António Rua : Citation Profile


Are you António Rua?

Banco de Portugal

15

H index

19

i10 index

996

Citations

RESEARCH PRODUCTION:

43

Articles

40

Papers

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 58
   Journals where António Rua has often published
   Relations with other researchers
   Recent citing documents: 163.    Total self citations: 37 (3.58 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pru99
   Updated: 2022-05-21    RAS profile: 2020-06-23    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Rodrigues, Paulo (4)

Esteves, Paulo (4)

Staehr, Karsten (2)

Duarte, Cláudia (2)

Portugal, Pedro (2)

Portela, Miguel (2)

Pinheiro, Maximiano (2)

Esteves, Paulo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with António Rua.

Is cited by:

Tiwari, Aviral (43)

Verona, Fabio (36)

Aguiar-Conraria, Luís (24)

Vacha, Lukas (18)

Uddin, Gazi (18)

Aloui, Chaker (16)

Giannone, Domenico (13)

Masih, Abul (13)

GUPTA, RANGAN (13)

Koopman, Siem Jan (12)

Reichlin, Lucrezia (12)

Cites to:

Watson, Mark (67)

Reichlin, Lucrezia (50)

Stock, James (49)

Forni, Mario (38)

Lippi, Marco (31)

Marcellino, Massimiliano (29)

Schumacher, Christian (28)

Giannone, Domenico (26)

Ng, Serena (25)

Hallin, Marc (24)

Bai, Jushan (23)

Main data


Where António Rua has published?


Journals with more than one article published# docs
Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies13
International Journal of Forecasting4
Oxford Bulletin of Economics and Statistics3
Journal of Forecasting3
Economic Modelling3
Empirical Economics3
Review of World Economics (Weltwirtschaftliches Archiv)3

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Portugal, Economics and Research Department30
Working Paper Series / European Central Bank2

Recent works citing António Rua (2021 and 2020)


YearTitle of citing document
2021Machine Learning Time Series Regressions With an Application to Nowcasting. (2021). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021004.

Full description at Econpapers || Download paper

2020A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110.

Full description at Econpapers || Download paper

2020Machine learning time series regressions with an application to nowcasting. (2020). Babii, Andrii ; Striaukas, Jonas ; Ghysels, Eric. In: Papers. RePEc:arx:papers:2005.14057.

Full description at Econpapers || Download paper

2021Multivariate Circulant Singular Spectrum Analysis. (2020). Poncela, Pilar ; Senra, Eva. In: Papers. RePEc:arx:papers:2007.07561.

Full description at Econpapers || Download paper

2021Nonstationary Portfolios: Diversification in the Spectral Domain. (2021). Stankovic, Ljubisa ; Mandic, Danilo P ; Scalzo, Bruno ; Arroyo, Alvaro. In: Papers. RePEc:arx:papers:2102.00477.

Full description at Econpapers || Download paper

2021The Proper Use of Google Trends in Forecasting Models. (2021). Pires, Henrique F ; Medeiros, Marcelo C. In: Papers. RePEc:arx:papers:2104.03065.

Full description at Econpapers || Download paper

2021Big Data Information and Nowcasting: Consumption and Investment from Bank Transactions in Turkey. (2021). Rodrigo, Tomasa ; Ortiz, Alvaro ; Isa, Berk Orkun ; Mert, Seda Guler ; Barlas, Ali B ; Yazgan, Ege ; Soybilgen, Baris. In: Papers. RePEc:arx:papers:2107.03299.

Full description at Econpapers || Download paper

2022A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

Full description at Econpapers || Download paper

2021Using Payments Data to Nowcast Macroeconomic Variables During the Onset of COVID-19. (2021). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:21-2.

Full description at Econpapers || Download paper

2022Macroeconomic Predictions Using Payments Data and Machine Learning. (2022). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:22-10.

Full description at Econpapers || Download paper

2021Exploiting payments to track Italian economic activity: the experience at Banca d’Italia. (2021). Zizza, Roberta ; Gambini, Alessandro ; aprigliano, valentina ; Renzi, Nazzareno ; Emiliozzi, Simone ; Cavallero, Alessandro ; Cassetta, Alessia ; Ardizzi, Guerino. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_609_21.

