| Macroeconomic Forecasting With Mixed-Frequency Data MP Clements, AB Galvão Journal of Business and Economic Statistics 26 (4), 546-554, 2008 | 608 | 2008 |
| Communicating uncertainty about facts, numbers and science AM Van Der Bles, S Van Der Linden, ALJ Freeman, J Mitchell, AB Galvao, ... Royal Society open science 6 (5), 181870, 2019 | 420 | 2019 |
| Forecasting US output growth using Leading Indicators: An appraisal using MIDAS models MP Clements, AB Galvão Journal of Applied Econometrics 24 (7), 1187-1206, 2009 | 317 | 2009 |
| Quantile forecasts of daily exchange rate returns from forecasts of realized volatility MP Clements, AB Galvão, JH Kim Journal of Empirical Finance 15 (4), 729-750, 2008 | 174 | 2008 |
| Real-time Forecasting of Inflation and Output Growth with Autoregressive Models in the Presence of Data Revisions MP Clements, AB Galvão | 97* | 2011 |
| Changes in predictive ability with mixed frequency data AB Galvão International Journal of Forecasting 29 (3), 395-410, 2013 | 91 | 2013 |
| The transmission mechanism in a changing world M Artis, AB Galvão, M Marcellino Journal of Applied Econometrics 22 (1), 39-61, 2007 | 87* | 2007 |
| Structural break threshold VARs for predicting US recessions using the spread ABC Galvão Journal of Applied Econometrics 21 (4), 463-487, 2006 | 86 | 2006 |
| A comprehensive evaluation of macroeconomic forecasting methods A Carriero, AB Galvao, G Kapetanios International Journal of Forecasting 35 (4), 1226-1239, 2019 | 73 | 2019 |
| News and uncertainty shocks D Cascaldi‐Garcia, AB Galvao Journal of Money, Credit and Banking 53 (4), 779-811, 2021 | 57 | 2021 |
| A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure MP Clements, AB Galvão International Journal of Forecasting 20 (2), 219-236, 2004 | 56 | 2004 |
| Forecasting with vector autoregressive models of data vintages: US output growth and inflation MP Clements, AB Galvão International Journal of Forecasting 29 (4), 698-714, 2013 | 48 | 2013 |
| Financial stress regimes and the macroeconomy AB Galvão, MT Owyang Journal of Money, Credit and Banking 50 (7), 1479-1505, 2018 | 44 | 2018 |
| Improving real-time estimates of output and inflation gaps with multiple-vintage models MP Clements, AB Galvão Journal of Business & Economic Statistics 30 (4), 554-562, 2012 | 43 | 2012 |
| Model and survey estimates of the term structure of US macroeconomic uncertainty MP Clements, AB Galvão International Journal of Forecasting 33 (3), 591-604, 2017 | 40 | 2017 |
| Can non-linear time series models generate US business cycle asymmetric shape? ABC Galvão Economics Letters 77 (2), 187-194, 2002 | 36 | 2002 |
| A time varying DSGE model with financial frictions AB Galvão, L Giraitis, G Kapetanios, K Petrova Journal of Empirical Finance 38, 690-716, 2016 | 34 | 2016 |
| Testing the expectations theory of the term structure of interest rates in threshold models MP Clements, ANABC GALVao Macroeconomic Dynamics 7 (4), 567-585, 2003 | 32 | 2003 |
| Volatilidade e causalidade: evidências para o mercado à vista e futuro de índice de ações no Brasil ABC Galvão, MS Portugal, EP Ribeiro Revista Brasileira de Economia 54, 37-56, 2000 | 31 | 2000 |
| Uncertain Kingdom: nowcasting GDP and its revisions N Anesti, AB Galvão, S Miranda-Agrippino Bank of England Working Paper, 2018 | 30* | 2018 |
Michael P. ClementsProfessor of Econometrics, Reading UniversityEmail verificata su reading.ac.uk
