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

Short-id: pru99


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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) 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 (3)
    Also in Working Paper Series, European Central Bank (2015) Downloads View citations (5)

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

2013

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

2008

  1. 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 (57)
    Also in Occasional Paper Series, European Central Bank (2008) Downloads View citations (49)
    Working Paper Research, National Bank of Belgium (2008) Downloads View citations (34)
    Working papers, Banque de France (2008) Downloads View citations (72)

2003

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

Journal Articles

2018

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

2017

  1. A mixed frequency approach to the forecasting of private consumption with ATM/POS data
    International Journal of Forecasting, 2017, 33, (1), 61-75 Downloads View citations (10)
  2. A wavelet-based multivariate multiscale approach for forecasting
    International Journal of Forecasting, 2017, 33, (3), 581-590 Downloads View citations (3)
  3. Real-time nowcasting the US output gap: Singular spectrum analysis at work
    International Journal of Forecasting, 2017, 33, (1), 185-198 Downloads View citations (2)

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 (7)
    Also in Review of World Economics (Weltwirtschaftliches Archiv), 2016, 152, (1), 107-125 (2016) Downloads View citations (7)

    See also Working Paper (2015)

2015

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

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)

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 (5)
  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)
  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)

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

2011

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

2010

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

2009

  1. An Input-Output Analysis: Linkages versus Leakages
    International Economic Journal, 2009, 23, (4), 527-544 Downloads View citations (2)
  2. International comovement of stock market returns: A wavelet analysis
    Journal of Empirical Finance, 2009, 16, (4), 632-639 Downloads View citations (224)
  3. 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 (65)

2007

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

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 (46)

2005

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