Full description at Econpapers || Download paper

2021Inside the black box: tools for understanding cash circulation. (2021). Valentini, Massimo ; Sene, Gabriele ; Rocco, Giorgia ; Nobili, Andrea ; Maddaloni, Gianluca ; lo Russo, Michelina ; Brandi, Marco ; Bonifacio, Elisa ; Baldo, Luca. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_007_21.

Full description at Econpapers || Download paper

2021Interfaces of domestic violence and organization: Gendered violence and inequality. (2021). Pullen, Alison ; Greenwood, Michelle ; Wilcox, Tracy ; Jones, Deborah ; Kelly, Anne Oleary. In: Gender, Work and Organization. RePEc:bla:gender:v:28:y:2021:i:2:p:701-721.

Full description at Econpapers || Download paper

2022Monetary policy objectives and economic outcomes: What can we learn from a wavelet?based optimal control approach?. (2022). Crowley, Patrick ; Hudgins, David. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:2:p:144-170.

Full description at Econpapers || Download paper

2022Joint Decomposition of Business and Financial Cycles: Evidence from Eight Advanced Economies. (2022). Koopman, Siem Jan ; Hindrayanto, Irma ; de Winter, Jasper. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:57-79.

Full description at Econpapers || Download paper

2020Measuring the Financial Cycle in South Africa. (2020). Farrell, Greg ; Kemp, Esti. In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:2:p:123-144.

Full description at Econpapers || Download paper

2020Nowcasting Norwegian household consumption with debit card transaction data. (2020). Fastb, Tuva Marie ; Aastveit, Knut Are ; Torstensen, Kjersti Nss ; Paulsen, Kenneth Sterhagen ; Granziera, Eleonora. In: Working Paper. RePEc:bno:worpap:2020_17.

Full description at Econpapers || Download paper

2020Forecasting inflation with the New Keynesian Phillips curve : Frequency matters. (2020). Verona, Fabio ; Martins, Manuel. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_004.

Full description at Econpapers || Download paper

2020Time-frequency forecast of the equity premium. (2020). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_006.

Full description at Econpapers || Download paper

2021Inflation dynamics and forecast : frequency matters. (2021). Verona, Fabio ; Martins, Manuel. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_008.

Full description at Econpapers || Download paper

2021Time–Frequency Regression. (2021). Yoshito, Funashima. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:10:y:2021:i:1:p:21-32:n:1.

Full description at Econpapers || Download paper

2020Causal relationships between inflation and inflation uncertainty. (2020). JAWADI, Fredj ; Barnett, William ; William, Barnett ; ZIED, FTITI . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:5:p:26:n:4.

Full description at Econpapers || Download paper

2020Can Alternative Data Improve the Accuracy of Dynamic Factor Model Nowcasts?. (2020). Cristea, R G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20108.

Full description at Econpapers || Download paper

2020Payment Innovations, the Shadow Economy and Cash Demand of Households in Euro Area Countries. (2020). Seitz, Franz ; Reimers, Hans-Eggert ; Schneider, Friedrich. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8574.

Full description at Econpapers || Download paper

2021Dynamic factor models: does the specification matter?. (2021). Miranda, Karen Alejandra ; Poncela, Pilar ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:32210.

Full description at Econpapers || Download paper

2020The importance of value chains for euro area trade: a time series perspective. (2020). Vermeulen, Robert ; van Limbergen, Duncan. In: DNB Working Papers. RePEc:dnb:dnbwpp:672.

Full description at Econpapers || Download paper

2021Monetary Policy and Business Cycle Synchronization in Europe. (2021). MESTRE, Roman ; Odry, Remi. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-19.

Full description at Econpapers || Download paper

2021Foreign demand for euro banknotes JEL Classification: E41, E47, E49, E59, F24. (2021). Delmas, Martial ; Politronacci, Emmanuelle ; Bartzsch, Nikolaus ; Rusu, Codruta ; Zamora-Perez, Alejandro ; Lalouette, Laure ; Naksi, Martti ; Brandi, Marco ; Rua, Antonio. In: Occasional Paper Series. RePEc:ecb:ecbops:2021253.

