Antonio Rua

Bank of Portugal - Economic Research Department

R. do Ouro, 27

Lisboa, 1100-150

Portugal

SCHOLARLY PAPERS

9

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1,030

SSRN CITATIONS
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Top 39,097

in Total Papers Citations

17

CROSSREF CITATIONS

8

Scholarly Papers (9)

1.

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
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 281 (203,974)
Citation 11

Abstract:

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

2.

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 191 (295,000)
Citation 2

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asset pricing, factor model, distance to default, banking

3.

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
Vrije Universiteit Amsterdam, School of Business and Economics, Vrije Universiteit Amsterdam - School of Business and Economics and Bank of Portugal - Economic Research Department
Downloads 190 (296,440)

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4.

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
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 156 (351,982)
Citation 1

Abstract:

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

5.

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 62 (650,806)
Citation 6

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Exports, Domestic Demand Pressure, Error Correction Models, Asymmetry

6.

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
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 51 (713,265)
Citation 8

Abstract:

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

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
European Central Bank (ECB), Bank of Portugal - Economic Research Department, Bank of Portugal - Economic Research Department and Bank of EstoniaTallinn University of Technology (TUT) - Department of Finance and Economics
Downloads 41 (780,396)
Citation 1

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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
Nova School of Business and Economics, Nova School of Business and Economics, Banco de Portugal and Bank of Portugal - Economic Research Department
Downloads 31 (859,069)

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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 27 (894,475)

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