Ana Beatriz Galvão : Citation Profile

Are you Ana Beatriz Galvão?

University of Warwick

14

H index

22

i10 index

916

Citations

RESEARCH PRODUCTION:

31

Articles

48

Papers

RESEARCH ACTIVITY:

   22 years (2000 - 2022). See details.
   Cites by year: 41
   Journals where Ana Beatriz Galvão has often published
   Relations with other researchers
   Recent citing documents: 124.    Total self citations: 40 (4.18 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga92
   Updated: 2023-03-25    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Mitchell, James (9)

Clements, Michael (6)

Miranda-Agrippino, Silvia (3)

Owyang, Michael (3)

Runge, Johnny (2)

Carriero, Andrea (2)

Cascaldi-Garcia, Danilo (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 (58)

Clements, Michael (41)

Schumacher, Christian (33)

Foroni, Claudia (32)

Guérin, Pierre (26)

Hendry, David (21)

Hecq, Alain (19)

Baumeister, Christiane (19)

Mogliani, Matteo (18)

Castle, Jennifer (18)

Eickmeier, Sandra (16)

Cites to:

Clements, Michael (64)

Croushore, Dean (55)

Diebold, Francis (41)

Smets, Frank (37)

Wouters, Raf (36)

Giannone, Domenico (33)

Clark, Todd (32)

Schorfheide, Frank (31)

Kapetanios, George (31)

Watson, Mark (30)

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 Business & Economic Statistics2
Journal of Empirical Finance2
Journal of Applied Econometrics2
Journal of Money, Credit and Banking2

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

Recent works citing Ana Beatriz Galvão (2022 and 2021)

YearTitle of citing document
2021Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data. (2021). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2021-02.

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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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2022Are 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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2021Predicting Inflation with Neural Networks. (2021). Paranhos, Livia. In: Papers. RePEc:arx:papers:2104.03757.

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2021Macroeconomic forecasting with LSTM and mixed frequency time series data. (2021). Kamolthip, Sarun. In: Papers. RePEc:arx:papers:2109.13777.

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2022Learning Probability Distributions in Macroeconomics and Finance. (2022). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2204.06848.

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2022Reservoir 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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2022Nowcasting Brazilian GDP with Electronic Payments Data. (2022). Cesar, Raquel Nadal. In: Working Papers Series. RePEc:bcb:wpaper:564.

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2021Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138.

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2021Nowcasting Colombian Economic Activity: DFM and Factor-MIDAS approaches. (2021). Rojas-Martinez, Carlos D ; Martinez-Cortes, Nicolas ; Galeano-Ramirez, Franky Juliano. In: Borradores de Economia. RePEc:bdr:borrec:1168.

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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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2022Proyecciones macroeconómicas con datos en frecuencias mixtas. Modelos ADL-MIDAS, U-MIDAS y TF-MIDAS con aplicaciones para Uruguay. (2022). Alvarez, Santiago Etchegaray. In: Documentos de trabajo. RePEc:bku:doctra:2022004.

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2021Nowcasting monthly GDP with big data: A model averaging approach. (2021). Proietti, Tommaso ; Giovannelli, Alessandro. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:2:p:683-706.

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2021Mixed?frequency Bayesian predictive synthesis for economic nowcasting. (2021). McAlinn, Kenichiro. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:5:p:1143-1163.

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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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2022Uncertainty spill-overs: when policy and financial realms overlap. (2022). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:bol:bodewp:wp1174.

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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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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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2021Combining Bayesian VARs with survey density forecasts: does it pay off?. (2021). Ravazzolo, Francesco ; Paredes, Joan ; Brenna, Federica ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212543.

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2021Do inflation expectations improve model-based inflation forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Banbura, Marta ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212604.

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2022Uncertainty is more than a number or colour: Involving experts in uncertainty assessments of yield gaps. (2022). van Ittersum, Martin K ; Grassini, Patricio. In: Agricultural Systems. RePEc:eee:agisys:v:195:y:2022:i:c:s0308521x2100264x.

