António Rua : Citation Profile


Are you António Rua?

Banco de Portugal

11

H index

14

i10 index

570

Citations

RESEARCH PRODUCTION:

33

Articles

30

Papers

RESEARCH ACTIVITY:

   14 years (2002 - 2016). See details.
   Cites by year: 40
   Journals where António Rua has often published
   Relations with other researchers
   Recent citing documents: 133.    Total self citations: 23 (3.88 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pru99
   Updated: 2017-09-16    RAS profile: 2016-07-01    
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Relations with other researchers


Works with:

Esteves, Paulo (10)

Staehr, Karsten (5)

BOBEICA, Elena (5)

de Carvalho, Miguel (4)

Pinheiro, Maximiano (2)

Silva Lopes, Artur (2)

Nunes, Luis (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 (29)

Reichlin, Lucrezia (17)

Verona, Fabio (16)

Giannone, Domenico (15)

Vacha, Lukas (14)

Masih, Abul (13)

Faria, Gonçalo (10)

Koopman, Siem Jan (10)

GUPTA, RANGAN (9)

Ferrara, Laurent (9)

Baruník, Jozef (9)

Cites to:

Watson, Mark (46)

Stock, James (34)

Reichlin, Lucrezia (29)

Forni, Mario (21)

Giannone, Domenico (19)

Ng, Serena (18)

Bai, Jushan (15)

Lippi, Marco (14)

Marcellino, Massimiliano (14)

Schumacher, Christian (12)

Hallin, Marc (11)

Main data


Where António Rua has published?


Journals with more than one article published# docs
Economic Bulletin and Financial Stability Report Articles10
Oxford Bulletin of Economics and Statistics3
Journal of Forecasting3
Review of World Economics (Weltwirtschaftliches Archiv)3
Empirical Economics2
Economic Modelling2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Portugal, Economics and Research Department23
Working Paper Series / European Central Bank2

Recent works citing António Rua (2017 and 2016)


YearTitle of citing document
2016The relationship between output and asset prices: A time – and frequency – varying approach. (2016). Chang, Hsu-Ling ; Yao, Zong-Liang ; Su, Chi-Wei . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:1(606):p:57-76.

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2016Business cycle synchronization within the European Union: A wavelet cohesion approach. (2016). Vacha, Lukas ; Hanus, Lubos. In: Papers. RePEc:arx:papers:1506.03106.

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2016Causality and Correlations between BSE and NYSE indexes: A Janus Faced Relationship. (2016). , Neeraj ; Panigrahi, Prasanta K. In: Papers. RePEc:arx:papers:1608.07796.

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2017Dynamic correlations at different time-scales with Empirical Mode Decomposition. (2017). Nava, Noemi ; Aste, Tomaso ; di Matteo, T. In: Papers. RePEc:arx:papers:1708.06586.

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2017Time-Varying Extreme Value Dependence with Application to Leading European Stock Markets. (2017). Camilo, Daniela Castro ; Wadsworth, Jennifer ; de Carvalho, Miguel . In: Papers. RePEc:arx:papers:1709.01198.

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2016Time-frequency characterization of the U.S. financial cycle. (2016). Verona, Fabio. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_014.

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2016Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_029.

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2017Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001.

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2017Wavelet decomposition of the financial cycle : An early warning system for financial tsunamis. (2017). Voutilainen, Ville . In: Research Discussion Papers. RePEc:bof:bofrdp:2017_011.

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2017Business cycle synchronization across U.S. states. (2017). Brinca, Pedro ; Joana, Soares Maria ; Viar, Gujonsson Haukur ; Pedro, Brinca ; Luis, Aguiar-Conraria . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:15:n:4.

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2016Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:052016.

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2016Forecasting the equity risk premium with frequency-decomposed predictors. (2016). Verona, Fabio ; Faria, Gonçalo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:062016.

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2016Determining the number of factors after stationary univariate transformations. (2016). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1602.