Full description at Econpapers || Download paper

2020Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area. (2020). Sokol, Andrej ; Chalmoviansk, Jakub ; Porqueddu, Mario. In: Working Paper Series. RePEc:ecb:ecbwps:20202501.

Full description at Econpapers || Download paper

2021Have cross-category spillovers of economic policy uncertainty changed during the US–China trade war?. (2021). Nong, Huifu. In: Journal of Asian Economics. RePEc:eee:asieco:v:74:y:2021:i:c:s1049007821000415.

Full description at Econpapers || Download paper

2021A tale of company fundamentals vs sentiment driven pricing: The case of GameStop. (2021). Gubareva, Mariya ; Umar, Zaghum ; Ali, Shoaib ; Yousaf, Imran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000459.

Full description at Econpapers || Download paper

2021Forecasting COVID-19 pandemic using optimal singular spectrum analysis. (2021). Kalantari, Mahdi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920309383.

Full description at Econpapers || Download paper

2021The Daily Economic Indicator: tracking economic activity daily during the lockdown. (2021). Rua, Antonio ; Loureno, Nuno. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000894.

Full description at Econpapers || Download paper

2021Can exporting resolve overcapacity? Evidence from Chinese steel companies. (2021). Zhao, Zhiqi ; Dai, Xiaoyong. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s026499932100167x.

Full description at Econpapers || Download paper

2021Forecasting tourism with targeted predictors in a data-rich environment. (2021). Rua, Antonio ; Gouveia, Carlos Melo ; Loureno, Nuno. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:445-454.

Full description at Econpapers || Download paper

2021Forecasting imports with information from abroad. (2021). Lehmann, Robert ; Grimme, Christian ; Noeller, Marvin. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:109-117.

Full description at Econpapers || Download paper

2020Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis. (2020). Yang, Lu ; Xu, Mingli ; Zhu, Jingran ; Wu, Kai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300917.

Full description at Econpapers || Download paper

2021Continuous wavelet analysis of Chinese renminbi: Co-movement and lead-lag relationship between onshore and offshore exchange rates. (2021). Hamori, Shigeyuki ; Kinkyo, Takuji ; Xu, Lei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000012.

Full description at Econpapers || Download paper

2021Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets: Pre & post crisis. (2021). Vuković, Darko ; Maiti, Moinak ; Lapshina, Kseniya A ; Vukovic, Darko B. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000838.

Full description at Econpapers || Download paper

2021Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis. (2021). Bhuiyan, Abul Bashar ; Hassan, Kabir M ; Mahi, Masnun ; Hasan, Md Bokhtiar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001236.

Full description at Econpapers || Download paper

2022Impact of the COVID-19 outbreak and its related announcements on the Chinese conventional and Islamic stocks’ connectedness. (2022). Danila, Nevi ; Hkiri, Besma ; Al-Kayed, Lama ; Asadov, Alam ; Aloui, Chaker. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001881.

Full description at Econpapers || Download paper

2021On factor models with random missing: EM estimation, inference, and cross validation. (2021). Su, Liangjun ; Jin, Sainan ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:745-777.

Full description at Econpapers || Download paper

2020How the ins and outs shape differently the U.S. unemployment over time and across frequencies. (2020). Portugal, Pedro ; Rua, Antonio. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119302089.

Full description at Econpapers || Download paper

2020Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro. (2020). Uddin, Gazi ; Troster, Victor ; Tuvhag, Tom ; Lindman, Sebastian ; Jayasekera, Ranadeva. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:42-73.

Full description at Econpapers || Download paper

2020Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals. (2020). Tiwari, Aviral ; Shahbaz, Muhammad ; Nasreen, Samia ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930324x.

Full description at Econpapers || Download paper

2020Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis. (2020). Yoon, Seong-Min ; Jiang, Zhuhua. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301754.

Full description at Econpapers || Download paper

2020Will energy transitions impact financial systems?. (2020). Xu, Yingying. In: Energy. RePEc:eee:energy:v:194:y:2020:i:c:s0360544220300177.

