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
• Measuring comovement in the time-frequency space
  by António Rua
• International comovement of stock market returns: a wavelet analysis
  by António Rua & Luís Catela Nunes
• Is there a role for domestic demand pressure on export performance?
  by António Rua & Paulo Esteves
• Market integration and the persistence of electricity prices
  by João Pedro Pereira & Vasco Pesquita & Paulo M. M. Rodrigues & António Rua
• Inflation (mis)perceptions in the euro area
  by António Rua & Cláudia Duarte & Francisco Craveiro Dias
• Zooming the Ins and Outs of the U.S. Unemployment
  by António Rua & Pedro Portugal
• Market integration and the persistence of electricity prices
  by António Rua & Paulo M. M. Rodrigues & João Pedro Pereira & Vasco Pesquita
• The import content of global demand in Portugal
  by António Rua & Fátima Cardoso & Paulo Esteves
• Modelling currency demand in a small open economy within a monetary union
  by António Rua
• Inflation expectations in the euro area: Are consumers rational?
  by António Rua & Cláudia Duarte & Francisco Craveiro Dias
• Inflation Perceptions and Expectations in the Euro Area and Portugal
  by António Rua & Cláudia Duarte & Francisco Craveiro Dias
• Money growth and inflation in the euro area: a time-frequency view
  by António Rua
• Forecasting exports with targeted predictors
  by António Rua & Nuno Lourenço & Francisco Dias
• Wavelets in economics
  by António Rua
• Forecasting Portuguese GDP with factor models
  by António Rua & Francisco Craveiro Dias & Maximiano Pinheiro
• Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis
  by António Rua & Hossein Hassani & Emmanuel Sirimal Silva & Dimitrios Thomakos
• Forecasting Using Targeted Diffusion Indexes
  by António Rua & Francisco Craveiro Dias & Maximiano Pinheiro
• Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area
  by António Rua & João Valle e Azevedo & Siem Jan Koopman
• Tracking the US Business Cycle With a Singular Spectrum Analysis
  by António Rua & Miguel de Carvalho & Paulo C. Rodrigues
• Extremal Dependence in International Output Growth: Tales from the Tails
  by António Rua & Miguel de Carvalho
• Modelling the Demand for Euro Banknotes
  by António Rua
• Forecasting Inflation Through a Bottom-Up Approach: The Portuguese Case
  by António Rua & Cláudia Duarte
• Modelling currency demand in a small open economy within a monetary union
  by Rua, António
• Real-time nowcasting the US output gap: Singular spectrum analysis at work
  by António Rua & Miguel de Carvalho
• Revisiting the monthly coincident indicators of Banco de Portugal
  by António Rua
• Exports and Domestic Demand Pressure: a Dynamic Panel Data Model for the Euro Area Countries
  by António Rua & Paulo Esteves & Elena Bobeica & Karsten Staehr
• A New Coincident Indicator for the Portuguese Economy
  by António Rua
• Dynamic factor models with jagged edge panel data: Taking on board the dynamics of the idiosyncratic components
  by António Rua & Maximiano Pinheiro & Francisco Craveiro Dias
• Does domestic demand matter for firms’ exports?
  by Paulo Soares Esteves & Miguel Portela & António Rua
• The Quarterly National Accounts in real-time: an analysis of the revisions over the last decade
  by António Rua & Fátima Cardoso
• Determining the number of factors in approximate factor models with global and group-specific factors
  by António Rua & Francisco Craveiro Dias & Maximiano Pinheiro
• Nonstationary Extremes and the US Business Cycle
  by António Rua & Miguel de Carvalho & K. Feridum Turkman
• Does domestic demand matter for firms’ exports?
  by António Rua & Paulo Esteves & Miguel Portela
• Short-term forecasting for the portuguese economy: a methodological overview
  by António Rua & Paulo Esteves
• An input-output analysis: linkages vs leakages
  by António Rua & Hugo Reis
• Dating the Portuguese business cycle
  by António Rua
• Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach
  by António Rua & Luís Catela Nunes
• Asset pricing with a bank risk factor
  by António Rua & João Pedro Pereira
• A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data
  by Cláudia Duarte
• A bottom-up approach for forecasting GDP in a data-rich environment
  by Francisco Dias & Maximiano Pinheiro & António Rua
• Cohesion within the euro area and the US: A wavelet-based view
  by António Rua & Artur Silva Lopes
• A Wavelet Approach for Factor-Augmented Forecasting
  by António Rua
• A wavelet-based assessment of market risk: The emerging markets case
  by António Rua & Luís Catela Nunes
• A bottom-up approach for forecasting GDP in a data rich environment
  by António Rua & Francisco Craveiro Dias & Maximiano Pinheiro
• A new coincident indicator for the Portuguese private consumption
  by António Rua
• A wavelet-based multivariate multiscale approach for forecasting
  by António Rua
• Composite Indicators for the Euro Area Economic Activity
  by António Rua
• Cohesion within the euro area and the U. S.: a wavelet-based view
  by António Rua & Artur Silva Lopes