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António Rua

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This is information that was supplied by António Rua in registering through RePEc. If you are António Rua , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: António
Middle Name:
Last Name: Rua
Suffix:

RePEc Short-ID: pru99

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
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Affiliation

Banco de Portugal
Location: Lisboa, Portugal
Homepage: http://www.bportugal.pt/
Email:
Phone: 21 321 32 00
Fax: 21 346 48 43
Postal: R. do Ouro, 27, 1100 LISBOA
Handle: RePEc:edi:bdpgvpt (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Portuguese Economists

Works

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Working papers

  1. Paulo Soares Esteves & António Rua, 2013. "Is there a role for domestic demand pressure on export performance?," Working Papers w201303, Banco de Portugal, Economics and Research Department.
  2. António Rua & Luís Catela Nunes, 2012. "A wavelet-based assessment of market risk: The emerging markets case," Working Papers w201203, Banco de Portugal, Economics and Research Department.
  3. António Rua & Artur Silva Lopes, 2012. "Cohesion within the euro area and the U. S.: a wavelet-based view," Working Papers w201204, Banco de Portugal, Economics and Research Department.
  4. João Pedro Pereira & António Rua, 2012. "Asset pricing with a bank risk factor," Working Papers w201202, Banco de Portugal, Economics and Research Department.
  5. António Rua, 2011. "Money growth and inflation in the euro area: a time-frequency view," Working Papers w201122, Banco de Portugal, Economics and Research Department.
  6. António Rua, 2010. "Measuring comovement in the time-frequency space," Working Papers w201001, Banco de Portugal, Economics and Research Department.
  7. Miguel de Carvalho & Paulo C. Rodrigues & António Rua, 2010. "Tracking the US Business Cycle With a Singular Spectrum Analysis," Working Papers w201009, Banco de Portugal, Economics and Research Department.
  8. António Rua, 2010. "A Wavelet Approach for Factor-Augmented Forecasting," Working Papers w201007, Banco de Portugal, Economics and Research Department.
  9. Miguel de Carvalho & António Rua, 2010. "Extremal Dependence in International Output Growth: Tales from the Tails," Working Papers w201008, Banco de Portugal, Economics and Research Department.
  10. Miguel de Carvalho & K. Feridum Turkman & António Rua, 2010. "Nonstationary Extremes and the US Business Cycle," Working Papers w201003, Banco de Portugal, Economics and Research Department.
  11. Maximiano Pinheiro & António Rua & Francisco Craveiro Dias, 2009. "Dynamic factor models with jagged edge panel data: Taking on board the dynamics of the idiosyncratic components," Working Papers w200913, Banco de Portugal, Economics and Research Department.
  12. António Rua & Luís Catela Nunes, 2009. "International comovement of stock market returns: a wavelet analysis," Working Papers w200904, Banco de Portugal, Economics and Research Department.
  13. Karim Barhoumi & Szilard Benk & Riccardo Cristadoro & Ard Den Reijer & Audrone Jakaitiene & Piotr Jelonek & António Rua & Gerhard Rünstler & Karsten Ruth & Christophe Van Nieuwenhuyze, 2008. "Short-term forecasting of GDP using large monthly datasets - a pseudo real-time forecast evaluation exercise," Occasional Paper Series 84, European Central Bank.
  14. Francisco Craveiro Dias & Maximiano Pinheiro & António Rua, 2008. "Determining the number of factors in approximate factor models with global and group-specific factors," Working Papers w200809, Banco de Portugal, Economics and Research Department.
  15. Francisco Craveiro Dias & Maximiano Pinheiro & António Rua, 2008. "Forecasting Using Targeted Diffusion Indexes," Working Papers w200807, Banco de Portugal, Economics and Research Department.
  16. Francisco Craveiro Dias & Cláudia Duarte & António Rua, 2008. "Inflation expectations in the euro area: Are consumers rational?," Working Papers w200823, Banco de Portugal, Economics and Research Department.
  17. Francisco Craveiro Dias & Cláudia Duarte & António Rua, 2007. "Inflation (mis)perceptions in the euro area," Working Papers w200715, Banco de Portugal, Economics and Research Department.
  18. Hugo J. Reis & António Rua, 2006. "An input-output analysis: linkages vs leakages," Working Papers w200617, Banco de Portugal, Economics and Research Department.
  19. Cláudia Duarte & António Rua, 2005. "Forecasting Inflation Through a Bottom-Up Approach: The Portuguese Case," Working Papers w200502, Banco de Portugal, Economics and Research Department.
  20. António Rua & Luís Catela Nunes, 2003. "Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach," Working Papers w200307, Banco de Portugal, Economics and Research Department.
  21. Joao Valle e Azevedo & Siem Jan Koopman & Antonio Rua, 2003. "Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area," Tinbergen Institute Discussion Papers 03-069/4, Tinbergen Institute.