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2016Measuring financial cycles with a model-based filter: Empirical evidence for the United States and the euro area. (2016). Koopman, Siem Jan ; Galati, Gabriele ; Vlekke, Marente ; Hindrayanto, Irma . In: DNB Working Papers. RePEc:dnb:dnbwpp:495.

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2016Improving model-based near-term GDP forecasts by subjective forecasts: A real-time exercise for the G7 countries. (2016). Jansen, W. Jos ; de Winter, Jasper. In: DNB Working Papers. RePEc:dnb:dnbwpp:507.

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2017Home biased expectations and macroeconomic imbalances in a monetary union. (2017). Bonam, Dennis ; Goy, Gavin . In: DNB Working Papers. RePEc:dnb:dnbwpp:556.

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2016Price co-movement in the principal skim milk powder producing regions: a wavelet analysis. (2016). Fousekis, Panos ; Grigoriadis, Vasilis . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00316.

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2017Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models. (2017). Hallin, Marc ; Barigozzi, Matteo ; Soccorsi, Stefano . In: Working Papers ECARES. RePEc:eca:wpaper:2013/248676.

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2016On domestic demand and export performance in the euro area countries: does export concentration matter?. (2016). Esteves, Paulo ; Prades, Elvira . In: Working Paper Series. RePEc:ecb:ecbwps:20161909.

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2016Business, housing and credit cycles. (2016). Rünstler, Gerhard ; Runstler, Gerhard ; Vlekke, Marente . In: Working Paper Series. RePEc:ecb:ecbwps:20161915.

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2016The role of price and cost competitiveness for intra- and extra-euro area trade of euro area countries. (2016). BOBEICA, Elena ; Tkaevs, Olegs ; Christodoulopoulou, Styliani . In: Working Paper Series. RePEc:ecb:ecbwps:20161941.

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2016An inflation-predicting measure of the output gap in the euro area. (2016). Lenza, Michele ; Jarociński, Marek ; Jarociski, Marek . In: Working Paper Series. RePEc:ecb:ecbwps:20161966.

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2016Has EU Accession Caused Structural Change in New Entrants? Intersectoral Linkage Analyses on Bulgaria and Romania. (2016). Demiral, Mehmet . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-02-42.

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2016Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests. (2016). Tiwari, Aviral ; Albulescu, Claudiu. In: Applied Energy. RePEc:eee:appene:v:179:y:2016:i:c:p:272-283.

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2017Do oil price asymmetric effects on the stock market persist in multiple time horizons?. (2017). Sun, Xiaoqi ; Gao, Xiangyun ; An, Haizhong ; Huang, Shupei . In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1799-1808.

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2017The multiscale impact of exchange rates on the oil-stock nexus: Evidence from China and Russia. (2017). Huang, Shupei ; Hao, Xiaoqing ; Wen, Shaobo ; Gao, Xiangyun . In: Applied Energy. RePEc:eee:appene:v:194:y:2017:i:c:p:667-678.

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2016Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis. (2016). Nguyen, Duc Khuong ; Aloui, Chaker ; Hkiri, Besma . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:322-331.

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2016Nowcasting Czech GDP in real time. (2016). Rusnák, Marek ; Rusnak, Marek . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:26-39.

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2016The Fed-induced political business cycle: Empirical evidence from a time–frequency view. (2016). Funashima, Yoshito . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:402-411.

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2016Portfolio diversification benefits of Islamic investors with their major trading partners: Evidence from Malaysia based on MGARCH-DCC and wavelet approaches. (2016). Masih, Abul ; Rahim, Adam Mohamed . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:425-438.

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2016Interdependence of foreign exchange markets: A wavelet coherence analysis. (2016). Yang, Lu ; Hamori, Shigeyuki ; Zhang, Huimin ; Cai, Xiao Jing . In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:6-14.

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2016Asymmetric causality using frequency domain and time-frequency domain (wavelet) approaches. (2016). Ranjbar, Omid ; Chang, Tsangyao ; Bahmani-Oskooee, Mohsen. In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:66-78.

