Ana Beatriz Galvão : Citation Profile

Are you Ana Beatriz Galvão?

University of Warwick

16

H index

25

i10 index

1032

Citations

RESEARCH PRODUCTION:

31

Articles

48

Papers

RESEARCH ACTIVITY:

   22 years (2000 - 2022). See details.
   Cites by year: 46
   Journals where Ana Beatriz Galvão has often published
   Relations with other researchers
   Recent citing documents: 87.    Total self citations: 40 (3.73 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pga92
   Updated: 2024-12-03    RAS profile: 2023-09-18    
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Relations with other researchers

Works with:

Mitchell, James (9)

Clements, Michael (3)

Runge, Johnny (2)

Owyang, Michael (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ana Beatriz Galvão.

Is cited by:

Marcellino, Massimiliano (59)

Clements, Michael (43)

Schumacher, Christian (33)

Foroni, Claudia (32)

Guérin, Pierre (27)

Hendry, David (21)

Salisu, Afees (19)

Baumeister, Christiane (19)

Hecq, Alain (19)

Mogliani, Matteo (18)

GUPTA, RANGAN (18)

Cites to:

Clements, Michael (83)

Croushore, Dean (69)

Giannone, Domenico (52)

Smets, Frank (51)

Wouters, Raf (50)

Diebold, Francis (46)

Clark, Todd (44)

Schorfheide, Frank (38)

Kapetanios, George (38)

van Norden, Simon (36)

Reichlin, Lucrezia (34)

Main data

Where Ana Beatriz Galvão has published?

Journals with more than one article published# docs
International Journal of Forecasting8
Journal of Applied Econometrics3
Journal of Business & Economic Statistics2
Journal of Empirical Finance2
Journal of Money, Credit and Banking2
Journal of Applied Econometrics2

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

Recent works citing Ana Beatriz Galvão (2024 and 2023)

YearTitle of citing document
2023Predicting Inflation with Neural Networks. (2021). Paranhos, Livia. In: Papers. RePEc:arx:papers:2104.03757.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Tsoukalas, John ; Gambetti, Luca. In: Papers. RePEc:arx:papers:2302.01621.

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2023Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863.

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2023Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867.

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2024Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2024). Pedersen, Michael. In: Papers. RePEc:arx:papers:2404.04105.

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2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca ; Tsoukalas, John D. In: BCAM Working Papers. RePEc:bbk:bbkcam:2206.

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2023A supply-side GDP nowcasting model. (2023). Cerezo, Alejandro Fernandez. In: Economic Bulletin. RePEc:bde:journl:y:2023:i:01:n:18.

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2023Agreed and Disagreed Uncertainty. (2023). Korobilis, Dimitris ; Zanetti, Francesco ; Tsoukalas, John D ; Gambetti, Luca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10463.

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2023Ambiguity 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.

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2023Agreed and Disagreed Uncertainty. (2023). Korobilis, Dimitris ; Gambetti, Luca ; Zanetti, Francesco ; Tsoukalas, John D. In: Discussion Papers. RePEc:cfm:wpaper:2304.

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2023A 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.

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2023Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815.

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2023The effectiveness of labor market indicators for conducting monetary policy: Evidence from the Korean economy. (2023). Kim, Tae Bong ; Lee, Hangyu. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003352.

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2023Are 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.

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2023Nowcasting 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.

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2024Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Xu, Yang ; Zhang, Qichao ; Huang, Jiefei ; Song, Yuping. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019.

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2024Uncertainty 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.

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2023Mixed-frequency Growth-at-Risk with the MIDAS-QR method: Evidence from China. (2023). Jiang, Cuixia ; Xu, Mengnan ; Fu, Weizhong. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:4:s0939362523000651.

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2023News 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.

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2023Are 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.

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2024A new ordinal mixed-data sampling model with an application to corporate credit rating levels. (2024). Calabrese, Raffaella ; Crook, Jonathan ; Goldmann, Leonie. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:3:p:1111-1126.

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2023What is the role of perceived oil price shocks in inflation expectations?. (2023). Zheng, Xinye ; Sheng, Xuguang Simon ; An, Zidong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004486.

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2023Nowcasting industrial production using linear and non-linear models of electricity demand. (2023). Galdi, Giulio ; Casarin, Roberto ; Ravazzolo, Francesco ; Fezzi, Carlo ; Ferrari, Davide. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005042.

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2024Energy 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.

