2022

Anesti, N., Galvão, A. B. and Miranda-Agrippino, S. (2022) "Uncertain Kingdom: nowcasting GDP and its revisions", Journal of Applied Econometrics, 37: 42-62.

Garratt, A. and Petrella, I. (2022) "Commodity prices and inflation risk", Journal of Applied Econometrics, forthcoming.

Garratt, A., Henkel, T. and Vahey, S. (2022). Empirically-transformed Linear Opinion Pools. International Journal of Forecasting. Forthcoming.

2021

Antolin-Diaz, J., Petrella, I. and Rubio-Ramirez, J. (2021) "Structural scenario analysis with SVARs", Journal of Monetary Economics, 117: 798-815.

Delle Monache, D., Venditti, F. and Petrella, I. (2021) "Price dividend ratio and long-run stock returns: a score driven state space model", Journal of Business and Economic Statistics, 39: 1054-1065.

Cascaldi-Garcia, D. and Galvão ,A. B. (2021) "News and uncertainty shocks", Journal of Money Credit and Banking, 53: 779-811.

Galvão, A. B., Garratt, A. and Mitchell, J. (2021) “How and when does judgment improve the accuracy of macroeconomic forecasts?” International Journal of Forecasting, 37, 3, 1247-1260

Clements, M. P. and Galvão, A. B. (2021) "Measuring the effects of expectations shocks", Journal of Economic Dynamics and Control, 124, 104075

2020

Jensen, H., Petrella, I., Ravn, S. H. and Santoro, E. (2020) "Leverage and deepening business cycle skewness", American Economic Journal: Macroeconomics, 12, 1, 245-281

2019

Garratt, A., Vahey, S. P. and Zhang, Y. (2019) "Real-time forecast combinations for the oil price", Journal of Applied Econometrics, 34, 3, 456-462

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

Lubello, F., Petrella, I. and Santoro, E. (2019) "Bank assets, liquidity and credit cycles", Journal of Economic Dynamics and Control, 105, 265-282

Petrella, I., Rossi, R. and Santoro, E. (2019) "Monetary policy with sectoral trade-offs", The Scandinavian Journal of Economics, 121, 1, 55-88

Delle Monache, D. and Petrella, I. (2019) "Efficient matrix approach for classical inference in state space models", Economics Letters, 181, 22-27

2018

Galvão, A. B. and Owyang, M. T. (2018) "Financial stress regimes and the macroeconomy", Journal of Money, Credit and Banking, 50, 7, 1479-1505

Hevia, C., Petrella, I. and Sola, M. (2018) "Risk premia and seasonality in commodity futures", Journal of Applied Econometrics. 33: 853-873.

Distante, R., Petrella, I. and Santoro, E. (2018) "Gibrat's Law and quantile regressions : an application to firm growth", Economics Letters, 164, 5-9

Garratt, A., Lee, K. and Shields, K. K. (2018) "The role of uncertainty, sentiment and cross-country interactions in G7 output dynamics", Canadian Journal of Economics, 51, 2, 391-418

2017

Galvão, Ana (2017) "Data revisions and DSGE models", Journal of Econometrics, 196, 1, 2015-232

Antolin-Diaz, J., Drechsel, T. and Petrella, I. (2017) "Tracking the slowdown in long-run GDP growth", Review of Economics and Statistics, 99, 2, 343-356