Antonio Rua

Bank of Portugal - Economic Research Department

R. do Ouro, 27

Lisboa, 1100-150

Portugal

SCHOLARLY PAPERS

10

DOWNLOADS

624

SSRN CITATIONS
Rank 27,443

SSRN RANKINGS

Top 27,443

in Total Papers Citations

6

CROSSREF CITATIONS

19

Scholarly Papers (10)

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 154 (195,835)

Abstract:

Loading...

asset pricing, factor model, distance to default, banking

2.

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 133 (220,687)

Abstract:

Loading...

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
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 130 (224,583)

Abstract:

Loading...

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

4.

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 115 (246,209)
Citation 11

Abstract:

Loading...

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

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
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 (478,437)
Citation 5

Abstract:

Loading...

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 (488,700)
Citation 1

Abstract:

Loading...

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
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 23 (516,327)

Abstract:

Loading...

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, New University of Lisbon - Nova School of Business and Economics, Banco de Portugal and Bank of Portugal - Economic Research Department
Downloads 7 (615,871)

Abstract:

Loading...

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 (643,969)

Abstract:

Loading...

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 (665,297)
  • Add to Cart

Abstract:

Loading...