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Information about:
Ana Beatriz Galvão

Personal Details | Affiliation | Works
This is information that was supplied by Ana Galvão in registering through RePEc. If you are Ana Beatriz Galvão , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Ana
Middle Name: Beatriz
Last Name: Galvão
Suffix:

RePEc Short-ID: pga92

Email:
Homepage: http://webspace.qmul.ac.uk/aferreira/
Postal Address: Department of Economics Queen Mary, University of London Mile End Road E1 4NS London
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Michael P. Clements & Ana Beatriz Galvão, 2007. "Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth," Working Papers 616, Queen Mary, University of London, Department of Economics. [Downloadable!]

  2. Ana Beatriz Galvão, 2007. "Changes in Predictive Ability with Mixed Frequency Data," Working Papers 595, Queen Mary, University of London, Department of Economics. [Downloadable!]

  3. Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2006. "Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility," The Warwick Economics Research Paper Series (TWERPS) 777, University of Warwick, Department of Economics. [Downloadable!]
    Published as:

  4. Clements, Michael P & Galvão, Ana Beatriz, 2006. "Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation," The Warwick Economics Research Paper Series (TWERPS) 773, University of Warwick, Department of Economics. [Downloadable!]

  5. Galvão, Ana Beatriz C., 2005. "Uma Avaliação do Leque de Inflação do Banco Central do Brasil," Ibmec Working Papers wpe_46, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]

  6. Artis, Michael J & Galvão, Ana Beatriz C & Marcellino, Massimiliano, 2003. "The Transmission Mechanism in a Changing World," CEPR Discussion Papers 4014, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
    Published as:

  7. Galvão, Ana Beatriz C., 2003. "Structural Break Threshold VARs for Predicting US Recessions using the Spread," Ibmec Working Papers wpe_37, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
    Published as:

Articles

  1. Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2008. "Quantile forecasts of daily exchange rate returns from forecasts of realized volatility," Journal of Empirical Finance, Elsevier, vol. 15(4), pages 729-750, September. [Downloadable!] (restricted)
    Other versions:

  2. Ana Beatriz Galvão & Michael Artis & Massimiliano Marcellino, 2007. "The transmission mechanism in a changing world," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 39-61. [Downloadable!]
    Other versions:

  3. Ana Beatriz C. Galvao, 2006. "Structural break threshold VARs for predicting US recessions using the spread," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 463-487. [Downloadable!]
    Other versions:

  4. Clements, Michael P. & Galvao, Ana Beatriz, 2004. "A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure," International Journal of Forecasting, Elsevier, vol. 20(2), pages 219-236. [Downloadable!] (restricted)

  5. Ana B. C. Galvão & Michael P. Clements, 2002. "Conditional mean functions of non-linear models of US output," Empirical Economics, Springer, vol. 27(4), pages 569-586. [Downloadable!] (restricted)

  6. Beatriz C. Galvao, Ana, 2002. "Can non-linear time series models generate US business cycle asymmetric shape?," Economics Letters, Elsevier, vol. 77(2), pages 187-194, October. [Downloadable!] (restricted)

  7. Ana Beatriz C. Galvão & Marcelo S. Portugal & Eduardo P. Ribeiro, 2000. "Volatilidade e Causalidade: Evidências para o Mercado à Vista e Futuro de Índice de Ações no Brasil," Revista Brasileira de Economia, Graduate School of Economics, Getulio Vargas Foundation (Brazil), vol. 54(1), April.

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2006-11-18 2007-01-14 2007-10-27 Author is listed
  2. NEP-ECM: Econometrics (4) 2006-11-18 2007-01-14 2007-05-19 2007-10-27 Author is listed
  3. NEP-ETS: Econometric Time Series (4) 2003-05-08 2006-11-18 2007-01-14 2007-05-19 Author is listed
  4. NEP-FOR: Forecasting (4) 2006-11-18 2007-01-14 2007-05-19 2007-10-27 Author is listed
  5. NEP-IFN: International Finance (3) 2003-10-05 2003-11-03 2007-01-14 Author is listed
  6. NEP-MAC: Macroeconomics (4) 2003-05-08 2006-11-18 2007-05-19 2007-10-27 Author is listed
  7. NEP-MFD: Microfinance (1) 2003-11-03
  8. NEP-MON: Monetary Economics (2) 2003-10-05 2003-11-03 Author is listed
  9. NEP-RMG: Risk Management (1) 2007-01-14
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This page was last updated on 2008-8-28.

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