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Antonio Rua
(António Rua)

Personal Details

First Name:Antonio
Middle Name:
Last Name:Rua
Suffix:
RePEc Short-ID:pru99
[This author has chosen not to make the email address public]

Affiliation

Banco de Portugal

Lisboa, Portugal
http://www.bportugal.pt/

21 321 32 00
21 346 48 43
R. do Ouro, 27, 1100 LISBOA
RePEc:edi:bdpgvpt (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. António Rua & Hossein Hassani & Emmanuel Sirimal Silva & Dimitrios Thomakos, 2019. "Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis," Working Papers w201913, Banco de Portugal, Economics and Research Department.
  2. António Rua, 2019. "Modelling the Demand for Euro Banknotes," Working Papers w201905, Banco de Portugal, Economics and Research Department.
  3. Portugal, Pedro & Rua, António, 2018. "Zooming the Ins and Outs of the U.S. Unemployment with a Wavelet Lens," IZA Discussion Papers 11559, Institute of Labor Economics (IZA).
  4. Paulo Soares Esteves & Miguel Portela & António Rua, 2018. "Does domestic demand matter for firms’ exports?," NIPE Working Papers 18/2018, NIPE - Universidade do Minho.
  5. António Rua & Pedro Portugal, 2017. "Zooming the Ins and Outs of the U.S. Unemployment," Working Papers w201703, Banco de Portugal, Economics and Research Department.
  6. António Rua, 2017. "Modelling currency demand in a small open economy within a monetary union," Working Papers w201710, Banco de Portugal, Economics and Research Department.
  7. António Rua & Paulo M.M. Rodrigues & João Pedro Pereira & Vasco Pesquita, 2016. "Market integration and the persistence of electricity prices," Working Papers w201609, Banco de Portugal, Economics and Research Department.
  8. António Rua, 2016. "A wavelet-based multivariate multiscale approach for forecasting," Working Papers w201612, Banco de Portugal, Economics and Research Department.
  9. Cláudia Duarte, 2016. "A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data," Working Papers w201601, Banco de Portugal, Economics and Research Department.
  10. Rua, António & Soares Esteves, Paulo & Staehr, Karsten & Bobeica, Elena, 2015. "Exports and domestic demand pressure: a dynamic panel data model for the euro area countries," Working Paper Series 1777, European Central Bank.
  11. António Rua & Miguel de Carvalho, 2014. "Real-time nowcasting the US output gap: Singular spectrum analysis at work," Working Papers w201416, Banco de Portugal, Economics and Research Department.
  12. Rua, António & Soares Esteves, Paulo, 2013. "Is there a role for domestic demand pressure on export performance?," Working Paper Series 1594, European Central Bank.
  13. 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.
  14. 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.
  15. António Rua & João Pedro Pereira, 2012. "Asset pricing with a bank risk factor," Working Papers w201202, Banco de Portugal, Economics and Research Department.
  16. 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.
  17. António Rua & Miguel de Carvalho, 2010. "Extremal Dependence in International Output Growth: Tales from the Tails," Working Papers w201008, Banco de Portugal, Economics and Research Department.
  18. António Rua, 2010. "A Wavelet Approach for Factor-Augmented Forecasting," Working Papers w201007, Banco de Portugal, Economics and Research Department.
  19. António Rua, 2010. "Measuring comovement in the time-frequency space," Working Papers w201001, Banco de Portugal, Economics and Research Department.
  20. António Rua & Miguel de Carvalho & Paulo C. Rodrigues, 2010. "Tracking the US Business Cycle With a Singular Spectrum Analysis," Working Papers w201009, Banco de Portugal, Economics and Research Department.
  21. António Rua & Miguel de Carvalho & K. Feridum Turkman, 2010. "Nonstationary Extremes and the US Business Cycle," Working Papers w201003, Banco de Portugal, Economics and Research Department.
  22. António Rua & Maximiano Pinheiro & 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.
  23. 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.
  24. António Rua & Cláudia Duarte & Francisco Craveiro Dias, 2008. "Inflation expectations in the euro area: Are consumers rational?," Working Papers w200823, Banco de Portugal, Economics and Research Department.
  25. G. Rünstler & K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze, 2008. "Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise," Bank of Lithuania Working Paper Series 1, Bank of Lithuania.
  26. António Rua & Francisco Craveiro Dias & Maximiano Pinheiro, 2008. "Forecasting Using Targeted Diffusion Indexes," Working Papers w200807, Banco de Portugal, Economics and Research Department.
  27. António Rua & Francisco Craveiro Dias & Maximiano Pinheiro, 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.
  28. António Rua & Cláudia Duarte & Francisco Craveiro Dias, 2007. "Inflation (mis)perceptions in the euro area," Working Papers w200715, Banco de Portugal, Economics and Research Department.
  29. António Rua & Hugo Reis, 2006. "An input-output analysis: linkages vs leakages," Working Papers w200617, Banco de Portugal, Economics and Research Department.
  30. António Rua & Cláudia Duarte, 2005. "Forecasting Inflation Through a Bottom-Up Approach: The Portuguese Case," Working Papers w200502, Banco de Portugal, Economics and Research Department.
  31. 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.
  32. 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. João Pedro Pereira & Vasco Pesquita & Paulo M. M. Rodrigues & António Rua, 2019. "Market integration and the persistence of electricity prices," Empirical Economics, Springer, vol. 57(5), pages 1495-1514, November.
