Ana Beatriz Galvão : Citation Profile


Are you Ana Beatriz Galvão?

University of Warwick

10

H index

10

i10 index

534

Citations

RESEARCH PRODUCTION:

26

Articles

40

Papers

RESEARCH ACTIVITY:

   20 years (2000 - 2020). See details.
   Cites by year: 26
   Journals where Ana Beatriz Galvão has often published
   Relations with other researchers
   Recent citing documents: 77.    Total self citations: 25 (4.47 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pga92
   Updated: 2020-09-26    RAS profile: 2020-04-13    
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Relations with other researchers


Works with:

Mitchell, James (5)

Carriero, Andrea (4)

Clements, Michael (4)

Miranda-Agrippino, Silvia (3)

Owyang, Michael (3)

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 (41)

Clements, Michael (22)

Schumacher, Christian (18)

Guérin, Pierre (17)

Foroni, Claudia (17)

Eickmeier, Sandra (16)

Hecq, Alain (14)

Götz, Thomas (12)

Kilian, Lutz (11)

Mogliani, Matteo (11)

Baumeister, Christiane (11)

Cites to:

Croushore, Dean (49)

Clements, Michael (34)

Diebold, Francis (28)

Watson, Mark (25)

Schorfheide, Frank (23)

van Norden, Simon (22)

Smets, Frank (21)

Clark, Todd (21)

Giannone, Domenico (20)

Wouters, Raf (20)

Stock, James (19)

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 Business & Economic Statistics2
Journal of Applied Econometrics2
Journal of Empirical Finance2

Working Papers Series with more than one paper published# docs
EMF Research Papers / Economic Modelling and Forecasting Group7
Economic Research Papers / University of Warwick - Department of Economics4
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics4
Working Papers / Federal Reserve Bank of St. Louis2
Economics Working Papers / European University Institute2
ICMA Centre Discussion Papers in Finance / Henley Business School, Reading University2

Recent works citing Ana Beatriz Galvão (2020 and 2019)


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

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2019Semi-parametric Realized Nonlinear Conditional Autoregressive Expectile and Expected Shortfall. (2019). Gerlach, Richard ; Wang, Chao. In: Papers. RePEc:arx:papers:1906.09961.

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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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2020Macroeconomic 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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2019Forecasting with instabilities: an application to DSGE models with financial frictions. (2019). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1234_19.

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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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2019Bayesian MIDAS penalized regressions: estimation, selection, and prediction. (2019). Mogliani, Matteo. In: Working papers. RePEc:bfr:banfra:713.

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2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162.

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2019Forecasting Quarterly Russian GDP Growth with Mixed-Frequency Data. (2019). Mikosch, Heiner ; Solanko, Laura. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:1:p:19-35.

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2019Truncated priors for tempered hierarchical Dirichlet process vector autoregression. (2019). Seleznev, Sergei. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps47.

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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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2019Financial development and economic growth: long‐run equilibrium and transitional dynamics. (2019). Marsiglio, Simone ; Bucci, Alberto. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:66:y:2019:i:3:p:331-359.

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2019Time-varying cointegration and the UK great ratios. (2019). Price, Simon ; Petrova, Katerina ; Millard, Stephen ; Kapetanios, George. In: Bank of England working papers. RePEc:boe:boeewp:0789.

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2019Financing economic growth in Greece: lessons from the crisis. (2019). Migiakis, Petros ; Louri, Helen. In: Working Papers. RePEc:bog:wpaper:262.

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2019Real and Nominal Effects of Monetary Shocks under Time-Varying Disagreement. (2019). Esady, Vania. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7956.

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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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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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2019Forecasting daily electricity prices with monthly macroeconomic variables. (2019). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20192250.

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2019A time-varying parameter structural model of the UK economy. (2019). Waldron, Matt ; Masolo, Riccardo M. ; Petrova, Katerina ; Kapetanios, George. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:106:y:2019:i:c:5.

