Details about António Rua

Access statistics for papers by António Rua.

Last updated 2020-06-23. Update your information in the RePEc Author Service.

Short-id: pru99

Working Papers

2019

1. Modelling the Demand for Euro Banknotes
   Working Papers, Banco de Portugal, Economics and Research Department View citations (1)
2. Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis
   Working Papers, Banco de Portugal, Economics and Research Department View citations (2)

2018

3. Does domestic demand matter for firms’ exports?
   NIPE Working Papers, NIPE - Universidade do Minho View citations (2)
   Also in Working Papers, Banco de Portugal, Economics and Research Department (2018) View citations (1)
4. Zooming the Ins and Outs of the U.S. Unemployment with a Wavelet Lens
   IZA Discussion Papers, Institute of Labor Economics (IZA)

2017

5. Modelling currency demand in a small open economy within a monetary union
   Working Papers, Banco de Portugal, Economics and Research Department
   See also Journal Article in Economic Modelling (2018)
6. Zooming the Ins and Outs of the U.S. Unemployment
   Working Papers, Banco de Portugal, Economics and Research Department

2016

7. A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data
   Working Papers, Banco de Portugal, Economics and Research Department View citations (1)
8. A wavelet-based multivariate multiscale approach for forecasting
   Working Papers, Banco de Portugal, Economics and Research Department
   See also Journal Article in International Journal of Forecasting (2017)
9. Market integration and the persistence of electricity prices
   Working Papers, Banco de Portugal, Economics and Research Department
   See also Journal Article in Empirical Economics (2019)

2015

10. Exports and domestic demand pressure: a dynamic panel data model for the euro area countries
    Working Paper Series, European Central Bank View citations (6)
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2014) View citations (3)
    VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association (2015) View citations (3)
    See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2016)

2014

11. Real-time nowcasting the US output gap: Singular spectrum analysis at work
    Working Papers, Banco de Portugal, Economics and Research Department
    See also Journal Article in International Journal of Forecasting (2017)

2013

12. Is there a role for domestic demand pressure on export performance?
    Working Papers, Banco de Portugal, Economics and Research Department View citations (17)
    Also in Working Paper Series, European Central Bank (2013) View citations (26)
    See also Journal Article in Empirical Economics (2015)

2012

13. A wavelet-based assessment of market risk: The emerging markets case
    Working Papers, Banco de Portugal, Economics and Research Department View citations (34)
    See also Journal Article in The Quarterly Review of Economics and Finance (2012)
14. Asset pricing with a bank risk factor
    Working Papers, Banco de Portugal, Economics and Research Department
    See also Journal Article in Journal of Money, Credit and Banking (2018)
15. Cohesion within the euro area and the U. S.: a wavelet-based view
    Working Papers, Banco de Portugal, Economics and Research Department View citations (4)
    See also Journal Article in OECD Journal: Journal of Business Cycle Measurement and Analysis (2015)

2011

16. 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

17. 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)
18. Extremal Dependence in International Output Growth: Tales from the Tails
    Working Papers, Banco de Portugal, Economics and Research Department View citations (1)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2014)
19. Measuring comovement in the time-frequency space
    Working Papers, Banco de Portugal, Economics and Research Department View citations (90)
    See also Journal Article in Journal of Macroeconomics (2010)
20. Nonstationary Extremes and the US Business Cycle
    Working Papers, Banco de Portugal, Economics and Research Department
21. 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

22. 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
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2013)
23. International comovement of stock market returns: a wavelet analysis
    Working Papers, Banco de Portugal, Economics and Research Department View citations (292)
    See also Journal Article in Journal of Empirical Finance (2009)

2008

24. Determining the number of factors in approximate factor models with global and group-specific factors
    Working Papers, Banco de Portugal, Economics and Research Department
25. Forecasting Using Targeted Diffusion Indexes
    Working Papers, Banco de Portugal, Economics and Research Department View citations (3)
    See also Journal Article in Journal of Forecasting (2010)
26. Inflation expectations in the euro area: Are consumers rational?
    Working Papers, Banco de Portugal, Economics and Research Department View citations (7)
    See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2010)
27. 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 (58)
    Also in Working papers, Banque de France (2008) View citations (74)
    Working Paper Research, National Bank of Belgium (2008) View citations (36)
    Occasional Paper Series, European Central Bank (2008) View citations (50)

2007

28. 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

29. An input-output analysis: linkages vs leakages
    Working Papers, Banco de Portugal, Economics and Research Department View citations (16)

2005

30. Forecasting Inflation Through a Bottom-Up Approach: The Portuguese Case
    Working Papers, Banco de Portugal, Economics and Research Department View citations (3)

2003

31. 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)
32. Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area
    Tinbergen Institute Discussion Papers, Tinbergen Institute
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2003) View citations (3)

Journal Articles

2019

1. Market integration and the persistence of electricity prices
   Empirical Economics, 2019, 57, (5), 1495-1514
   See also Working Paper (2016)

2018

2. A bottom-up approach for forecasting GDP in a data-rich environment
   Applied Economics Letters, 2018, 25, (10), 718-723 View citations (3)
   Also in Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2016 (2016)
3. Asset Pricing with a Bank Risk Factor
   Journal of Money, Credit and Banking, 2018, 50, (5), 993-1032
   See also Working Paper (2012)
4. Forecasting exports with targeted predictors
   Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2018 View citations (1)
5. Modelling currency demand in a small open economy within a monetary union
   Economic Modelling, 2018, 74, (C), 88-96 View citations (6)
   See also Working Paper (2017)