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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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2021Forecasting natural gas prices using highly flexible time-varying parameter models. (2021). Nguyen, Bao H ; Hou, Chenghan ; Gao, Shen. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002418.

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2022Assessing uncertainty of output gap estimates: Evidence from Visegrad countries. (2022). Nmec, Daniel ; Chalmoviansk, Jakub. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s026499932200236x.

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2022Real-time macroeconomic monitoring using mixed frequency data: Evidence from China. (2022). Xue, Rui ; Ge, Chanyuan ; He, Jie ; Zhang, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003054.

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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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2021The influence and predictive powers of mixed-frequency individual stock sentiment on stock returns. (2021). Li, Jinfang ; Wang, Ruina. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001388.

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2022Forecasting risk measures using intraday and overnight information. (2022). Candido, Osvaldo ; Tofoli, Paula V ; Santos, Douglas G. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000250.

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2022Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach. (2022). Olaniran, Abeeb ; Lasisi, Lukman ; Ogbonna, Ahamuefula E ; Salisu, Afees A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001024.

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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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2021COVID-19-induced shocks and uncertainty. (2021). Rossi, Raffaele ; Miescu, Mirela. In: European Economic Review. RePEc:eee:eecrev:v:139:y:2021:i:c:s0014292121002087.

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2022The diffusion of technological progress in ICT. (2022). Elstner, Steffen ; Lehmann, Robert ; Grimme, Christian ; Kecht, Valentin. In: European Economic Review. RePEc:eee:eecrev:v:149:y:2022:i:c:s0014292122001659.

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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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2022Oil price volatility predictability: New evidence from a scaled PCA approach. (2022). Ma, Feng ; Liang, Chao ; He, Feng ; Guo, Yangli. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005648.

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2022Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model. (2022). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001128.

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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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2022Forecasting oil prices: New approaches. (2022). de Albuquerquemello, Vinicius Phillipe ; de Jesus, Diego Pitta ; da Nobrega, Cassio ; de Medeiros, Rennan Kertlly. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pc:s0360544221022167.

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2022Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study. (2022). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002095.

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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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2022News, sentiment and capital flows. (2022). Arulraj-Cordonier, Rachel ; Benhima, Kenza. In: Journal of International Economics. RePEc:eee:inecon:v:137:y:2022:i:c:s0022199622000538.

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2021Nowcasting Russian GDP using forecast combination approach. (2021). Zhemkov, Michael. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:10-24.

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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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2021Macroeconomic data transformations matter. (2021). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1338-1354.

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2021Minimizing post-shock forecasting error through aggregation of outside information. (2021). Eck, Daniel J ; Lin, Jilei. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1710-1727.

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2022Reducing revisions in hedonic house price indices by the use of nowcasts. (2022). Pfeffermann, Danny ; Ben-Hur, Dano ; Sayag, Doron. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:253-266.

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2022High-frequency monitoring of growth at risk. (2022). Sahuc, Jean-Guillaume ; Mogliani, Matteo ; Ferrara, Laurent. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:582-595.

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2022Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis. (2022). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:596-612.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
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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2021Mixed-frequency approaches to nowcasting GDP: An application to Japan. (2021). Kido, Yosuke ; Hirakata, Naohisa ; Otaka, Kazuki ; Chikamatsu, Kyosuke. In: Japan and the World Economy. RePEc:eee:japwor:v:57:y:2021:i:c:s0922142521000049.

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2021Policy errors and business cycle fluctuations: Evidence from an emerging economy. (2021). Sinha, Apra ; Mallick, Sushanta ; Kumar, Abhishek. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:176-198.

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2022Agree to disagree? Predictions of U.S. nonfarm payroll changes between 2008 and 2020 and the impact of the COVID19 labor shock. (2022). Klein, Tony. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:194:y:2022:i:c:p:264-286.

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2022Are macroeconomic forecasters optimists or pessimists? A reassessment of survey based forecasts. (2022). Pouliot, William ; Pilbeam, Keith ; Huang, Rong. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:706-724.