Full description at Econpapers || Download paper

2020A review of resource curse burden on inflation in Venezuela. (2020). khan, khalid ; Umar, Muhammad ; Tao, Ran ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:204:y:2020:i:c:s036054422031032x.

Full description at Econpapers || Download paper

2021A combined forecasting system based on statistical method, artificial neural networks, and deep learning methods for short-term wind speed forecasting. (2021). Zhang, Lifang ; Niu, Xinsong ; Liu, Zhenkun ; Jiang, Ping. In: Energy. RePEc:eee:energy:v:217:y:2021:i:c:s0360544220324683.

Full description at Econpapers || Download paper

2021Fuel price co-movements among France, Germany and Italy: A time-frequency investigation. (2021). Albulescu, Claudiu ; Mutascu, Mihai Ioan . In: Energy. RePEc:eee:energy:v:225:y:2021:i:c:s0360544221004850.

Full description at Econpapers || Download paper

2020Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis. (2020). Zhu, Huiming ; Qiao, Xingzhi ; Hau, Liya. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s105752192030185x.

Full description at Econpapers || Download paper

2020Identifying the comovement of price between Chinas and international crude oil futures: A time-frequency perspective. (2020). Huang, Shupei. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302064.

Full description at Econpapers || Download paper

2021Flight-to-quality between global stock and bond markets in the COVID era. (2021). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Fassas, Athanasios P ; Papadamou, Stephanos. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316664.

Full description at Econpapers || Download paper

2021Who raised from the abyss? A comparison between cryptocurrency and stock market dynamics during the COVID-19 pandemic. (2021). Vidal-Tomas, David ; Caferra, Rocco. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000350.

Full description at Econpapers || Download paper

2020The yield curve and the stock market: Mind the long run. (2020). Verona, Fabio ; Faria, Gonalo. In: Journal of Financial Markets. RePEc:eee:finmar:v:50:y:2020:i:c:s138641811930134x.

Full description at Econpapers || Download paper

2021A time–frequency comovement and causality relationship between Bitcoin hashrate and energy commodity markets. (2021). Kang, Sanghoon ; Ur, Mobeen. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028320302763.

Full description at Econpapers || Download paper

2020Manufacturing firms’ export activity: Business and financial cycles overlaps!. (2020). Suarez, Cristina ; Salas, Vicente ; Laborda, Juan. In: International Economics. RePEc:eee:inteco:v:162:y:2020:i:c:p:1-14.

Full description at Econpapers || Download paper

2021Export performance and capacity pressures in Central and Eastern Europe. (2021). Staehr, Karsten. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:204-217.

Full description at Econpapers || Download paper

2020Brexit: Tracking and disentangling the sentiment towards leaving the EU. (2020). Martos, Gabriel ; de Carvalho, Miguel. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1128-1137.

Full description at Econpapers || Download paper

2021Measuring and forecasting retail trade in real time using card transactional data. (2021). Ulloa, Camilo A ; de Aguirre, Pep Ruiz ; Rodrigo, Tomasa ; Pacce, Matias ; Garcia, Juan R. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1235-1246.

Full description at Econpapers || Download paper

2021Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Miranda, Karen ; Poncela, Pilar. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425.

Full description at Econpapers || Download paper

2021The time-frequency analysis of conventional and unconventional monetary policy: Evidence from Japan. (2021). Meng, Xiangcai ; Huang, Chia-Hsing. In: Japan and the World Economy. RePEc:eee:japwor:v:59:y:2021:i:c:s0922142521000360.

Full description at Econpapers || Download paper

2021Export status and SME productivity: Learning-to-export versus learning-by-exporting. (2021). Love, James H ; Gkypali, Areti ; Roper, Stephen. In: Journal of Business Research. RePEc:eee:jbrese:v:128:y:2021:i:c:p:486-498.

Full description at Econpapers || Download paper

2021Quantifying Return Spillovers in Global Real Estate Markets. (2021). Balli, Faruk ; Chowdhury, Iftekhar ; Agyemang, Abraham. In: Journal of Housing Economics. RePEc:eee:jhouse:v:52:y:2021:i:c:s1051137721000334.

