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Economic Research > Research economists

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António Rua

Fields of interest: Time series analysis, Applied macroeconometrics and Forecasting.

 

Presentation



António Rua is an economist at the Economic Research Department of Banco de Portugal since 1999. He is currently the head of the Conjunctural Unit of the Forecasting and Conjunctural Division, and he is involved in the analysis and short-term forecasting of the Portuguese economy, contributing to several regular publications of Banco de Portugal. His research focuses on macroeconomics and macroeconometrics and he has published work in Journal of Business and Economic Statistics, International Journal of Forecasting, Economic Modelling and Journal of Forecasting.

BdP Publications

TitleRelease YearPublication Type
Asset pricing with a bank risk factor2012Working Paper
Money growth and inflation in the euro area: a time-frequency view2011Working Paper
The Quarterly National Accounts in real-time: an analysis of the revisions over the last decade2011Economic Bulletin Article
Measuring comovement in the time-frequency space2010Working Paper
Nonstationary Extremes and the US Business Cycle2010Working Paper
A Wavelet Approach for Factor-Augmented Forecasting2010Working Paper
Extremal Dependence in International Output Growth: Tales from the Tails2010Working Paper
Tracking the US Business Cycle With a Singular Spectrum Analysis2010Working Paper
International comovement of stock market returns: a wavelet analysis2009Working Paper
Inflation Perceptions and Expectations in the Euro Area and Portugal2009Economic Bulletin Article
Dynamic factor models with jagged edge panel data: Taking on board the dynamics of the idiosyncratic components2009Working Paper
Forecasting Using Targeted Diffusion Indexes2008Working Paper
Determining the number of factors in approximate factor models with global and group-specific factors2008Working Paper
Inflation expectations in the euro area: Are consumers rational?2008Working Paper
Inflation (mis)perceptions in the euro area2007Working Paper
An input-output analysis: linkages vs leakages2006Working Paper
Forecasting Inflation Through a Bottom-Up Approach: The Portuguese Case2005Working Paper
A new coincident indicator for the Portuguese private consumption2005Economic Bulletin Article
A New Coincident Indicator for the Portuguese Economy2004Economic Bulletin Article
Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach2003Working Paper
Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area2003Working Paper
Composite Indicators for the Euro Area Economic Activity2002Economic Bulletin Article

Other Publications

TitleRelease YearPublication
A wavelet approach for factor-augmented forecasting2011Journal of Forecasting, 2011 (forthcoming)
Forecasting Using Targeted Diffusion Indexes2010Journal of Forecasting, 2010, vol. 29, no. 3, 341-352
Inflation (mis)perceptions in the euro area2010Empirical Economics, 2010, vol.39, 353-369
Inflation expectations in the euro area: Are consumers rational?2010Review of World Economics, 2010, vol.146, nº3, 591-607
Measuring comovement in the time-frequency space2010Journal of Macroeconomics, 2010, vol. 32, 685-691
International comovement of stock market returns: a wavelet analysis2009Journal of Empirical Finance, 2009, vol. 16, 632-639
An input-output analysis: linkages vs leakages2009International Economic Journal, 2009, vol. 23, no. 4, 527-544
Short-term forecasting of GDP using large datasets: A pseudo real-time forecast evaluation exercise2009Journal of Forecasting, 2009, vol. 28, no. 7, 595-611
Forecasting inflation through a bottom-up approach: How bottom is bottom?2007Economic Modelling, 2007, 24, 941-953.
Tracking the Business Cycle of the Euro Area: A Multivariate Model-Based Bandpass Filter2006Journal of Business & Economic Statistics, 24 (3), July 2006, 278-290
Coincident and leading indicators for the euro area: A frequency band approach2005International Journal of Forecasting, 2005, vol. 21, no 3, 503-523

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