Room number: W315
Tel: +44 20 7882 8825
Fax: +44 20 8983 3580
Office hours: Tuesday 11:00-12:00, Friday 11:00-12:00
Research keywords: Applied Macroeconomics and Forecasting
Ana's research interests are macroeconometrics and forecasting. She has worked on applications of non-linear time series models to macroeconomic and financial time series, and on extensions of models with mixed data frequencies for forecasting macroeconomic variables. She is currently working on the impact of data revisions in forecasting macroeconomic aggregates.
- Galvao, A. "Improving real-time estimates of output and inflation gaps with multiple-vintage VAR models” with M. Clements. (2012) Journal of Business and Economic Statistics.Forthcoming
- Galvao, A.“Real-time Forecasting of Inflation and Output Growth with Autoregressive Models in the Presence of Data Revisions” with M. Clements. (2012) Journal of Applied Econometrics. Forthcoming.
- Galvao, A. "Forecasting with Vector Autoregressive Models of Data Vintages: US output Growth and Inflation” with M. Clements. (2012). International Journal of Forecasting. Forthcoming
- Galvao, A.“First Announcements and Real Economic Activity” with M. Clements. (2010) European Economic Review. 54:803-817.
- Galvao, A.“Forecasting US output growth using Leading Indicators: An appraisal using MIDAS models” with M. Clements. (2009). Journal of Applied Econometrics. 24: 1187-1206.
- Galvao, A., "Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth" (with M. Clements) (2008) Journal of Business and Economic Statistics.26: 546-554.
- Galvao, A., "Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility" (with M. Clements and J. H. Kim) (2008) Journal of Empirical Finance. 15: 729-750.
- Galvao, A., "The transmission mechanism in a changing world" (with M. Artis and M. Marcellino) (2007) Journal of Applied Econometrics. 22: 39-61.
- Galvao, A., "Structural Break Threshold VARs for predicting the probability of US recessions using the spread" (2006) Journal of Applied Econometrics. 21: 463-487.
- Galvao, A. "A comparison of tests of non-linear cointegration with an application to the predictability of US interest rates using the term structure", (with M. P. Clements) (2004) International Journal of Forecasting: 20: 219-236.
- Galvao, A. , "Testing the expectation theory of the term structure of interest rates in threshold models" (with M. Clements) (2003) Macroeconomic Dynamics. 7: 567-85.