Full description at Econpapers || Download paper

2022Singular spectrum analysis for real-time financial cycles measurement. (2022). Coussin, Maximilien. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001832.

Full description at Econpapers || Download paper

2020Co-movements and spillovers between prices of precious metals and non-ferrous metals: A multiscale analysis. (2020). Vo, Xuan Vinh ; Mensi, Walid ; Wanas, Idries Mohammad ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420720301173.

Full description at Econpapers || Download paper

2020Understanding the time-frequency dynamics of money demand, oil prices and macroeconomic variables: The case of India. (2020). Tiwari, Aviral ; Padhan, Hemachandra ; Hammoudeh, Shawkat ; Khalfaoui, Rabeh. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s030142072030266x.

Full description at Econpapers || Download paper

2020Spillovers and co-movements between precious metals and energy markets: Implications on portfolio management. (2020). Vo, Xuan Vinh ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308680.

Full description at Econpapers || Download paper

2021The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels. (2021). Teplova, Tamara ; Gubareva, Mariya ; Umar, Zaghum. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001781.

Full description at Econpapers || Download paper

2021Multiscale spillovers, connectedness, and portfolio management among precious and industrial metals, energy, agriculture, and livestock futures. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003846.

Full description at Econpapers || Download paper

2021Global economic performance and natural resources commodity prices volatility: Evidence from pre and post COVID-19 era. (2021). Wang, Yang ; Sun, LI. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004025.

Full description at Econpapers || Download paper

2021Co-movements among precious metals and implications for portfolio management: A multivariate wavelet-based dynamic analysis. (2021). Mensi, Walid ; Sultan, Jahangir ; Nekhili, Ramzi. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004281.

Full description at Econpapers || Download paper

2020Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? Extreme co-movements and portfolio management analysis. (2020). Vo, Xuan Vinh ; Ur, Mobeen ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20300718.

Full description at Econpapers || Download paper

2021On the investors sentiments and the Islamic stock-bond interplay across investments horizons. (2021). Shahzad, Syed Jawad Hussain ; Khan, Muhammad Asif ; Hela, Ben hamida ; Hkiri, Besma ; Hussain, Syed Jawad ; Aloui, Chaker. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20307034.

Full description at Econpapers || Download paper

2021Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations. (2021). Gubareva, Mariya ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000780.

Full description at Econpapers || Download paper

2020Inflation cycle synchronization in ASEAN countries. (2020). Yoon, Seong-Min ; Uddin, Gazi ; Hernandez, Jose Arreola ; Lahmiri, Salim ; Kang, Sang Hoon. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119321259.

Full description at Econpapers || Download paper

2020Causal evolution of global crisis in financial networks. (2020). Panigrahi, Prasanta K ; Banerjee, Anirban ; Upadhyay, Shashankaditya . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:554:y:2020:i:c:s0378437120303423.

Full description at Econpapers || Download paper

2021Measuring information flow among international stock markets: An approach of entropy-based networks on multi time-scales. (2021). Kuang, Peng-Cheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:577:y:2021:i:c:s0378437121003411.

Full description at Econpapers || Download paper

2020Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis. (2020). Bouri, Elie ; Roubaud, David ; Hussain, Syed Jawad ; Lucey, Brian ; Kristoufek, Ladislav. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:156-164.

Full description at Econpapers || Download paper

2020The relationship between monetary policy and uncertainty in advanced economies: Evidence from time- and frequency-domains. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Hkiri, Besma ; Ekin, Semih Emre. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:70-87.

Full description at Econpapers || Download paper

2021Cross hedging with stock index futures. (2021). Mohamad, Azhar ; Zainudin, Ahmad Danial. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:128-144.

Full description at Econpapers || Download paper

2021Okuns law in the US: New insights in time and frequency. (2021). Sokic, Alexandre ; Mutascu, Mihai Ioan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:207-222.

Full description at Econpapers || Download paper

2022On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis. (2022). Ahmed, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:135-151.

