A. Galvão

Economics and Econometrics · with Clements · 2008–2019

A researcher in the Science corpus: 3 papers; trusts 27 researchers and is trusted by 20 researchers here, as inferred from the citation graph.

Subfields

Whom A. Galvão trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Ken West
  2. Athanasios Orphanides
  3. Halbert White
  4. Eric Ghysels
  5. Torben G. Andersen
  6. Todd E. Clark
  7. Michael P. Clements
  8. Ole E. Barndorff-Nielsen
  9. D. Croushore
  10. P. R. Hansen

Who trusts A. Galvão overall

  1. Massimiliano Marcellino
  2. Claudia Foroni
  3. Pierre Guérin
  4. Yoshimasa Uematsu
  5. Yue‐Jun Zhang
  6. M. Nieto
  7. Filip Žikeš
  8. Michelle T. Armesto
  9. Pilar Abad
  10. Jin-li Wang

Papers from A. Galvão's perspective

Ordered by how strongly the researchers A. Galvão trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Separating Microstructure Noise from Volatility
  2. Asymptotic Inference about Predictive Ability
  3. A Reality Check for Data Snooping
  4. Realized Variance and Market Microstructure Noise
  5. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  6. Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns
  7. A real-time data set for macroeconomists
  8. Real-Time Forecasting of GDP Based on a Large Factor Model with Monthly and Quarterly Data (Social Science Research Network)
  9. Monetary policy rules based on real-time data
  10. Evaluating Direct Multistep Forecasts

Their papers