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Ana Beatriz Galvão

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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 the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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

(95%) Global Energy Group
Warwick Business School
University of Warwick
Location: Coventry, United Kingdom
Homepage: http://www.wbs.ac.uk/research/specialisms/teaching-groups/ge/
Email:
Phone: +44 (0)24 7652 4306
Fax: +44 (0)24 7652 3719
Postal: Coventry, CV4 7AL
Handle: RePEc:edi:gewbsuk (more details at EDIRC)
(5%) School of Economics and Finance
Queen Mary
Location: London, United Kingdom
Homepage: http://www.econ.qmul.ac.uk/
Email:
Phone: +44 (0) 20 7882 5096
Fax: +44 (0) 20 8983 3580
Postal: London E1 4NS
Handle: RePEc:edi:deqmwuk (more details at EDIRC)

Works

as in new window

Working papers

  1. Michael P. Clements & Ana Beatriz Galv�o, 2011. "Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models," Working Papers, Queen Mary, University of London, School of Economics and Finance 678, Queen Mary, University of London, School of Economics and Finance.
  2. Clements, Michael P. & Galvão, Ana Beatriz, 2010. "Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions," The Warwick Economics Research Paper Series (TWERPS) 953, University of Warwick, Department of Economics.
  3. Ana Beatriz Galvao & Massimiliano Marcellino, 2010. "Endogenous Monetary Policy Regimes and the Great Moderation," Economics Working Papers, European University Institute ECO2010/22, European University Institute.
  4. Clements, Michael P. & Galvão, Ana Beatriz, 2009. "First Announcements and Real Economic Activity," The Warwick Economics Research Paper Series (TWERPS) 885, University of Warwick, Department of Economics.
  5. Ana Beatriz Galv�o, 2007. "Changes in Predictive Ability with Mixed Frequency Data," Working Papers, Queen Mary, University of London, School of Economics and Finance 595, Queen Mary, University of London, School of Economics and Finance.
  6. Sónia Costa & Ana Beatriz Galvão, 2007. "The Forward Premium of Euro Interest Rates," Working Papers, Banco de Portugal, Economics and Research Department w200702, Banco de Portugal, Economics and Research Department.
  7. Michael P. Clements & Ana Beatriz Galv�o, 2007. "Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth," Working Papers, Queen Mary, University of London, School of Economics and Finance 616, Queen Mary, University of London, School of Economics and Finance.
  8. 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.
  9. 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.
  10. Artis, Michael J & Galvão, Ana Beatriz C & Marcellino, Massimiliano, 2003. "The Transmission Mechanism in a Changing World," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4014, C.E.P.R. Discussion Papers.

Articles

  1. Galvao, Ana Beatriz & Costa, Sonia, 2013. "Does the euro area forward rate provide accurate forecasts of the short rate?," International Journal of Forecasting, Elsevier, Elsevier, vol. 29(1), pages 131-141.
  2. Galvão, Ana Beatriz, 2013. "Changes in predictive ability with mixed frequency data," International Journal of Forecasting, Elsevier, Elsevier, vol. 29(3), pages 395-410.
  3. Michael P. Clements & Ana Beatriz Galvão, 2013. "Real‐Time Forecasting Of Inflation And Output Growth With Autoregressive Models In The Presence Of Data Revisions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(3), pages 458-477, 04.
  4. Clements, Michael P. & Beatriz Galvão, Ana, 2010. "First announcements and real economic activity," European Economic Review, Elsevier, Elsevier, vol. 54(6), pages 803-817, August.
  5. Michael P. Clements & Ana Beatriz Galvao, 2009. "Forecasting US output growth using leading indicators: an appraisal using MIDAS models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 24(7), pages 1187-1206.
  6. Clements, Michael P & Galvão, Ana Beatriz, 2008. "Macroeconomic Forecasting With Mixed-Frequency Data," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 26, pages 546-554.
  7. 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, Elsevier, vol. 15(4), pages 729-750, September.
  8. Ana Beatriz Galv�o & Michael Artis & Massimiliano Marcellino, 2007. "The transmission mechanism in a changing world," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 22(1), pages 39-61.
  9. Ana Beatriz C. Galvao, 2006. "Structural break threshold VARs for predicting US recessions using the spread," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 21(4), pages 463-487.
  10. Sónia Costa & Ana Beatriz Galvão, 2006. "The Forward Premium of Euro Interest Rates," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department, Banco de Portugal, Economics and Research Department.
  11. 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, Elsevier, vol. 20(2), pages 219-236.
  12. Ana B. C. Galvão & Michael P. Clements, 2002. "Conditional mean functions of non-linear models of US output," Empirical Economics, Springer, Springer, vol. 27(4), pages 569-586.
  13. Beatriz C. Galvao, Ana, 2002. "Can non-linear time series models generate US business cycle asymmetric shape?," Economics Letters, Elsevier, Elsevier, vol. 77(2), pages 187-194, October.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (6) 2006-11-18 2007-01-14 2007-10-27 2010-06-04 2011-01-03 2011-06-11. Author is listed
  2. NEP-ECM: Econometrics (6) 2006-11-18 2007-01-14 2007-05-19 2007-10-27 2011-01-03 2011-06-11. Author is listed
  3. NEP-ETS: Econometric Time Series (3) 2006-11-18 2007-01-14 2007-05-19. Author is listed
  4. NEP-FOR: Forecasting (6) 2006-11-18 2007-01-14 2007-05-19 2007-10-27 2011-01-03 2011-06-11. 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 (5) 2006-11-18 2007-05-19 2007-10-27 2010-06-04 2011-06-11. Author is listed
  7. NEP-MFD: Microfinance (1) 2003-11-03
  8. NEP-MON: Monetary Economics (3) 2003-10-05 2003-11-03 2010-06-04. Author is listed
  9. NEP-RMG: Risk Management (1) 2007-01-14

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