Ana Beatriz Galvão : Citation Profile


Are you Ana Beatriz Galvão?

University of Warwick

15

H index

22

i10 index

981

Citations

RESEARCH PRODUCTION:

31

Articles

48

Papers

RESEARCH ACTIVITY:

   22 years (2000 - 2022). See details.
   Cites by year: 44
   Journals where Ana Beatriz Galvão has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 40 (3.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga92
   Updated: 2024-04-18    RAS profile: 2023-09-18    
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Relations with other researchers


Works with:

Mitchell, James (9)

Clements, Michael (3)

Runge, Johnny (2)

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 (59)

Clements, Michael (43)

Schumacher, Christian (33)

Foroni, Claudia (32)

Guérin, Pierre (27)

Hendry, David (21)

Baumeister, Christiane (19)

Hecq, Alain (19)

Mogliani, Matteo (18)

Castle, Jennifer (18)

Götz, Thomas (16)

Cites to:

Clements, Michael (64)

Croushore, Dean (57)

Diebold, Francis (41)

Smets, Frank (37)

Clark, Todd (36)

Wouters, Raf (36)

Giannone, Domenico (33)

Schorfheide, Frank (31)

Watson, Mark (31)

Kapetanios, George (31)

van Norden, Simon (29)

Main data


Where Ana Beatriz Galvão has published?


Journals with more than one article published# docs
International Journal of Forecasting8
Journal of Applied Econometrics3
Journal of Money, Credit and Banking2
Journal of Applied Econometrics2
Journal of Business & Economic Statistics2
Journal of Empirical Finance2

Working Papers Series with more than one paper published# docs
EMF Research Papers / Economic Modelling and Forecasting Group12
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers / Economic Statistics Centre of Excellence (ESCoE)4
Economic Research Papers / University of Warwick - Department of Economics4
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics4
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
Economics Working Papers / European University Institute2
Working Papers / Federal Reserve Bank of St. Louis2
ICMA Centre Discussion Papers in Finance / Henley Business School, University of Reading2

Recent works citing Ana Beatriz Galvão (2024 and 2023)


YearTitle of citing document
2023Predicting Inflation with Neural Networks. (2021). Paranhos, Livia. In: Papers. RePEc:arx:papers:2104.03757.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Tsoukalas, John ; Gambetti, Luca. In: Papers. RePEc:arx:papers:2302.01621.

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2023Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863.

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2023Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867.

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2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca ; Tsoukalas, John D. In: BCAM Working Papers. RePEc:bbk:bbkcam:2206.

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2023A supply-side GDP nowcasting model. (2023). Cerezo, Alejandro Fernandez. In: Economic Bulletin. RePEc:bde:journl:y:2023:i:01:n:18.

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2023.

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2023Agreed and Disagreed Uncertainty. (2023). Korobilis, Dimitris ; Zanetti, Francesco ; Tsoukalas, John D ; Gambetti, Luca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10463.

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2023Ambiguity Attitudes and Surprises: Experimental Evidence on Communicating New Information within a Large Population Sample. (2023). Roggenkamp, Hauke ; Minnich, Aljoscha ; Lange, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10783.

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2023Agreed and Disagreed Uncertainty. (2023). Korobilis, Dimitris ; Gambetti, Luca ; Zanetti, Francesco ; Tsoukalas, John D. In: Discussion Papers. RePEc:cfm:wpaper:2304.

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2023A comparison of high-frequency realized variance measures: Does anything beat ACD(1,1)?. (2023). Wiedemann, Timo ; Segnon, Mawuli ; Schulte-Tillmann, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:10523.

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2023Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815.

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2023GDP revisions are not cool: the impact of statistical agencies’ trade-o?. (2023). Paredes, Joan ; Asimakopoulos, Stylianos ; Garcia, Jose Salvado ; Lalik, Magdalena. In: Working Paper Series. RePEc:ecb:ecbwps:20232857.

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2023The effectiveness of labor market indicators for conducting monetary policy: Evidence from the Korean economy. (2023). Kim, Tae Bong ; Lee, Hangyu. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003352.

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2023Are low frequency macroeconomic variables important for high frequency electricity prices?. (2023). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003972.

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2023Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160.

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2023News shocks to investment-specific technology in business cycles. (2023). Liao, Shian-Yu ; Chen, Been-Lon. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292122002434.

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2023Are the effects of uncertainty shocks big or small?. (2023). Vicondoa, Alejandro ; Gazzani, Andrea Giovanni ; Alessandri, Piergiorgio. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300154x.

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2023Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Li, Lihong ; Zhang, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247.

