16
H index
25
i10 index
1044
Citations
University of Warwick | 16 H index 25 i10 index 1044 Citations RESEARCH PRODUCTION: 31 Articles 36 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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 |
|---|---|
| International Journal of Forecasting | 8 |
| Journal of Applied Econometrics | 3 |
| Journal of Money, Credit and Banking | 2 |
| Journal of Business & Economic Statistics | 2 |
| Journal of Empirical Finance | 2 |
| Journal of Applied Econometrics | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363. Full description at Econpapers || Download paper |
| 2025 | Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Baruník, Jozef ; Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867. Full description at Econpapers || Download paper |
| 2024 | Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2024). Pedersen, Michael. In: Papers. RePEc:arx:papers:2404.04105. Full description at Econpapers || Download paper |
| 2024 | Comparing predictive ability in presence of instability over a very short time. (2024). Rossini, Luca ; Iacone, Fabrizio ; Viselli, Andrea. In: Papers. RePEc:arx:papers:2405.11954. Full description at Econpapers || Download paper |
| 2025 | Early and Accurate Recession Detection Using Classifiers on the Anticipation-Precision Frontier. (2025). Michaillat, Pascal. In: Papers. RePEc:arx:papers:2506.09664. Full description at Econpapers || Download paper |
| 2025 | A high-frequency approach to Realized Risk Measures. (2025). Mazzarisi, Piero ; Lillo, Fabrizio ; Gatta, Federico. In: Papers. RePEc:arx:papers:2510.16526. Full description at Econpapers || Download paper |
| 2025 | Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks. (2025). Sengupta, Shovon ; Singh, Sunny Kumar ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2510.23347. Full description at Econpapers || Download paper |
| 2025 | Nowcasting Russian GDP in a Mixed-Frequency DSGE Model with a Panel of Non-Modelled Variables. (2025). Eliseev, Alexander. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:3:p:63-93. Full description at Econpapers || Download paper |
| 2025 | Agreed and Disagreed Uncertainty. (2025). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca. In: Working Papers. RePEc:bny:wpaper:0137. Full description at Econpapers || Download paper |
| 2024 | Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806. Full description at Econpapers || Download paper |
| 2025 | News and firm entry: The role of the waiting option. (2025). Matvieiev, Mykhailo ; Antonova, Anastasiia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002264. Full description at Econpapers || Download paper |
| 2024 | Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Song, Yuping ; Xu, Yang ; Zhang, Qichao ; Huang, Jiefei. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019. Full description at Econpapers || Download paper |
| 2024 | Nonlinear transmission of international financial stress. (2024). Tuzcuoglu, Kerem. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001615. Full description at Econpapers || Download paper |
| 2024 | Uncertainty of household inflation expectations: Reconciling point and density forecasts. (2024). Zhao, Yongchen. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523005128. Full description at Econpapers || Download paper |
| 2024 | Which daily equity returns improve output forecasts?. (2024). Lang, William J ; Jahan-Pavar, Mohammad R. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524003811. Full description at Econpapers || Download paper |
| 2024 | Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors. (2024). Gorgi, Paolo ; Schaumburg, Julia ; Koopman, Siem Jan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000964. Full description at Econpapers || Download paper |
| 2025 | Bootstrapping out-of-sample predictability tests with real-time data. (2025). Yao, Yongxu ; McCracken, Michael W ; Gonalves, Slvia. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002677. Full description at Econpapers || Download paper |
| 2025 | Energy supply shocks’ nonlinearities on output and prices. (2025). Tornese, Tommaso ; de Santis, Roberto A. In: European Economic Review. RePEc:eee:eecrev:v:176:y:2025:i:c:s001429212500087x. Full description at Econpapers || Download paper |
| 2024 | A new ordinal mixed-data sampling model with an application to corporate credit rating levels. (2024). Calabrese, Raffaella ; Goldmann, Leonie ; Crook, Jonathan. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:3:p:1111-1126. Full description at Econpapers || Download paper |
| 2024 | Technological shocks and stock market volatility over a century. (2024). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000951. Full description at Econpapers || Download paper |
| 2024 | Energy news shocks and their propagation to renewable and fossil fuels use. (2024). ruiz, jesus ; Puch, Luis ; Guinea, Laurentiu. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007879. Full description at Econpapers || Download paper |
| 2025 | Geopolitical risk, energy market volatility, and corporate energy dependence: The role of green Total factor productivity and decentralized top management team network. (2025). Tian, Zhihong ; Li, Songsong ; Gao, Daquan. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s014098832500369x. Full description at Econpapers || Download paper |
