António Rua : Citation Profile


Are you António Rua?

Banco de Portugal

12

H index

13

i10 index

652

Citations

RESEARCH PRODUCTION:

26

Articles

9

Papers

RESEARCH ACTIVITY:

   15 years (2003 - 2018). See details.
   Cites by year: 43
   Journals where António Rua has often published
   Relations with other researchers
   Recent citing documents: 147.    Total self citations: 17 (2.54 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pru99
   Updated: 2018-11-17    RAS profile: 2018-07-27    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Esteves, Paulo (6)

Staehr, Karsten (4)

de Carvalho, Miguel (3)

BOBEICA, Elena (2)

Pinheiro, Maximiano (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)

Verona, Fabio (26)

Aguiar-Conraria, Luís (20)

Masih, Abul (13)

Reichlin, Lucrezia (13)

Giannone, Domenico (13)

Vacha, Lukas (12)

Koopman, Siem Jan (11)

Faria, Gonçalo (10)

Albulescu, Claudiu (9)

Baruník, Jozef (9)

Cites to:

Watson, Mark (52)

Reichlin, Lucrezia (38)

Stock, James (36)

Forni, Mario (31)

Lippi, Marco (26)

Giannone, Domenico (21)

Hallin, Marc (18)

Bai, Jushan (16)

Ng, Serena (16)

Marcellino, Massimiliano (15)

Schumacher, Christian (14)

Main data


Where António Rua has published?


Journals with more than one article published# docs
International Journal of Forecasting4
Review of World Economics (Weltwirtschaftliches Archiv)3
Journal of Forecasting3
Oxford Bulletin of Economics and Statistics3
Economic Modelling2
Empirical Economics2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank2

Recent works citing António Rua (2018 and 2017)


YearTitle of citing document
2017Wavelets based multiscale analysis of select global equity returns. (2017). Bhandari, Avishek. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:75-88.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Measuring Retail Trade Using Card Transactional Data. (2018). García López, Juan ; Valero, Heribert ; Ulloa, Camilo ; Ruiz, Pep ; de Dios, Juan ; Rodrigo, Tomasa ; Pacce, Matias ; Murillo, Juan ; Garcia, Juan Ramon ; Bodas, Diego. In: Working Papers. RePEc:bbv:wpaper:1803.

Full description at Econpapers || Download paper

2017Back on track? A macro-micro narrative of Italian exports. (2017). Linarello, Andrea ; Giordano, Claire ; Federico, Stefano ; FELETTIGH, ALBERTO ; Fabiani, Silvia ; Bugamelli, Matteo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_399_17.

Full description at Econpapers || Download paper

2017Exports of manufacturing firms, exchange rates, and foreign currency exposure: firm level evidence from Turkey. (2017). Karamollaolu, Nazli ; YALIN, Cihan . In: IFC Bulletins chapters. RePEc:bis:bisifc:45-15.

Full description at Econpapers || Download paper

2017Understanding the Relationship between Inflation and Growth: A Wavelet Transformation Approach in the Case of Bangladesh. (2017). Uddin, Gazi ; AROURI, Mohamed ; Sjo, BO ; Muzaffar, Ahmed Taneem. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:9:p:1918-1933.

Full description at Econpapers || Download paper

2017WHEN ARE WAVELETS USEFUL FORECASTERS?. (2017). Yazgan, Ege ; Gencay, Ramazan . In: Working Papers. RePEc:bli:wpaper:1704.

Full description at Econpapers || Download paper

2017Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators. (2017). Solanko, Laura ; Mikosch, Heiner. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_019.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018The equity risk premium and the low frequency of the term spread. (2018). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_007.

Full description at Econpapers || Download paper

2017Business cycle synchronization across U.S. states. (2017). Brinca, Pedro ; Aguiar-Conraria, Luís ; 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.

