Details about António Rua

Access statistics for papers by António Rua.

Last updated 2018-07-27. Update your information in the RePEc Author Service.

Short-id: pru99

Working Papers

2018

1. Zooming the Ins and Outs of the U.S. Unemployment with a Wavelet Lens
   IZA Discussion Papers, Institute of Labor Economics (IZA)

2015

2. Exports and domestic demand pressure: a dynamic panel data model for the euro area countries
   Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association View citations (3)
   Also in Working Paper Series, European Central Bank (2015) View citations (5)
   See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2016)

2013

3. Is there a role for domestic demand pressure on export performance?
   Working Paper Series, European Central Bank View citations (23)
   See also Journal Article in Empirical Economics (2015)

2008

4. 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 (57)
   Also in Occasional Paper Series, European Central Bank (2008) View citations (49)
   Working Paper Research, National Bank of Belgium (2008) View citations (34)
   Working papers, Banque de France (2008) View citations (72)

2003

5. Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area
   Tinbergen Institute Discussion Papers, Tinbergen Institute

Journal Articles

2018

1. Asset Pricing with a Bank Risk Factor
   Journal of Money, Credit and Banking, 2018, 50, (5), 993-1032

2017

2. 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 (10)
3. A wavelet-based multivariate multiscale approach for forecasting
   International Journal of Forecasting, 2017, 33, (3), 581-590 View citations (3)
4. Real-time nowcasting the US output gap: Singular spectrum analysis at work
   International Journal of Forecasting, 2017, 33, (1), 185-198 View citations (2)

2016

5. 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 (7)
   Also in Review of World Economics (Weltwirtschaftliches Archiv), 2016, 152, (1), 107-125 (2016) View citations (7)
   See also Working Paper (2015)

2015

6. Forecasting Portuguese GDP with factor models: Pre- and post-crisis evidence
   Economic Modelling, 2015, 44, (C), 266-272 View citations (20)
7. Is there a role for domestic demand pressure on export performance?
   Empirical Economics, 2015, 49, (4), 1173-1189 View citations (11)
   See also Working Paper (2013)

2014

8. Extremal Dependence in International Output Growth: Tales from the Tails
   Oxford Bulletin of Economics and Statistics, 2014, 76, (4), 605-620 View citations (2)

2013

9. 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 (5)
10. 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 (8)
11. Dynamic threshold modelling and the US business cycle
    Journal of the Royal Statistical Society Series C, 2013, 62, (4), 535-550 View citations (1)

2012

12. 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 (21)
13. 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 (28)
14. Tracking the US business cycle with a singular spectrum analysis
    Economics Letters, 2012, 114, (1), 32-35 View citations (11)

2011

15. A wavelet approach for factor‐augmented forecasting
    Journal of Forecasting, 2011, 30, (7), 666-678 View citations (20)

2010

16. Forecasting using targeted diffusion indexes
    Journal of Forecasting, 2010, 29, (3), 341-352 View citations (7)
17. Inflation (mis)perceptions in the euro area
    Empirical Economics, 2010, 39, (2), 353-369 View citations (7)
18. Inflation expectations in the euro area: are consumers rational?
    Review of World Economics (Weltwirtschaftliches Archiv), 2010, 146, (3), 591-607 View citations (4)
19. Measuring comovement in the time-frequency space
    Journal of Macroeconomics, 2010, 32, (2), 685-691 View citations (87)

2009

20. An Input-Output Analysis: Linkages versus Leakages
    International Economic Journal, 2009, 23, (4), 527-544 View citations (2)
21. International comovement of stock market returns: A wavelet analysis
    Journal of Empirical Finance, 2009, 16, (4), 632-639 View citations (224)
22. 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 (65)

2007

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

2006

24. 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 (46)

2005

25. Coincident and leading indicators for the euro area: A frequency band approach
    International Journal of Forecasting, 2005, 21, (3), 503-523 View citations (17)