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António Rua

Fields of study: 
Applied econometrics
Macroeconomics

 

  

Economics and Research Department

antonio.rua@bportugal.pt

 

 

 

Education:

Ph.D. in Economics, Technical University of Lisbon, 2011

M.Sc. in Economics, Nova School of Business and Economics, 2003

Licenciatura in Economics, Nova School of Business and Economics, 1999

 

Professional experience:

Head of Unit, Economics and Research Department, Banco de Portugal, since 2006

 

Teaching experience:

Associate Professor, Nova School of Business and Economics

Banco de Portugal scientific articles (49)
2022
A circular business cycle clock for Portugal
Banco de Portugal Economic Studies
2021
Unveiling the real contribution of final demand to GDP growth
Banco de Portugal Economic Studies
2019
The import content of final demand in Portugal: Nominal and real evolution
Banco de Portugal Economic Studies
2018
Forecasting exports with targeted predictors
Banco de Portugal Economic Studies
2017
Dating the Portuguese business cycle
Banco de Portugal Economic Studies
2016
A bottom-up approach for forecasting GDP in a data rich environment
Banco de Portugal Economic Studies
2015
Revisiting the monthly coincident indicators of Banco de Portugal
Banco de Portugal Economic Studies
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
Published at: 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
Published at: Economic Modelling, Volume 74, August 2018, Pages 88-96
2017
Zooming the Ins and Outs of the U.S. Unemployment
Working Papers
Published at: To be published in the European Economic Review
2016
A wavelet-based multivariate multiscale approach for forecasting
Working Papers
Published at: 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
Published at: 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
Published at: Review of World Economics, 2016,152, 107-125
2013
Is there a role for domestic demand pressure on export performance?
Working Papers
Published at: 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
Published at: 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
Published at: 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
Published at: 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
Published at: Empirical Economics, October 2010, Vol. 39, Issue 2, pp. 353–369
2006
An input-output analysis: linkages vs leakages
Working Papers
Published at: International Economic Journal, Vol. 23, Issue 4, pp. 527-544, 2009
2005
Forecasting Inflation Through a Bottom-Up Approach: The Portuguese Case
Working Papers
Published at: 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
Published at: 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
Published at: International Journal of Forecasting, 2005, vol. 21, no 3, 503-523
2014
Forecasting Portuguese GDP with factor models
Economic Bulletin Articles
2013
The import content of global demand in Portugal
Economic Bulletin Articles
2012
Wavelets in economics
Economic Bulletin Articles
2012
Short-term forecasting for the portuguese economy: a methodological overview
Economic Bulletin Articles
2011
The Quarterly National Accounts in real-time: an analysis of the revisions over the last decade
Economic Bulletin Articles
2009
Inflation Perceptions and Expectations in the Euro Area and Portugal
Economic Bulletin Articles
2005
A new coincident indicator for the Portuguese private consumption
Economic Bulletin Articles
2004
A New Coincident Indicator for the Portuguese Economy
Economic Bulletin Articles
2002
Composite Indicators for the Euro Area Economic Activity
Economic Bulletin Articles
Other scientific articles (5)
2013
Worldwide synchronization since the nineteenth century: a waveletbased view
Other Contributions
Published at: Applied Economics Letters, Vol. 20, Issue 8, pp. 773-776
2013
Determining the number of global and country-specific factors in the euro area
Other Contributions
Published at: 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
Other Contributions
Published at: 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
Other Contributions
Published at: 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
Other Contributions
Published at: Journal of Business & Economic Statistics, Vol. 24, Issue 3, pp. 278-290
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