  2. António Rua & Nuno Lourenço & Francisco Dias, 2018. "Forecasting exports with targeted predictors," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  3. Rua, António, 2018. "Modelling currency demand in a small open economy within a monetary union," Economic Modelling, Elsevier, vol. 74(C), pages 88-96.
  4. Francisco Dias & Maximiano Pinheiro & António Rua, 2018. "A bottom-up approach for forecasting GDP in a data-rich environment," Applied Economics Letters, Taylor & Francis Journals, vol. 25(10), pages 718-723, June.
  5. João Pedro Pereira & António Rua, 2018. "Asset Pricing with a Bank Risk Factor," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(5), pages 993-1032, August.
  6. Duarte, Cláudia & Rodrigues, Paulo M.M. & Rua, António, 2017. "A mixed frequency approach to the forecasting of private consumption with ATM/POS data," International Journal of Forecasting, Elsevier, vol. 33(1), pages 61-75.
  7. de Carvalho, Miguel & Rua, António, 2017. "Real-time nowcasting the US output gap: Singular spectrum analysis at work," International Journal of Forecasting, Elsevier, vol. 33(1), pages 185-198.
  8. Rua, António, 2017. "A wavelet-based multivariate multiscale approach for forecasting," International Journal of Forecasting, Elsevier, vol. 33(3), pages 581-590.
  9. António Rua, 2017. "Dating the Portuguese business cycle," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  10. Elena Bobeica & Paulo Esteves & António Rua & Karsten Staehr, 2016. "Exports and domestic demand pressure: a dynamic panel data model for the euro area countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(1), pages 107-125, February.
  11. Dias, Francisco & Pinheiro, Maximiano & Rua, António, 2015. "Forecasting Portuguese GDP with factor models: Pre- and post-crisis evidence," Economic Modelling, Elsevier, vol. 44(C), pages 266-272.
  12. António Rua & Artur Silva Lopes, 2015. "Cohesion within the euro area and the US: A wavelet-based view," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2014(2), pages 63-76.
  13. Paulo Esteves & António Rua, 2015. "Is there a role for domestic demand pressure on export performance?," Empirical Economics, Springer, vol. 49(4), pages 1173-1189, December.
  14. António Rua, 2015. "Revisiting the monthly coincident indicators of Banco de Portugal," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  15. Miguel Carvalho & António Rua, 2014. "Extremal Dependence in International Output Growth: Tales from the Tails," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(4), pages 605-620, August.
  16. António Rua & Francisco Craveiro Dias & Maximiano Pinheiro, 2014. "Forecasting Portuguese GDP with factor models," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  17. Dias Francisco & Rua António & Pinheiro Maximiano, 2013. "Determining the number of global and country-specific factors in the euro area," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(5), pages 573-617, December.
  18. António Rua & Fátima Cardoso & Paulo Esteves, 2013. "The import content of global demand in Portugal," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  19. M. de Carvalho & K. F. Turkman & A. Rua, 2013. "Dynamic threshold modelling and the US business cycle," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 62(4), pages 535-550, August.
  20. Maximiano Pinheiro & António Rua & Francisco Dias, 2013. "Dynamic Factor Models with Jagged Edge Panel Data: Taking on Board the Dynamics of the Idiosyncratic Components," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(1), pages 80-102, February.
  21. 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.
  22. António Rua & Paulo Esteves, 2012. "Short-term forecasting for the portuguese economy: a methodological overview," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  23. 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.
  24. 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.
  25. António Rua, 2012. "Wavelets in economics," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  26. António Rua & Fátima Cardoso, 2011. "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, Banco de Portugal, Economics and Research Department.
  27. António Rua, 2011. "A wavelet approach for factor‐augmented forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(7), pages 666-678, November.
  28. Francisco Dias & Cláudia Duarte & António Rua, 2010. "Inflation expectations in the euro area: are consumers rational?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 146(3), pages 591-607, September.
  29. Francisco Dias & Cláudia Duarte & António Rua, 2010. "Inflation (mis)perceptions in the euro area," Empirical Economics, Springer, vol. 39(2), pages 353-369, October.
  30. 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.
  31. Rua, António, 2010. "Measuring comovement in the time-frequency space," Journal of Macroeconomics, Elsevier, vol. 32(2), pages 685-691, June.
  32. 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.
  33. Hugo Reis & Antonio Rua, 2009. "An Input-Output Analysis: Linkages versus Leakages," International Economic Journal, Taylor & Francis Journals, vol. 23(4), pages 527-544.
  34. António Rua & Cláudia Duarte & Francisco Craveiro Dias, 2009. "Inflation Perceptions and Expectations in the Euro Area and Portugal," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  35. 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.
  36. 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.
  37. 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.
  38. 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.
  39. António Rua, 2005. "A new coincident indicator for the Portuguese private consumption," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  40. António Rua, 2004. "A New Coincident Indicator for the Portuguese Economy," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  41. António Rua, 2002. "Composite Indicators for the Euro Area Economic Activity," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age