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2016Modelling the extreme variability of the US Consumer Price Index inflation with a stable non-symmetric distribution. (2016). Chronis, George A. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:271-277.

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2016On interactions between remittance outflows and Saudi Arabian macroeconomy: New evidence from wavelets. (2016). Hathroubi, Salem ; Aloui, Chaker . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:32-45.

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2017Time-varying leads and lags across frequencies using a continuous wavelet transform approach. (2017). Funashima, Yoshito . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:24-28.

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2016Time–frequency characterization of the U.S. financial cycle. (2016). Verona, Fabio. In: Economics Letters. RePEc:eee:ecolet:v:144:y:2016:i:c:p:75-79.

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2016Measuring financial cycles in a model-based analysis: Empirical evidence for the United States and the euro area. (2016). Koopman, Siem Jan ; Galati, Gabriele ; Vlekke, Marente ; Hindrayanto, Irma . In: Economics Letters. RePEc:eee:ecolet:v:145:y:2016:i:c:p:83-87.

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2016Efficient estimation of approximate factor models via penalized maximum likelihood. (2016). Liao, Yuan ; Bai, Jushan. In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:1-18.

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2016Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data. (2016). Zhang, Zhaoyong ; Koopman, Siem Jan ; Blasques, Francisco ; Mallee, M. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:405-417.

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2017Time-varying quantile association regression model with applications to financial contagion and VaR. (2017). Liu, Xiaoquan ; Ye, Wuyi ; Luo, Kebing . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:3:p:1015-1028.

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2016New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile. (2016). Tiwari, Aviral ; Mensi, Walid ; Hammoudeh, Shawkat . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:155-183.

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2016What can we learn about commodity and credit cycles? Evidence from African commodity-exporting countries. (2016). Kablan, Akassi ; Ftiti, Zied ; Guesmi, Khaled . In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:313-324.

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2017A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets. (2017). Raza, Syed ; Boubaker, Heni . In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:105-117.

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2016The global interdependence among oil-equity nexuses. (2016). An, Haizhong ; Huang, Shupei ; Jia, Xiaoliang ; Wen, Shaobo ; Gao, Xiangyun . In: Energy. RePEc:eee:energy:v:107:y:2016:i:c:p:259-271.

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2016Oil price and stock market co-movement: What can we learn from time-scale approaches?. (2016). Ftiti, Zied ; Guesmi, Khaled ; Abid, Ilyes . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:266-280.

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2017The price of shelter - Downside risk reduction with precious metals. (2017). Conlon, Thomas ; Bredin, Don ; Poti, Valerio . In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:48-58.

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2016Neoclassical finance, behavioral finance and noise traders: Assessment of gold–oil markets. (2016). Tiwari, Aviral ; Ftiti, Zied . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:33-40.

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2016Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis. (2016). Lau, Chi Keung ; Aloui, Chaker ; Yarovaya, Larisa ; Marco, Chi Keung ; Hkiri, Besma . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:54-59.

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2017Real and complex wavelets in asset classification: An application to the US stock market. (2017). Bruzda, Joanna. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:115-125.

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2016Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach. (2016). Spyrou, Spyros ; Galariotis, Emilios C ; Makrichoriti, Panagiota . In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:62-77.

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2016On the time scale behavior of equity-commodity links: Implications for portfolio management. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Sjo, BO. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:30-46.

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2017Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis. (2017). Hamori, Shigeyuki ; Yuan, Nannan ; Tian, Shuairu ; Cai, Xiao Jing . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:206-223.

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2016A comparison of MIDAS and bridge equations. (2016). Schumacher, Christian. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:257-270.

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2016Improving the reliability of real-time output gap estimates using survey forecasts. (2016). Galimberti, Jaqueson ; Moura, Marcelo L. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:358-373.

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2016Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts. (2016). Jansen, W. Jos ; de Winter, Jasper ; Jin, Xiaowen . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:411-436.

