Ana Beatriz Galvão

University of Warwick

Associate Professor

Coventry CV4 7AL

United Kingdom

SCHOLARLY PAPERS

12

DOWNLOADS

693

SSRN CITATIONS
Rank 23,127

SSRN RANKINGS

Top 23,127

in Total Papers Citations

28

CROSSREF CITATIONS

15

Scholarly Papers (12)

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 University of Warwick
Downloads 206 (186,749)
Citation 7

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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
University of Warwick
Downloads 164 (227,136)
Citation 10

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

3.

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
University of Warwick and Federal Reserve Bank of St. Louis - Research Division
Downloads 70 (407,771)
Citation 6

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

4.

Data Revisions and DSGE Models

Number of pages: 58 Posted: 07 Jan 2015 Last Revised: 08 Mar 2016
Ana Beatriz Galvão
University of Warwick
Downloads 56 (456,027)
Citation 1

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

5.

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 University of Warwick
Downloads 49 (483,581)
Citation 2

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

6.

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 University of Warwick
Downloads 45 (500,895)
Citation 5

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

7.

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 University of Warwick
Downloads 44 (505,397)
Citation 2

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

8.

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, University of Warwick and Bank of England
Downloads 40 (523,868)
Citation 4

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Nowcasting, data revisions, dynamic factor model

9.

The Transmission Mechanism in a Changing World

Number of pages: 41 Posted: 26 Sep 2003
University of Manchester - Institute for Political & Economic Governance (IPEG), University of Warwick and Bocconi University - Department of Economics
Downloads 16 (671,200)
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Transmission mechanism, shocks, cycles, Europe, impulse response, non-linear VAR

10.

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
University of Warwick and Bocconi University - Department of Economics
Downloads 3 (772,620)
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great moderation, impulse responses, monetary policy, time-varying models

11.

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
University of Warwick and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 0 (810,247)
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data revision, macroeconomic data uncertainty, Randomized experiments, uncertainty communication

12.

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
University of Warwick

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Forecasting, inflation, Central Bank, Brazil

Other Papers (1)

Total Downloads: 173
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 University of Warwick
Downloads 173

Abstract:

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Data frequency, multiple predictors, combination, real time forecasting