Professor Ana Galvao
Professor of Economic Modelling and Forecasting
Research Interests
Ana Galvão research interests are on empirical macroeconomics, forecasting, and nonlinear time series models. Her research has been widely published in leading academic journals such as the Journal of Econometrics, the Journal of Business and Economics Statistics, the Journal of Money, Credit and Banking, the Journal of Applied Econometrics, the European Economic Review and the International Journal of Forecasting.
Personal Website: https://sites.google.com/site/anabgalvao/
Teaching in 2020-2021
Evening Executive MBA (London)
- IB93RN: Economics of the Business Environment
Executive MBA
- IB93R0: Economics of the Business Environment
MSc Business
- IB9150: Forecasting for Decision Makers
MSc Central Banking and Financial Regulation
- IB9L1L: Dissertation
Postgraduate Research Business and Management
- IB9DU0: Applied Multiple Regression Analysis
Finance Group, Macroeconomic Policy and Forecasting Network
Email: Ana.Galvao@wbs.ac.uk / Tel: 024 765 28202 / Room: 1.221
Biography
Ana Beatriz Galvão is Professor of Economic Modelling and Forecasting at Warwick Business School, University of Warwick. She is the coordinator of the Macroeconomic Policy and Forecasting Network at WBS. She joined Warwick in 2013 from the School of Economics and Finance of Queen Mary, University of London.
Ana is a CEPR Research Fellow in the Monetary Economics and Fluctuations Programme. She serves as Associate Editor of the International Journal of Forecasting and the Journal of Applied Econometrics. She is an economic fellow of the Office of National Statistics. She was recently (2020) elected fellow of the International Association for Applied Econometrics.
Her recent research on economic forecasting and macroeconomic uncertainty has been funded by the ESRC (2013-2015) and the ONS via Economic Statistic Centre for Excellence (2017-2020).
She currently teaches postgraduate courses in business forecasting and quantitative methods with emphases in applications and decision making. Her past PhD students have been placed in tenure-track jobs in academia and policy institutions.
Publications
Journal Articles
- Clements, M. P. and Galvão, A. B. (2021) "Measuring the effects of expectations shocks", Journal of Economic Dynamics and Control, 124, 104075
- Cascaldi-Garcia, D. and Galvao, A. B. (2021) "News and uncertainty shocks", Journal of Money Credit and Banking
- Galvão, A. B., Garratt, A. and Mitchell, J. (2021) "Does judgment improve macroeconomic density forecasts?", International Journal of Forecasting
- Anesti, N., Galvão, A. B. and Miranda-Agrippino, S. (2020) "Uncertain Kingdom : nowcasting GDP and its revisions", Journal of Applied Econometrics
- Bles, A. M. v. d., Linden, S. v. d., Freeman, A. L. J., Mitchell, J., Galvão, A. B., Zaval, L. and Spiegelhalter, D. (2019) "Communicating uncertainty about facts, numbers, and science", Royal Society Open Science , 6, 5, 181870
- Carriero, A., Galvão, A. B. and Kapetanios, G. (2019) "A comprehensive evaluation of macroeconomic forecasting methods ", International Journal of Forecasting, 35, 4, 1226-1239
- Galvão, A. B. and Owyang, M. T. (2018) "Financial stress regimes and the macroeconomy", Journal of Money, Credit and Banking, 50, 7, 1479-1505
- Ana Galvao (2017) "Data revisions and DSGE models", Journal of Econometrics, 196, 1, 2015-232
- Clements, M. P. and Galvão, A. B. (2017) "Model and survey estimates of the term structure of US macroeconomic uncertainty", International Journal of Forecasting, 33, 3, 591-604
- Galvão, A. B., Giraitis, L., Kapetanios, G. and Petrova, K. (2016) "A time varying DSGE model with financial frictions", Journal of Empirical Finance, 38, Part B, 690-716
- Clements, M. P. and Galvão, A. B. (2015) "Predicting early data revisions to US GDP and the effects of releases on equity markets", Journal of Business & Economic Statistics , 35, 3, 389-406
- Carriero, A., Clements, M. P. and Galvão, A. B. (2014) "Forecasting with Bayesian multivariate vintage-based VARs", International Journal of Forecasting, 31, 3, 757-768
- Galvão, A. B. and Marcellino, M. (2014) "The effects of the monetary policy stance on the transmission mechanism", Studies in Nonlinear Dynamics & Econometrics, 18, 3
- Clements, M. P. and Galvão, A. B. (2013) "Forecasting with vector autoregressive models of data vintages : US output growth and inflation", International Journal of Forecasting, 29, 4, 698-714
- Ana Galvao (2013) "Changes in predictive ability with mixed frequency data", International Journal of Forecasting, 29, 3, 395-410
- Galvão, A. B. and Costa, S. (2013) "Does the euro area forward rate provide accurate forecasts of the short rate?", International Journal of Forecasting, 29, 1, 131-141
- Clements, M. P. and Galvão, A. B. (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, 458-477
- Clements, M. P. and Galvão, A. B. (2012) "Improving real-time estimates of output and inflation gaps with multiple-vintage models", Journal of Business & Economic Statistics , Volume 30, Number 4, 554-562
- Clements, M. P. and Galvão, A. B. (2010) "First announcements and real economic activity", European Economic Review , Vol.54, No.6, 803-817
- Clements, M. P. and Galvão, A. B. (2009) "Forecasting US output growth using leading indicators : an appraisal using MIDAS models", Journal of Applied Econometrics, 24, 7, 1187-1206
- Clements, M. P., Galvão, A. B. and Kim, J. H. (2008) "Quantile forecasts of daily exchange rate returns from forecasts of realized volatility", Journal of Empirical Finance, 15, 4, 729-750
- Clements, M. P. and Galvão, A. B. (2008) "Macroeconomic Forecasting With Mixed-Frequency Data: Forecasting Output Growth in the United States", Journal of Business and Economic Statistics, Vol.26, No.4, 546-554
- Artis, M., Galvão, A. B. and Marcellino, M. (2007) "The transmission mechanism in a changing world", Journal of Applied Econometrics, 22, 1, 39-61
- Ana Galvao (2006) "Structural break threshold VARs for predicting US recessions using the spread", Journal of Applied Econometrics, 21, 4, 463-487
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