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2016Aggregate versus disaggregate information in dynamic factor models. (2016). Perez Quiros, Gabriel ; Camacho, Maximo ; Alvarez, Rocio ; Perez-Quiros, Gabriel . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:680-694.

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2016Forecasting and nowcasting economic growth in the euro area using factor models. (2016). Koopman, Siem Jan ; de Winter, Jasper ; Hindrayanto, Irma . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1284-1305.

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2017Real-time nowcasting the US output gap: Singular spectrum analysis at work. (2017). de Carvalho, Miguel ; Rua, Antonio . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:185-198.

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2017EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues. (2017). Thomakos, Dimitrios ; Papailias, Fotis . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:214-229.

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2017A mixed frequency approach to the forecasting of private consumption with ATM/POS data. (2017). Rodrigues, Paulo ; Duarte, Cláudia ; Rua, Antonio . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:61-75.

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2017Forecasting inflation: Phillips curve effects on services price measures. (2017). Zaman, Saeed ; Tallman, Ellis W. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:442-457.

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2017A wavelet-based multivariate multiscale approach for forecasting. (2017). Rua, Antonio . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:581-590.

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2016Shari’ah screening, market risk and contagion: A multi-country analysis. (2016). Masih, Abul ; Bacha, Obiyathulla ; el Alaoui, Abdelkader Ouatik ; Asutay, Mehmet . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:132:y:2016:i:s:p:93-112.

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2016Internal or external devaluation? What does the EC Consumer Survey tell us about macroeconomic adjustment in the Euro area?. (2016). , Ivo ; Soederhuizen, Beau . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:64:y:2016:i:c:p:88-103.

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2017Black swan events and safe havens: The role of gold in globally integrated emerging markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:317-334.

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2016Time–frequency featured co-movement between the stock and prices of crude oil and gold. (2016). Gao, Xiangyun ; Huang, Xuan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:444:y:2016:i:c:p:985-995.

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2016Using dynamic mode decomposition to extract cyclic behavior in the stock market. (2016). Hua, Jia-Chen ; Gunaratne, Gemunu H ; McCauley, Joseph L ; Roy, Sukesh . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:448:y:2016:i:c:p:172-180.

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2016Governmentally amplified output volatility. (2016). Funashima, Yoshito . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:462:y:2016:i:c:p:469-478.

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2017Soft computing prediction of economic growth based in science and technology factors. (2017). Petkovi, Biljana ; Markovi, Duan ; Nikoli, Vlastimir ; Milovanevi, Milo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:217-220.

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2017Application of artificial neural network with extreme learning machine for economic growth estimation. (2017). Milai, Ljubia ; Miljkovi, Jovica ; Vujovi, Tanja . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:285-288.

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2017Evaluation of trade influence on economic growth rate by computational intelligence approach. (2017). Sokolov-Mladenovi, Svetlana ; Milovanevi, Milos . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:358-362.

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2017Appraisal of artificial neural network for forecasting of economic parameters. (2017). Jeremi, Ljiljana ; Alizamir, Meysam ; Kordanuli, Bojana ; Barjaktarovi, Lidija . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:515-519.

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2017Economic growth rate management by soft computing approach. (2017). Jovi, Sran ; Maksimovi, Goran ; Jovanovi, Radomir . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:520-524.

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2017Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches. (2017). Shahzad, Syed Jawad Hussain ; Kumar, Ronald ; Hussain, Syed Jawad ; Mensi, Walid ; Nor, Safwan Mohd . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:310-324.

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2017Has global warming modified the relationship between sunspot numbers and global temperatures?. (2017). Krištoufek, Ladislav ; Kristoufek, Ladislav . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:351-358.

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2017Driving factors of interactions between the exchange rate market and the commodity market: A wavelet-based complex network perspective. (2017). Wen, Shaobo ; Liu, Xueyong ; Chen, Zhihua ; An, Haizhong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:299-308.