Full description at Econpapers || Download paper

2017Multi-level factor analysis of bond risk premia. (2017). Kim, Yunjung ; Yuhyeon, Bak ; Yunjung, Kim. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:5:p:19:n:2.

Full description at Econpapers || Download paper

2018Forecasting Imports with Information from Abroad. (2018). Lehmann, Robert ; Grimme, Christian ; Noeller, Marvin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7079.

Full description at Econpapers || Download paper

2017Boom, Slump, Sudden stops, Recovery, and Policy Options. Portugal and the Euro. (2017). Portugal, Pedro ; Blanchard, Olivier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12118.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Using debit card payments data for nowcasting Dutch household consumption. (2017). Cruijsen, Carin ; Bolt, Wilko ; van der Cruijsen, Carin ; Verbaan, Roy. In: DNB Working Papers. RePEc:dnb:dnbwpp:571.

Full description at Econpapers || Download paper

2017Modeling the business and financial cycle in a multivariate structural time series model. (2017). Koopman, Siem Jan ; de Winter, Jasper ; Chouhan, Anjali ; Hindrayanto, Irma. In: DNB Working Papers. RePEc:dnb:dnbwpp:573.

Full description at Econpapers || Download paper

2018Stock market integration in the Asia-Pacific region: Evidence from cointegration of liquidity risk. (2018). Soedarmono, Wahyoe. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00810.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Real and financial cycles in EU countries - Stylised facts and modelling implications. (2018). Rots, Eyno ; Perez Quiros, Gabriel ; Mandler, Martin ; Lozej, Matija ; Lequien, Matthieu ; Jaccard, Ivan ; Iskrev, Nikolay ; Guarda, Paolo ; Comunale, Mariarosaria ; Burlon, Lorenzo ; Buss, Ginters ; Balfoussia, Hiona ; Runstler, Gerhard ; Lenarcic, Crt ; Kunovac, Davor ; Kulikov, Dmitry ; Welz, Peter ; Scharnagl, Michael ; Hindrayanto, Irma ; Rannenberg, Ansgar ; Haavio, Markus ; Perez-Quiros, Gabriel ; Pedersen, Jesper ; Dewachter, Hans ; Papageorgiou, Dimitris ; de Backer, Bruno . In: Occasional Paper Series. RePEc:ecb:ecbops:2018205.

Full description at Econpapers || Download 2018

Does Agricultural Commodity Price Co-move with Oil Price in the Time-Frequency Space? Evidence from the Republic of Korea. (2018). Meng, Xiangcai . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-04-16.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Macrofinancial imbalances in historical perspective: A global crisis index. (2018). Gallegati, Marco ; Delli Gatti, Domenico. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:190-205.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Modelling European sovereign bond yields with international portfolio effects. (2017). Martin, Franck ; Zhang, Jiangxingyun . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:178-200.

Full description at Econpapers || Download paper

2017Catching the curl: Wavelet thresholding improves forward curve modelling. (2017). Vedenov, Dmitry ; Turvey, Calum ; Eaves, James ; Power, Gabriel J. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:312-321.

Full description at Econpapers || Download paper

2017Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests. (2017). Jiang, Yonghong ; Monginsidi, Joe Yohanes ; Nie, HE. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:384-398.

Full description at Econpapers || Download paper

2017Forecasting Chinas GDP growth using dynamic factors and mixed-frequency data. (2017). Jiang, YU ; Zhang, Yihao ; Guo, Yongji . In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:132-138.

Full description at Econpapers || Download paper

2017The relationship between exchange rates and interest rates in a small open emerging economy: The case of Romania. (2017). Andrieș, Alin Marius ; Tiwari, Aviral Kumar ; Ihnatov, Iulian ; Cpraru, Bogdan. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:261-274.

Full description at Econpapers || Download paper

2017Dissecting models forecasting performance. (2017). Siliverstovs, Boriss. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:294-299.

Full description at Econpapers || Download paper

2018Using rule-based updating procedures to improve the performance of composite indicators. (2018). Sturm, Jan-Egbert ; Abberger, Klaus ; Siliverstovs, Boriss ; Graff, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:127-144.

