Antonio Rua

Bank of Portugal - Economic Research Department

R. do Ouro, 27

Lisboa, 1100-150

Portugal

  • Bank of Portugal - Economic Research Department

SCHOLARLY PAPERS

10

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664

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8

CROSSREF CITATIONS

20

Scholarly Papers (10)

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1.

Asset Pricing with a Bank Risk Factor

Number of pages: 48 Posted: 21 Dec 2011 Last Revised: 03 May 2017
João Pedro Pereira and Antonio Rua
Nova School of Business and Economics and Bank of Portugal - Economic Research Department
Downloads 158 (202,667)

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asset pricing, factor model, distance to default, banking

2.

Short-Term Forecasting of GDP Using Large Monthly Datasets – A Pseudo Real-Time Forecast Evaluation Exercise

National Bank of Belgium Working Paper No. 133
Number of pages: 31 Posted: 03 Oct 2010
Karim Barhoumi, Szilard Benk, Riccardo Cristadoro, Ard den Reijer, Audrone Jakaitiene, Piotr Jelonek, Antonio Rua, Gerhard Rünstler, Karsten Ruth and Christophe Van Nieuwenhuyze
University of Angers - Research Group in Quantitative Saving (GREQAM), European Central Bank (ECB), Bank of Italy, Sveriges Riksbank - Monetary Policy, Vytautas Magnus University, European University Institute, Bank of Portugal - Economic Research Department, European Central Bank, J. W. Goethe University Frankfurt and National Bank of Belgium
Downloads 146 (216,368)
Citation 11

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Bridge models, Dynamic factor models, real-time data flow

3.

Short-Term Forecasting of GDP Using Large Monthly Datasets - A Pseudo Real-Time Forecast Evaluation Exercise

ECB Occasional Paper No. 84
Number of pages: 25 Posted: 18 Jun 2008
Karim Barhoumi, Szilard Benk, Riccardo Cristadoro, Ard den Reijer, Audrone Jakaitiene, Piotr Jelonek, Antonio Rua, Gerhard Rünstler, Karsten Ruth and Christophe Van Nieuwenhuyze
University of Angers - Research Group in Quantitative Saving (GREQAM), European Central Bank (ECB), Bank of Italy, Sveriges Riksbank - Monetary Policy, Vytautas Magnus University, European University Institute, Bank of Portugal - Economic Research Department, European Central Bank, J. W. Goethe University Frankfurt and National Bank of Belgium
Downloads 133 (233,133)

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Bridge models, Dynamic factor models, real-time data flow

4.

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

Tinbergen Institute Discussion Paper No. 03-069/4
Number of pages: 24 Posted: 17 Nov 2003
João Valle e Azevedo, Siem Jan Koopman and Antonio Rua
Vrije Universiteit Amsterdam, School of Business and Economics, Vrije Universiteit Amsterdam - School of Business and Economics and Bank of Portugal - Economic Research Department
Downloads 133 (233,133)

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5.

Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise

Banque de France Working Paper No. 215
Number of pages: 29 Posted: 21 Sep 2010
Barhoumi Karim, Gerhard Rünstler, Riccardo Cristadoro, Ard den Reijer, Audrone Jakaitiene, Piotr Jelonek, Antonio Rua, Karsten Ruth, Szilard Benk and Christophe Van Nieuwenhuyze
affiliation not provided to SSRN, European Central Bank, Bank of Italy, Sveriges Riksbank - Monetary Policy, Vilnius university, European University Institute, Bank of Portugal - Economic Research Department, J. W. Goethe University Frankfurt, European Central Bank (ECB) and National Bank of Belgium
Downloads 30 (503,713)
Citation 6

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Bridge models, Dynamic factor models, real-time data flow

6.

Is There a Role for Domestic Demand Pressure on Export Performance?

ECB Working Paper No. 1594
Number of pages: 31 Posted: 09 Oct 2013
Paulo Soares Esteves and Antonio Rua
Bank of Portugal - Economic Research Department and Bank of Portugal - Economic Research Department
Downloads 28 (514,367)
Citation 3

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Exports, Domestic Demand Pressure, Error Correction Models, Asymmetry

7.

Exports and Domestic Demand Pressure: A Dynamic Panel Data Model for the Euro Area Countries

ECB Working Paper No. 1777
Number of pages: 22 Posted: 07 Apr 2015
Elena Bobeica, Paulo Soares Esteves, Antonio Rua and Karsten Staehr
European Central Bank (ECB), Bank of Portugal - Economic Research Department, Bank of Portugal - Economic Research Department and Tallinn University of Technology (TUT) - Department of Finance and Economics
Downloads 24 (537,585)

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exports, domestic demand pressure, asymmetry

8.

Market Integration and the Persistence of Electricity Prices

Number of pages: 22 Posted: 19 Jun 2018
João Pedro Pereira, Vasco Pesquita, Paulo M.M. Rodrigues and Antonio Rua
Nova School of Business and Economics, New University of Lisbon - Nova School of Business and Economics, Banco de Portugal and Bank of Portugal - Economic Research Department
Downloads 8 (642,193)

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electricity prices, market integration, persistence change, long memory

9.

Zooming the Ins and Outs of the U.S. Unemployment with a Wavelet Lens

IZA Discussion Paper No. 11559
Number of pages: 29 Posted: 11 Jun 2018
Pedro Portugal and Antonio Rua
Bank of Portugal - Research Department and Bank of Portugal - Economic Research Department
Downloads 3 (678,750)

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worker flows, job separation rate, job finding rate, wavelets

10.

Extremal Dependence in International Output Growth: Tales from the Tails

Oxford Bulletin of Economics and Statistics, Vol. 76, Issue 4, pp. 605-620, 2014
Number of pages: 16 Posted: 03 Jul 2014
Miguel de Carvalho and Antonio Rua
Pontifical Catholic University of Chile and Bank of Portugal - Economic Research Department
Downloads 1 (700,957)
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