Details about António Rua

Access statistics for papers by António Rua.

Last updated 2013-04-19. Update your information in the RePEc Author Service.

Short-id: pru99

Working Papers

2013

1. Is there a role for domestic demand pressure on export performance?
   Working Papers, Banco de Portugal, Economics and Research Department

2012

2. A wavelet-based assessment of market risk: The emerging markets case
   Working Papers, Banco de Portugal, Economics and Research Department
   See also Journal Article in The Quarterly Review of Economics and Finance (2012)
3. Asset pricing with a bank risk factor
   Working Papers, Banco de Portugal, Economics and Research Department
4. Cohesion within the euro area and the U. S.: a wavelet-based view
   Working Papers, Banco de Portugal, Economics and Research Department View citations (1)

2011

5. Money growth and inflation in the euro area: a time-frequency view
   Working Papers, Banco de Portugal, Economics and Research Department
   See also Journal Article in Oxford Bulletin of Economics and Statistics (2012)

2010

6. A Wavelet Approach for Factor-Augmented Forecasting
   Working Papers, Banco de Portugal, Economics and Research Department
   See also Journal Article in Journal of Forecasting (2011)
7. Extremal Dependence in International Output Growth: Tales from the Tails
   Working Papers, Banco de Portugal, Economics and Research Department
8. Measuring comovement in the time-frequency space
   Working Papers, Banco de Portugal, Economics and Research Department View citations (7)
   See also Journal Article in Journal of Macroeconomics (2010)
9. Nonstationary Extremes and the US Business Cycle
   Working Papers, Banco de Portugal, Economics and Research Department
10. Tracking the US Business Cycle With a Singular Spectrum Analysis
    Working Papers, Banco de Portugal, Economics and Research Department
    See also Journal Article in Economics Letters (2012)

2009

11. Dynamic factor models with jagged edge panel data: Taking on board the dynamics of the idiosyncratic components
    Working Papers, Banco de Portugal, Economics and Research Department
12. International comovement of stock market returns: a wavelet analysis
    Working Papers, Banco de Portugal, Economics and Research Department View citations (16)
    See also Journal Article in Journal of Empirical Finance (2009)

2008

13. Determining the number of factors in approximate factor models with global and group-specific factors
    Working Papers, Banco de Portugal, Economics and Research Department
14. Forecasting Using Targeted Diffusion Indexes
    Working Papers, Banco de Portugal, Economics and Research Department View citations (1)
    See also Journal Article in Journal of Forecasting (2010)
15. Inflation expectations in the euro area: Are consumers rational?
    Working Papers, Banco de Portugal, Economics and Research Department View citations (4)
    See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2010)
16. Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise
    Bank of Lithuania Working Paper Series, Bank of Lithuania View citations (1)
    Also in Occasional Paper Series, European Central Bank (2008) View citations (23)
    Working papers, Banque de France (2008) View citations (26)
    Working Paper Research, National Bank of Belgium (2008) View citations (9)

2007

17. Inflation (mis)perceptions in the euro area
    Working Papers, Banco de Portugal, Economics and Research Department
    See also Journal Article in Empirical Economics (2010)

2006

18. An input-output analysis: linkages vs leakages
    Working Papers, Banco de Portugal, Economics and Research Department View citations (1)

2005

19. Forecasting Inflation Through a Bottom-Up Approach: The Portuguese Case
    Working Papers, Banco de Portugal, Economics and Research Department View citations (1)

2003

20. Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach
    Working Papers, Banco de Portugal, Economics and Research Department View citations (2)
    See also Journal Article in International Journal of Forecasting (2005)
21. Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area
    Working Papers, Banco de Portugal, Economics and Research Department View citations (2)

Journal Articles

2012

1. A wavelet-based assessment of market risk: The emerging markets case
   The Quarterly Review of Economics and Finance, 2012, 52, (1), 84-92 View citations (1)
   See also Working Paper (2012)
2. Money Growth and Inflation in the Euro Area: A Time-Frequency View
   Oxford Bulletin of Economics and Statistics, 2012, 74, (6), 875-885
   See also Working Paper (2011)
3. Short-term forecasting for the portuguese economy: a methodological overview
   Economic Bulletin and Financial Stability Report Articles, 2012
4. Tracking the US business cycle with a singular spectrum analysis
   Economics Letters, 2012, 114, (1), 32-35
   See also Working Paper (2010)
5. Wavelets in economics
   Economic Bulletin and Financial Stability Report Articles, 2012

2011

6. A wavelet approach for factor‐augmented forecasting
   Journal of Forecasting, 2011, 30, (7), 666-678 View citations (1)
   See also Working Paper (2010)
7. The Quarterly National Accounts in real-time: an analysis of the revisions over the last decade
   Economic Bulletin and Financial Stability Report Articles, 2011 View citations (1)

2010

8. Forecasting using targeted diffusion indexes
   Journal of Forecasting, 2010, 29, (3), 341-352 View citations (1)
   See also Working Paper (2008)
9. Inflation (mis)perceptions in the euro area
   Empirical Economics, 2010, 39, (2), 353-369 View citations (4)
   See also Working Paper (2007)
10. Inflation expectations in the euro area: are consumers rational?
    Review of World Economics (Weltwirtschaftliches Archiv), 2010, 146, (3), 591-607
    See also Working Paper (2008)
11. Measuring comovement in the time-frequency space
    Journal of Macroeconomics, 2010, 32, (2), 685-691 View citations (7)
    See also Working Paper (2010)

2009

12. An Input-Output Analysis: Linkages versus Leakages
    International Economic Journal, 2009, 23, (4), 527-544
13. Inflation Perceptions and Expectations in the Euro Area and Portugal
    Economic Bulletin and Financial Stability Report Articles, 2009
14. International comovement of stock market returns: A wavelet analysis
    Journal of Empirical Finance, 2009, 16, (4), 632-639 View citations (19)
    See also Working Paper (2009)
15. Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise
    Journal of Forecasting, 2009, 28, (7), 595-611 View citations (10)

2007

16. Forecasting inflation through a bottom-up approach: How bottom is bottom?
    Economic Modelling, 2007, 24, (6), 941-953 View citations (8)

2006

17. Tracking the Business Cycle of the Euro Area: A Multivariate Model-Based Bandpass Filter
    Journal of Business & Economic Statistics, 2006, 24, 278-290 View citations (10)

2005

18. A new coincident indicator for the Portuguese private consumption
    Economic Bulletin and Financial Stability Report Articles, 2005
19. Coincident and leading indicators for the euro area: A frequency band approach
    International Journal of Forecasting, 2005, 21, (3), 503-523 View citations (5)
    See also Working Paper (2003)

2004

20. A New Coincident Indicator for the Portuguese Economy
    Economic Bulletin and Financial Stability Report Articles, 2004

2002

21. Composite Indicators for the Euro Area Economic Activity
    Economic Bulletin and Financial Stability Report Articles, 2002