15
H index
22
i10 index
963
Citations
University of Warwick | 15 H index 22 i10 index 963 Citations RESEARCH PRODUCTION: 31 Articles 48 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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 Applied Econometrics | 2 |
Journal of Empirical Finance | 2 |
Journal of Money, Credit and Banking | 2 |
Journal of Business & Economic Statistics | 2 |
Year | Title of citing document |
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2022 | Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566. Full description at Econpapers || Download paper |
2023 | Predicting Inflation with Neural Networks. (2021). Paranhos, Livia. In: Papers. RePEc:arx:papers:2104.03757. Full description at Econpapers || Download paper |
2022 | Learning Probability Distributions in Macroeconomics and Finance. (2022). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2204.06848. Full description at Econpapers || Download paper |
2023 | 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 | 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 |
2022 | Nowcasting Brazilian GDP with Electronic Payments Data. (2022). Cesar, Raquel Nadal. In: Working Papers Series. RePEc:bcb:wpaper:564. 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 |
2022 | Proyecciones 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. Full description at Econpapers || Download paper |
2022 | Growth Prospects and the Trade Balance in Advanced Economies. (2022). Rujin, Svetlana ; Elstner, Steffen ; Belke, Ansgar. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:5:p:1209-1234. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915. Full description at Econpapers || Download paper |
2022 | Uncertainty spill-overs: when policy and financial realms overlap. (2022). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:bol:bodewp:wp1174. 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 | 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 |
2022 | Uncertainty 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. Full description at Econpapers || Download paper |
2022 | Assessing 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. Full description at Econpapers || Download paper |
2022 | Real-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. 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 |
2022 | Forecasting 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. Full description at Econpapers || Download paper |
2022 | Geopolitical 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. Full description at Econpapers || Download paper |
2022 | The 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. 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 |
2022 | Oil 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. Full description at Econpapers || Download paper |
2022 | Global 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. Full description at Econpapers || Download paper |
2022 | Forecasting 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. Full description at Econpapers || Download paper |
2022 | Predicting 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. Full description at Econpapers || Download paper |
2022 | News, 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. Full description at Econpapers || Download paper |
2022 | Reducing 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. Full description at Econpapers || Download paper |
2022 | High-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. Full description at Econpapers || Download paper |
2022 | Forecasting 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. Full description at Econpapers || Download paper |
2022 | Forecasting: 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 |
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 |
2022 | Agree 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. Full description at Econpapers || Download paper |
2022 | Are 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. 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 |
2022 | What 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. Full description at Econpapers || Download paper |
2022 | Business 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. Full description at Econpapers || Download paper |
2022 | Is 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. Full description at Econpapers || Download paper |
2022 | Reconciled Estimates of Monthly GDP in the US. (2022). Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:93615. Full description at Econpapers || Download paper |
2022 | What is the Predictive Value of SPF Point and Density Forecasts?. (2022). Mertens, Elmar ; Ganics, Gergely ; Clark, Todd. In: Working Papers. RePEc:fip:fedcwq:95196. Full description at Econpapers || Download paper |
2022 | Forecast Revisions as Instruments for News Shocks. (2022). Cascaldi-Garcia, Danilo. In: International Finance Discussion Papers. RePEc:fip:fedgif:1341. 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 |
2022 | A 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. Full description at Econpapers || Download paper |
2022 | Forecasting 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2022 | Quantum 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. Full description at Econpapers || Download paper |
2022 | Asymmetric 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. Full description at Econpapers || Download paper |
2022 | Commodity 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.. Full description at Econpapers || Download paper |
2022 | Uncertainty Before and During COVID-19: A Survey. (2022). Castelnuovo, Efrem. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0279. Full description at Econpapers || Download paper |
2022 | Oil 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. Full description at Econpapers || Download paper |
2022 | Time-Varying Parameter Four-Equation DSGE Model. (2022). Sun, Xiaojin ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202234. 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 |
2022 | What 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. 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 |
2022 | Revisions in the Norwegian National Accounts: accuracy, unbiasedness and efficiency in preliminary figures. (2022). Skjerpen, Terje ; Hungnes, HÃ¥vard ; Helliesen, Magnus Kvle. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:3:d:10.1007_s00181-021-02065-9. 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 |
2022 | A Time-Varying Threshold STAR Model with Applications. (2022). Sola, Martin ; Owyang, Michael T ; Jackson, Laura E ; Dueker, Michael. In: Department of Economics Working Papers. RePEc:udt:wpecon:2022_04. Full description at Econpapers || Download paper |
2022 | Shocks to Inflation Expectations. (2022). Barrett, Philip ; Adams, Jonathan J. In: Working Papers. RePEc:ufl:wpaper:001007. Full description at Econpapers || Download paper |
2022 | Forecasting Domestic Tourism across Regional Destinations through MIDAS Regressions.. (2022). Zoia, Maria Grazia ; Osti, Linda ; Nava, Consuelo R. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202207. Full description at Econpapers || Download paper |
2022 | Forecast uncertainty, disagreement, and the linear pool. (2022). Kruger, Fabian ; Knuppel, Malte. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:1:p:23-41. Full description at Econpapers || Download paper |
2022 | Uncertain Kingdom: Nowcasting Gross Domestic Product and its revisions. (2022). Miranda-Agrippino, Silvia ; Mirandaagrippino, Silvia ; Galvo, Ana Beatriz ; Anesti, Nikoleta. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:1:p:42-62. Full description at Econpapers || Download paper |
2022 | How is machine learning useful for macroeconomic forecasting?. (2022). Surprenant, Stephane ; Stevanovic, Dalibor ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:5:p:920-964. 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 | 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 |
2022 | Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Discussion Papers. RePEc:zbw:bubdps:502022. 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 another 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 another 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 another 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 another version. Agregated cites: 10 | paper | |
2008 | First Announcements and Real Economic Activity In: Economic Research Papers. [Full Text][Citation analysis] | paper | 15 |
2010 | First announcements and real economic activity.(2010) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
2009 | First Announcements and Real Economic Activity.(2009) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2008 | Macroeconomic Forecasting With Mixed-Frequency Data In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 234 |
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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 | 23 |
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 another 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 | 7 |
2017 | Model and survey estimates of the term structure of US macroeconomic uncertainty In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 20 |
2019 | A comprehensive evaluation of macroeconomic forecasting methods In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 27 |
2016 | A comprehensive evaluation of macroeconomic forecasting methods.(2016) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
2021 | Does judgment improve macroeconomic density forecasts? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
2020 | Does Judgment Improve Macroeconomic Density Forecasts?.(2020) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | 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 | 32 |
2021 | News and Uncertainty Shocks.(2021) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
2016 | News and Uncertainty Shocks.(2016) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | 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 another version. Agregated cites: 12 | article | |
2021 | Forecasting Low Frequency Macroeconomic Events with High Frequency Data In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Forecasting Low Frequency Macroeconomic Events with High Frequency Data.(2020) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | 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 | 158 |
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 another version. Agregated cites: 158 | 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 another 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 another 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.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
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 | 8 |
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 | 10 |
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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