António Rua - Central Bank Research Hub

Papers by year: All | 2016 | 2015 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

Title Other author(s)

A bottom-up approach for forecasting GDP in a data rich environment

Bank of Portugal Working papers [View] (Paper: 934, 15.09.2016)

JEL: C22, C53

A wavelet-based multivariate multiscale approach for forecasting

Bank of Portugal Working papers [View] (Paper: 930, 12.09.2016)

JEL: C22, C40, C53

Market integration and the persistence of electricity prices

Bank of Portugal Working papers [View] (Paper: 919, 16.03.2016)

Revisiting the monthly coincident indicators of Banco de Portugal

Bank of Portugal Working papers [View] (Paper: 868, 05.10.2015)

JEL: C10, E32

Exports and domestic demand pressure: a dynamic panel data model for the euro area countries

European Central Bank Working papers [View] (Paper: 1777, 07.04.2015)

JEL: C22, C50, F10

Is there a role for domestic demand pressure on export performance?

European Central Bank Working papers [View] (Paper: 1594, 27.09.2013)

JEL: C22, C50, F10

Is there a role for domestic demand pressure on export performance?

Bank of Portugal Working papers [View] (Paper: 201303, 26.02.2013)

JEL: C22, C50, F10

Asset pricing with a bank risk factor

Bank of Portugal Working papers [View] (Paper: 201202, 12.02.2012)

Money growth and inflation in the euro area: a time-frequency view

Bank of Portugal Working papers [View] (Paper: 201122, 08.09.2011)

Extremal Dependence in International Output Growth: Tales from the Tails

Bank of Portugal Working papers [View] (Paper: 201008, 16.06.2010)

JEL: C40, C50, E32

A Wavelet Approach for Factor-Augmented Forecasting

Bank of Portugal Working papers [View] (Paper: 201007, 15.06.2010)

JEL: C22, C40, C53

Tracking the US Business Cycle With a Singular Spectrum Analysis

Bank of Portugal Working papers [View] (Paper: 201009, 15.06.2010)

JEL: C50, E32

Measuring comovement in the time-frequency space

Bank of Portugal Working papers [View] (Paper: 201001, 19.02.2010)

Dynamic factor models with jagged edge panel data: Taking on board the dynamics of the idiosyncratic components

Bank of Portugal Working papers [View] (Paper: 200913, 13.07.2009)

JEL: C32, C33, C53

International comovement of stock market returns: a wavelet analysis

Bank of Portugal Working papers [View] (Paper: 200904, 21.03.2009)

JEL: C40, E32, F30, G15

Inflation expectations in the euro area: Are consumers rational?

Bank of Portugal Working papers [View] (Paper: 200823, 05.01.2009)

Determining the number of factors in approximate factor models with global and group-specific factors

Bank of Portugal Working papers [View] (Paper: 200809, 29.06.2008)

Forecasting Using Targeted Diffusion Indexes

Bank of Portugal Working papers [View] (Paper: 200807, 15.05.2008)

JEL: C22, C53

Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise

European Central Bank Occasional papers [View] (Paper: 084, 08.05.2008)

JEL: C53, E37

Inflation (mis)perceptions in the euro area

Bank of Portugal Working papers [View] (Paper: 200715, 23.10.2007)

JEL: E31

An input-output analysis: linkages vs leakages

Bank of Portugal Working papers [View] (Paper: 200617, 20.11.2006)

JEL: C67, D57, F14

Forecasting Inflation Through a Bottom-Up Approach: The Portuguese Case

Bank of Portugal Working papers [View] (Paper: 200502, 14.03.2005)

JEL: C22, C32, C43, C53, E31, E37

Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach

Bank of Portugal Working papers [View] (Paper: 200307, 05.05.2004)

Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area

Bank of Portugal Working papers [View] (Paper: 200316, 05.05.2004)

JEL: C13, C32, E32

Papers by year: All | 2016 | 2015 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004