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2017Evaluation of agriculture and industry effect on economic health by ANFIS approach. (2017). Oki, Aleksandar ; Jovi, Sran . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:396-399.

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2017Are Vietnam and Chinese stock markets out of the US contagion effect in extreme events?. (2017). Henry, Darren ; Nguyen, Cuong ; Bhatti, Ishaq M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:480:y:2017:i:c:p:10-21.

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2017Causality and correlations between BSE and NYSE indexes: A Janus faced relationship. (2017). , Neeraj ; Panigrahi, Prasanta K. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:481:y:2017:i:c:p:284-313.

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2017Diversification of risk exposure through country mutual funds under alternative investment opportunities. (2017). Naka, Atsuyuki ; Noman, Abdullah . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:64:y:2017:i:c:p:215-227.

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2016Gold, oil, and stocks: Dynamic correlations. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even ; Barunik, Jozef . In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:186-201.

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2016Continuous wavelet transform and rolling correlation of European stock markets. (2016). Tiwari, Aviral ; Mutascu, Mihai Ioan ; Albulescu, Claudiu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:237-256.

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2016Does the value of US dollar matter with the price of oil and gold? A dynamic analysis from time–frequency space. (2016). Lin, Fu-Lai ; Yang, Sheng-Yung ; Chen, Yu-Fen . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:59-71.

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2017Co-movements of returns in the health care sectors from the US, UK, and Germany stock markets: Evidence from the continuous wavelet analyses. (2017). Chen, Mei-Ping ; Tseng, Tseng-Chan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:484-498.

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2017Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis. (2017). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiao Jing . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:536-547.

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2016Impact of financial market uncertainty and macroeconomic factors on stock–bond correlation in emerging markets. (2016). Piljak, Vanja ; Dimic, Nebojsa ; Aijo, Janne ; Kiviaho, Jarno . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:41-51.

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2016Stock market recovery from the 2008 financial crisis: The differences across Europe. (2016). Ivanov, Ivan ; Bogdanova, Boryana ; Kabaivanov, Stanimir . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:360-374.

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2016Contagion effects in selected European capital markets during the financial crisis of 2007–2009. (2016). Burzala, Milda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:556-571.

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2016Are there profit (returns) in Shariah-compliant exchange traded funds? The multiscale propensity. (2016). Masih, Abul ; Farouk, Faizal . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:360-375.

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2016Choosing a dynamic common factor as a coincident index. (2016). Poncela, Pilar ; Nieto, Fabio H ; Martinez, Wilmer . In: Statistics & Probability Letters. RePEc:eee:stapro:v:109:y:2016:i:c:p:89-98.

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2016Why has the cyclicality of productivity changed? What does it mean?. (2016). Wang, J. Christina ; Fernald, John. In: Working Paper Series. RePEc:fip:fedfwp:2016-07.

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2016Towards a financial cycle for the US, 1973-2014. (2016). Jacobs, Jan ; Bezemer, Dirk J ; Rozite, Kristiana . In: Research Report. RePEc:gro:rugsom:16013-gem.

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2016Horizon heterogeneity, institutional constraint and managerial myopia: a multi-frequency perspective on ELSS. (2016). Chakrabarty, Anindya ; Bandyopadhyay, Gautam ; De, Anupam . In: International Journal of Business Excellence. RePEc:ids:ijbexc:v:9:y:2016:i:1:p:18-47.

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2016Gold and Islamic stocks: A hedge and safe haven comparison in time frequency domain for BRICS markets. (2016). Ali, Azwadi ; Raza, Naveed ; Ibrahimy, Ahmad Ibn . In: Journal of Developing Areas. RePEc:jda:journl:vol.50:year:2016:issue6:pp:305-318.

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2016Time-Frequency Adapted Market Integration Measure Based on Hough Transformed Multiscale Decompositions. (2016). Tzagkarakis, George ; Dionysopoulos, Thomas ; Caicedo-llano, Juliana . In: Computational Economics. RePEc:kap:compec:v:48:y:2016:i:1:d:10.1007_s10614-015-9518-3.