Co-authorship network on CollEc

Featured entries

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

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 24 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (11) 2003-09-14 2008-07-05 2011-09-16 2014-11-22 2016-02-23 2016-10-02 2017-02-12 2018-07-16 2018-08-27 2019-03-25 2019-09-02. Author is listed
  2. NEP-ECM: Econometrics (8) 2008-07-05 2010-07-31 2010-07-31 2010-07-31 2010-07-31 2010-07-31 2016-10-02 2019-09-02. Author is listed
  3. NEP-EEC: European Economics (6) 2008-07-05 2011-09-16 2014-11-12 2015-06-05 2016-02-17 2019-03-25. Author is listed
  4. NEP-ETS: Econometric Time Series (5) 2010-07-31 2010-07-31 2010-07-31 2016-10-02 2019-09-02. Author is listed
  5. NEP-FOR: Forecasting (5) 2008-07-05 2010-07-31 2016-02-23 2016-10-02 2019-09-02. Author is listed
  6. NEP-INT: International Trade (5) 2014-11-12 2015-06-05 2016-02-17 2019-02-04 2019-04-15. Author is listed
  7. NEP-CBA: Central Banking (4) 2008-07-05 2010-07-31 2010-07-31 2011-09-16
  8. NEP-MON: Monetary Economics (3) 2011-09-16 2018-08-27 2019-03-25
  9. NEP-PAY: Payment Systems & Financial Technology (3) 2016-02-23 2018-08-27 2019-03-25
  10. NEP-BAN: Banking (1) 2012-06-25
  11. NEP-BEC: Business Economics (1) 2010-07-31
  12. NEP-ENE: Energy Economics (1) 2016-10-02
  13. NEP-EUR: Microeconomic European Issues (1) 2016-10-02
  14. NEP-FDG: Financial Development & Growth (1) 2010-07-31
  15. NEP-LMA: Labor Markets - Supply, Demand, & Wages (1) 2018-07-16
  16. NEP-OPM: Open Economy Macroeconomics (1) 2019-02-04
  17. NEP-REG: Regulation (1) 2016-10-02
  18. NEP-RMG: Risk Management (1) 2012-06-25
  19. NEP-SBM: Small Business Management (1) 2019-04-15

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