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
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Working Papers
2019
- Modelling the Demand for Euro Banknotes
Working Papers, Banco de Portugal, Economics and Research Department View citations (1)
- Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis
Working Papers, Banco de Portugal, Economics and Research Department View citations (4)
2018
- Does domestic demand matter for firms’ exports?
NIPE Working Papers, NIPE - Universidade do Minho View citations (4)
Also in Working Papers, Banco de Portugal, Economics and Research Department (2018) View citations (3)
- Zooming the Ins and Outs of the U.S. Unemployment with a Wavelet Lens
IZA Discussion Papers, Institute of Labor Economics (IZA)
2017
- Modelling currency demand in a small open economy within a monetary union
Working Papers, Banco de Portugal, Economics and Research Department View citations (2)
See also Journal Article in Economic Modelling (2018)
- Zooming the Ins and Outs of the U.S. Unemployment
Working Papers, Banco de Portugal, Economics and Research Department
2016
- A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data
Working Papers, Banco de Portugal, Economics and Research Department View citations (2)
- 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)
- 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
- 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 (4)
See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2016)
2014
- 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
- Is there a role for domestic demand pressure on export performance?
Working Paper Series, European Central Bank View citations (30)
Also in Working Papers, Banco de Portugal, Economics and Research Department (2013) View citations (26)
See also Journal Article in Empirical Economics (2015)
2012
- A wavelet-based assessment of market risk: The emerging markets case
Working Papers, Banco de Portugal, Economics and Research Department View citations (41)
See also Journal Article in The Quarterly Review of Economics and Finance (2012)
- 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)
- Cohesion within the euro area and the U. S.: a wavelet-based view
Working Papers, Banco de Portugal, Economics and Research Department View citations (6)
See also Journal Article in OECD Journal: Journal of Business Cycle Measurement and Analysis (2015)
2011
- Money growth and inflation in the euro area: a time-frequency view
Working Papers, Banco de Portugal, Economics and Research Department View citations (1)
See also Journal Article in Oxford Bulletin of Economics and Statistics (2012)
2010
- 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)
- 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)
- Measuring comovement in the time-frequency space
Working Papers, Banco de Portugal, Economics and Research Department View citations (105)
See also Journal Article in Journal of Macroeconomics (2010)
- Nonstationary Extremes and the US Business Cycle
Working Papers, Banco de Portugal, Economics and Research Department
- 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
- 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)
- International comovement of stock market returns: a wavelet analysis
Working Papers, Banco de Portugal, Economics and Research Department View citations (343)
See also Journal Article in Journal of Empirical Finance (2009)
2008
- Determining the number of factors in approximate factor models with global and group-specific factors
Working Papers, Banco de Portugal, Economics and Research Department
- 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)
- Inflation expectations in the euro area: Are consumers rational?