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2023Weekly economic activity: Measurement and informational content. (2023). Guggia, Valentino ; Glocker, Christian ; Wegmuller, Philipp. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:228-243.

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2023Macro-financial spillovers. (2023). Yilmaz, Kamil ; Hallam, Mark ; Cotter, John. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000256.

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2023The Governance and Disclosure of IFRS 9 Economic Scenarios. (2023). Stander, Yolanda S. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:1:p:47-:d:1033854.

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2023.

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2023Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth. (2023). Qureshi, Shafiullah ; Chu, BA. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10312-z.

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2023Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:202308.

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2023Energy-Related Uncertainty and International Stock Market Volatility. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; Bouri, Elie ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202336.

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2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Tsoukalas, John D ; Gambetti, Luca. In: Working Paper series. RePEc:rim:rimwps:23-01.

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2023Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008. (2023). Kim, Hyun Hak ; Swanson, Norman R. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02289-3.

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2023Labour market uncertainty after the irruption of COVID-19. (2023). Claveria, Oscar ; Sori, Petar. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02304-7.

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2023Forecasting GDP with many predictors in a small open economy: forecast or information pooling?. (2023). Han, Daniel ; Fei, Yijie ; Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02356-9.

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2023Wavelet-L2E Stochastic Volatility Models: an Application to the Water-Energy Nexus. (2023). Ensor, Katherine B ; Raath, Kim C. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-022-00292-3.

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2023The D-model for GDP nowcasting. (2023). Degiannakis, Stavros. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00109-8.

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2023A panel threshold VAR with stochastic volatility-in-mean model: an application to the effects of financial and uncertainty shocks in emerging economies. (2023). Soave, Gian Paulo. In: Applied Economics. RePEc:taf:applec:v:55:y:2023:i:4:p:397-431.

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2023Uncertainty of Household Inflation Expectations: Reconciling Point and Density Forecasts. (2023). Zhao, Yongchen. In: Working Papers. RePEc:tow:wpaper:2023-09.

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2023Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty. (2023). Clements, Michael ; Galvo, Ana Beatriz. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:2:p:164-185.

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2023Real?time macroeconomic projection using narrative central bank communication. (2023). Chen, Liangyuan ; Zhang, Yifan ; Fan, Jiacheng ; Lin, Jianhao. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:2:p:202-221.

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2023Nowcasting from cross?sectionally dependent panels. (2023). Nandi, Shaoni ; Fosten, Jack. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:898-919.

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2023Modeling the relation between the US real economy and the corporate bond?yield spread in Bayesian VARs with non?Gaussian innovations. (2023). Österholm, Pär ; Osterholm, Par ; Nguyen, Hoang ; Mazur, Stepan ; Kiss, Tamas. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:347-368.

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2023Real?time forecasting of the Australian macroeconomy using flexible Bayesian VARs. (2023). Zhang, BO ; Nguyen, Bao ; Hou, Chenghan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:418-451.

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2023Forecast accuracy of the linear and nonlinear autoregressive models in macroeconomic modeling. (2023). Mohammadi, Shapour ; Taiebnia, Ali. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:8:p:2045-2062.

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2023Innovation During Challenging Times. (2023). Zubairy, Sarah ; Cascaldi-Garcia, Danilo ; Vukoti, Marija. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1475.

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2023.