Full description at Econpapers || Download paper

2018The beta heuristic from a time/frequency perspective: A wavelet analysis of the market risk of sectors. (2018). McNevin, Bruce D ; Nix, Joan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:570-585.

Full description at Econpapers || Download paper

2018Nowcasting with the help of foreign indicators: The case of Mexico. (2018). Caruso, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:160-168.

Full description at Econpapers || Download paper

2018Multi-scale causality and extreme tail inter-dependence among housing prices. (2018). Uddin, Gazi ; Yoon, Seong-Min ; Ahmed, Ali ; Kang, Sang Hoon. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:301-309.

Full description at Econpapers || Download paper

2018International stock market contagion: A CEEMDAN wavelet analysis. (2018). Zhou, Zhongbao ; Li, Shuxian ; Lin, Ling. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:333-352.

Full description at Econpapers || Download paper

2018Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate. (2018). Soybilgen, Baris ; Yazgan, Ege . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:99-108.

Full description at Econpapers || Download paper

2018Are business and credit cycles synchronised internally or externally?. (2018). Kurowski, Ukasz ; Rogowicz, Karol. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:124-141.

Full description at Econpapers || Download paper

2017Measuring systemic risk of the US banking sector in time-frequency domain. (2017). Teply, Petr ; Kvapilikova, Ivana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:461-472.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Long-run wavelet-based correlation for financial time series. (2018). Conlon, Thomas ; Genay, Ramazan ; Cotter, John. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:2:p:676-696.

Full description at Econpapers || Download paper

2017Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Zeitun, Rami ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:130-147.

Full description at Econpapers || Download paper

2017Co-movement of exchange rates with interest rate differential, risk premium and FED policy in “fragile economies”. (2017). Yılmaz, Erdal ; Ozmen, Utku ; Yilmaz, Erdal. In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:173-188.

Full description at Econpapers || Download paper

2017International stock market comovement in time and scale outlined with a thick pen. (2017). Jach, Agnieszka. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:115-129.

Full description at Econpapers || Download paper

2018Forecasting stock market returns by summing the frequency-decomposed parts. (2018). Verona, Fabio ; Faria, Gonalo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:228-242.

Full description at Econpapers || Download paper

2017Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis. (2017). Pal, Debdatta ; Mitra, Subrata K. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:230-239.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017How do daily changes in oil prices affect US monthly industrial output?. (2017). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:83-90.

Full description at Econpapers || Download paper

2018Sectoral energy consumption by source and output in the U.S.: New evidence from wavelet-based approach. (2018). Ben Salha, Ousama ; Aloui, Chaker ; Hkiri, Besma ; Ben-Salha, Ousama. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:75-96.

Full description at Econpapers || Download paper

2018A time-frequency analysis of trade openness and CO2 emissions in France. (2018). Mutascu, Mihai Ioan. In: Energy Policy. RePEc:eee:enepol:v:115:y:2018:i:c:p:443-455.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Yoon, Seong-Min ; Hussain, Syed Jawad ; Hernandez, Jose Areola. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:167-180.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Comovements of gold futures markets and the spot market: A wavelet analysis. (2018). Jena, Sangram Keshari ; Roubaud, David ; Tiwari, Aviral Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:19-24.

Full description at Econpapers || Download paper

2017Global portfolio investment network and stock market comovement. (2017). Chuluun, Tuugi . In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:51-68.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Predicting risk premium under changes in the conditional distribution of stock returns. (2017). Sousa, Ricardo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:204-218.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Nowcasting with payments system data. (2018). Tkacz, Greg ; Galbraith, John W. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:366-376.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018What causes business cycles to elongate, or recessions to intensify?. (2018). Crowley, Patrick M ; Hallett, Andrew Hughes . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:338-349.