Working Papers, Banco de Portugal, Economics and Research Department View citations (10)
See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2010)
- 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 (70)
Also in Working Paper Research, National Bank of Belgium (2008) View citations (37) Occasional Paper Series, European Central Bank (2008) View citations (63) Working papers, Banque de France (2008) View citations (79)
2007
- 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
- An input-output analysis: linkages vs leakages
Working Papers, Banco de Portugal, Economics and Research Department View citations (16)
2005
- Forecasting Inflation Through a Bottom-Up Approach: The Portuguese Case
Working Papers, Banco de Portugal, Economics and Research Department View citations (3)
2003
- 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)
- Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (3)
Also in Working Papers, Banco de Portugal, Economics and Research Department (2003) View citations (3)
Journal Articles
2019
- Market integration and the persistence of electricity prices
Empirical Economics, 2019, 57, (5), 1495-1514 
See also Working Paper (2016)
2018
- A bottom-up approach for forecasting GDP in a data-rich environment
Applied Economics Letters, 2018, 25, (10), 718-723 View citations (4)
Also in Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2016 (2016) View citations (1)
- Asset Pricing with a Bank Risk Factor
Journal of Money, Credit and Banking, 2018, 50, (5), 993-1032 
See also Working Paper (2012)
- Forecasting exports with targeted predictors
Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2018 View citations (1)
- Modelling currency demand in a small open economy within a monetary union
Economic Modelling, 2018, 74, (C), 88-96 View citations (8)
See also Working Paper (2017)
2017
- 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 (29)
- A wavelet-based multivariate multiscale approach for forecasting
International Journal of Forecasting, 2017, 33, (3), 581-590 View citations (11)
See also Working Paper (2016)
- Dating the Portuguese business cycle
Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2017
- Real-time nowcasting the US output gap: Singular spectrum analysis at work
International Journal of Forecasting, 2017, 33, (1), 185-198 View citations (8)
See also Working Paper (2014)
2016
- 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 (17)
Also in Review of World Economics (Weltwirtschaftliches Archiv), 2016, 152, (1), 107-125 (2016) View citations (17)
See also Working Paper (2015)
2015
- 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 (14)
See also Working Paper (2012)
- Forecasting Portuguese GDP with factor models: Pre- and post-crisis evidence
Economic Modelling, 2015, 44, (C), 266-272 View citations (26)
- Is there a role for domestic demand pressure on export performance?
Empirical Economics, 2015, 49, (4), 1173-1189 View citations (27)
See also Working Paper (2013)
- 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
- 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)
- Forecasting Portuguese GDP with factor models
Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2014 View citations (2)
2013
- 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 (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 (12)
See also Working Paper (2009)
- Dynamic threshold modelling and the US business cycle
Journal of the Royal Statistical Society Series C, 2013, 62, (4), 535-550 View citations (1)
- 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
- 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 (42)
See also Working Paper (2012)
- 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 (46)
See also Working Paper (2011)
- 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)
- Tracking the US business cycle with a singular spectrum analysis
Economics Letters, 2012, 114, (1), 32-35 View citations (18)
See also Working Paper (2010)
- Wavelets in economics
Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2012 View citations (14)
2011
- A wavelet approach for factor‐augmented forecasting
Journal of Forecasting, 2011, 30, (7), 666-678 View citations (35)
See also Working Paper (2010)
- 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
- Forecasting using targeted diffusion indexes
Journal of Forecasting, 2010, 29, (3), 341-352 View citations (9)
See also Working Paper (2008)
- Inflation (mis)perceptions in the euro area
Empirical Economics, 2010, 39, (2), 353-369 View citations (9)
See also Working Paper (2007)
- Inflation expectations in the euro area: are consumers rational?
Review of World Economics (Weltwirtschaftliches Archiv), 2010, 146, (3), 591-607 View citations (7)
See also Working Paper (2008)
- Measuring comovement in the time-frequency space
Journal of Macroeconomics, 2010, 32, (2), 685-691 View citations (113)
See also Working Paper (2010)
2009
- An Input-Output Analysis: Linkages versus Leakages
International Economic Journal, 2009, 23, (4), 527-544 View citations (2)
- Inflation Perceptions and Expectations in the Euro Area and Portugal
Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2009
- International comovement of stock market returns: A wavelet analysis
Journal of Empirical Finance, 2009, 16, (4), 632-639 View citations (343)
See also Working Paper (2009)
- 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 (80)
2007
- Forecasting inflation through a bottom-up approach: How bottom is bottom?
Economic Modelling, 2007, 24, (6), 941-953 View citations (29)
2006
- 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 (56)
2005
- 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 (2)
- Coincident and leading indicators for the euro area: A frequency band approach
International Journal of Forecasting, 2005, 21, (3), 503-523 View citations (20)
See also Working Paper (2003)
2004
- A New Coincident Indicator for the Portuguese Economy
Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2004 View citations (2)
2002
- Composite Indicators for the Euro Area Economic Activity
Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2002 View citations (9)
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