Full description at Econpapers || Download paper

2020Does US partisan conflict affect US–China bilateral trade?. (2020). Shi, Yanlin ; Jiang, Xiandeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:1117-1131.

Full description at Econpapers || Download paper

2020Are there any other safe haven assets? Evidence for “exotic” and alternative assets. (2020). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Simos, Theodore. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:614-628.

Full description at Econpapers || Download paper

2021New technical indicators and stock returns predictability. (2021). Kang, Jie ; Zhu, Huan ; Dai, Zhifeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:127-142.

Full description at Econpapers || Download paper

2020Predictive power of web search behavior in five ASEAN stock markets. (2020). Thas, Hassanudin Mohd ; Sifat, Imtiaz Mohammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307433.

Full description at Econpapers || Download paper

2020Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach. (2020). Sensoy, Ahmet ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919307822.

Full description at Econpapers || Download paper

2021Multiscale stock-bond correlation: Implications for risk management. (2021). McMillan, David ; Alomari, Mohammad ; al Rababaa, Abdel Razzaq. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000568.

Full description at Econpapers || Download paper

2020Getting ready for EU Single Market: The effect of export-oriented grant schemes on firm performance. (2020). Srhoj, Stjepan ; Walde, Janette. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:52:y:2020:i:c:p:279-293.

Full description at Econpapers || Download paper

2021Disentangling the enigma of multi-structured economic cycles - A new appearance of the golden ratio. (2021). Segers, R ; de Groot, E A ; Prins, D. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:169:y:2021:i:c:s0040162521002250.

Full description at Econpapers || Download paper

2021How do Artificial Intelligence and Robotics Stocks co-move with traditional and alternative assets in the age of the 4th industrial revolution? Implications and Insights for the COVID-19 period. (2021). Bayraci, Selcuk ; Gencer, Hatice Gaye ; Demiralay, Sercan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:171:y:2021:i:c:s0040162521004212.

Full description at Econpapers || Download paper

2021Freight rate co-movement and risk spillovers in the product tanker shipping market: A copula analysis. (2021). Lee, Jasmine Siu ; Bai, Xiwen. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:149:y:2021:i:c:s1366554521000892.

Full description at Econpapers || Download paper

2021Long-term impacts of tropical cyclones and fluvial floods on economic growth – Empirical evidence on transmission channels at different levels of development. (2021). Otto, C ; Sauer, I ; Willner, S N ; Frieler, K ; Geiger, T ; Krichene, H. In: World Development. RePEc:eee:wdevel:v:144:y:2021:i:c:s0305750x21000875.

Full description at Econpapers || Download paper

2021Back to the Present: Learning about the Euro Area through a Now-casting Model. (2021). Modugno, Michele ; Giannone, Domenico ; Cascaldi-Garcia, Danilo ; Revil, Thiago. In: International Finance Discussion Papers. RePEc:fip:fedgif:1313.

Full description at Econpapers || Download paper

2020Forecasting Consumption Spending Using Credit Bureau Data. (2020). Wilshusen, Stephanie ; Croushore, Dean. In: Working Papers. RePEc:fip:fedpwp:88121.

Full description at Econpapers || Download paper

2020Identification Through Sparsity in Factor Models. (2020). Freyaldenhoven, Simon. In: Working Papers. RePEc:fip:fedpwp:88229.

Full description at Econpapers || Download paper

2020A Wavelet-Based Analysis of the Co-Movement between Sukuk Bonds and Shariah Stock Indices in the GCC Region: Implications for Risk Diversification. (2020). Tiwari, Aviral ; Nasreen, Samia ; Raza, Syed Ale ; Hammoudeh, Shawkat ; Ali, Syed Asif. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:63-:d:338385.

Full description at Econpapers || Download paper

2021A Wavelet Perspective of Crisis Contagion between Advanced Economies and the BRIC Markets. (2021). Gurdgiev, Constantin ; Oriordan, Conor. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:503-:d:660157.

