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Details about António Rua

Workplace:Banco de Portugal (Central Bank of Portugal), (more information at EDIRC)

Access statistics for papers by António Rua.

Last updated 2016-07-01. Update your information in the RePEc Author Service.

Short-id: pru99


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Working Papers

2016

  1. A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data
    Working Papers, Banco de Portugal, Economics and Research Department Downloads

2015

  1. 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 Downloads View citations (1)
    Also in Working Paper Series, European Central Bank (2015) Downloads View citations (2)
    Working Papers, Banco de Portugal, Economics and Research Department (2014) Downloads

    See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2016)

2014

  1. Real-time nowcasting the US output gap: Singular spectrum analysis at work
    Working Papers, Banco de Portugal, Economics and Research Department Downloads

2013

  1. Is there a role for domestic demand pressure on export performance?
    Working Paper Series, European Central Bank Downloads View citations (18)
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2013) Downloads View citations (15)

    See also Journal Article in Empirical Economics (2015)

2012

  1. A wavelet-based assessment of market risk: The emerging markets case
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (11)
    See also Journal Article in The Quarterly Review of Economics and Finance (2012)
  2. Asset pricing with a bank risk factor
    Working Papers, Banco de Portugal, Economics and Research Department Downloads
  3. Cohesion within the euro area and the U. S.: a wavelet-based view
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (3)
    See also Journal Article in OECD Journal: Journal of Business Cycle Measurement and Analysis (2015)

2011

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

2010

  1. A Wavelet Approach for Factor-Augmented Forecasting
    Working Papers, Banco de Portugal, Economics and Research Department Downloads
    See also Journal Article in Journal of Forecasting (2011)
  2. Extremal Dependence in International Output Growth: Tales from the Tails
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (1)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2014)
  3. Measuring comovement in the time-frequency space
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (62)
    See also Journal Article in Journal of Macroeconomics (2010)
  4. Nonstationary Extremes and the US Business Cycle
    Working Papers, Banco de Portugal, Economics and Research Department Downloads
  5. Tracking the US Business Cycle With a Singular Spectrum Analysis
    Working Papers, Banco de Portugal, Economics and Research Department Downloads
    See also Journal Article in Economics Letters (2012)

2009

  1. 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 Downloads
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2013)
  2. International comovement of stock market returns: a wavelet analysis
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (152)
    See also Journal Article in Journal of Empirical Finance (2009)

2008

  1. Determining the number of factors in approximate factor models with global and group-specific factors
    Working Papers, Banco de Portugal, Economics and Research Department Downloads
  2. Forecasting Using Targeted Diffusion Indexes
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (3)
    See also Journal Article in Journal of Forecasting (2010)
  3. Inflation expectations in the euro area: Are consumers rational?
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (7)
    See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2010)
  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 Downloads View citations (34)
    Also in Working papers, Banque de France (2008) Downloads View citations (54)

2007

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

2006

  1. An input-output analysis: linkages vs leakages
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (14)

2005

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

2003

  1. Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (2)
    See also Journal Article in International Journal of Forecasting (2005)
  2. Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2003) Downloads View citations (3)

Journal Articles

2016

  1. 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 Downloads View citations (2)
    Also in Review of World Economics (Weltwirtschaftliches Archiv), 2016, 152, (1), 107-125 (2016) Downloads View citations (2)

    See also Working Paper (2015)

2015

  1. 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 Downloads View citations (2)
    See also Working Paper (2012)
  2. Forecasting Portuguese GDP with factor models: Pre- and post-crisis evidence
    Economic Modelling, 2015, 44, (C), 266-272 Downloads View citations (12)
  3. Is there a role for domestic demand pressure on export performance?
    Empirical Economics, 2015, 49, (4), 1173-1189 Downloads View citations (5)
    See also Working Paper (2013)
  4. Revisiting the monthly coincident indicators of Banco de Portugal
    Economic Bulletin and Financial Stability Report Articles, 2015 Downloads