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2016A multivariate analysis of United States and global real estate investment trusts. (2016). Asteriou, Dimitrios ; Pilbeam, Keith ; Begiazi, Kyriaki . In: International Economics and Economic Policy. RePEc:kap:iecepo:v:13:y:2016:i:3:d:10.1007_s10368-016-0349-z.

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2017The Effect of Selected Economic Indicators on Export of Goods of Regions of Ukraine. (2017). Moroz, Serhiy ; Polakova, Zuzana ; Nagyova, Ludmila ; Horska, Elena ; Pirmatov, Khabibullo . In: Montenegrin Journal of Economics. RePEc:mje:mjejnl:v:12:y:2017:i:2:p:141-150.

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2016Examination of the directions of spillover effects between the real estate and stock prices in Poland using wavelet analysis. (2016). Koltuniak, Marcin . In: Bank i Kredyt. RePEc:nbp:nbpbik:v:47:y:2016:i:3:p:251-266.

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2016On the optimal number of indicators – nowcasting GDP growth in CESEE. (2016). Woerz, Julia ; Tóth, Peter ; Havrlant, David ; Worz, Julia . In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2016:i:4:b:1.

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2016Time-frequency characterization of the U.S. financial cycle. (2016). Verona, Fabio. In: CEF.UP Working Papers. RePEc:por:cetedp:1605.

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2016Productivité agricole, intégration et transformation structurelle de l’économie marocaine. (2016). Chatri, Abdellatif ; Ezzahid, Elhaj ; Maarouf, Abdelwahab . In: MPRA Paper. RePEc:pra:mprapa:71774.