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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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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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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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2019Estimating MIDAS regressions via OLS with polynomial parameter profiling. (2019). Ghysels, Eric ; Qian, Hang. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:1-16.

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2019A parsimonious parametric model for generating margin requirements for futures. (2019). Alexander, Carol ; Sumawong, Anannit ; Kaeck, Andreas. In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:1:p:31-43.

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2019Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models. (2019). Wang, Jin-Li ; Zhang, Yue-Jun. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:192-201.

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2019Forecasting the UK economy: Alternative forecasting methodologies and the role of off-model information. (2019). Masolo, Riccardo M. ; Waldron, Matt ; Fawcett, Nicholas ; Boneva, Lena. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:100-120.

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2019Characteristics and implications of Chinese macroeconomic data revisions. (2019). Sinclair, Tara. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1108-1117.

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2019The measurement and transmission of macroeconomic uncertainty: Evidence from the U.S. and BRIC countries. (2019). Sheng, Xuguang Simon ; Liu, Yang. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:967-979.

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2019Quasi ex-ante inflation forecast uncertainty. (2019). Díaz, Carlos ; Charemza, Wojciech ; Makarova, Svetlana ; Diaz, Carlos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:994-1007.

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2019Do forecasters target first or later releases of national accounts data?. (2019). Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1240-1249.

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2019Predicting relative forecasting performance: An empirical investigation. (2019). Sekhposyan, Tatevik ; Granziera, Eleonora. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1636-1657.

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2019Forecasting economic activity with mixed frequency BVARs. (2019). Justiniano, Alejandro ; Butters, Andrew R ; Brave, Scott A. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1692-1707.

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2019Assessing the uncertainty in central banks’ inflation outlooks. (2019). Knüppel, Malte ; Schultefrankenfeld, Guido ; Knuppel, Malte. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1748-1769.

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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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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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2019The impact of the U.S. employment report on exchange rates. (2019). Ederington, Louis ; Yang, Lisa ; Guan, Wei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:257-267.

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2019Testing for news and noise in non-stationary time series subject to multiple historical revisions. (2019). Hecq, Alain ; Stamatogiannis, Michalis P. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:396-407.

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2019Forecasting with instabilities: An application to DSGE models with financial frictions. (2019). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:61:y:2019:i:c:11.

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2019Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect. (2019). Gong, XU ; Yang, Cai ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:548-563.

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2019Enhancing central bank communications using simple and relatable information. (2019). Walczak, Eryk ; Bholat, David ; Meer, Janna Ter ; Broughton, Nida. In: Journal of Monetary Economics. RePEc:eee:moneco:v:108:y:2019:i:c:p:1-15.

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2019Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets. (2019). Zhang, Yaojie ; Wahab, M. I. M., ; Ma, Feng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:132-146.

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2019Black swan events in Chinas stock markets: Intraday price behaviors on days of volatility. (2019). Lin, Wen-Yuan ; Tsai, I-Chun ; I-Chun Tsai, . In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:395-411.

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2019The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis. (2019). GUPTA, RANGAN ; Demirer, Riza ; Mangisa, Siphumlile ; Das, Sonali. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:50:y:2019:i:c:p:132-147.

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2019Financing economic activity in Greece: past challenges and future prospects. (2019). Migiakis, Petros ; Louri, Helen. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:102644.

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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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2019Is inflation driven by survey-based, VAR-based or myopic expectations?. (2019). Bec, Frédérique ; Kanda, Patrick. In: Working Papers. RePEc:hal:wpaper:hal-02175836.

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2019Financing economic activity in Greece: Past challenges and future prospects. (2019). Migiakis, Petros ; Louri, Helen. In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe. RePEc:hel:greese:135.

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

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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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2020Real-time Probabilistic Nowcasts of UK Quarterly GDP Growth using a Mixed-Frequency Bottom-up Approach. (2020). Lopresto, Marta ; Galvao, Ana Beatriz. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2020-06.

