2023

Aragón, Edilean Kleber da Silva Bejarano and Galvão, Ana Beatriz (2023) Shock-based inference on the Phillips curve with the cost channel. Economic Modelling, 126 . 106419. doi:10.1016/j.econmod.2023.106419 ISSN 0264-9993.

Galvão, Ana Beatriz and Mitchell, James (2023) Real‐time perceptions of historical GDP data uncertainty. Oxford Bulletin of Economics and Statistics, 85 (3). pp. 457-481. doi:10.1111/obes.12542 ISSN 0305-9049.

Clements, Michael P. and Galvão, Ana B. (2023) Density forecasting with BVAR models under macroeconomic data uncertainty. Journal of Applied Econometrics . doi:10.1002/jae.2944 ISSN 0883-7252. (In Press)

2022

Galvão, Ana Beatriz and Owyang, Michael (2022) Forecasting low frequency macroeconomic events with high frequency data. Journal of Applied Econometrics, 37 (7). pp. 1314-1333. doi:10.1002/jae.2931 ISSN 0883-7252.

Anesti, Nikoleta, Galvão, Ana Beatriz and Miranda-Agrippino, Silvia (2022) Uncertain Kingdom : nowcasting GDP and its revisions. Journal of Applied Econometrics, 37 (1). pp. 42-62. doi:10.1002/jae.2845 ISSN 0883-7252.

2021

Galvão, Ana Beatriz, Garratt, Anthony and Mitchell, James (2021) Does judgment improve macroeconomic density forecasts? International Journal of Forecasting, 37 (3). pp. 1247-1260. doi:10.1016/j.ijforecast.2021.02.007 ISSN 0169-2070.

Cascaldi-Garcia, Danilo and Galvao, Ana Beatriz (2021) News and uncertainty shocks. Journal of Money Credit and Banking, 53 (4). pp. 779-811. doi:10.1111/jmcb.12727 ISSN 0022-2879.

Clements, Michael P. and Galvão, Ana Beatriz (2021) Measuring the effects of expectations shocks. Journal of Economic Dynamics and Control, 124 . 104075. doi:10.1016/j.jedc.2021.104075 ISSN 0165-1889.

2019

Carriero, Andrea, Galvão, Ana Beatriz and Kapetanios, George (2019) A comprehensive evaluation of macroeconomic forecasting methods. International Journal of Forecasting, 35 (4). pp. 1226-1239. doi:10.1016/j.ijforecast.2019.02.007 ISSN 0169-2070.

Bles, Anne Marthe van der, Linden, Sander van der, Freeman, Alexandra L. J., Mitchell, James, Galvão, Ana Beatriz, Zaval, Lisa and Spiegelhalter, David (2019) Communicating uncertainty about facts, numbers, and science. Royal Society Open Science , 6 (5). 181870. doi:10.1098/rsos.181870 ISSN 2054-5703.

2018

Galvão, Ana Beatriz and Owyang, Michael T. (2018) Financial stress regimes and the macroeconomy. Journal of Money, Credit and Banking, 50 (7). pp. 1479-1505. doi:10.1111/jmcb.12491 ISSN 0022-2879.

2017

Clements, Michael P. and Galvão, Ana Beatriz (2017) Model and survey estimates of the term structure of US macroeconomic uncertainty. International Journal of Forecasting, 33 (3). pp. 591-604. doi:10.1016/j.ijforecast.2017.01.004 ISSN 0169-2070.

Galvão, Ana Beatriz (2017) Data revisions and DSGE models. Journal of Econometrics, 196 (1). pp. 2015-232. doi:10.1016/j.jeconom.2016.09.006 ISSN 0304-4076.

2016

Galvão, Ana Beatriz, Giraitis, Liudas, Kapetanios, George and Petrova, Katerina (2016) A time varying DSGE model with financial frictions. Journal of Empirical Finance, 38 (Part B). pp. 690-716. doi:10.1016/j.jempfin.2016.02.012 ISSN 0927-5398.

2015

Clements, Michael P. and Galvão, Ana Beatriz (2015) Predicting early data revisions to US GDP and the effects of releases on equity markets. Journal of Business & Economic Statistics , 35 (3). pp. 389-406. doi:10.1080/07350015.2015.1076726 ISSN 0735-0015.

2014

Carriero, Andrea, Clements, Michael P. and Galvão, Ana Beatriz (2014) Forecasting with Bayesian multivariate vintage-based VARs. International Journal of Forecasting, 31 (3). pp. 757-768. doi:10.1016/j.ijforecast.2014.05.007 ISSN 0169-2070.

