Ana Beatriz Galvão

Bloomberg Economics

3 Queen Victoria Street

London, EC4N 4TQ

United Kingdom

http://https://sites.google.com/site/anabgalvao/

University of Warwick - Warwick Business School

Visiting Professor

Coventry CV4 7AL

United Kingdom

SCHOLARLY PAPERS

13

DOWNLOADS

1,086

SSRN CITATIONS
Rank 20,925

SSRN RANKINGS

Top 20,925

in Total Papers Citations

48

CROSSREF CITATIONS

14

Scholarly Papers (13)

1.

Measuring Macroeconomic Uncertainty: US Inflation and Output Growth

Number of pages: 36 Posted: 15 May 2014
Michael P. Clements and Ana Beatriz Galvão
University of Reading - Henley Business School and Bloomberg Economics
Downloads 239 (237,677)
Citation 8

Abstract:

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Ex ante and ex post uncertainty, Macro and stock market uncertainty, MIDAS models.

2.

Structural Break Threshold Vars for Predicting Us Recessions Using the Spread

Number of pages: 31 Posted: 27 Jan 2006
Ana Beatriz Galvão
Bloomberg Economics
Downloads 183 (304,131)
Citation 11

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structural breaks, threshold, event forecast, recessions, real-time data, asymptotic bounds

3.

Uncertain Kingdom: Nowcasting GDP and its Revisions

Bank of England Working Paper No. 764
Number of pages: 55 Posted: 06 Nov 2018 Last Revised: 05 Feb 2020
Nikoleta Anesti, Ana Beatriz Galvão and Silvia Miranda-Agrippino
Bank of England, Bloomberg Economics and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 126 (413,552)
Citation 4

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Nowcasting, data revisions, dynamic factor model

4.

Financial Stress Regimes and the Macroeconomy

FRB of St. Louis Working Paper No. 2014-020A
Number of pages: 39 Posted: 02 Aug 2014
Ana Beatriz Galvão and Michael Owyang
Bloomberg Economics and Federal Reserve Bank of St. Louis - Research Division
Downloads 125 (416,020)
Citation 11

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factor-augmented VAR models, Smooth Transition VAR models, Gibbs variable selection, financial crisis

5.

Data Revisions and Real-Time Probabilistic Forecasting of Macroeconomic Variables.

Number of pages: 37 Posted: 24 Jul 2017
Michael P. Clements and Ana Beatriz Galvão
University of Reading - Henley Business School and Bloomberg Economics
Downloads 103 (479,793)
Citation 2

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real-time forecasting, inflation and output growth predictive densities, real- time-vintages, time-varying heteroscedasticity.

6.

Data Revisions and DSGE Models

Number of pages: 58 Posted: 07 Jan 2015 Last Revised: 08 Mar 2016
Ana Beatriz Galvão
Bloomberg Economics
Downloads 86 (538,847)
Citation 1

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data revisions, medium-sized DSGE models, forecasting, variance decomposition

7.

News and Uncertainty Shocks

FRB International Finance Discussion Paper No. 1240
Number of pages: 42 Posted: 29 Nov 2018 Last Revised: 29 Apr 2020
Danilo Cascaldi-Garcia and Ana Beatriz Galvão
Board of Governors of the Federal Reserve System and Bloomberg Economics
Downloads 84 (546,623)
Citation 5

Abstract:

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Forecasting error variance, Structural VAR, News shocks, Uncertainty shocks

8.

Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets

Number of pages: 39 Posted: 20 Aug 2014
Michael P. Clements and Ana Beatriz Galvão
University of Reading - Henley Business School and Bloomberg Economics
Downloads 67 (620,794)
Citation 2

Abstract:

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Survey forecasts, data revisions, economic indicators, stock returns, macro announcements

9.

Dynamic Macroeconomic Effects of Monetary Policy in China

Number of pages: 25 Posted: 08 Dec 2023
Ana Beatriz Galvão
Bloomberg Economics
Downloads 54 (689,978)

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SVAR-IV, monetary policy identification, China, international monetary policy transmission

10.

The Transmission Mechanism in a Changing World

Number of pages: 41 Posted: 26 Sep 2003
The University of Manchester - Institute for Political & Economic Governance (IPEG), Bloomberg Economics and Bocconi University - Department of Economics
Downloads 16 (995,390)
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Transmission mechanism, shocks, cycles, Europe, impulse response, non-linear VAR

11.

Endogenous Monetary Policy Regimes and the Great Moderation

CEPR Discussion Paper No. DP7827
Number of pages: 39 Posted: 19 May 2010
Ana Beatriz Galvão and Massimiliano Giuseppe Marcellino
Bloomberg Economics and Bocconi University - Department of Economics
Downloads 3 (1,114,771)
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great moderation, impulse responses, monetary policy, time-varying models

12.

Communicating Data Uncertainty: Multi-Wave Experimental Evidence for U.K. GDP

CEPR Discussion Paper No. DP16417
Number of pages: 49 Posted: 22 Sep 2021
Ana Beatriz Galvão and James Mitchell
Bloomberg Economics and Federal Reserve Bank of Cleveland
Downloads 0 (1,137,719)
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data revision, macroeconomic data uncertainty, Randomized experiments, uncertainty communication

13.

An Evaluation of the Inflation Fan Charts of the Brazilian Central Bank (Uma Avaliacao Do Leque Das Previsoes De Inflacao Do Banco Central Do Brasil)

Economic Planning and Research, Vol. 35, No. 1, April 2005
Posted: 10 Sep 2005
Ana Beatriz Galvão
Bloomberg Economics

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Forecasting, inflation, Central Bank, Brazil

Other Papers (1)

Total Downloads: 228
1.

Macroeconomic Forecasting with Mixed Frequency Data: Forecasting Us Output Growth and Inflation

Number of pages: 35 Posted: 27 Jan 2006
Michael P. Clements and Ana Beatriz Galvão
University of Reading - Henley Business School and Bloomberg Economics
Downloads 228

Abstract:

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Data frequency, multiple predictors, combination, real time forecasting