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Ana Beatriz Galvão

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
https://sites.google.com/site/anabgalvao/
Coventry, United Kingdom
http://www2.warwick.ac.uk/fac/soc/wbs/subjects/emf/

: +44 (0)24 7652 4109
+44 (0)24 7652 4109
University of Warwick, Coventry, CV4 7Al
RePEc:edi:emwaruk (more details at EDIRC)
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  1. Michael P Clements & Ana Beatriz Galvao, 2017. "Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables," ICMA Centre Discussion Papers in Finance icma-dp2017-01, Henley Business School, Reading University.
  2. Andrea Carriero & Galvao, Ana Beatriz & Kapetanios, George, 2016. "A comprehensive evaluation of macroeconomic forecasting methods," EMF Research Papers 10, Economic Modelling and Forecasting Group.
  3. Cascaldi-Garcia, Danilo & Galvao, Ana Beatriz, 2016. "News and Uncertainty Shocks," EMF Research Papers 12, Economic Modelling and Forecasting Group.
  4. Galvao, Ana Beatriz, 2016. "Data Revisions and DSGE Models," EMF Research Papers 11, Economic Modelling and Forecasting Group.
  5. Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova, 2015. "A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models," Working Papers 770, Queen Mary University of London, School of Economics and Finance.
  6. Ana Beatriz Galvão & Liudas Giraitis & George Kapetanios & Katerina Petrova, 2015. "A Time Varying DSGE Model with Financial Frictions," Working Papers 769, Queen Mary University of London, School of Economics and Finance.
  7. Michael P. Clements & Ana Beatriz Galvão, 2014. "Measuring Macroeconomic Uncertainty: US Inflation and Output Growth," ICMA Centre Discussion Papers in Finance icma-dp2014-04, Henley Business School, Reading University.
  8. Galvão, Ana B. & Owyang, Michael T., 2014. "Financial stress regimes and the macroeconomy," Working Papers 2014-20, Federal Reserve Bank of St. Louis, revised 01 Dec 2016.
  9. Michael P. Clements & Ana Beatriz Galvão, 2011. "Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models," Working Papers 678, Queen Mary University of London, School of Economics and Finance.
  10. Ana Beatriz Galvao & Massimiliano Marcellino, 2010. "Endogenous Monetary Policy Regimes and the Great Moderation," Economics Working Papers ECO2010/22, European University Institute.
  11. 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.
  12. 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.
  13. Sónia Costa & Ana Beatriz Galvão, 2007. "The Forward Premium of Euro Interest Rates," Working Papers w200702, Banco de Portugal, Economics and Research Department.
  14. 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, School of Economics and Finance.
  15. Ana Beatriz Galvão, 2007. "Changes in Predictive Ability with Mixed Frequency Data," Working Papers 595, Queen Mary University of London, School of Economics and Finance.
  16. 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.
  17. 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.
  18. 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.
  1. Galvão, Ana Beatriz, 2017. "Data revisions and DSGE models," Journal of Econometrics, Elsevier, vol. 196(1), pages 215-232.
  2. Galvão, Ana Beatriz & Giraitis, Liudas & Kapetanios, George & Petrova, Katerina, 2016. "A time varying DSGE model with financial frictions," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 690-716.
  3. Carriero, Andrea & Clements, Michael P. & Galvão, Ana Beatriz, 2015. "Forecasting with Bayesian multivariate vintage-based VARs," International Journal of Forecasting, Elsevier, vol. 31(3), pages 757-768.
  4. Galvao Ana Beatriz & Marcellino Massimiliano, 2014. "The effects of the monetary policy stance on the transmission mechanism," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(3), pages 1-20, May.
  5. 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.
  6. Clements, Michael P. & Galvão, Ana Beatriz, 2013. "Forecasting with vector autoregressive models of data vintages: US output growth and inflation," International Journal of Forecasting, Elsevier, vol. 29(4), pages 698-714.
  7. Galvão, Ana Beatriz, 2013. "Changes in predictive ability with mixed frequency data," International Journal of Forecasting, Elsevier, vol. 29(3), pages 395-410.
  8. Galvao, Ana Beatriz & Costa, Sonia, 2013. "Does the euro area forward rate provide accurate forecasts of the short rate?," International Journal of Forecasting, Elsevier, vol. 29(1), pages 131-141.
  9. Michael P. Clements & Ana Beatriz Galvão, 2012. "Improving Real-Time Estimates of Output and Inflation Gaps With Multiple-Vintage Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(4), pages 554-562, May.
  10. Clements, Michael P. & Beatriz Galvão, Ana, 2010. "First announcements and real economic activity," European Economic Review, Elsevier, vol. 54(6), pages 803-817, August.
  11. 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., vol. 24(7), pages 1187-1206.
  12. Clements, Michael P & Galvão, Ana Beatriz, 2008. "Macroeconomic Forecasting With Mixed-Frequency Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 546-554.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. Galvão, Ana Beatriz C. & Ribeiro, Eduardo P. & Portugal, Marcelo S., 2000. "Volatilidade e Causalidade: Evidências para o Mercado à Vista e Futuro de Índice de Ações no Brasil," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 54(1), January.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FOR: Forecasting (11) 2006-11-18 2007-01-14 2007-05-19 2007-10-27 2011-01-03 2011-06-11 2015-12-28 2015-12-28 2017-02-19 2017-03-19 2017-03-19. Author is listed
  2. NEP-MAC: Macroeconomics (10) 2006-11-18 2007-05-19 2007-10-27 2010-06-04 2011-06-11 2014-07-28 2014-08-20 2015-12-28 2015-12-28 2017-03-19. Author is listed
  3. NEP-ECM: Econometrics (8) 2006-11-18 2007-01-14 2007-05-19 2007-10-27 2011-01-03 2011-06-11 2015-12-28 2017-03-19. Author is listed
  4. 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
  5. NEP-ETS: Econometric Time Series (6) 2006-11-18 2007-01-14 2007-05-19 2015-12-28 2015-12-28 2017-03-19. Author is listed
  6. NEP-DGE: Dynamic General Equilibrium (4) 2015-12-28 2015-12-28 2017-03-19 2017-03-19
  7. NEP-IFN: International Finance (3) 2003-10-05 2003-11-03 2007-01-14
  8. NEP-MON: Monetary Economics (3) 2003-10-05 2003-11-03 2010-06-04
  9. NEP-EEC: European Economics (1) 2017-03-19
  10. NEP-FDG: Financial Development & Growth (1) 2017-03-19
  11. NEP-MFD: Microfinance (1) 2003-11-03
  12. NEP-ORE: Operations Research (1) 2015-12-28
  13. NEP-RMG: Risk Management (1) 2007-01-14

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