Business Cycle Clocks: Time to Get Circular
Nuno Lourenço,
António Rua
Empirical Economics,
vol. 65, 2023, p. 1513-1541.
Does Domestic Demand Matter for Firms' Exports?
Paulo Soares Esteves,
Miguel Portela,
António Rua
Open Economies Review,
vol. 33, 2022, p. 311-332.
Forecasting Tourism with Targeted Predictors in a Data-Rich Environment
Nuno Lourenço,
Carlos Melo Gouveia,
António Rua
Economic Modelling,
vol. 96, 2021, p. 445-454.
Modelling Currency Demand: The Case of the Euro
António Rua
Empirical Economics,
vol. 61, 2021, p. 1865-1881.
Multivariate Fractional Integration Tests Allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume
Marina Balboa,
Paulo M. M. Rodrigues,
António Rua,
A M Robert Taylor
Journal of Applied Econometrics,
vol. 36, 2021, p. 544-565.
The Daily Economic Indicator: Tracking Economic Activity Daily during the Lockdown
Nuno Lourenço,
António Rua
Economic Modelling,
vol. 100, 2021, p. .
How the Ins and Outs Shape Differently the U.S. Unemployment over Time and across Frequencies
Pedro Portugal,
António Rua
European Economic Review,
vol. 121, 2020, p. .
Market Integration and the Persistence of Electricity Prices
João Pedro Pereira,
Vasco Pesquita,
Paulo M. M. Rodrigues,
António Rua
Empirical Economics,
vol. 57, 2019, p. 1495-1514.
Monthly Forecasting of GDP with Mixed-Frequency Multivariate Singular Spectrum Analysis
Hossein Hassani,
António Rua,
Emmanuel Sirimal Silva,
Dimitrios Thomakos
International Journal Of Forecasting,
vol. 35, 2019, p. 1263-1272.
A Bottom-Up Approach for Forecasting GDP in a Data-Rich Environment
Francisco C. Dias,
Maximiano Pinheiro,
António Rua
Applied Economics Letters,
vol. 25, 2018, p. 718-723.
Asset Pricing with a Bank Risk Factor
João Pedro Pereira,
António Rua
Journal of Money, Credit and Banking,
vol. 50, 2018, p. 993-1032.
Modelling Currency Demand in a Small Open Economy within a Monetary Union
António Rua
Economic Modelling,
vol. 74, 2018, p. 88-96.
A Mixed Frequency Approach to the Forecasting of Private Consumption with ATM/POS Data
Claudia Duarte,
Paulo M. M. Rodrigues,
António Rua
International Journal Of Forecasting,
vol. 33, 2017, p. 61-75.
A Wavelet-Based Multivariate Multiscale Approach for Forecasting
António Rua
International Journal Of Forecasting,
vol. 33, 2017, p. 581-590.
Real-Time Nowcasting the US Output Gap: Singular Spectrum Analysis at Work
Miguel de Carvalho,
António Rua
International Journal Of Forecasting,
vol. 33, 2017, p. 185-198.
Exports and Domestic Demand Pressure: A Dynamic Panel Data Model for the Euro Area Countries
Elena Bobeica,
Paulo Soares Esteves,
António Rua,
Karsten Staehr
Weltwirtschaftliches Archiv/Review Of World Economics,
vol. 152, 2016, p. 107-125.
Forecasting Portuguese GDP with Factor Models: Pre- and Post-crisis Evidence
Francisco C. Dias,
Maximiano Pinheiro,
António Rua
Economic Modelling,
vol. 44, 2015, p. 266-272.
Is There a Role for Domestic Demand Pressure on Export Performance?
Paulo Soares Esteves,
António Rua
Empirical Economics,
vol. 49, 2015, p. 1173-1189.
Cohesion within the Euro Area and the US: A Wavelet-Based View
António Rua,
Artur Silva Lopes
OECD Journal: Journal of Business Cycle Measurement & Analysis,
vol. , 2014, p. 63-76.
Extremal Dependence in International Output Growth: Tales from the Tails
Miguel de Carvalho,
António Rua
Oxford Bulletin of Economics and Statistics,
vol. 76, 2014, p. 605-620.
Determining the Number of Global and Country-Specific Factors in the Euro Area
Francisco C. Dias,
Maximiano Pinheiro,
António Rua
Studies In Nonlinear Dynamics And Econometrics,
vol. 17, 2013, p. 573-617.
Dynamic Factor Models with Jagged Edge Panel Data: Taking on Board the Dynamics of the Idiosyncratic Components
Maximiano Pinheiro,
António Rua,
Francisco C. Dias
Oxford Bulletin of Economics and Statistics,
vol. 75, 2013, p. 80-102.
Worldwide Synchronization since the Nineteenth Century: A Wavelet-Based View
António Rua
Applied Economics Letters,
vol. 20, 2013, p. 773-776.
A Wavelet-Based Assessment of Market Risk: The Emerging Markets Case
António Rua,
Luis Catela Nunes
Quarterly Review Of Economics And Finance,
vol. 52, 2012, p. 84-92.
Money Growth and Inflation in the Euro Area: A Time-Frequency View
António Rua
Oxford Bulletin of Economics and Statistics,
vol. 74, 2012, p. 875-885.
Tracking the US Business Cycle with a Singular Spectrum Analysis
António Rua,
Miguel de Carvalho,
Paulo C. Rodrigues
Economics Letters,
vol. 114, 2012, p. 32-35.
A Wavelet Approach for Factor-Augmented Forecasting
António Rua
Journal Of Forecasting,
vol. 30, 2011, p. 666-678.
Forecasting Using Targeted Diffusion Indexes
Francisco C. Dias,
Maximiano Pinheiro,
António Rua
Journal Of Forecasting,
vol. 29, 2010, p. 341-352.
Inflation Expectations in the Euro Area: Are Consumers Rational?
Francisco C. Dias,
Claudia Duarte,
António Rua
Weltwirtschaftliches Archiv/Review Of World Economics,
vol. 146, 2010, p. 591-607.
Inflation (Mis)perceptions in the Euro Area
Francisco C. Dias,
Claudia Duarte,
António Rua
Empirical Economics,
vol. 39, 2010, p. 353-369.
Measuring Comovement in the Time-Frequency Space
António Rua
Journal of Macroeconomics,
vol. 32, 2010, p. 685-691.
An Input-Output Analysis: Linkages versus Leakages
Hugo Reis,
António Rua
International Economic Journal,
vol. 23, 2009, p. 527-544.
International Comovement of Stock Market Returns: A Wavelet Analysis
António Rua,
Luis Catela Nunes
Journal Of Empirical Finance,
vol. 16, 2009, p. 632-639.
Forecasting Inflation Through a Bottom-Up Approach: How Bottom Is Bottom?
Claudia Duarte,
António Rua
Economic Modelling,
vol. 24, 2007, p. 941-953.
Tracking the Business Cycle of the Euro Area: A Multivariate Model-Based Bandpass Filter
João Valle e Azevedo,
Jan Koopman,
António Rua
Journal of Business and Economic Statistics,
vol. 24, 2006, p. 278-290.
Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach
António Rua,
Luis Catela Nunes
International Journal Of Forecasting,
vol. 21, 2005, p. 503-523.