António Rua

Names

Affiliations

• Banco de Portugal
  • website
  • location: Lisboa, Portugal

Research profile

author of:

• Tracking the Business Cycle of the Euro Area: A Multivariate Model-Based Bandpass Filter
  by Valle e Azevedo, Joao & Koopman, Siem Jan & Rua, Antonio
• Forecasting inflation through a bottom-up approach: How bottom is bottom?
  by Duarte, Claudia & Rua, Antonio
• Coincident and leading indicators for the euro area: A frequency band approach
  by Rua, Antonio & Nunes, Luis C.
• Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise
  by G. Rünstler & K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze
• Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise.
  by Barhoumi, K. & Rünstler, G. & Cristadoro, R. & Den Reijer, A. & Jakaitiene, A. & Jelonek, P. & Rua, A. & Ruth, K. & Benk, S. & Van Nieuwenhuyze, C.
• International comovement of stock market returns: A wavelet analysis
  by Rua, António & Nunes, Luís C.
• An Input-Output Analysis: Linkages versus Leakages
  by Hugo Reis & Antonio Rua
• Forecasting using targeted diffusion indexes
  by Francisco Dias & Maximiano Pinheiro & António Rua
• Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise
  by G. Rünstler & K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze
• Measuring comovement in the time-frequency space
  by Rua, António
• Inflation (mis)perceptions in the euro area
  by Francisco Dias & Cláudia Duarte & António Rua
• Inflation expectations in the euro area: are consumers rational?
  by Francisco Dias & Cláudia Duarte & António Rua
• A wavelet approach for factor‐augmented forecasting
  by António Rua
• Tracking the US business cycle with a singular spectrum analysis
  by de Carvalho, Miguel & Rodrigues, Paulo C. & Rua, António
• A wavelet-based assessment of market risk: The emerging markets case
  by Rua, António & Nunes, Luis C.
• Money Growth and Inflation in the Euro Area: A Time-Frequency View
  by António Rua
• Is there a role for domestic demand pressure on export performance?
  by Rua, António & Soares Esteves, Paulo
• Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area
  by Joao Valle e Azevedo & Siem Jan Koopman & Antonio Rua
• Forecasting Portuguese GDP with factor models: Pre- and post-crisis evidence
  by Dias, Francisco & Pinheiro, Maximiano & Rua, António
• Extremal Dependence in International Output Growth: Tales from the Tails
  by Miguel Carvalho & António Rua
• Dynamic threshold modelling and the US business cycle
  by M. de Carvalho & K. F. Turkman & A. Rua
• Dynamic Factor Models with Jagged Edge Panel Data: Taking on Board the Dynamics of the Idiosyncratic Components
  by Maximiano Pinheiro & António Rua & Francisco Dias
• Exports and domestic demand pressure: a dynamic panel data model for the euro area countries
  by Rua, António & Soares Esteves, Paulo & Staehr, Karsten & Bobeica, Elena
• Determining the number of global and country-specific factors in the euro area
  by Dias Francisco & Rua António & Pinheiro Maximiano
• Is there a role for domestic demand pressure on export performance?
  by Paulo Esteves & António Rua
• Exports and domestic demand pressure: a dynamic panel data model for the euro area countries
  by Elena Bobeica & Paulo Esteves & António Rua & Karsten Staehr
• Exports and domestic demand pressure: a dynamic panel data model for the euro area countries
  by Esteves, Paulo & Bobeica, Eleina & Rua, Antonio & Staehr, Karsten
• Exports and domestic demand pressure: a dynamic panel data model for the euro area countries
  by Elena Bobeica & Paulo Soares Esteves & António Rua & Karsten Staehr
• A mixed frequency approach to the forecasting of private consumption with ATM/POS data
  by Duarte, Cláudia & Rodrigues, Paulo M. M. & Rua, António
• Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise
  by Van Nieuwenhuyze, Christophe & Benk, Szilard & Rünstler, Gerhard & Cristadoro, Riccardo & Den Reijer, Ard & Jakaitiene, Audrone & Jelonek, Piotr & Rua, António & Ruth, Karsten & Barhoumi, Karim
• Real-time nowcasting the US output gap: Singular spectrum analysis at work
  by de Carvalho, Miguel & Rua, António
• Short-term forecasting of GDP using large monthly datasets – A pseudo real-time forecast evaluation exercise
  by K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze & G. Rünstler
• Zooming the Ins and Outs of the U.S. Unemployment with a Wavelet Lens
  by Portugal, Pedro & Rua, António
• Asset Pricing with a Bank Risk Factor
  by JOÃO PEDRO PEREIRA & ANTÓNIO RUA
• A wavelet-based multivariate multiscale approach for forecasting
  by Rua, António