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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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paper9
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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This paper has nother version. Agregated cites: 9
paper
2006Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility In: Economic Research Papers.
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paper80
2008Quantile forecasts of daily exchange rate returns from forecasts of realized volatility.(2008) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 80
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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This paper has nother version. Agregated cites: 80
paper
2010Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions In: Economic Research Papers.
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paper10
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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This paper has nother version. Agregated cites: 10
paper
2008First Announcements and Real Economic Activity In: Economic Research Papers.
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paper16
2010First announcements and real economic activity.(2010) In: European Economic Review.
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This paper has nother version. Agregated cites: 16
article
2009First Announcements and Real Economic Activity.(2009) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has nother version. Agregated cites: 16
paper
2008Macroeconomic Forecasting With Mixed-Frequency Data In: Journal of Business & Economic Statistics.
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article236
2019Uncertain Kingdom: nowcasting GDP and its revisions In: Bank of England working papers.
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paper5
2018Uncertain Kingdom: Nowcasting GDP and its Revisions.(2018) In: Discussion Papers.
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This paper has nother version. Agregated cites: 5
paper
2018Uncertain kingdom: nowcasting GDP and its revisions.(2018) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 5
paper
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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This paper has nother version. Agregated cites: 55
paper
2007The transmission mechanism in a changing world.(2007) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 55
article
2010Endogenous Monetary Policy Regimes and the Great Moderation In: CEPR Discussion Papers.
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paper8
2010Endogenous Monetary Policy Regimes and the Great Moderation.(2010) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 8
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2003TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS In: Macroeconomic Dynamics.
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article12
In: .
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article0
2020Real-time Probabilistic Nowcasts of UK Quarterly GDP Growth using a Mixed-Frequency Bottom-up Approach.(2020) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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This paper has nother version. Agregated cites: 0
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2021Measuring the effects of expectations shocks In: Journal of Economic Dynamics and Control.
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article9
2019Measuring the Effects of Expectations Shocks.(2019) In: EMF Research Papers.
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This paper has nother version. Agregated cites: 9
paper
2002Can non-linear time series models generate US business cycle asymmetric shape? In: Economics Letters.
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article19
2017Data revisions and DSGE models In: Journal of Econometrics.
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article6
2016Data Revisions and DSGE Models.(2016) In: EMF Research Papers.
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This paper has nother version. Agregated cites: 6
paper
2016A time varying DSGE model with financial frictions In: Journal of Empirical Finance.
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article19
2015A Time Varying DSGE Model with Financial Frictions.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 19
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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article24
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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article17
2007Changes in Predictive Ability with Mixed Frequency Data.(2007) In: Working Papers.
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This paper has nother version. Agregated cites: 17
paper
2013Forecasting with vector autoregressive models of data vintages: US output growth and inflation In: International Journal of Forecasting.
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article15
2015Forecasting with Bayesian multivariate vintage-based VARs In: International Journal of Forecasting.
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article8
2017Model and survey estimates of the term structure of US macroeconomic uncertainty In: International Journal of Forecasting.
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article21
2019A comprehensive evaluation of macroeconomic forecasting methods In: International Journal of Forecasting.
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article30
2016A comprehensive evaluation of macroeconomic forecasting methods.(2016) In: EMF Research Papers.
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This paper has nother version. Agregated cites: 30
paper
2021Does judgment improve macroeconomic density forecasts? In: International Journal of Forecasting.
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article7
2020Does Judgment Improve Macroeconomic Density Forecasts?.(2020) In: EMF Research Papers.
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This paper has nother version. Agregated cites: 7
paper
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
2022Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP In: Working Papers.
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paper1
2018News and Uncertainty Shocks In: International Finance Discussion Papers.
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paper33
2021News and Uncertainty Shocks.(2021) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 33
article
2016News and Uncertainty Shocks.(2016) In: EMF Research Papers.
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This paper has nother version. Agregated cites: 33
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2014Financial stress regimes and the macroeconomy In: Working Papers.
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2018Financial Stress Regimes and the Macroeconomy.(2018) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 12
article
2021Forecasting Low Frequency Macroeconomic Events with High Frequency Data In: Working Papers.
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2020Forecasting Low Frequency Macroeconomic Events with High Frequency Data.(2020) In: EMF Research Papers.
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This paper has nother version. Agregated cites: 2
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2006Structural break threshold VARs for predicting US recessions using the spread In: Journal of Applied Econometrics.
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article29
2009Forecasting US output growth using leading indicators: an appraisal using MIDAS models In: Journal of Applied Econometrics.
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article160
2009Forecasting US output growth using leading indicators: an appraisal using MIDAS models.(2009) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 160
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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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paper6
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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This paper has nother version. Agregated cites: 6
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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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This paper has nother version. Agregated cites: 5
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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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paper1
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 In: Working Papers.
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paper0
2007Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth In: Working Papers.
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paper11
2011Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models In: Working Papers.
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paper3
2015A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models In: Working Papers.
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2007Changes in Predictive Ability with Mixed Frequency Data In: Working Papers.
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paper7
2007Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth In: Working Papers.
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paper12
2011Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models In: Working Papers.
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paper4
2015A Time Varying DSGE Model with Financial Frictions In: Working Papers.
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paper0
2015A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models In: Working Papers.
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paper1
2014Measuring Macroeconomic Uncertainty: US Inflation and Output Growth In: ICMA Centre Discussion Papers in Finance.
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paper9
2017Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables In: ICMA Centre Discussion Papers in Finance.
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paper1
2003Multivariate Threshold Models: TVARs and TVECMs In: Brazilian Review of Econometrics.
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article2
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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article9
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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article11
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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article36
2018Credit Conditions and the Asymmetric Effects of Monetary Policy Shocks In: EMF Research Papers.
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2019Communicating uncertainty about facts, numbers, and science In: EMF Research Papers.
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paper12
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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paper2

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