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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.
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article34
2008Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise. In: Working papers.
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paper62
2008Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise.(2008) In: Bank of Lithuania Working Paper Series.
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This paper has another version. Agregated cites: 62
paper
2013Dynamic threshold modelling and the US business cycle In: Journal of the Royal Statistical Society Series C.
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article0
2012Money Growth and Inflation in the Euro Area: A Time-Frequency View In: Oxford Bulletin of Economics and Statistics.
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article19
2011Money growth and inflation in the euro area: a time-frequency view.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 19
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.
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article6
2009Dynamic factor models with jagged edge panel data: Taking on board the dynamics of the idiosyncratic components.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 6
paper
2014Extremal Dependence in International Output Growth: Tales from the Tails In: Oxford Bulletin of Economics and Statistics.
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article1
2010Extremal Dependence in International Output Growth: Tales from the Tails.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2013Determining the number of global and country-specific factors in the euro area In: Studies in Nonlinear Dynamics & Econometrics.
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article3
2008Short-term forecasting of GDP using large monthly datasets - a pseudo real-time forecast evaluation exercise In: Occasional Paper Series.
[Full Text][Citation analysis]
paper42
2013Is there a role for domestic demand pressure on export performance? In: Working Paper Series.
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paper19
2013Is there a role for domestic demand pressure on export performance?.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 19
paper
2015Is there a role for domestic demand pressure on export performance?.(2015) In: Empirical Economics.
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This paper has another version. Agregated cites: 19
article
2015Exports and domestic demand pressure: a dynamic panel data model for the euro area countries In: Working Paper Series.
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paper3
2014Exports and Domestic Demand Pressure: a Dynamic Panel Data Model for the Euro Area Countries.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
2016Exports and domestic demand pressure: a dynamic panel data model for the euro area countries.(2016) In: Review of World Economics (Weltwirtschaftliches Archiv).
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This paper has another version. Agregated cites: 3
article
2016Exports and domestic demand pressure: a dynamic panel data model for the euro area countries.(2016) In: Review of World Economics (Weltwirtschaftliches Archiv).
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This paper has another version. Agregated cites: 3
article
2015Exports and domestic demand pressure: a dynamic panel data model for the euro area countries.(2015) In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2007Forecasting inflation through a bottom-up approach: How bottom is bottom? In: Economic Modelling.
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article20
2015Forecasting Portuguese GDP with factor models: Pre- and post-crisis evidence In: Economic Modelling.
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article12
2012Tracking the US business cycle with a singular spectrum analysis In: Economics Letters.
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article6
2010Tracking the US Business Cycle With a Singular Spectrum Analysis.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 6
paper
2009International comovement of stock market returns: A wavelet analysis In: Journal of Empirical Finance.
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article142
2009International comovement of stock market returns: a wavelet analysis.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 142
paper
2005Coincident and leading indicators for the euro area: A frequency band approach In: International Journal of Forecasting.
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article11
2003Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach.(2003) In: Working Papers.
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This paper has another version. Agregated cites: 11
paper
2010Measuring comovement in the time-frequency space In: Journal of Macroeconomics.
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article59
2010Measuring comovement in the time-frequency space.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 59
paper
2012A wavelet-based assessment of market risk: The emerging markets case In: The Quarterly Review of Economics and Finance.
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article10
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: 10
paper
2009Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise In: Journal of Forecasting.
[Full Text][Citation analysis]
article50
2010Forecasting using targeted diffusion indexes In: Journal of Forecasting.
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article7
2008Forecasting Using Targeted Diffusion Indexes.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2011A wavelet approach for factor‐augmented forecasting In: Journal of Forecasting.
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article9
2010A Wavelet Approach for Factor-Augmented Forecasting.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2015Cohesion within the euro area and the US: A wavelet-based view In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
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article4
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: 4
paper
2002Composite Indicators for the Euro Area Economic Activity In: Economic Bulletin and Financial Stability Report Articles.
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article6
2004A New Coincident Indicator for the Portuguese Economy In: Economic Bulletin and Financial Stability Report Articles.
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article0
2005A new coincident indicator for the Portuguese private consumption In: Economic Bulletin and Financial Stability Report Articles.
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article0
2009Inflation Perceptions and Expectations in the Euro Area and Portugal In: Economic Bulletin and Financial Stability Report Articles.
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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.
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article2
2012Wavelets in economics In: Economic Bulletin and Financial Stability Report Articles.
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article2
2012Short-term forecasting for the portuguese economy: a methodological overview In: Economic Bulletin and Financial Stability Report Articles.
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article3
2013The import content of global demand in Portugal In: Economic Bulletin and Financial Stability Report Articles.
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article4
2014Forecasting Portuguese GDP with factor models In: Economic Bulletin and Financial Stability Report Articles.
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article0
2015Revisiting the monthly coincident indicators of Banco de Portugal In: Economic Bulletin and Financial Stability Report Articles.
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article0
2003Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area In: Working Papers.
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paper3
2003Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area.(2003) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 3
paper
2005Forecasting Inflation Through a Bottom-Up Approach: The Portuguese Case In: Working Papers.
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paper2
2006An input-output analysis: linkages vs leakages In: Working Papers.
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paper13
2007Inflation (mis)perceptions in the euro area In: Working Papers.
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paper5
2010Inflation (mis)perceptions in the euro area.(2010) In: Empirical Economics.
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This paper has another version. Agregated cites: 5
article
2008Determining the number of factors in approximate factor models with global and group-specific factors In: Working Papers.
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paper0
2008Inflation expectations in the euro area: Are consumers rational? In: Working Papers.
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paper10
2010Inflation expectations in the euro area: are consumers rational?.(2010) In: Review of World Economics (Weltwirtschaftliches Archiv).
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This paper has another version. Agregated cites: 10
article
2010Nonstationary Extremes and the US Business Cycle In: Working Papers.
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paper0
2012Asset pricing with a bank risk factor In: Working Papers.
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paper0
2014Real-time nowcasting the US output gap: Singular spectrum analysis at work In: Working Papers.
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paper1
2016A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data In: Working Papers.
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paper0
2009An Input-Output Analysis: Linkages versus Leakages In: International Economic Journal.
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article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated September, 5 2017. Contact: CitEc Team