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Publicações e estudos > Investigação > Economistas > António Rua

António Rua

Campos de estudo: 
Econometria aplicada
Macroeconomia

 

 

Departamento de Estudos Económicos

antonio.rua@bportugal.pt

 

 

 

Formação:

Doutoramento em Economia, Universidade Técnica de Lisboa, 2011

Mestrado em Economia, Universidade Nova de Lisboa, 2003

Licenciatura em Economia, Universidade Nova de Lisboa, 1999

 

Experiência profissional:

Economista Coordenador, Departamento de Estudos Económicos, Banco de Portugal, desde 2006

 

Experiência académica:

Professor Associado, Nova School of Business and Economics, Universidade Nova de Lisboa

Artigos Científicos do Banco de Portugal (51)
2022
Um relógio circular para o ciclo económico em Portugal
Artigos da Revista de Estudos Económicos
2021
O real contributo da procura final para o crescimento do PIB
Artigos da Revista de Estudos Económicos
2019
O conteúdo importado da procura final em Portugal: Evolução nominal e real
Artigos da Revista de Estudos Económicos
2018
Previsão das exportações com seleção de previsores
Artigos da Revista de Estudos Económicos
2017
Datação dos ciclos económicos em Portugal
Artigos da Revista de Estudos Económicos
2016
Previsão do PIB através de uma abordagem bottom-up num contexto rico em informação
Artigos da Revista de Estudos Económicos
2015
Indicadores coincidentes mensais do Banco de Portugal revisitados
Artigos da Revista de Estudos Económicos
2023
Navigating with a compass: Charting the course of underlying inflation
Working Papers
2023
Gone with the wind: A structural decomposition of carbon emissions
Working Papers
2022
Business cycle clocks: Time to get circular
Working Papers
2020
The DEI: tracking economic activity daily during the lockdown
Working Papers
2020
A non-hierarchical dynamic factor model for three-way data
Working Papers
2020
Forecasting tourism with targeted predictors in a data-rich environment
Working Papers
2019
Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis
Working Papers
Publicado em: International Journal of Forecasting, Volume 35, Issue 4, October–December 2019
2019
Modelling the Demand for Euro Banknotes
Working Papers
2018
Does domestic demand matter for firms’ exports?
Working Papers
2017
Modelling currency demand in a small open economy within a monetary union
Working Papers
Publicado em: Economic Modelling, Volume 74, August 2018, Pages 88-96
2017
Zooming the Ins and Outs of the U.S. Unemployment
Working Papers
Publicado em: To be published in the European Economic Review
2016
A wavelet-based multivariate multiscale approach for forecasting
Working Papers
Publicado em: International Journal of Forecasting, Volume 33, Issue 3, July–September 2017, Pages 581-590
2016
Market integration and the persistence of electricity prices
Working Papers
Publicado em: Empirical Economics, 2018, pp 1–20
2014
Real-time nowcasting the US output gap: Singular spectrum analysis at work
Working Papers
2014
Exports and Domestic Demand Pressure: a Dynamic Panel Data Model for the Euro Area Countries
Working Papers
Publicado em: Review of World Economics, 2016,152, 107-125
2013
Is there a role for domestic demand pressure on export performance?
Working Papers
Publicado em: Empirical Economics, December 2015, Volume 49, Issue 4, pp 1173–1189
2012
Asset pricing with a bank risk factor
Working Papers
2012
Cohesion within the euro area and the U. S.: a wavelet-based view
Working Papers
2012
A wavelet-based assessment of market risk: The emerging markets case
Working Papers
2011
Money growth and inflation in the euro area: a time-frequency view
Working Papers
2010
A Wavelet Approach for Factor-Augmented Forecasting
Working Papers
Publicado em: Journal of Forecasting, vol. 30, 666-678
2010
Tracking the US Business Cycle With a Singular Spectrum Analysis
Working Papers
2010
Nonstationary Extremes and the US Business Cycle
Working Papers
2010
Extremal Dependence in International Output Growth: Tales from the Tails
Working Papers
2010
Measuring comovement in the time-frequency space
Working Papers
2009
International comovement of stock market returns: a wavelet analysis
Working Papers
Publicado em: Journal of Empirical Finance, 2009, vol. 16, 632-639
2009
Dynamic factor models with jagged edge panel data: Taking on board the dynamics of the idiosyncratic components
Working Papers
2008
Forecasting Using Targeted Diffusion Indexes
Working Papers
Publicado em: Journal of Forecasting, 29, 341–352 (2010)
2008
Inflation expectations in the euro area: Are consumers rational?
Working Papers
2008
Determining the number of factors in approximate factor models with global and group-specific factors
Working Papers
2007
Inflation (mis)perceptions in the euro area
Working Papers
Publicado em: Empirical Economics, October 2010, Vol. 39, Issue 2, pp. 353–369
2006
An input-output analysis: linkages vs leakages
Working Papers
Publicado em: International Economic Journal, Vol. 23, Issue 4, pp. 527-544, 2009
2005
Forecasting Inflation Through a Bottom-Up Approach: The Portuguese Case
Working Papers
Publicado em: Economic Modelling, Vol. 24, Issue 6, pp. 941-953
2003
Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area
Working Papers
Publicado em: The Quarterly Review of Economics and Finance, 43(4), 2003, 627-642
2003
Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach
Working Papers
Publicado em: International Journal of Forecasting, 2005, vol. 21, no 3, 503-523
2014
Previsão do PIB para Portugal com base em modelos de fatores
Artigos do Boletim Económico
2013
O conteúdo importado da procura global em Portugal
Artigos do Boletim Económico
2012
Wavelets em Economia
Artigos do Boletim Económico
2012
Previsões económicas de curto prazo para Portugal: uma síntese metodológica
Artigos do Boletim Económico
2011
As Contas Nacionais Trimestrais em tempo real: Uma análise das revisões na última década
Artigos do Boletim Económico
2009
Percepção e Expectativas de Inflação na Área do Euro e Portugal
Artigos do Boletim Económico
2005
Um novo indicador coincidente para o consumo privado em Portugal
Artigos do Boletim Económico
2004
Um Novo Indicador Coincidente para a Economia Portuguesa
Artigos do Boletim Económico
2002
Indicadores Compósitos para a Actividade Económica na àrea do Euro
Artigos do Boletim Económico
Outros Artigos Científicos (5)
2013
Worldwide synchronization since the nineteenth century: a waveletbased view
Outros Contributos
Publicado em: Applied Economics Letters, Vol. 20, Issue 8, pp. 773-776
2013
Determining the number of global and country-specific factors in the euro area
Outros Contributos
Publicado em: Studies in Nonlinear Dynamics & Econometrics, Vol. 17, Issue 5, pp. 573-617
2012
Dynamic factor models with jagged edge panel data: Taking on board the dynamics of the idiosyncratic components
Outros Contributos
Publicado em: Oxford Bulletin of Economics and Statistics, Vol. 75, No. 1, pp. 80-102.
2009
Short-term forecasting of GDP using large datasets: A pseudo real-time forecast evaluation exercise
Outros Contributos
Publicado em: Journal of Forecasting, Vol. 28, Issue 7, pp. 559-650
2006
Tracking the Business Cycle of the Euro Area: A Multivariate Model-Based Bandpass Filter
Outros Contributos
Publicado em: Journal of Business & Economic Statistics, Vol. 24, Issue 3, pp. 278-290
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