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2023Geopolitical risk and economic policy uncertainty: Different roles in Chinas financial cycle. (2023). Li, Yujia ; Zhu, Zixiang ; Che, Ming. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003836.

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2023Sample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures. (2023). Haugom, Erik ; Hadina, Jelena ; Ewald, Christian ; Yahya, Muhammad ; Stordal, Stle ; Lien, Gudbrand. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s154461232300288x.

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2024Fan charts in era of big data and learning. (2024). Hanus, Lubo ; Barunik, Jozef. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000333.

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2023Weekly economic activity: Measurement and informational content. (2023). Guggia, Valentino ; Glocker, Christian ; Wegmuller, Philipp. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:228-243.

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2024Back to the present: Learning about the euro area through a now-casting model. (2024). Giannone, Domenico ; Modugno, Michele ; Cascaldi-Garcia, Danilo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:661-686.

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2024Words or numbers? Macroeconomic nowcasting with textual and macroeconomic data. (2024). Fang, Kuangnan ; Jin, Wei ; Zheng, Tingguo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:746-761.

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2023Macro-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.

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2024Data transparency and GDP growth forecast errors. (2024). Nguyen, Ha ; Lederman, Daniel ; Islam, Asif ; Mousa, Mennatallah Emam ; Lotfi, Rana ; Gatti, Roberta. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001924.

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2024Uncertainty 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.

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2024Energy-related uncertainty and international stock market volatility. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; Bouri, Elie ; Gupta, Rangan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:280-293.

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2023The Governance and Disclosure of IFRS 9 Economic Scenarios. (2023). Stander, Yolanda S. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:1:p:47-:d:1033854.

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2023.

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2023Comparing 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.

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2024Evidence for policy-makers: A matter of timing and certainty?. (2024). Ferrari, Sacha ; Pattyn, Valerie ; Lammers, Wouter ; van De, Steven ; Wenmackers, Sylvia. In: Policy Sciences. RePEc:kap:policy:v:57:y:2024:i:1:d:10.1007_s11077-024-09526-9.

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2023Balancing interests between freedom and censorship: Organizational strategies for quality assurance in science communication. (2023). Weingart, Peter ; Schildhauer, Thomas ; Schmid-Petri, Hannah ; Fahnrich, Birte ; Kuper, Freia ; Fecher, Benedikt ; Wormer, Holger. In: Science and Public Policy. RePEc:oup:scippl:v:50:y:2023:i:1:p:1-14..

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2024Investor 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.

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2023Technological 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.

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2023Energy-Related Uncertainty and International Stock Market Volatility. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; Bouri, Elie ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202336.

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2024Energy 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.

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2024Energy 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.

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2024Firm level expectations and macroeconomic conditions underpinnings and disagreement. (2024). Siklos, Pierre ; Reid, Monique. In: Working Papers. RePEc:rbz:wpaper:11058.

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2023Agreed and Disagreed Uncertainty. (2023). Zanetti, Francesco ; Tsoukalas, John D ; Gambetti, Luca. In: Working Paper series. RePEc:rim:rimwps:23-01.

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2023Mixing 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.

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2023Labour 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.

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2023Forecasting 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.

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2023Wavelet-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.

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2023The 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.

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2023A 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.

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2023Uncertainty of Household Inflation Expectations: Reconciling Point and Density Forecasts. (2023). Zhao, Yongchen. In: Working Papers. RePEc:tow:wpaper:2023-09.

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2023Density 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.

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2023Forecasting Baden?Württembergs GDP growth: MIDAS regressions versus dynamic mixed?frequency factor models. (2021). Schweikert, Karsten ; Kuck, Konstantin. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:5:p:861-882.

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2023Modeling 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.

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2023Real?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.

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2023Forecast 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.

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2023Innovation During Challenging Times. (2023). Zubairy, Sarah ; Cascaldi-Garcia, Danilo ; Vukoti, Marija. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1475.

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2023.