Full description at Econpapers || Download paper

2021Investigating the Causal Linkages among Inflation, Interest Rate, and Economic Growth in Pakistan under the Influence of COVID-19 Pandemic: A Wavelet Transformation Approach. (2021). Birau, Ramona ; Spulbar, Cristi ; Ejaz, Abdullah ; Naeem, Muhammad Zahid ; Batool, Maryam ; Ghulam, Huma ; Hayat, Muhammad Azmat. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:277-:d:577714.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by António Rua:


YearTitleTypeCited
2006Tracking the Business Cycle of the Euro Area: A Multivariate Model-Based Bandpass Filter In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article49
2008Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise. In: Working papers.
[Full Text][Citation analysis]
paper80
2008Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise.(2008) In: Occasional Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 80
paper
2008Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise.(2008) In: Bank of Lithuania Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 80
paper
2008Short-term forecasting of GDP using large monthly datasets – A pseudo real-time forecast evaluation exercise.(2008) In: Working Paper Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 80
paper
2013Dynamic threshold modelling and the US business cycle In: Journal of the Royal Statistical Society Series C.
[Full Text][Citation analysis]
article0
2012Money Growth and Inflation in the Euro Area: A Time-Frequency View In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article38
2011Money growth and inflation in the euro area: a time-frequency view.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
paper
2013Dynamic Factor Models with Jagged Edge Panel Data: Taking on Board the Dynamics of the Idiosyncratic Components In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article8
2009Dynamic factor models with jagged edge panel data: Taking on board the dynamics of the idiosyncratic components.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2014Extremal Dependence in International Output Growth: Tales from the Tails In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article0
2010Extremal Dependence in International Output Growth: Tales from the Tails.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2013Determining the number of global and country-specific factors in the euro area In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article9
2013Is there a role for domestic demand pressure on export performance? In: Working Paper Series.
[Full Text][Citation analysis]
paper40
2013Is there a role for domestic demand pressure on export performance?.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40
paper
2015Is there a role for domestic demand pressure on export performance?.(2015) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40
article
2015Exports and domestic demand pressure: a dynamic panel data model for the euro area countries In: Working Paper Series.
[Full Text][Citation analysis]
paper19
2014Exports and Domestic Demand Pressure: a Dynamic Panel Data Model for the Euro Area Countries.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2016Exports and domestic demand pressure: a dynamic panel data model for the euro area countries.(2016) In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
article
2016Exports and domestic demand pressure: a dynamic panel data model for the euro area countries.(2016) In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
article
2015Exports and domestic demand pressure: a dynamic panel data model for the euro area countries.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2007Forecasting inflation through a bottom-up approach: How bottom is bottom? In: Economic Modelling.
[Full Text][Citation analysis]
article25
2015Forecasting Portuguese GDP with factor models: Pre- and post-crisis evidence In: Economic Modelling.
[Full Text][Citation analysis]
article19
2018Modelling currency demand in a small open economy within a monetary union In: Economic Modelling.
[Full Text][Citation analysis]
article5
2017Modelling currency demand in a small open economy within a monetary union.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2012Tracking the US business cycle with a singular spectrum analysis In: Economics Letters.
[Full Text][Citation analysis]
article13
2010Tracking the US Business Cycle With a Singular Spectrum Analysis.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2009International comovement of stock market returns: A wavelet analysis In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article300
2009International comovement of stock market returns: a wavelet analysis.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 300
paper
2005Coincident and leading indicators for the euro area: A frequency band approach In: International Journal of Forecasting.
[Full Text][Citation analysis]
article14
2003Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2017Real-time nowcasting the US output gap: Singular spectrum analysis at work In: International Journal of Forecasting.
[Full Text][Citation analysis]
article7
2014Real-time nowcasting the US output gap: Singular spectrum analysis at work.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2017A mixed frequency approach to the forecasting of private consumption with ATM/POS data In: International Journal of Forecasting.
[Full Text][Citation analysis]
article26
2017A wavelet-based multivariate multiscale approach for forecasting In: International Journal of Forecasting.
[Full Text][Citation analysis]
article8
2016A wavelet-based multivariate multiscale approach for forecasting.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2010Measuring comovement in the time-frequency space In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article104