| 2024 | Global economic policy uncertainty and oil price uncertainty: Which is more important for global economic activity?. (2024). Li, Yujia ; Wang, LI ; Che, Ming. In: Energy. RePEc:eee:energy:v:310:y:2024:i:c:s0360544224030810. Full description at Econpapers || Download paper |
| 2024 | Fan charts in era of big data and learning. (2024). Baruník, Jozef ; Hanus, Lubo ; Barunik, Jozef. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000333. Full description at Econpapers || Download paper |
| 2024 | Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Ji, Qiang. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008778. Full description at Econpapers || Download paper |
| 2024 | Back to the present: Learning about the euro area through a now-casting model. (2024). Modugno, Michele ; Giannone, Domenico ; Cascaldi-Garcia, Danilo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:661-686. Full description at Econpapers || Download paper |
| 2024 | Words or numbers? Macroeconomic nowcasting with textual and macroeconomic data. (2024). Fan, Xinyue ; Jin, Wei ; Zheng, Tingguo ; Fang, Kuangnan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:746-761. Full description at Econpapers || Download paper |
| 2024 | Forecasting euro area inflation using a huge panel of survey expectations. (2024). Pfarrhofer, Michael ; onorante, luca ; Huber, Florian. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1042-1054. Full description at Econpapers || Download paper |
| 2024 | Reservoir computing for macroeconomic forecasting with mixed-frequency data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1206-1237. Full description at Econpapers || Download paper |
| 2024 | Forecasting UK inflation bottom up. (2024). Potjagailo, Galina ; Kapetanios, George ; Chakraborty, Chiranjit ; Joseph, Andreas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1521-1538. Full description at Econpapers || Download paper |
| 2025 | Asymmetric uncertainty: Nowcasting using skewness in real-time data. (2025). Labonne, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:229-250. Full description at Econpapers || Download paper |
| 2025 | Forecasting macroeconomic tail risk in real time: Do textual data add value?. (2025). Prser, Jan ; Admmer, Philipp ; Schssler, Rainer A. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:307-320. Full description at Econpapers || Download paper |
| 2025 | Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2025). Pedersen, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:475-486. Full description at Econpapers || Download paper |
| 2025 | Does economic uncertainty predict real activity in real time?. (2025). Keijsers, Bart ; van Dijk, Dick. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:748-762. Full description at Econpapers || Download paper |
| 2025 | Inconsistent survey histograms and point forecasts revisited. (2025). Clements, Michael. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:236:y:2025:i:c:s0167268125002161. Full description at Econpapers || Download paper |
| 2024 | Data transparency and GDP growth forecast errors. (2024). Nguyen, Ha ; Lederman, Daniel ; Islam, Asif ; Gatti, Roberta ; Lotfi, Rana ; Mousa, Mennatallah Emam. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001924. Full description at Econpapers || Download paper |
| 2024 | Uncertainty spill-overs: When policy and financial realms overlap. (2024). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400055x. Full description at Econpapers || Download paper |
| 2024 | The information content of conflict, social unrest and policy uncertainty measures for macroeconomic forecasting. (2024). Rauh, Christopher ; Pérez, Javier ; Molina, Luis ; Diakonova, Marina ; Prez, Javier J ; Mueller, Hannes. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:4:s2666143824000127. Full description at Econpapers || Download paper |
| 2024 | Inflation at risk. (2024). Loria, Francesca ; Lopez-Salido, David. In: Journal of Monetary Economics. RePEc:eee:moneco:v:145:y:2024:i:s:s0304393224000230. Full description at Econpapers || Download paper |
| 2025 | Forecast revisions as instruments for news shocks. (2025). Cascaldi-Garcia, Danilo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s030439322400182x. Full description at Econpapers || Download paper |
| 2024 | Energy-related uncertainty and international stock market volatility. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:280-293. Full description at Econpapers || Download paper |
| 2025 | Impact of financial stress on the REIT market stability. (2025). Ozcelebi, Oguzhan ; Yoon, Seong-Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002771. Full description at Econpapers || Download paper |
| 2024 | Parameter instabilities and monetary policy in a small open economy: Evidence from an estimated model for the UK. (2024). Zamarripa, Rene. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006178. Full description at Econpapers || Download paper |
| 2025 | Risk spillovers between the financial market and macroeconomic sectors under mixed-frequency information: A frequency domain perspective. (2025). Zhu, Chen ; Jia, Junsheng ; Ma, Xiaofu ; Li, Mengting. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s105905602500139x. Full description at Econpapers || Download paper |
