15
H index
22
i10 index
981
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pga92 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ana Beatriz Galvão. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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International Journal of Forecasting | 8 |
Journal of Applied Econometrics | 3 |
Journal of Money, Credit and Banking | 2 |
Journal of Applied Econometrics | 2 |
Journal of Business & Economic Statistics | 2 |
Journal of Empirical Finance | 2 |
Year | Title of citing document |
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2023 | Predicting Inflation with Neural Networks. (2021). Paranhos, Livia. In: Papers. RePEc:arx:papers:2104.03757. Full description at Econpapers || Download paper |
2024 | Reservoir 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. Full description at Econpapers || Download paper |
2023 | Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Tsoukalas, John ; Gambetti, Luca. In: Papers. RePEc:arx:papers:2302.01621. Full description at Econpapers || Download paper |
2023 | Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863. Full description at Econpapers || Download paper |
2023 | Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867. Full description at Econpapers || Download paper |
2023 | Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca ; Tsoukalas, John D. In: BCAM Working Papers. RePEc:bbk:bbkcam:2206. Full description at Econpapers || Download paper |
2023 | A supply-side GDP nowcasting model. (2023). Cerezo, Alejandro Fernandez. In: Economic Bulletin. RePEc:bde:journl:y:2023:i:01:n:18. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Agreed and Disagreed Uncertainty. (2023). Korobilis, Dimitris ; Zanetti, Francesco ; Tsoukalas, John D ; Gambetti, Luca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10463. Full description at Econpapers || Download paper |
2023 | Ambiguity 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. Full description at Econpapers || Download paper |
2023 | Agreed and Disagreed Uncertainty. (2023). Korobilis, Dimitris ; Gambetti, Luca ; Zanetti, Francesco ; Tsoukalas, John D. In: Discussion Papers. RePEc:cfm:wpaper:2304. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815. Full description at Econpapers || Download paper |
2023 | GDP 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Are 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. Full description at Econpapers || Download paper |
2023 | Nowcasting 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. Full description at Econpapers || Download paper |
2023 | News 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. Full description at Econpapers || Download paper |
2023 | Are 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Weekly 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. Full description at Econpapers || Download paper |
2023 | Macro-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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Comparing 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. Full description at Econpapers || Download paper |
2023 | Technological 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. Full description at Econpapers || Download paper |
2023 | Energy-Related Uncertainty and International Stock Market Volatility. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; Bouri, Elie ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202336. Full description at Econpapers || Download paper |
2023 | Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Tsoukalas, John D ; Gambetti, Luca. In: Working Paper series. RePEc:rim:rimwps:23-01. Full description at Econpapers || Download paper |
2023 | Mixing 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. Full description at Econpapers || Download paper |
2023 | Labour 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Wavelet-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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Uncertainty of Household Inflation Expectations: Reconciling Point and Density Forecasts. (2023). Zhao, Yongchen. In: Working Papers. RePEc:tow:wpaper:2023-09. Full description at Econpapers || Download paper |
2023 | Density 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. Full description at Econpapers || Download paper |
2023 | Real?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. Full description at Econpapers || Download paper |
2023 | Nowcasting 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. Full description at Econpapers || Download paper |
2023 | Modeling 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. Full description at Econpapers || Download paper |
2023 | Real?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. Full description at Econpapers || Download paper |
2023 | Forecast 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. Full description at Econpapers || Download paper |
2023 | Innovation During Challenging Times. (2023). Zubairy, Sarah ; Cascaldi-Garcia, Danilo ; Vukoti, Marija. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1475. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2006 | Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation. In: Economic Research Papers. [Full Text][Citation analysis] | paper | 9 |
2006 | Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation..(2006) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2006 | Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility In: Economic Research Papers. [Full Text][Citation analysis] | paper | 80 |
2008 | Quantile forecasts of daily exchange rate returns from forecasts of realized volatility.(2008) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | article | |
2006 | Quantile 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 nother version. Agregated cites: 80 | paper | |
2010 | Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions In: Economic Research Papers. [Full Text][Citation analysis] | paper | 10 |
2010 | Real-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 nother version. Agregated cites: 10 | paper | |
2008 | First Announcements and Real Economic Activity In: Economic Research Papers. [Full Text][Citation analysis] | paper | 16 |
2010 | First announcements and real economic activity.(2010) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2009 | First Announcements and Real Economic Activity.(2009) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2008 | Macroeconomic Forecasting With Mixed-Frequency Data In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 236 |
2019 | Uncertain Kingdom: nowcasting GDP and its revisions In: Bank of England working papers. [Full Text][Citation analysis] | paper | 5 |
2018 | Uncertain Kingdom: Nowcasting GDP and its Revisions.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2018 | Uncertain kingdom: nowcasting GDP and its revisions.(2018) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2014 | The effects of the monetary policy stance on the transmission mechanism In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 3 |