Galvão, Ana Beatriz and Marcellino, Massimiliano (2014) The effects of the monetary policy stance on the transmission mechanism. Studies in Nonlinear Dynamics & Econometrics, 18 (3). doi:10.1515/snde-2012-0027 ISSN 1081-1826.

2013

Clements, Michael P. and Galvão, Ana Beatriz (2013) Forecasting with vector autoregressive models of data vintages : US output growth and inflation. International Journal of Forecasting, 29 (4). pp. 698-714. doi:10.1016/j.ijforecast.2011.09.003 ISSN 0169-2070.

Galvão, Ana Beatriz (2013) Changes in predictive ability with mixed frequency data. International Journal of Forecasting, 29 (3). pp. 395-410. doi:10.1016/j.ijforecast.2012.10.006 ISSN 0169-2070.

Galvão, Ana Beatriz and Costa, Sonia (2013) Does the euro area forward rate provide accurate forecasts of the short rate? International Journal of Forecasting, 29 (1). pp. 131-141. doi:10.1016/j.ijforecast.2012.07.003 ISSN 0169-2070.

2012

Clements, Michael P. and Galvão, Ana Beatriz (2012) Real-time forecasting of inflation and output growth with autoregressive models in the presence of data revisions. Journal of Applied Econometrics, Volume 28 (Number 3). pp. 458-477. doi:10.1002/jae.2274 ISSN 0883-7252.

Clements, Michael P. and Galvão, Ana Beatriz (2012) Improving real-time estimates of output and inflation gaps with multiple-vintage models. Journal of Business & Economic Statistics , Volume 30 (Number 4). pp. 554-562. doi:10.1080/07350015.2012.707588 ISSN 0735-0015.

2011

Clements, Michael P. and Galvão, Ana Beatriz (2011) Improving real-time estimates of output gaps and inflation trends with multiple-vintage models. Working Paper. London: Queen Mary University. Queen Mary University Working Papers (No.678). (Unpublished)

2010

Clements, Michael P. and Galvão, Ana Beatriz (2010) First announcements and real economic activity. European Economic Review , Vol.54 (No.6). pp. 803-817. doi:10.1016/j.euroecorev.2009.12.010 ISSN 0014-2921.

Clements, Michael P. and Galvão, Ana Beatriz (2010) Real-time forecasting of inflation and output growth in the presence of data revisions. Working Paper. Coventry: University of Warwick. Dept. of Economics. Warwick economics research paper series (TWERPS), Vol.2010 (No.953).

2009

Clements, Michael P. and Galvão, Ana Beatriz (2009) Forecasting US output growth using leading indicators : an appraisal using MIDAS models. Journal of Applied Econometrics, 24 (7). pp. 1187-1206. doi:10.1002/jae.1075 ISSN 0883-7252.

2008

Clements, Michael P. and Galvão, Ana Beatriz (2008) Macroeconomic Forecasting With Mixed-Frequency Data: Forecasting Output Growth in the United States. Journal of Business and Economic Statistics, Vol.26 (No.4). pp. 546-554. doi:10.1198/073500108000000015 ISSN 0735-0015.

Clements, Michael P., Galvão, Ana Beatriz and Kim, Jae H. (2008) Quantile forecasts of daily exchange rate returns from forecasts of realized volatility. Journal of Empirical Finance, 15 (4). pp. 729-750. doi:10.1016/j.jempfin.2007.12.001 ISSN 0927-5398.

2007

Artis, Michael, Galvão, Ana Beatriz and Marcellino, Massimiliano (2007) The transmission mechanism in a changing world. Journal of Applied Econometrics, 22 (1). pp. 39-61. doi:10.1002/jae.923 ISSN 0883-7252.

2006

Galvão, Ana Beatriz (2006) Structural break threshold VARs for predicting US recessions using the spread. Journal of Applied Econometrics, 21 (4). pp. 463-487. doi:10.1002/jae.840 ISSN 0883-7252.

2005

Clements, Michael P., Galvão, Ana Beatriz and Kim, Jae H. (2005) Interval forecasting of daily exchange rate returns using realised volatility. In: International Conference on Computational Methods in Sciences and Engineering (ICCMSE 2005), Corinth, GREECE, OCT 21-26, 2005. Published in: Advances in Computational Methods in Sciences and Engineering 2005, Vols 4 A & 4 B, 4A-4B pp. 1285-1288. ISBN 90-6764-443-9. ISSN 1573-4196.

2001

Galvão, Ana Beatriz (2001) Non-linearities in macroeconomics : evaluation of non-linear time series models. PhD thesis, University of Warwick.