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2022What is a “likely” amount? Representative (modal) values are considered likely even when their probabilities are low. (2022). Lohre, Erik ; Juanchich, Marie ; Teigen, Karl Halvor. In: Organizational Behavior and Human Decision Processes. RePEc:eee:jobhdp:v:171:y:2022:i:c:s0749597822000504.

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2022Business cycle dynamics when neutral and investment-specific technology shocks are imperfectly observable. (2022). Samaniego, Roberto. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:101:y:2022:i:c:s0304406822000453.

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2022Is ethanol production responsible for the increase in corn prices?. (2022). Kuşkaya, Sevda ; Bilgili, Faik ; Kocak, Emrah ; Kuskaya, Sevda ; Bulut, Umit. In: Renewable Energy. RePEc:eee:renene:v:199:y:2022:i:c:p:689-696.

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2022Reconciled Estimates of Monthly GDP in the US. (2022). Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:93615.

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2022What is the Predictive Value of SPF Point and Density Forecasts?. (2022). Mertens, Elmar ; Ganics, Gergely ; Clark, Todd. In: Working Papers. RePEc:fip:fedcwq:95196.

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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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2022Forecast Revisions as Instruments for News Shocks. (2022). Cascaldi-Garcia, Danilo. In: International Finance Discussion Papers. RePEc:fip:fedgif:1341.

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2021Challenges to Learners in Interpreting Self as Other, Post COVID-19. (2021). Nash, Carol. In: Challenges. RePEc:gam:jchals:v:12:y:2021:i:2:p:31-:d:681952.

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

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2021Forecasting with Business and Consumer Survey Data. (2021). Claveria, Oscar. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:1:p:8-134:d:500803.

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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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2021The Economy and Policy Incorporated Computing System for Social Energy and Power Consumption Analysis. (2021). Wang, Xiaohui ; Zhang, Jun ; Zhao, Hang ; Yan, Jing ; Hu, Chenxi ; Gao, Tianlu ; Yuan, Hongxia. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:18:p:10473-:d:639800.

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2022A Systematic Review of Radon Risk Perception, Awareness, and Knowledge: Risk Communication Options. (2022). Donzelli, Gabriele ; Curzio, Olivia ; Cori, Liliana ; Bianchi, Fabrizio ; Bustaffa, Elisa. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:17:p:10505-:d:895514.

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2021Nowcasting in Tunisia using large datasets and mixed frequency models. (2021). ben Romdhane, Hager. In: IHEID Working Papers. RePEc:gii:giihei:heidwp11-2021.

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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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2021Employment Reconciliation and Nowcasting. (2021). van Norden, Simon ; Sinclair, Tara ; Jacobs, Jan ; Goto, Eiji. In: Working Papers. RePEc:gwc:wpaper:2021-007.

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2021Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit. (2021). Voia, Marcel ; Saunders, Charles ; Kichian, Maral ; Khalaf, Lynda. In: Post-Print. RePEc:hal:journl:hal-03528880.

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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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2022Forecasting GDP growth using stock returns in Japan: A factor-augmented MIDAS approach. (2022). Morita, Hiroshi. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-118.

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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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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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2022The effects of communicating scientific uncertainty on trust and decision making in a public health context. (2022). van der Linden, Sander ; Spiegelhalter, David ; Alexandra, ; Schneider, Claudia R. In: Judgment and Decision Making. RePEc:jdm:journl:v:17:y:2022:i:4:p:849-882.

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2022Quantum Computing and Deep Learning Methods for GDP Growth Forecasting. (2022). Fernandez-Gamez, Manuel A ; Salas, Belen M ; Alaminos, David. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10110-z.

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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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2021Evaluation of mixed frequency approaches for tracking near-term economic developments in North Macedonia. (2021). Ramadani, Gani ; Bucevska, Vesna ; Petrovska, Magdalena. In: Working Papers. RePEc:mae:wpaper:2021-03.

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2021Communicating Data Uncertainty on GDP and Unemployment: Interviews with the UK Public. (2021). Runge, Johnny. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2021-07.

