António Rua : Citation Profile


Are you António Rua?

Banco de Portugal

13

H index

17

i10 index

802

Citations

RESEARCH PRODUCTION:

43

Articles

40

Papers

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 47
   Journals where António Rua has often published
   Relations with other researchers
   Recent citing documents: 253.    Total self citations: 37 (4.41 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pru99
   Updated: 2020-08-09    RAS profile: 2020-06-23    
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Relations with other researchers


Works with:

Esteves, Paulo (11)

Esteves, Paulo (6)

Pinheiro, Maximiano (6)

Staehr, Karsten (5)

de Carvalho, Miguel (4)

Rodrigues, Paulo (4)

BOBEICA, Elena (3)

Duarte, Cláudia (2)

Portugal, Pedro (2)

Portela, Miguel (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 (39)

Verona, Fabio (30)

Aguiar-Conraria, Luís (24)

Vacha, Lukas (17)

Uddin, Gazi (14)

Reichlin, Lucrezia (13)

Masih, Abul (13)

Giannone, Domenico (13)

Koopman, Siem Jan (11)

Albulescu, Claudiu (11)

Faria, Gonçalo (10)

Cites to:

Watson, Mark (66)

Reichlin, Lucrezia (50)

Stock, James (48)

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
Economic Modelling3
Review of World Economics (Weltwirtschaftliches Archiv)3
Journal of Forecasting3
Oxford Bulletin of Economics and Statistics3
Empirical Economics3

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 (2019 and 2018)


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.

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

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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.

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

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

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

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

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2018Characterizing the Canadian Financial Cycle with Frequency Filtering Approaches. (2018). Lee-Poy, Andrew. In: Staff Analytical Notes. RePEc:bca:bocsan:18-34.

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2018Nowcasting private consumption: traditional indicators, uncertainty measures, credit cards and some internet data. (2018). Urtasun, Alberto ; Sanchez Fuentes, Antonio Jesus ; Pérez, Javier ; Perez, Javier J ; Gil, Maria. In: Working Papers. RePEc:bde:wpaper:1842.

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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.

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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.

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2019Forecasting Quarterly Russian GDP Growth with Mixed-Frequency Data. (2019). Mikosch, Heiner ; Solanko, Laura. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:1:p:19-35.

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2018STOCK†BOND CO†MOVEMENTS AND FLIGHT†TO†QUALITY IN G7 COUNTRIES: A TIME†FREQUENCY ANALYSIS. (2018). demiralay, sercan ; Gencer, Hatice Gaye ; Bayraci, Selcuk. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:1:p:e29-e49.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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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.

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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.

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2019Domestic and export performances of French firms. (2019). Gaulier, Guillaume ; Campagne, Benoît ; bricongne, jean-charles ; Bardaji, Jose. In: The World Economy. RePEc:bla:worlde:v:42:y:2019:i:3:p:785-817.

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

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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.

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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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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.

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

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

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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.

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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.

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

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2019Forecasting Imports with Information from Abroad. (2019). Lehmann, Robert ; Grimme, Christian ; Noeller, Marvin. In: ifo Working Paper Series. RePEc:ces:ifowps:_294.

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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.

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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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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.

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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.

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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.

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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.

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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.

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

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2018Does 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.

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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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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.

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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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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.

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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.

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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.

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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.

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

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2018Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth. (2018). Xu, Qifa ; Liu, Yezheng ; Jiang, Cuixia ; Zhuo, Xingxuan. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:221-236.

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2019Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:172-181.

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2019The evolution of monetary policy effectiveness under macroeconomic instability. (2019). Lopez-Buenache, German. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:221-233.

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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.

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2019International portfolio of stock indices with spatiotemporal correlations: Can investors still benefit from portfolio, when and where?. (2019). Liu, Fang ; Zhang, Weiguo ; Tan, Chunzhi ; Mo, Guoli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:168-183.

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2019The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data. (2019). Huang, Chia-Hsing ; Meng, Xiangcai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:131-148.

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2019Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches. (2019). Mensi, Walid ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:47-56.

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2019Complex analytic wavelets in the measurement of macroeconomic risks. (2019). Bruzda, Joanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818302493.

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2019ECB’s unconventional monetary policy and cross-financial-market correlation dynamics. (2019). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Drakonaki, Emmanouela. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304856.

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2019Towards a financial cycle for the U.S., 1973–2014. (2019). Jacobs, Jan ; An, J ; Bezemer, Dirk J ; Rozite, Kristiana . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305643.

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2019Relationship between the United States housing and stock markets: Some evidence from wavelet analysis. (2019). Liow, Kim ; Song, Jeonseop ; Huang, Yuting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s106294081930035x.

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2019Particle filtering, learning, and smoothing for mixed-frequency state-space models. (2019). Yang, Hanlin ; Leippold, Markus. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:25-41.

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2019An output gap measure for the euro area: Exploiting country-level and cross-sectional data heterogeneity. (2019). Gonzalez-Astudillo, Manuel. In: European Economic Review. RePEc:eee:eecrev:v:120:y:2019:i:c:s0014292119301539.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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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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.

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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.

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2018Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities. (2018). Shahbaz, Muhammad ; Tiwari, Aviral Kumar ; Solarin, Sakiru Adebola ; Khalfaoui, Rabeh . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:470-494.

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2019Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models. (2019). Wang, Jin-Li ; Zhang, Yue-Jun. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:192-201.

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2019Crude oil futures trading and uncertainty. (2019). Czudaj, Robert. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:793-811.

