Autor

Nome:
António Rua
Habilitações:
Doutoramento: Technical University of Lisbon, Economics, 2011
Mestrado: U Nova, Economics, 2003
Licenciatura: UNL, Economics, 1999
e-mail:
antonio.rua@bportugal.pt
Centro FCT:
Nova School of Business and Economics (2015)
Ideas:
http://ideas.repec.org/e/pru99.html
Artigos 36:

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.

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