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~person:"Galvão, Ana Beatriz C."
~subject:"Business cycle"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Galvão, Ana Beatriz C.
Gupta, Rangan
63
Baghestani, Hamid
28
Diebold, Francis X.
18
Pierdzioch, Christian
16
Wohar, Mark E.
15
Stekler, Herman O.
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1
Structural break threshold VARs for predicting US recessions using the spread
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
21
(
2006
)
4
,
pp. 463-487
Persistent link: https://www.econbiz.de/10003338656
Saved in:
2
Can non-linear time series models generate US business cycle asymmetric shape?
Galvão, Ana Beatriz C.
- In:
Economics letters
77
(
2002
)
2
,
pp. 187-194
Persistent link: https://www.econbiz.de/10001705558
Saved in:
3
A comparison of tests on nonlinear cointegration with application to the predictability of US interest rates using the term structure
Clemens, Michael P.
;
Galvão, Ana Beatriz C.
- In:
International journal of forecasting
20
(
2004
)
2
,
pp. 219-236
Persistent link: https://www.econbiz.de/10002033366
Saved in:
4
Forecasting with vector autoregressive models of data vintages : US output growth and inflation
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 698-714
Persistent link: https://www.econbiz.de/10010221301
Saved in:
5
Model and survey estimates of the term structure of US macroeconomic uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 591-604
Persistent link: https://www.econbiz.de/10011746192
Saved in:
6
Predicting early data revisions to U.S. GDP and the effects of releases on equity markets
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
3
,
pp. 389-406
Persistent link: https://www.econbiz.de/10011705949
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