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2019TF-MIDAS: a new mixed-frequency model to forecast macroeconomic variables. (2019). Garcia-Hiernaux, Alfredo ; Bonino-Gayoso, Nicolas. In: MPRA Paper. RePEc:pra:mprapa:93366.

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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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2019.

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2019Forecasting Turkish real GDP growth in a data-rich environment. (2019). En, Bahar ; Midili, Murat . In: Empirical Economics. RePEc:spr:empeco:v:56:y:2019:i:1:d:10.1007_s00181-017-1357-8.

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2019Nowcasting Swedish GDP with a large and unbalanced data set. (2019). Johansson, Andreas ; Reijer, Ard . In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:4:d:10.1007_s00181-018-1500-1.

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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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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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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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2019Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1711.

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2020World steel production: A new monthly indicator of global real economic activity. (2020). Vespignani, Joaquin ; Ravazzolo, Francesco. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:53:y:2020:i:2:p:743-766.

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2020Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970. (2020). Poon, Aubrey ; Mitchell, James ; Koop, Gary ; McIntyre, Stuart. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:2:p:176-197.

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2019Panel quantile regressions for estimating and predicting the value‐at‐risk of commodities. (2019). Cech, Frantisek ; Baruník, Jozef ; Barunik, Jozef. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:9:p:1167-1189.

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2020People, Pipelines, and Probabilities: Clarifying Significance and Uncertainty in Environmental Impact Assessments. (2020). Boyd, David R ; Satterfield, Theresa ; Gregory, Robin. In: Risk Analysis. RePEc:wly:riskan:v:40:y:2020:i:2:p:218-226.

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2019Measuring the Effects of Expectations Shocks. (2019). Clements, Michael ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:31.

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2020Does Judgment Improve Macroeconomic Density Forecasts?. (2020). Mitchell, James ; Garratt, Anthony ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:33.

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2020Real-Time Perceptions of Historical GDP Data Uncertainty. (2020). Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:35.

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2020Does the Current State of the Business Cycle matter for Real-Time Forecasting? A Mixed-Frequency Threshold VAR approach.. (2020). Heinrich, Markus. In: EconStor Preprints. RePEc:zbw:esprep:219312.

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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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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 another version. Agregated cites: 8
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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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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 another version. Agregated cites: 67
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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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This paper has another version. Agregated cites: 7
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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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This paper has another version. Agregated cites: 9
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2009First Announcements and Real Economic Activity.(2009) In: The Warwick Economics Research Paper Series (TWERPS).
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2008Macroeconomic Forecasting With Mixed-Frequency Data In: Journal of Business & Economic Statistics.
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2019Uncertain Kingdom: nowcasting GDP and its revisions In: Bank of England working papers.
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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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2014The effects of the monetary policy stance on the transmission mechanism In: Studies in Nonlinear Dynamics & Econometrics.
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2003The Transmission Mechanism in a Changing World In: CEPR Discussion Papers.
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2003The transmission mechanism in a changing world.(2003) In: Economics Working Papers.
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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.
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2010Endogenous Monetary Policy Regimes and the Great Moderation.(2010) In: Economics Working Papers.
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This paper has another version. Agregated cites: 8
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2002Can non-linear time series models generate US business cycle asymmetric shape? In: Economics Letters.
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2017Data revisions and DSGE models In: Journal of Econometrics.
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2016Data Revisions and DSGE Models.(2016) In: EMF Research Papers.
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This paper has another version. Agregated cites: 1
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2016A time varying DSGE model with financial frictions In: Journal of Empirical Finance.
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2015A Time Varying DSGE Model with Financial Frictions.(2015) In: Working Papers.
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2015A Time Varying DSGE Model with Financial Frictions.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 16
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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.
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2013Does the euro area forward rate provide accurate forecasts of the short rate? In: International Journal of Forecasting.
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2013Changes in predictive ability with mixed frequency data In: International Journal of Forecasting.
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2007Changes in Predictive Ability with Mixed Frequency Data.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 10
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2007Changes in Predictive Ability with Mixed Frequency Data.(2007) In: Working Papers.
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