2003 | The Transmission Mechanism in a Changing World In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 55 |
2003 | The transmission mechanism in a changing world.(2003) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
2007 | The transmission mechanism in a changing world.(2007) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | article | |
2010 | Endogenous Monetary Policy Regimes and the Great Moderation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2010 | Endogenous Monetary Policy Regimes and the Great Moderation.(2010) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2003 | TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 12 |
In: . [Full Text][Citation analysis] | article | 0 | |
2020 | Real-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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2021 | Measuring the effects of expectations shocks In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 9 |
2019 | Measuring the Effects of Expectations Shocks.(2019) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2002 | Can non-linear time series models generate US business cycle asymmetric shape? In: Economics Letters. [Full Text][Citation analysis] | article | 19 |
2017 | Data revisions and DSGE models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
2016 | Data Revisions and DSGE Models.(2016) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2016 | A time varying DSGE model with financial frictions In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 19 |
2015 | A Time Varying DSGE Model with Financial Frictions.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2004 | A 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] | article | 24 |
2013 | Does the euro area forward rate provide accurate forecasts of the short rate? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
2013 | Changes in predictive ability with mixed frequency data In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 17 |
2007 | Changes in Predictive Ability with Mixed Frequency Data.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2013 | Forecasting with vector autoregressive models of data vintages: US output growth and inflation In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 15 |
2015 | Forecasting with Bayesian multivariate vintage-based VARs In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
2017 | Model and survey estimates of the term structure of US macroeconomic uncertainty In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 21 |
2019 | A comprehensive evaluation of macroeconomic forecasting methods In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 30 |
2016 | A comprehensive evaluation of macroeconomic forecasting methods.(2016) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2021 | Does judgment improve macroeconomic density forecasts? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
2020 | Does Judgment Improve Macroeconomic Density Forecasts?.(2020) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2000 | Volatilidade 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] | article | 0 |
2022 | Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | News and Uncertainty Shocks In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 33 |
2021 | News and Uncertainty Shocks.(2021) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
2016 | News and Uncertainty Shocks.(2016) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2014 | Financial stress regimes and the macroeconomy In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
2018 | Financial Stress Regimes and the Macroeconomy.(2018) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2021 | Forecasting Low Frequency Macroeconomic Events with High Frequency Data In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | Forecasting Low Frequency Macroeconomic Events with High Frequency Data.(2020) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2006 | Structural break threshold VARs for predicting US recessions using the spread In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 29 |
2009 | Forecasting US output growth using leading indicators: an appraisal using MIDAS models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 160 |
2009 | Forecasting US output growth using leading indicators: an appraisal using MIDAS models.(2009) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 160 | article | |
2019 | Measuring 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] | paper | 6 |
2019 | Measuring Data Uncertainty : An Application using the Bank of England’s “Fan Charts†for Historical GDP Growth.(2019) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2019 | Communicating Data Uncertainty: Experimental Evidence for U.K. GDP In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2019 | Communicating Data Uncertainty: Experimental Evidence for U.K. GDP.(2019) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2020 | The Impact of GDP Data Revisions on Identifying and Predicting UK Recessions In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2006 | The Forward Premium of Euro Interest Rates In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 0 |
2007 | The Forward Premium of Euro Interest Rates In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
2011 | Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2015 | A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Changes in Predictive Ability with Mixed Frequency Data In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2007 | Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
2011 | Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2015 | A Time Varying DSGE Model with Financial Frictions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | Measuring Macroeconomic Uncertainty: US Inflation and Output Growth In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 9 |
2017 | Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 1 |
2003 | Multivariate Threshold Models: TVARs and TVECMs In: Brazilian Review of Econometrics. [Full Text][Citation analysis] | article | 2 |
2002 | Conditional mean functions of non-linear models of US output In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2012 | Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 9 |
2017 | Predicting 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] | article | 11 |
2013 | REAL?TIME FORECASTING OF INFLATION AND OUTPUT GROWTH WITH AUTOREGRESSIVE MODELS IN THE PRESENCE OF DATA REVISIONS In: Journal of Applied Econometrics. [Citation analysis] | article | 36 |
2018 | Credit Conditions and the Asymmetric Effects of Monetary Policy Shocks In: EMF Research Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Communicating uncertainty about facts, numbers, and science In: EMF Research Papers. [Full Text][Citation analysis] | paper | 12 |
2020 | Real-Time Perceptions of Historical GDP Data Uncertainty In: EMF Research Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Density Forecasting with BVAR Models under Macroeconomic Data Uncertainty In: EMF Research Papers. [Full Text][Citation analysis] | paper | 2 |
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