Concepedia

Ana Beatriz Galvão

AB

33

Publications

1.6K

Citations

20

H-Index

2002

Active since

Affiliations

University of Warwick(Current)

Queen Mary University of London

University of Reading

Instituto Brasileiro de Mercado de Capitais

Ana Beatriz Galvão is an author at University of Warwick specializing in business, economics, and macroeconomics.

Top concepts

BusinessEconomicsMacroeconomicsEconometricsEconomic AnalysisFinanceStatisticsForecastingEngineeringPredictive Analytics

Publications per year

2002–2021

33

Publications

33

Macroeconomic Forecasting With Mixed-Frequency Data

Michael P. Clements, Ana Beatriz Galvão · Journal of Business and Economic Statistics · 2008 · 388 citations

Forecasting Methodology, Engineering, Macroeconomic Forecasting +17

Forecasting US output growth using leading indicators: an appraisal using MIDAS models

Michael P. Clements, Ana Beatriz Galvão · Journal of Applied Econometrics · 2009 · 236 citations

Forecasting Methodology, Midas Models, Engineering +22

Quantile forecasts of daily exchange rate returns from forecasts of realized volatility

Michael P. Clements, Ana Beatriz Galvão, Jae H. Kim · Journal of Empirical Finance · 2007 · 133 citations

Forecasting Methodology, Volatility Modeling, Multivariate Stochastic Volatility +12

Changes in predictive ability with mixed frequency data

Ana Beatriz Galvão · International Journal of Forecasting · 2013 · 63 citations

Data Set, Group Frequency, Mixed Frequency Data +2

Structural break threshold VARs for predicting US recessions using the spread

Ana Beatriz Galvão · Journal of Applied Econometrics · 2006 · 63 citations

Term Structure Model, Macroeconomic Forecasting, Economic Fluctuation +20

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