2014

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

2013

  1. Determining the number of global and country-specific factors in the euro area
    Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (5), 573-617 Downloads View citations (3)
  2. 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 Downloads View citations (8)
    See also Working Paper (2009)
  3. Dynamic threshold modelling and the US business cycle
    Journal of the Royal Statistical Society Series C, 2013, 62, (4), 535-550 Downloads View citations (1)
  4. The import content of global demand in Portugal
    Economic Bulletin and Financial Stability Report Articles, 2013 Downloads View citations (4)

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 Downloads View citations (12)
    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 Downloads View citations (20)
    See also Working Paper (2011)
  3. Short-term forecasting for the portuguese economy: a methodological overview
    Economic Bulletin and Financial Stability Report Articles, 2012 Downloads View citations (3)
  4. Tracking the US business cycle with a singular spectrum analysis
    Economics Letters, 2012, 114, (1), 32-35 Downloads View citations (7)
    See also Working Paper (2010)
  5. Wavelets in economics
    Economic Bulletin and Financial Stability Report Articles, 2012 Downloads View citations (2)

2011

  1. A wavelet approach for factor‐augmented forecasting
    Journal of Forecasting, 2011, 30, (7), 666-678 Downloads View citations (11)
    See also Working Paper (2010)
  2. The Quarterly National Accounts in real-time: an analysis of the revisions over the last decade
    Economic Bulletin and Financial Stability Report Articles, 2011 Downloads View citations (5)

2010

  1. Forecasting using targeted diffusion indexes
    Journal of Forecasting, 2010, 29, (3), 341-352 Downloads View citations (6)
    See also Working Paper (2008)
  2. Inflation (mis)perceptions in the euro area
    Empirical Economics, 2010, 39, (2), 353-369 Downloads View citations (6)
    See also Working Paper (2007)
  3. Inflation expectations in the euro area: are consumers rational?
    Review of World Economics (Weltwirtschaftliches Archiv), 2010, 146, (3), 591-607 Downloads View citations (3)
    See also Working Paper (2008)
  4. Measuring comovement in the time-frequency space
    Journal of Macroeconomics, 2010, 32, (2), 685-691 Downloads View citations (63)
    See also Working Paper (2010)

2009

  1. An Input-Output Analysis: Linkages versus Leakages
    International Economic Journal, 2009, 23, (4), 527-544 Downloads
  2. Inflation Perceptions and Expectations in the Euro Area and Portugal
    Economic Bulletin and Financial Stability Report Articles, 2009 Downloads
  3. International comovement of stock market returns: A wavelet analysis
    Journal of Empirical Finance, 2009, 16, (4), 632-639 Downloads View citations (154)
    See also Working Paper (2009)
  4. Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise
    Journal of Forecasting, 2009, 28, (7), 595-611 Downloads View citations (53)

2007

  1. Forecasting inflation through a bottom-up approach: How bottom is bottom?
    Economic Modelling, 2007, 24, (6), 941-953 Downloads View citations (22)

2006

  1. Tracking the Business Cycle of the Euro Area: A Multivariate Model-Based Bandpass Filter
    Journal of Business & Economic Statistics, 2006, 24, 278-290 Downloads View citations (37)

2005

  1. A new coincident indicator for the Portuguese private consumption
    Economic Bulletin and Financial Stability Report Articles, 2005 Downloads View citations (1)
  2. Coincident and leading indicators for the euro area: A frequency band approach
    International Journal of Forecasting, 2005, 21, (3), 503-523 Downloads View citations (14)
    See also Working Paper (2003)

2004

  1. A New Coincident Indicator for the Portuguese Economy
    Economic Bulletin and Financial Stability Report Articles, 2004 Downloads View citations (1)

2002

  1. Composite Indicators for the Euro Area Economic Activity
    Economic Bulletin and Financial Stability Report Articles, 2002 Downloads View citations (6)
 
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