15
H index
23
i10 index
997
Citations
Ana Beatriz Galvão : Citation Profile
University of Warwick | RESEARCH PRODUCTION: 31 Articles 36 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (2000 - 2022). Relations with other researchers
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:
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Main data
Where Ana Beatriz Galvão has published?
| 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 Applied Econometrics | 2 |
| Journal of Empirical Finance | 2 |
| Journal of Business & Economic Statistics | 2 |
Recent works citing Ana Beatriz Galvão (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363. Full description at Econpapers || Download paper |
| 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 |
| 2025 | Agreed and Disagreed Uncertainty. (2025). Gambetti, Luca ; Korobilis, Dimitris ; Zanetti, Francesco. In: Working Papers. RePEc:bny:wpaper:0137. Full description at Econpapers || Download paper |
| 2024 | Heterogeneity 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. 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 | A 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. 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 |
| 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). 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). Giannone, Domenico ; Modugno, Michele ; 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). Fang, Kuangnan ; Jin, Wei ; Zheng, Tingguo. 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 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 |
| 2024 | Data 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. 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 | 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 |
| 2024 | Energy-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. Full description at Econpapers || Download paper |
| 2025 | Agreed and Disagreed Uncertainty. (2025). Korobilis, Dimitris ; Zanetti, Francesco ; Tsoukalas, John D ; Gambetti, Luca. In: Working Papers. RePEc:gla:glaewp:2025_01. 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 | 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 | Firm level expectations and macroeconomic conditions underpinnings and disagreement. (2024). Siklos, Pierre ; Reid, Monique. In: Working Papers. RePEc:rbz:wpaper:11058. 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 | Nowcasting Norwegian household consumption with debit card transaction data. (2024). Granziera, Eleonora ; Paulsen, Kenneth Sterhagen ; Torstensen, Kjersti Nss ; Aastveit, Knut Are ; Fastb, Tuva Marie. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1220-1244. Full description at Econpapers || Download paper |
Works by Ana Beatriz Galvão:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2006 | Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth and inflation. In: Economic Research Papers. [Full Text][Citation analysis] | paper | 9 |
| 2006 | Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation..(2006) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2006 | Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility In: Economic Research Papers. [Full Text][Citation analysis] | paper | 84 |
| 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: 84 | 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: 84 | paper | |
| 2010 | Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions In: Economic Research Papers. [Full Text][Citation analysis] | paper | 10 |
| 2010 | Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions.(2010) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2008 | First Announcements and Real Economic Activity In: Economic Research Papers. [Full Text][Citation analysis] | paper | 16 |
| 2010 | First announcements and real economic activity.(2010) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2009 | First Announcements and Real Economic Activity.(2009) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2008 | Macroeconomic Forecasting With Mixed-Frequency Data In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 246 |
| 2019 | 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 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2020 | Real-time Probabilistic Nowcasts of UK Quarterly GDP Growth using a Mixed-Frequency Bottom-up Approach.(2020) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | Measuring the effects of expectations shocks In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 8 |
| 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 | A time varying DSGE model with financial frictions In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 20 |
| 2015 | A Time Varying DSGE Model with Financial Frictions.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | 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 | 8 |
| 2017 | Model and survey estimates of the term structure of US macroeconomic uncertainty In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 21 |
| 2019 | A comprehensive evaluation of macroeconomic forecasting methods In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 33 |
| 2021 | Does judgment improve macroeconomic density forecasts? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 12 |
| 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 | 24 |
| 2021 | News and Uncertainty Shocks.(2021) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | article | |
| 2014 | Financial stress regimes and the macroeconomy In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 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: 14 | article | |
| 2021 | Forecasting Low Frequency Macroeconomic Events with High Frequency Data In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 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 | 166 |
| 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: 166 | 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 | 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 | 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 | 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 | 36 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team