2017

6. A mixed frequency approach to the forecasting of private consumption with ATM/POS data
   International Journal of Forecasting, 2017, 33, (1), 61-75 View citations (24)
7. A wavelet-based multivariate multiscale approach for forecasting
   International Journal of Forecasting, 2017, 33, (3), 581-590 View citations (5)
   See also Working Paper (2016)
8. Dating the Portuguese business cycle
   Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2017
9. Real-time nowcasting the US output gap: Singular spectrum analysis at work
   International Journal of Forecasting, 2017, 33, (1), 185-198 View citations (7)
   See also Working Paper (2014)

2016

10. Exports and domestic demand pressure: a dynamic panel data model for the euro area countries
    Review of World Economics (Weltwirtschaftliches Archiv), 2016, 152, (1), 107-125 View citations (15)
    Also in Review of World Economics (Weltwirtschaftliches Archiv), 2016, 152, (1), 107-125 (2016) View citations (15)
    See also Working Paper (2015)

2015

11. Cohesion within the euro area and the US: A wavelet-based view
    OECD Journal: Journal of Business Cycle Measurement and Analysis, 2015, 2014, (2), 63-76 View citations (11)
    See also Working Paper (2012)
12. Forecasting Portuguese GDP with factor models: Pre- and post-crisis evidence
    Economic Modelling, 2015, 44, (C), 266-272 View citations (23)
13. Is there a role for domestic demand pressure on export performance?
    Empirical Economics, 2015, 49, (4), 1173-1189 View citations (19)
    See also Working Paper (2013)
14. Revisiting the monthly coincident indicators of Banco de Portugal
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2015 View citations (1)

2014

15. Extremal Dependence in International Output Growth: Tales from the Tails
    Oxford Bulletin of Economics and Statistics, 2014, 76, (4), 605-620 View citations (2)
    See also Working Paper (2010)
16. Forecasting Portuguese GDP with factor models
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2014 View citations (1)

2013

17. Determining the number of global and country-specific factors in the euro area
    Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (5), 573-617 View citations (9)
18. Dynamic Factor Models with Jagged Edge Panel Data: Taking on Board the Dynamics of the Idiosyncratic Components
    Oxford Bulletin of Economics and Statistics, 2013, 75, (1), 80-102 View citations (12)
    See also Working Paper (2009)
19. Dynamic threshold modelling and the US business cycle
    Journal of the Royal Statistical Society Series C, 2013, 62, (4), 535-550 View citations (1)
20. The import content of global demand in Portugal
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2013 View citations (11)

2012

21. 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 (35)
    See also Working Paper (2012)
22. Money Growth and Inflation in the Euro Area: A Time-Frequency View
    Oxford Bulletin of Economics and Statistics, 2012, 74, (6), 875-885 View citations (38)
    See also Working Paper (2011)
23. Short-term forecasting for the portuguese economy: a methodological overview
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2012 View citations (5)
24. Tracking the US business cycle with a singular spectrum analysis
    Economics Letters, 2012, 114, (1), 32-35 View citations (15)
    See also Working Paper (2010)
25. Wavelets in economics
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2012 View citations (6)

2011

26. A wavelet approach for factor‐augmented forecasting
    Journal of Forecasting, 2011, 30, (7), 666-678 View citations (29)
    See also Working Paper (2010)
27. The Quarterly National Accounts in real-time: an analysis of the revisions over the last decade
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2011 View citations (5)

2010

28. Forecasting using targeted diffusion indexes
    Journal of Forecasting, 2010, 29, (3), 341-352 View citations (7)
    See also Working Paper (2008)
29. Inflation (mis)perceptions in the euro area
    Empirical Economics, 2010, 39, (2), 353-369 View citations (7)
    See also Working Paper (2007)
30. Inflation expectations in the euro area: are consumers rational?
    Review of World Economics (Weltwirtschaftliches Archiv), 2010, 146, (3), 591-607 View citations (5)
    See also Working Paper (2008)
31. Measuring comovement in the time-frequency space
    Journal of Macroeconomics, 2010, 32, (2), 685-691 View citations (103)
    See also Working Paper (2010)

2009

32. An Input-Output Analysis: Linkages versus Leakages
    International Economic Journal, 2009, 23, (4), 527-544 View citations (2)
33. Inflation Perceptions and Expectations in the Euro Area and Portugal
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2009
34. International comovement of stock market returns: A wavelet analysis
    Journal of Empirical Finance, 2009, 16, (4), 632-639 View citations (295)
    See also Working Paper (2009)
35. 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 (74)

2007

36. Forecasting inflation through a bottom-up approach: How bottom is bottom?
    Economic Modelling, 2007, 24, (6), 941-953 View citations (28)

2006

37. 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 (54)

2005

38. A new coincident indicator for the Portuguese private consumption
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2005 View citations (1)
39. Coincident and leading indicators for the euro area: A frequency band approach
    International Journal of Forecasting, 2005, 21, (3), 503-523 View citations (19)
    See also Working Paper (2003)

2004

40. A New Coincident Indicator for the Portuguese Economy
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2004 View citations (1)

2002

41. Composite Indicators for the Euro Area Economic Activity
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2002 View citations (8)