Full description at Econpapers || Download paper

2018Does export concentration matter in economic adjustment programs? Evidence from the euro-area. (2018). Esteves, Paulo ; Prades, Elvira . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:2:p:225-241.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017A detrended cross correlation analysis for stock markets of the United States, Japan, and the Europe. (2017). Ikeda, Taro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:484:y:2017:i:c:p:194-198.

Full description at Econpapers || Download paper

2018Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes. (2018). Kaffel, Bilel ; Abid, Fathi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1028-1045.

Full description at Econpapers || Download paper

2018A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test. (2018). Faria, S H ; Neumann, M B ; Polanco-Martinez, J M ; Fernandez-Macho, J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1211-1227.

Full description at Econpapers || Download paper

2018Revisiting the investor sentiment–stock returns relationship: A multi-scale perspective using wavelets. (2018). Lao, Jiashun ; Jiang, Yonghong ; Nie, HE. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:499:y:2018:i:c:p:420-427.

Full description at Econpapers || Download paper

2018Extended AIC model based on high order moments and its application in the financial market. (2018). Mao, Xuegeng ; Shang, Pengjian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:501:y:2018:i:c:p:264-275.

Full description at Econpapers || Download paper

2018A multiscale analysis of stock return co-movements and spillovers: Evidence from Pacific developed markets. (2018). Das, Debojyoti ; Jana, R K ; Bhowmik, Puja. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:502:y:2018:i:c:p:379-393.

Full description at Econpapers || Download paper

2018Dynamic correlations at different time-scales with empirical mode decomposition. (2018). Nava, Noemi ; Aste, Tomaso ; di Matteo, T. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:502:y:2018:i:c:p:534-544.

Full description at Econpapers || Download paper

2018Wavelet analysis of the co-movement and lead–lag effect among multi-markets. (2018). Sun, QI ; Xu, Weidong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:489-499.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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, Xiaojing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:536-547.

Full description at Econpapers || Download paper

2017Evaluating exchange rate forecasts along time and frequency. (2017). Caraiani, Petre. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:60-81.

Full description at Econpapers || Download paper

2018Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach. (2018). Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis H ; Hkiri, Besma. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:74-102.

Full description at Econpapers || Download paper

2018Stock and bond return relations and stock market uncertainty: Evidence from wavelet analysis. (2018). Lin, Fu-Lai ; Chen, Yu-Fen ; Marsh, Terry ; Yang, Sheng-Yung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:285-294.

Full description at Econpapers || Download paper

2018Understanding international stock market comovements: A comparison of developed and emerging markets. (2018). Chen, Peng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:451-464.

Full description at Econpapers || Download paper

2017A fresh look at integration of risks in the international stock markets: A wavelet approach. (2017). Marfatia, Hardik. In: Review of Financial Economics. RePEc:eee:revfin:v:34:y:2017:i:c:p:33-49.

Full description at Econpapers || Download paper

2018Information transmission across stock indices and stock index futures: International evidence using wavelet framework. (2018). Aloui, Chaker ; Yarovaya, Larisa ; Keung, Marco Chi ; Hkiri, Besma. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:411-421.

Full description at Econpapers || Download paper

2018An Output Gap Measure for the Euro Area : Exploiting Country-Level and Cross-Sectional Data Heterogeneity. (2018). Gonzalez-Astudillo, Manuel. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-40.

Full description at Econpapers || Download paper

2017Macroeconomic nowcasting and forecasting with big data. (2017). Tambalotti, Andrea ; Sbordone, Argia ; Giannone, Domenico ; Bok, Brandyn ; Caratelli, Daniele. In: Staff Reports. RePEc:fip:fednsr:830.

Full description at Econpapers || Download paper

2018A Critical Review of the Literature on Firm-Level Theories on Ship Investment. (2018). Girgin, Sinem Celik ; Nguyen, Hong-Oanh ; Karlis, Thanasis . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:1:p:11-:d:127786.