| 2025 | Agreed and Disagreed Uncertainty. (2025). Zanetti, Francesco ; Korobilis, Dimitris ; Tsoukalas, John D ; Gambetti, Luca. In: Working Papers. RePEc:gla:glaewp:2025_01. Full description at Econpapers || Download paper |
| 2024 | Bayesian Local Likelihood Estimation of Time-Varying DSGE Models: Allowing for Indeterminacy. (2024). Wu, Jinshun. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10478-0. Full description at Econpapers || Download paper |
| 2024 | Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach. (2024). Salisu, Afees ; GUPTA, RANGAN ; Cepni, Oguzhan ; Caraiani, Petre. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:4:d:10.1007_s11156-024-01295-z. Full description at Econpapers || Download paper |
| 2024 | A comparison of using MIDAS and LSTM models for GDP nowcasting. (2024). Gliic, Iva. In: Working Papers Bulletin. RePEc:nsb:bilten:22. Full description at Econpapers || Download paper |
| 2024 | Investor attention and consumer price index inflation rate: Evidence from the United States. (2024). Zhang, Yinpeng ; Zhou, Qingjie ; Zhu, Panpan. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03036-y. Full description at Econpapers || Download paper |
| 2024 | Research on China insurance demand forecasting: Based on mixed frequency data model. (2024). Sun, Wenjing ; Wang, Zheng ; Xu, Mengnan. In: PLOS ONE. RePEc:plo:pone00:0305523. Full description at Econpapers || Download paper |
| 2024 | A novel hybrid PSO-MIDAS model and its application to the U.S. GDP forecast. (2024). Yan, Xiaodong ; Shen, Feng ; Shang, Yuhuang. In: PLOS ONE. RePEc:plo:pone00:0315604. Full description at Econpapers || Download paper |
| 2024 | Exploring Nowcasting Techniques for Real-Time GDP Estimation in Bhutan. (2024). Phuntsho, Karma Minjur. In: MPRA Paper. RePEc:pra:mprapa:121380. Full description at Econpapers || Download paper |
| 2024 | Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach. (2024). Salisu, Afees ; GUPTA, RANGAN ; Cepni, Oguzhan ; Oghonna, Ahamuefula E. In: Working Papers. RePEc:pre:wpaper:202409. Full description at Econpapers || Download paper |
| 2024 | Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Ji, Qiang. In: Working Papers. RePEc:pre:wpaper:202418. Full description at Econpapers || Download paper |
| 2024 | Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Liu, Rui Peng ; Bouri, Elie ; Chuang, O-Chia. In: Working Papers. RePEc:pre:wpaper:202441. Full description at Econpapers || Download paper |
| 2024 | Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202444. Full description at Econpapers || Download paper |
| 2025 | Climate Policy Uncertainty and the Forecastability of Inflation. (2025). Salisu, Afees ; GUPTA, RANGAN ; Zhang, Yunhan ; Ogbonna, Ahamuefula E. In: Working Papers. RePEc:pre:wpaper:202525. Full description at Econpapers || Download paper |
| 2025 | The Roles of Global Supply Chain Pressure and Economic Conditions in Forecasting the VaR of Commodity Markets: A Quantile GARCH-MIDAS Approach. (2025). GUPTA, RANGAN ; Chuang, O-Chia ; Bouri, Elie ; Li, Zhangying. In: Working Papers. RePEc:pre:wpaper:202528. Full description at Econpapers || Download paper |
| 2024 | Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator. (2024). Hartigan, Luke ; Rosewall, Tom. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2024-04. Full description at Econpapers || Download paper |
| 2024 | Firm level expectations and macroeconomic conditions underpinnings and disagreement. (2024). Reid, Monique ; Siklos, Pierre. In: Working Papers. RePEc:rbz:wpaper:11058. Full description at Econpapers || Download paper |
| 2024 | Shocks to Inflation Expectations. (2024). Barrett, Philip ; Adams, Jonathan. In: Review of Economic Dynamics. RePEc:red:issued:22-216. Full description at Econpapers || Download paper |
| 2025 | The impact of the official statistics revision on the accuracy of the Russian macroeconomic indicators nowcasting models. (2025). Makeeva, Natalia. In: Applied Econometrics. RePEc:ris:apltrx:021520. Full description at Econpapers || Download paper |
| 2024 | Benchmarking econometric and machine learning methodologies in nowcasting GDP. (2024). Hopp, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02515-6. Full description at Econpapers || Download paper |
| 2025 | Threshold mixed data sampling logit model with an application to forecasting US bank failures. (2025). Bai, Jianming ; Ren, Mingjian ; Yang, Lixiong. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:1:d:10.1007_s00181-024-02639-3. Full description at Econpapers || Download paper |
| 2024 | Forecasting Annual Inflation Using Weekly Money Supply. (2024). Ooft, Gavin ; Franses, Philip Hans ; Bhaghoe, Sailesh. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:1:d:10.1007_s40953-023-00376-5. Full description at Econpapers || Download paper |
| 2024 | Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates. (2024). Omer, Talha ; Sjolander, Par ; Mnsson, Kristofer ; Golam, B M. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:5:d:10.1007_s00362-023-01520-2. Full description at Econpapers || Download paper |
| 2025 | Imitated student’s t distribution: a Bayesian approach. (2025). Lenart, Ukasz ; Mokrzycka-Gajda, Justyna. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:4:d:10.1007_s00362-025-01720-y. Full description at Econpapers || Download paper |
