In: International Finance Discussion Papers. RePEc:fip:fedgif:1294.

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2021Back to the Present: Learning about the Euro Area through a Now-casting Model. (2021). Modugno, Michele ; Giannone, Domenico ; Cascaldi-Garcia, Danilo ; Revil, Thiago. In: International Finance Discussion Papers. RePEc:fip:fedgif:1313.

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2021On the Predictability of China Macro Indicator with Carbon Emissions Trading. (2021). Hamori, Shigeyuki ; Tian, Shuairu ; Sun, LI ; Xie, Shan ; Gao, Xiang ; Chen, Qian. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:5:p:1271-:d:505740.

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2021Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2021). Lahiri, Kajal ; Sheng, Xuguang Simon ; Peng, Huaming. In: Working Papers. RePEc:gwc:wpaper:2021-005.

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2020The state-dependence of output revisions. (2020). Tabarly, Guilhem ; Hubert, Paul ; Ducoudre, Bruno . In: Post-Print. RePEc:hal:journl:hal-03403017.

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2020The state-dependence of output revisions. (2020). Tabarly, Guilhem ; Hubert, Paul ; Ducoudre, Bruno . In: Working Papers. RePEc:hal:wpaper:hal-03403073.

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2021Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances. (2021). Österholm, Pär ; Nguyen, Hoang ; Kiss, Tamas ; Osterholm, Par ; Mazur, Stepan. In: Working Papers. RePEc:hhs:oruesi:2021_009.

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2021The Real Effects of Financial Uncertainty Shocks: A Daily Identification Approach. (2021). Vicondoa, Alejandro ; Gazzani, Andrea ; Alessandri, Piergiorgio. In: Documentos de Trabajo. RePEc:ioe:doctra:559.

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2020Measuring and assessing economic uncertainty. (2020). Claveria, Oscar. In: IREA Working Papers. RePEc:ira:wpaper:202011.

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2021Employment uncertainty a year after the irruption of the covid-19 pandemic.. (2021). Sorić, Petar ; Claveria, Oscar ; Soric, Petar. In: IREA Working Papers. RePEc:ira:wpaper:202112.

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2021Uncertainty indicators based on expectations of business and consumer surveys. (2021). Claveria, Oscar. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:2:d:10.1007_s10663-020-09479-1.

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2020Using Revisions as a Measure of Price Index Quality in Repeat-Sales Models. (2020). White, Robert ; Geltner, David ; Francke, Marc ; Minne, Alex. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:60:y:2020:i:4:d:10.1007_s11146-018-9692-x.

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2020Systemic risk-shifting in U.S. commercial banking. (2020). Zervopoulos, Panagiotis ; Kanas, Angelos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:2:d:10.1007_s11156-019-00797-5.

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2020Asymmetric Responses of Economic Growth to Daily Oil Price Changes: New Global Evidence from Mixed-data Sampling Approach. (2020). Basel, Awartani ; Osama, Sweidan ; Aktham, Maghyereh . In: Review of Economics. RePEc:lus:reveco:v:71:y:2020:i:2:p:81-99:n:1.

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2020A Comparison of Monthly Global Indicators for Forecasting Growth. (2020). Guérin, Pierre ; Baumeister, Christiane. In: NBER Working Papers. RePEc:nbr:nberwo:28014.

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2020Public Understanding of Economics and Economic Statistics. (2020). Hudson-Sharp, Nathan ; Runge, Johnny. In: Economic Statistics Centre of Excellence (ESCoE) Occasional Papers. RePEc:nsr:escoeo:escoe-op-03.

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2020The global effects of Covid-19-induced uncertainty. (2020). Castelnuovo, Efrem ; Caggiano, Giovanni ; Kima, Richard. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0256.

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2020Global Flight-to-Safety Shocks. (2020). Ahmed, Rashad. In: MPRA Paper. RePEc:pra:mprapa:103501.

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2020The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach. (2020). Salisu, Afees ; Bouri, Elie ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202043.

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2020A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment. (2020). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:202050.

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2020Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions. (2020). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202051.

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2021Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models. (2021). Demirer, Riza ; Gupta, Rangan ; You, YU ; Li, HE. In: Working Papers. RePEc:pre:wpaper:202112.

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2021Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model. (2021). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:202121.

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2020Uncertainty and Economic Activity: Does it Matter for Thailand?. (2020). Manopimoke, Pym ; Luangaram, Pongsak ; Apaitan, Tosapol. In: PIER Discussion Papers. RePEc:pui:dpaper:130.

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2021Nowcasting South African GDP using a suite of statistical models. (2021). Steenkamp, Daan ; Botha, Byron ; van Jaarsveld, Rossouw ; Olds, Tim ; Reid, Geordie . In: Working Papers. RePEc:rbz:wpaper:11001.

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2020Revealing the mood of economic agents based on search queries. (2020). Trunin, Pavel ; Petrova, Diana. In: Applied Econometrics. RePEc:ris:apltrx:0400.