Full description at Econpapers || Download paper

2017International Stock Market Diversification among BRICS-P: A Cointegration Analysis. (2017). Imtiaz, Ather Iqbal. In: Journal of Management Sciences. RePEc:gei:journl:v:4:y:2017:i:2:p:269-285.

Full description at Econpapers || Download paper

2018The responses of BRICS Equities to Chinas Slowdown: A Multi-Scale Causality Analysis. (2018). Bouoiyour, Jamal ; Selmi, Refk. In: Working Papers. RePEc:hal:wpaper:hal-01880323.

Full description at Econpapers || Download paper

2018Back on Track? A micro-macro Narrative of Italian Exports. (2018). Giordano, Claire ; FELETTIGH, ALBERTO ; Fabiani, Silvia ; Linarello, Andrea ; Federico, Stefano ; Bugamelli, Matteo. In: Working Papers. RePEc:itt:wpaper:wp2018-1.

Full description at Econpapers || Download paper

2017Boom, Slump, Sudden Stops, Recovery, and Policy Options: Portugal and the Euro. (2017). Portugal, Pedro ; Blanchard, Olivier. In: IZA Policy Papers. RePEc:iza:izapps:pp131.

Full description at Econpapers || Download paper

2017A Generalized Factor Model with Local Factors. (2017). Freyaldenhoven, Simon. In: 2017 Papers. RePEc:jmp:jm2017:pfr361.

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]
article40
2008Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise. In: Working papers.
[Full Text][Citation analysis]
paper72
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: 72
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: 72
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: 72
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]
article25
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]
article6
2014Extremal Dependence in International Output Growth: Tales from the Tails In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article1
2013Determining the number of global and country-specific factors in the euro area In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article5
2013Is there a role for domestic demand pressure on export performance? In: Working Paper Series.
[Full Text][Citation analysis]
paper24
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: 24
article
2015Exports and domestic demand pressure: a dynamic panel data model for the euro area countries In: Working Paper Series.
[Full Text][Citation analysis]
paper9
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: 9
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: 9
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: 9
paper
2007Forecasting inflation through a bottom-up approach: How bottom is bottom? In: Economic Modelling.
[Full Text][Citation analysis]
article21
2015Forecasting Portuguese GDP with factor models: Pre- and post-crisis evidence In: Economic Modelling.
[Full Text][Citation analysis]
article16
2012Tracking the US business cycle with a singular spectrum analysis In: Economics Letters.
[Full Text][Citation analysis]
article9
2009International comovement of stock market returns: A wavelet analysis In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article199
2005Coincident and leading indicators for the euro area: A frequency band approach In: International Journal of Forecasting.
[Full Text][Citation analysis]
article16
2017Real-time nowcasting the US output gap: Singular spectrum analysis at work In: International Journal of Forecasting.
[Full Text][Citation analysis]
article1
2017A mixed frequency approach to the forecasting of private consumption with ATM/POS data In: International Journal of Forecasting.
[Full Text][Citation analysis]
article5
2017A wavelet-based multivariate multiscale approach for forecasting In: International Journal of Forecasting.
[Full Text][Citation analysis]
article2
2010Measuring comovement in the time-frequency space In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article77
2012A wavelet-based assessment of market risk: The emerging markets case In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article19
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]
article61
2010Forecasting using targeted diffusion indexes In: Journal of Forecasting.
[Full Text][Citation analysis]
article9
2011A wavelet approach for factor‐augmented forecasting In: Journal of Forecasting.
[Full Text][Citation analysis]
article16
2010Inflation (mis)perceptions in the euro area In: Empirical Economics.
[Full Text][Citation analysis]
article5
2010Inflation expectations in the euro area: are consumers rational? In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]
article11
2009An Input-Output Analysis: Linkages versus Leakages In: International Economic Journal.
[Full Text][Citation analysis]
article0
2003Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper3
2018Asset Pricing with a Bank Risk Factor In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2th 2018. Contact: CitEc Team