| 2024 | The stability and economic relevance of output gap estimates. (2024). Stella, Andrea ; Berge, Travis J ; Barbarino, Alessandro. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:6:p:1065-1081. Full description at Econpapers || Download paper |
| 2024 | Nowcasting Norwegian household consumption with debit card transaction data. (2024). Aastveit, Knut Are ; Fastb, Tuva Marie ; Granziera, Eleonora ; Paulsen, Kenneth Sterhagen ; Torstensen, Kjersti Nss. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1220-1244. Full description at Econpapers || Download paper |
| 2024 | Can intraday data improve the joint estimation and prediction of risk measures? Evidence from a variety of realized measures. (2024). Wu, Zhimin ; Cai, Guanghui. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:1956-1974. Full description at Econpapers || Download paper |
| 2024 | Disciplining growth‐at‐risk models with survey of professional forecasters and Bayesian quantile regression. (2024). Szabo, Milan. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:1975-1981. Full description at Econpapers || Download paper |
| 2025 | Taming Data‐Driven Probability Distributions. (2025). Hanus, Lubo ; Barunk, Jozef. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:676-691. Full description at Econpapers || Download paper |
| 2025 | Using a Wage–Price‐Setting Model to Forecast US Inflation. (2025). Do, Nguyen Duc. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:803-832. Full description at Econpapers || Download paper |
| 2025 | How Well Does Uncertainty Forecast Economic Activity?. (2025). Xu, Jiawen ; Rogers, John. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:57:y:2025:i:2-3:p:645-662. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 1997 | 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 | |
| 1997 | Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility In: Economic Research Papers. [Full Text][Citation analysis] | paper | 86 |
| 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: 86 | 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: 86 | paper | |
| 2007 | 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 | 262 |
| 2018 | Uncertain Kingdom: nowcasting GDP and its revisions In: Bank of England working papers. [Full Text][Citation analysis] | paper | 7 |
| 2018 | Uncertain Kingdom: Nowcasting GDP and its Revisions.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | 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: 7 | 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 | 9 |
| 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: 9 | 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 |
| 2020 | REAL-TIME PROBABILISTIC NOWCASTS OF UK QUARTERLY GDP GROWTH USING A MIXED-FREQUENCY BOTTOM-UP APPROACH In: National Institute Economic Review. [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 | 12 |
| 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 | 7 |
| 2016 | A time varying DSGE model with financial frictions In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 21 |
| 2015 | A Time Varying DSGE Model with Financial Frictions.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | 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 | 20 |
| 2007 | Changes in Predictive Ability with Mixed Frequency Data.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | 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 | 16 |
| 2015 | Forecasting with Bayesian multivariate vintage-based VARs In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
| 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 | 35 |
| 2021 | Does judgment improve macroeconomic density forecasts? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 15 |
| 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 | 28 |
| 2021 | News and Uncertainty Shocks.(2021) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
| 2014 | Financial stress regimes and the macroeconomy In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 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: 17 | article | |
| 2021 | Forecasting Low Frequency Macroeconomic Events with High Frequency Data In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Structural break threshold VARs for predicting US recessions using the spread In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 30 |
| 2009 | Forecasting US output growth using leading indicators: an appraisal using MIDAS models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 170 |
| 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: 170 | 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 | 7 |
| 2019 | Communicating Data Uncertainty: Experimental Evidence for U.K. GDP In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 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 | 2 |
| 2014 | Measuring Macroeconomic Uncertainty: US Inflation and Output Growth In: ICMA Centre Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 10 |
| 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 | 10 |
| 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 | 13 |
| 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 | 39 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team