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2022Asymmetric Uncertainty: Nowcasting Using Skewness in Real-time Data. (2022). Labonne, Paul. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2022-23.

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2022Commodity risk in European dairy firms. (2022). Kearney, Fearghal ; Dowling, Michael ; Cummins, Mark ; Bagnarosa, Guillaume. In: European Review of Agricultural Economics. RePEc:oup:erevae:v:49:y:2022:i:1:p:151-181..

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2022Uncertainty Before and During COVID-19: A Survey. (2022). Castelnuovo, Efrem. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0279.

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2022Oil shocks and volatility of green investments: GARCH-MIDAS analyses. (2022). Ogbonna, Ahamuefula ; Yaya, Olaoluwa S ; Vo, Xuan Vinh. In: MPRA Paper. RePEc:pra:mprapa:113707.

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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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2022Time-Varying Parameter Four-Equation DSGE Model. (2022). Sun, Xiaojin ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202234.

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2021Macroeconomic Forecasting with LSTM and Mixed Frequency Time Series Data. (2021). Kamolthip, Sarun. In: PIER Discussion Papers. RePEc:pui:dpaper:165.

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2021.

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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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2021Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles. (2021). Görtz, Christoph ; Yeromonahos, Mallory ; Gortz, Christoph. In: Working Paper series. RePEc:rim:rimwps:21-25.

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2022What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs. (2022). Lubik, Thomas A ; Gunn, Christopher ; Gortz, Christoph. In: Working Paper series. RePEc:rim:rimwps:22-11.

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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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2021.