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2020Comparison of macroeconomic indicators nowcasting methods: Russian GDP case. (2020). Stankevich, Ivan. In: Applied Econometrics. RePEc:ris:apltrx:0402.

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2020Self-fulfillment degree of economic expectations within an integrated space: The European Union case study. (2020). Dobrescu, Emilian. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:4:p:5-32.

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2020The state-dependence of output revisions. (2020). Hubert, Paul ; Ducoudré, Bruno ; Tabarly, Guilhem. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/2q9catktmn91sabau2l9qji1as.

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2020The state-dependence of output revisions. (2020). Hubert, Paul ; Ducoudré, Bruno ; Tabarly, Guilhem. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/4bhjotvnvo9308hhu8rqo497o9.

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2021Horizon confidence sets. (2021). Gutknecht, Daniel ; Fosten, Jack. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01891-7.

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2020On business cycle forecasting. (2020). , Eric ; Lai, Huiwen. In: Frontiers of Business Research in China. RePEc:spr:fobric:v:14:y:2020:i:1:d:10.1186_s11782-020-00085-3.

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2021On the Aggregation of Survey-Based Economic Uncertainty Indicators Between Different Agents and Across Variables. (2021). Claveria, Oscar. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:17:y:2021:i:1:d:10.1007_s41549-020-00050-2.

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2020Revisions in the Norwegian National Accounts. Accuracy, unbiasedness and efficiency in preliminary figures. (2020). Skjerpen, Terje ; Hungnes, HÃ¥vard ; Helliesen, Magnus Kvle. In: Discussion Papers. RePEc:ssb:dispap:924.

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2020Forecasting natural gas prices using highly flexible time-varying parameter models. (2020). Nguyen, Bao H ; Hou, Chenghan ; Gao, Shen. In: Working Papers. RePEc:tas:wpaper:32412.

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2020Real-time forecasting of the Australian macroeconomy using Bayesian VARs. (2020). Nguyen, Bao H ; Zhang, BO. In: Working Papers. RePEc:tas:wpaper:35236.

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2020Nowcasting Turkish GDP with MIDAS: Role of Functional Form of the Lag Polynomial. (2020). Gunay, Mahmut. In: Working Papers. RePEc:tcb:wpaper:2002.

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2021Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors. (2021). Schaumburg, Julia ; Koopman, Siem Jan ; Gorgi, Paolo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210056.

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2021Monetary policy shocks over the business cycle: Extending the Smooth Transition framework. (2021). Piffer, Michele ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2021-07.

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More than 100 citations found, this list is not complete...

Works by Ana Beatriz Galvão:


YearTitleTypeCited
2006Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation. In: Economic Research Papers.
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2006Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation..(2006) In: The Warwick Economics Research Paper Series (TWERPS).
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2006Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility In: Economic Research Papers.
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2008Quantile forecasts of daily exchange rate returns from forecasts of realized volatility.(2008) In: Journal of Empirical Finance.
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article
2006Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility.(2006) In: The Warwick Economics Research Paper Series (TWERPS).
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paper
2010Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions In: Economic Research Papers.
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2010Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions.(2010) In: The Warwick Economics Research Paper Series (TWERPS).
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2008First Announcements and Real Economic Activity In: Economic Research Papers.
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2010First announcements and real economic activity.(2010) In: European Economic Review.
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article
2009First Announcements and Real Economic Activity.(2009) In: The Warwick Economics Research Paper Series (TWERPS).
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paper
2008Macroeconomic Forecasting With Mixed-Frequency Data In: Journal of Business & Economic Statistics.
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article106
2019Uncertain Kingdom: nowcasting GDP and its revisions In: Bank of England working papers.
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paper4
2018Uncertain Kingdom: Nowcasting GDP and its Revisions.(2018) In: Discussion Papers.
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paper
2018Uncertain kingdom: nowcasting GDP and its revisions.(2018) In: LSE Research Online Documents on Economics.
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2014The effects of the monetary policy stance on the transmission mechanism In: Studies in Nonlinear Dynamics & Econometrics.
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article3
2003The Transmission Mechanism in a Changing World In: CEPR Discussion Papers.
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paper55
2003The transmission mechanism in a changing world.(2003) In: Economics Working Papers.
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paper
2007The transmission mechanism in a changing world.(2007) In: Journal of Applied Econometrics.
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article
2010Endogenous Monetary Policy Regimes and the Great Moderation In: CEPR Discussion Papers.
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2010Endogenous Monetary Policy Regimes and the Great Moderation.(2010) In: Economics Working Papers.
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paper
2021Measuring the effects of expectations shocks In: Journal of Economic Dynamics and Control.
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article2
2019Measuring the Effects of Expectations Shocks.(2019) In: EMF Research Papers.
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2002Can non-linear time series models generate US business cycle asymmetric shape? In: Economics Letters.
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article15
2017Data revisions and DSGE models In: Journal of Econometrics.
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article1
2016Data Revisions and DSGE Models.(2016) In: EMF Research Papers.
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2016A time varying DSGE model with financial frictions In: Journal of Empirical Finance.
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article17
2015A Time Varying DSGE Model with Financial Frictions.(2015) In: Working Papers.
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paper
2015A Time Varying DSGE Model with Financial Frictions.(2015) In: Working Papers.
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paper
2004A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure In: International Journal of Forecasting.
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article21
2013Does the euro area forward rate provide accurate forecasts of the short rate? In: International Journal of Forecasting.
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article2
2013Changes in predictive ability with mixed frequency data In: International Journal of Forecasting.
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article12
2007Changes in Predictive Ability with Mixed Frequency Data.(2007) In: Working Papers.
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paper
2007Changes in Predictive Ability with Mixed Frequency Data.(2007) In: Working Papers.
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paper
2013Forecasting with vector autoregressive models of data vintages: US output growth and inflation In: International Journal of Forecasting.
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article11
2015Forecasting with Bayesian multivariate vintage-based VARs In: International Journal of Forecasting.
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article4
2017Model and survey estimates of the term structure of US macroeconomic uncertainty In: International Journal of Forecasting.
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article15
2019A comprehensive evaluation of macroeconomic forecasting methods In: International Journal of Forecasting.
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article13
2016A comprehensive evaluation of macroeconomic forecasting methods.(2016) In: EMF Research Papers.
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2000Volatilidade e Causalidade: Evidências para o Mercado à Vista e Futuro de Índice de Ações no Brasil In: Revista Brasileira de Economia - RBE.
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article0
2018News and Uncertainty Shocks In: International Finance Discussion Papers.
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paper16
2021News and Uncertainty Shocks.(2021) In: Journal of Money, Credit and Banking.
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article
2016News and Uncertainty Shocks.(2016) In: EMF Research Papers.
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paper
2014Financial stress regimes and the macroeconomy In: Working Papers.
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paper7
2018Financial Stress Regimes and the Macroeconomy.(2018) In: Journal of Money, Credit and Banking.
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article
2021Forecasting Low Frequency Macroeconomic Events with High Frequency Data In: Working Papers.
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paper0
2020Forecasting Low Frequency Macroeconomic Events with High Frequency Data.(2020) In: EMF Research Papers.
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paper
2006Structural break threshold VARs for predicting US recessions using the spread In: Journal of Applied Econometrics.
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article20
2009Forecasting US output growth using leading indicators: an appraisal using MIDAS models In: Journal of Applied Econometrics.
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article119
2009Forecasting US output growth using leading indicators: an appraisal using MIDAS models.(2009) In: Journal of Applied Econometrics.
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2019Measuring Data Uncertainty: An Application using the Bank of Englands Fan Charts for Historical GDP Growth In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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paper4
2019Measuring Data Uncertainty : An Application using the Bank of England’s “Fan Charts” for Historical GDP Growth.(2019) In: EMF Research Papers.
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2019Communicating Data Uncertainty: Experimental Evidence for U.K. GDP In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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2019Communicating Data Uncertainty: Experimental Evidence for U.K. GDP.(2019) In: EMF Research Papers.
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2020Real-time Probabilistic Nowcasts of UK Quarterly GDP Growth using a Mixed-Frequency Bottom-up Approach In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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paper0
2020The Impact of GDP Data Revisions on Identifying and Predicting UK Recessions In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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2006The Forward Premium of Euro Interest Rates In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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article0
2007The Forward Premium of Euro Interest Rates.(2007) In: Working Papers.
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paper
2007Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth In: Working Papers.
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paper6
2007Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth.(2007) In: Working Papers.
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2011Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models In: Working Papers.
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paper1
2011Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models.(2011) In: Working Papers.
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2015A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models In: Working Papers.
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paper1
2015A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models.(2015) In: Working Papers.
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paper
2014Measuring Macroeconomic Uncertainty: US Inflation and Output Growth In: ICMA Centre Discussion Papers in Finance.
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paper4
2017Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables In: ICMA Centre Discussion Papers in Finance.
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paper0
2003Multivariate Threshold Models: TVARs and TVECMs In: Brazilian Review of Econometrics.
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article1
2002Conditional mean functions of non-linear models of US output In: Empirical Economics.
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article0
2012Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models In: Journal of Business & Economic Statistics.
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article6
2017Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets In: Journal of Business & Economic Statistics.
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article5
2013REAL‐TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS In: Journal of Applied Econometrics.
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article32
2018Credit Conditions and the Asymmetric Effects of Monetary Policy Shocks In: EMF Research Papers.
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paper1
2019Communicating uncertainty about facts, numbers, and science In: EMF Research Papers.
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paper3
2020Does Judgment Improve Macroeconomic Density Forecasts? In: EMF Research Papers.
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2020Real-Time Perceptions of Historical GDP Data Uncertainty In: EMF Research Papers.
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paper0
2020Density Forecasting with BVAR Models under Macroeconomic Data Uncertainty In: EMF Research Papers.
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