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Works by Ana Beatriz Galvão:

YearTitleTypeCited
2006Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation. In: Economic Research Papers.
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2006Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation..(2006) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has nother version. Agregated cites: 9		paper
2006Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility In: Economic Research Papers.
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2008Quantile forecasts of daily exchange rate returns from forecasts of realized volatility.(2008) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 84		article
2006Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility.(2006) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has nother version. Agregated cites: 84		paper
2010Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions In: Economic Research Papers.
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2010Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions.(2010) In: The Warwick Economics Research Paper Series (TWERPS).
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2008First Announcements and Real Economic Activity In: Economic Research Papers.
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2010First announcements and real economic activity.(2010) In: European Economic Review.
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2009First Announcements and Real Economic Activity.(2009) In: The Warwick Economics Research Paper Series (TWERPS).
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2008Macroeconomic Forecasting With Mixed-Frequency Data In: Journal of Business & Economic Statistics.
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2019Uncertain Kingdom: nowcasting GDP and its revisions In: Bank of England working papers.
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2018Uncertain Kingdom: Nowcasting GDP and its Revisions.(2018) In: Discussion Papers.
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2018Uncertain kingdom: nowcasting GDP and its revisions.(2018) In: LSE Research Online Documents on Economics.
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2014The effects of the monetary policy stance on the transmission mechanism In: Studies in Nonlinear Dynamics & Econometrics.
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2003The Transmission Mechanism in a Changing World In: CEPR Discussion Papers.
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2003The transmission mechanism in a changing world.(2003) In: Economics Working Papers.
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2007The transmission mechanism in a changing world.(2007) In: Journal of Applied Econometrics.
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2010Endogenous Monetary Policy Regimes and the Great Moderation In: CEPR Discussion Papers.
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2010Endogenous Monetary Policy Regimes and the Great Moderation.(2010) In: Economics Working Papers.
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2003TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS In: Macroeconomic Dynamics.
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2020Real-time Probabilistic Nowcasts of UK Quarterly GDP Growth using a Mixed-Frequency Bottom-up Approach.(2020) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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2021Measuring the effects of expectations shocks In: Journal of Economic Dynamics and Control.
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2002Can non-linear time series models generate US business cycle asymmetric shape? In: Economics Letters.
[Full Text][Citation analysis]		article19
2017Data revisions and DSGE models In: Journal of Econometrics.
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2016A time varying DSGE model with financial frictions In: Journal of Empirical Finance.
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2015A Time Varying DSGE Model with Financial Frictions.(2015) In: Working Papers.
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2004A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure In: International Journal of Forecasting.
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2013Does the euro area forward rate provide accurate forecasts of the short rate? In: International Journal of Forecasting.
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2013Changes in predictive ability with mixed frequency data In: International Journal of Forecasting.
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2007Changes in Predictive Ability with Mixed Frequency Data.(2007) In: Working Papers.
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2013Forecasting with vector autoregressive models of data vintages: US output growth and inflation In: International Journal of Forecasting.
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2015Forecasting with Bayesian multivariate vintage-based VARs In: International Journal of Forecasting.
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2017Model and survey estimates of the term structure of US macroeconomic uncertainty In: International Journal of Forecasting.
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2019A comprehensive evaluation of macroeconomic forecasting methods In: International Journal of Forecasting.
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2021Does judgment improve macroeconomic density forecasts? In: International Journal of Forecasting.
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2000Volatilidade e Causalidade: Evidências para o Mercado à Vista e Futuro de Índice de Ações no Brasil In: Revista Brasileira de Economia - RBE.
[Full Text][Citation analysis]		article0
2022Communicating Data Uncertainty: Multi-Wave Experimental Evidence for UK GDP In: Working Papers.
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2018News and Uncertainty Shocks In: International Finance Discussion Papers.
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2021News and Uncertainty Shocks.(2021) In: Journal of Money, Credit and Banking.
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2014Financial stress regimes and the macroeconomy In: Working Papers.
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2018Financial Stress Regimes and the Macroeconomy.(2018) In: Journal of Money, Credit and Banking.
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2021Forecasting Low Frequency Macroeconomic Events with High Frequency Data In: Working Papers.
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2006Structural break threshold VARs for predicting US recessions using the spread In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article30
2009Forecasting US output growth using leading indicators: an appraisal using MIDAS models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article165
2009Forecasting US output growth using leading indicators: an appraisal using MIDAS models.(2009) In: Journal of Applied Econometrics.
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2019Measuring Data Uncertainty: An Application using the Bank of Englands Fan Charts for Historical GDP Growth In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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2019Communicating Data Uncertainty: Experimental Evidence for U.K. GDP In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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2020The Impact of GDP Data Revisions on Identifying and Predicting UK Recessions In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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2007The Forward Premium of Euro Interest Rates.(2007) In: Working Papers.
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