Articles

  1. Rua, António & Nunes, Luis C., 2012. "A wavelet-based assessment of market risk: The emerging markets case," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(1), pages 84-92.
  2. António Rua, 2012. "Wavelets in economics," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  3. de Carvalho, Miguel & Rodrigues, Paulo C. & Rua, António, 2012. "Tracking the US business cycle with a singular spectrum analysis," Economics Letters, Elsevier, vol. 114(1), pages 32-35.
  4. Paulo Soares Esteves & António Rua, 2012. "Short-term forecasting for the portuguese economy: a methodological overview," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  5. António Rua, 2012. "Money Growth and Inflation in the Euro Area: A Time-Frequency View," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(6), pages 875-885, December.
  6. António Rua, 2011. "A wavelet approach for factor‐augmented forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(7), pages 666-678, November.
  7. Fátima Cardoso & António Rua, 2011. "The Quarterly National Accounts in real-time: an analysis of the revisions over the last decade," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  8. Francisco Dias & Cláudia Duarte & António Rua, 2010. "Inflation expectations in the euro area: are consumers rational?," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 146(3), pages 591-607, September.
  9. Francisco Dias & Maximiano Pinheiro & António Rua, 2010. "Forecasting using targeted diffusion indexes," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(3), pages 341-352.
  10. Rua, António, 2010. "Measuring comovement in the time-frequency space," Journal of Macroeconomics, Elsevier, vol. 32(2), pages 685-691, June.
  11. Francisco Dias & Cláudia Duarte & António Rua, 2010. "Inflation (mis)perceptions in the euro area," Empirical Economics, Springer, vol. 39(2), pages 353-369, October.
  12. Hugo Reis & Antonio Rua, 2009. "An Input-Output Analysis: Linkages versus Leakages," International Economic Journal, Taylor & Francis Journals, vol. 23(4), pages 527-544.
  13. G. Rünstler & K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze, 2009. "Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(7), pages 595-611.
  14. Rua, António & Nunes, Luís C., 2009. "International comovement of stock market returns: A wavelet analysis," Journal of Empirical Finance, Elsevier, vol. 16(4), pages 632-639, September.
  15. António Rua & Francisco Craveiro Dias & Cláudia Duarte, 2009. "Inflation Perceptions and Expectations in the Euro Area and Portugal," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  16. Duarte, Claudia & Rua, Antonio, 2007. "Forecasting inflation through a bottom-up approach: How bottom is bottom?," Economic Modelling, Elsevier, vol. 24(6), pages 941-953, November.
  17. Valle e Azevedo, Joao & Koopman, Siem Jan & Rua, Antonio, 2006. "Tracking the Business Cycle of the Euro Area: A Multivariate Model-Based Bandpass Filter," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 278-290, July.
  18. Rua, Antonio & Nunes, Luis C., 2005. "Coincident and leading indicators for the euro area: A frequency band approach," International Journal of Forecasting, Elsevier, vol. 21(3), pages 503-523.
  19. António Rua, 2005. "A new coincident indicator for the Portuguese private consumption," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  20. António Rua, 2004. "A New Coincident Indicator for the Portuguese Economy," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  21. António Rua, 2002. "Composite Indicators for the Euro Area Economic Activity," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2012-06-25
  2. NEP-BEC: Business Economics (1) 2010-07-31
  3. NEP-CBA: Central Banking (5) 2008-06-21 2008-07-05 2010-07-31 2010-07-31 2011-09-16. Author is listed
  4. NEP-ECM: Econometrics (7) 2008-06-21 2008-07-05 2010-07-31 2010-07-31 2010-07-31 2010-07-31 2010-07-31. Author is listed
  5. NEP-EEC: European Economics (4) 2003-09-14 2008-06-21 2008-07-05 2011-09-16. Author is listed
  6. NEP-ETS: Econometric Time Series (3) 2010-07-31 2010-07-31 2010-07-31. Author is listed
  7. NEP-FDG: Financial Development & Growth (1) 2010-07-31
  8. NEP-FOR: Forecasting (3) 2008-06-21 2008-07-05 2010-07-31. Author is listed
  9. NEP-MAC: Macroeconomics (3) 2003-09-14 2008-07-05 2011-09-16. Author is listed
  10. NEP-MON: Monetary Economics (1) 2011-09-16
  11. NEP-RMG: Risk Management (1) 2012-06-25

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