2010Measuring comovement in the time-frequency space.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 104
paper
2012A wavelet-based assessment of market risk: The emerging markets case In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article32
2012A wavelet-based assessment of market risk: The emerging markets case.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
2018Zooming the Ins and Outs of the U.S. Unemployment with a Wavelet Lens In: IZA Discussion Papers.
[Full Text][Citation analysis]
paper0
2009Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise In: Journal of Forecasting.
[Full Text][Citation analysis]
article67
2010Forecasting using targeted diffusion indexes In: Journal of Forecasting.
[Full Text][Citation analysis]
article7
2008Forecasting Using Targeted Diffusion Indexes.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2011A wavelet approach for factor‐augmented forecasting In: Journal of Forecasting.
[Full Text][Citation analysis]
article26
2010A Wavelet Approach for Factor-Augmented Forecasting.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
2018Does domestic demand matter for firms’ exports? In: NIPE Working Papers.
[Full Text][Citation analysis]
paper3
2018Does domestic demand matter for firms’ exports?.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2015Cohesion within the euro area and the US: A wavelet-based view In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
[Full Text][Citation analysis]
article15
2012Cohesion within the euro area and the U. S.: a wavelet-based view.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2002Composite Indicators for the Euro Area Economic Activity In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]
article8
2004A New Coincident Indicator for the Portuguese Economy In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]
article0
2005A new coincident indicator for the Portuguese private consumption In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]
article0
2009Inflation Perceptions and Expectations in the Euro Area and Portugal In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]
article0
2011The Quarterly National Accounts in real-time: an analysis of the revisions over the last decade In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]
article1
2012Wavelets in economics In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]
article8
2012Short-term forecasting for the portuguese economy: a methodological overview In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]
article4
2013The import content of global demand in Portugal In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]
article10
2014Forecasting Portuguese GDP with factor models In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]
article1
2015Revisiting the monthly coincident indicators of Banco de Portugal In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]
article0
2016A bottom-up approach for forecasting GDP in a data rich environment In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]
article1
2018A bottom-up approach for forecasting GDP in a data-rich environment.(2018) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2017Dating the Portuguese business cycle In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]
article0
2018Forecasting exports with targeted predictors In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]
article1
2003Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area In: Working Papers.
[Full Text][Citation analysis]
paper3
2003Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area.(2003) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2005Forecasting Inflation Through a Bottom-Up Approach: The Portuguese Case In: Working Papers.
[Full Text][Citation analysis]
paper3
2006An input-output analysis: linkages vs leakages In: Working Papers.
[Full Text][Citation analysis]
paper17
2007Inflation (mis)perceptions in the euro area In: Working Papers.
[Full Text][Citation analysis]
paper7
2010Inflation (mis)perceptions in the euro area.(2010) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2008Determining the number of factors in approximate factor models with global and group-specific factors In: Working Papers.
[Full Text][Citation analysis]
paper0
2008Inflation expectations in the euro area: Are consumers rational? In: Working Papers.
[Full Text][Citation analysis]
paper12
2010Inflation expectations in the euro area: are consumers rational?.(2010) In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
2010Nonstationary Extremes and the US Business Cycle In: Working Papers.
[Full Text][Citation analysis]
paper0
2012Asset pricing with a bank risk factor In: Working Papers.
[Full Text][Citation analysis]
paper0
2018Asset Pricing with a Bank Risk Factor.(2018) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2016A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data In: Working Papers.
[Full Text][Citation analysis]
paper1
2016Market integration and the persistence of electricity prices In: Working Papers.
[Full Text][Citation analysis]
paper0
2019Market integration and the persistence of electricity prices.(2019) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2017Zooming the Ins and Outs of the U.S. Unemployment In: Working Papers.
[Full Text][Citation analysis]
paper0
2019Modelling the Demand for Euro Banknotes In: Working Papers.
[Full Text][Citation analysis]
paper1
2019Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis In: Working Papers.
[Full Text][Citation analysis]
paper2
2009An Input-Output Analysis: Linkages versus Leakages In: International Economic Journal.
[Full Text][Citation analysis]
article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team