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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.
[Full Text][Citation analysis]		paper75
2008Quantile forecasts of daily exchange rate returns from forecasts of realized volatility.(2008) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
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2006Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility.(2006) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 75		paper
2010Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions In: Economic Research Papers.
[Full Text][Citation analysis]		paper10
2010Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions.(2010) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2008First Announcements and Real Economic Activity In: Economic Research Papers.
[Full Text][Citation analysis]		paper15
2010First announcements and real economic activity.(2010) In: European Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		article
2009First Announcements and Real Economic Activity.(2009) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has another version. Agregated cites: 15		paper
2008Macroeconomic Forecasting With Mixed-Frequency Data In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article222
2019Uncertain Kingdom: nowcasting GDP and its revisions In: Bank of England working papers.
[Full Text][Citation analysis]		paper4
2018Uncertain Kingdom: Nowcasting GDP and its Revisions.(2018) In: Discussion Papers.
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2018Uncertain kingdom: nowcasting GDP and its revisions.(2018) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 4		paper
2014The effects of the monetary policy stance on the transmission mechanism In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article3
2003The Transmission Mechanism in a Changing World In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper55
2003The transmission mechanism in a changing world.(2003) In: Economics Working Papers.
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This paper has another version. Agregated cites: 55		paper
2007The transmission mechanism in a changing world.(2007) In: Journal of Applied Econometrics.
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2010Endogenous Monetary Policy Regimes and the Great Moderation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
2010Endogenous Monetary Policy Regimes and the Great Moderation.(2010) In: Economics Working Papers.
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2003TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article12
In: .
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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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2021Measuring the effects of expectations shocks In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article8
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.
[Full Text][Citation analysis]		article19
2017Data revisions and DSGE models In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
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.
[Full Text][Citation analysis]		article19
2015A Time Varying DSGE Model with Financial Frictions.(2015) In: Working Papers.
[Full Text][Citation analysis]
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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.
[Full Text][Citation analysis]		article23
2013Does the euro area forward rate provide accurate forecasts of the short rate? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article2
2013Changes in predictive ability with mixed frequency data In: International Journal of Forecasting.
[Full Text][Citation analysis]		article17
2007Changes in Predictive Ability with Mixed Frequency Data.(2007) In: Working Papers.
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2013Forecasting with vector autoregressive models of data vintages: US output growth and inflation In: International Journal of Forecasting.
[Full Text][Citation analysis]		article14
2015Forecasting with Bayesian multivariate vintage-based VARs In: International Journal of Forecasting.
[Full Text][Citation analysis]		article7
2017Model and survey estimates of the term structure of US macroeconomic uncertainty In: International Journal of Forecasting.
[Full Text][Citation analysis]		article19
2019A comprehensive evaluation of macroeconomic forecasting methods In: International Journal of Forecasting.
[Full Text][Citation analysis]		article21
2016A comprehensive evaluation of macroeconomic forecasting methods.(2016) In: EMF Research Papers.
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2021Does judgment improve macroeconomic density forecasts? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article5
2020Does Judgment Improve Macroeconomic Density Forecasts?.(2020) 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.
[Full Text][Citation analysis]		article0
2022Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP In: Working Papers.
[Full Text][Citation analysis]		paper1
2018News and Uncertainty Shocks In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper26
2021News and Uncertainty Shocks.(2021) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
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2016News and Uncertainty Shocks.(2016) In: EMF Research Papers.
[Full Text][Citation analysis]
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2014Financial stress regimes and the macroeconomy In: Working Papers.
[Full Text][Citation analysis]		paper10
2018Financial Stress Regimes and the Macroeconomy.(2018) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
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2021Forecasting Low Frequency Macroeconomic Events with High Frequency Data In: Working Papers.
[Full Text][Citation analysis]		paper0
2020Forecasting Low Frequency Macroeconomic Events with High Frequency Data.(2020) In: EMF Research Papers.
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2006Structural break threshold VARs for predicting US recessions using the spread In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article29
2009Forecasting US output growth using leading indicators: an appraisal using MIDAS models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article151
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.
[Full Text][Citation analysis]		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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2019Communicating Data Uncertainty: Experimental Evidence for U.K. GDP In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
[Full Text][Citation analysis]		paper5
2019Communicating Data Uncertainty: Experimental Evidence for U.K. GDP.(2019) In: EMF Research Papers.
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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.
[Full Text][Citation analysis]		paper0
2006The Forward Premium of Euro Interest Rates In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]		article0
2007The Forward Premium of Euro Interest Rates.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2007Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth In: Working Papers.
[Full Text][Citation analysis]		paper11
2011Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models In: Working Papers.
[Full Text][Citation analysis]		paper3
2015A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models In: Working Papers.
[Full Text][Citation analysis]		paper0
2007Changes in Predictive Ability with Mixed Frequency Data In: Working Papers.
[Full Text][Citation analysis]		paper7
2007Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth In: Working Papers.
[Full Text][Citation analysis]		paper12
2011Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models In: Working Papers.
[Full Text][Citation analysis]		paper3
2015A Time Varying DSGE Model with Financial Frictions In: Working Papers.
[Full Text][Citation analysis]		paper0
2015A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models In: Working Papers.
[Full Text][Citation analysis]		paper1
2014Measuring Macroeconomic Uncertainty: US Inflation and Output Growth In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper8
2017Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables In: ICMA Centre Discussion Papers in Finance.
[Full Text][Citation analysis]		paper1
2003Multivariate Threshold Models: TVARs and TVECMs In: Brazilian Review of Econometrics.
[Full Text][Citation analysis]		article2
2002Conditional mean functions of non-linear models of US output In: Empirical Economics.
[Full Text][Citation analysis]		article0
2012Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article9
2017Predicting Early Data Revisions to U.S. GDP and the Effects of Releases on Equity Markets In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article10
2013REAL?TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS In: Journal of Applied Econometrics.
[Citation analysis]		article36
2018Credit Conditions and the Asymmetric Effects of Monetary Policy Shocks In: EMF Research Papers.
[Full Text][Citation analysis]		paper1
2019Communicating uncertainty about facts, numbers, and science In: EMF Research Papers.
[Full Text][Citation analysis]		paper10
2020Real-Time Perceptions of Historical GDP Data Uncertainty In: EMF Research Papers.
[Full Text][Citation analysis]		paper0
2020Density Forecasting with BVAR Models under Macroeconomic Data Uncertainty In: EMF Research Papers.
[Full Text][Citation analysis]		paper2

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