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2019CO2 emissions and economic activity: A short-to-medium run perspective. (2019). Fosten, Jack. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:415-429.

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2019Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility. (2019). Alam, Md Samsul ; Ferrer, Roman ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303020.

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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.

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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.

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2019Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia. (2019). Nicoleta-Claudia, MOLDOVAN ; Tao, Ran ; Khan, Khalid ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:187:y:2019:i:c:s0360544219316974.

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

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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.

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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.

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2019Identifying the multiscale financial contagion in precious metal markets. (2019). lucey, brian ; Wang, Xinya ; Huang, Shupei ; Liu, Huifang. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:209-219.

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

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2019The relationship between Bitcoin returns and trade policy uncertainty. (2019). Tiwari, Aviral ; Gözgör, Giray ; Demir, Ender ; Akron, Sagi. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:75-82.

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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.

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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, Xiaojing. 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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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.

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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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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.

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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.

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2019Predictive regressions under asymmetric loss: Factor augmentation and model selection. (2019). Hacioglu Hoke, Sinem ; Demetrescu, Matei. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:80-99.

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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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article44
2008Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise. In: Working papers.
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2008Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise.(2008) In: Occasional Paper Series.
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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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2008Short-term forecasting of GDP using large monthly datasets – A pseudo real-time forecast evaluation exercise.(2008) In: Working Paper Research.
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2013Dynamic threshold modelling and the US business cycle In: Journal of the Royal Statistical Society Series C.
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2012Money Growth and Inflation in the Euro Area: A Time-Frequency View In: Oxford Bulletin of Economics and Statistics.
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2011Money growth and inflation in the euro area: a time-frequency view.(2011) In: Working Papers.
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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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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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2014Extremal Dependence in International Output Growth: Tales from the Tails In: Oxford Bulletin of Economics and Statistics.
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2010Extremal Dependence in International Output Growth: Tales from the Tails.(2010) In: Working Papers.
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2013Determining the number of global and country-specific factors in the euro area In: Studies in Nonlinear Dynamics & Econometrics.
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article5
2013Is there a role for domestic demand pressure on export performance? In: Working Paper Series.
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2013Is there a role for domestic demand pressure on export performance?.(2013) In: Working Papers.
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2015Is there a role for domestic demand pressure on export performance?.(2015) In: Empirical Economics.
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2015Exports and domestic demand pressure: a dynamic panel data model for the euro area countries In: Working Paper Series.
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2014Exports and Domestic Demand Pressure: a Dynamic Panel Data Model for the Euro Area Countries.(2014) In: Working Papers.
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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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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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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.
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2007Forecasting inflation through a bottom-up approach: How bottom is bottom? In: Economic Modelling.
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article22
2015Forecasting Portuguese GDP with factor models: Pre- and post-crisis evidence In: Economic Modelling.
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article16
2018Modelling currency demand in a small open economy within a monetary union In: Economic Modelling.
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2017Modelling currency demand in a small open economy within a monetary union.(2017) In: Working Papers.
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2012Tracking the US business cycle with a singular spectrum analysis In: Economics Letters.
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article9
2010Tracking the US Business Cycle With a Singular Spectrum Analysis.(2010) In: Working Papers.
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2009International comovement of stock market returns: A wavelet analysis In: Journal of Empirical Finance.
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2009International comovement of stock market returns: a wavelet analysis.(2009) In: Working Papers.
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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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2017Real-time nowcasting the US output gap: Singular spectrum analysis at work In: International Journal of Forecasting.
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2014Real-time nowcasting the US output gap: Singular spectrum analysis at work.(2014) In: Working Papers.
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2017A mixed frequency approach to the forecasting of private consumption with ATM/POS data In: International Journal of Forecasting.
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article13
2017A wavelet-based multivariate multiscale approach for forecasting In: International Journal of Forecasting.
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article4
2016A wavelet-based multivariate multiscale approach for forecasting.(2016) In: Working Papers.
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2010Measuring comovement in the time-frequency space In: Journal of Macroeconomics.
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article91
2010Measuring comovement in the time-frequency space.(2010) In: Working Papers.
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paper
2012A wavelet-based assessment of market risk: The emerging markets case In: The Quarterly Review of Economics and Finance.
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article24
2012A wavelet-based assessment of market risk: The emerging markets case.(2012) In: Working Papers.
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2018Zooming the Ins and Outs of the U.S. Unemployment with a Wavelet Lens In: IZA Discussion Papers.
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paper0
2009Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise In: Journal of Forecasting.
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article62
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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2011A wavelet approach for factor‐augmented forecasting In: Journal of Forecasting.
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2010A Wavelet Approach for Factor-Augmented Forecasting.(2010) In: Working Papers.
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2018Does domestic demand matter for firms’ exports? In: NIPE Working Papers.
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paper0
2018Does domestic demand matter for firms’ exports?.(2018) In: Working Papers.
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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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article10
2012Cohesion within the euro area and the U. S.: a wavelet-based view.(2012) In: Working Papers.
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2002Composite Indicators for the Euro Area Economic Activity In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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article8
2004A New Coincident Indicator for the Portuguese Economy In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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article0
2005A new coincident indicator for the Portuguese private consumption In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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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.
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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 and Banco de Portugal Economic Studies.
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article1
2012Wavelets in economics In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]
article4
2012Short-term forecasting for the portuguese economy: a methodological overview In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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article3
2013The import content of global demand in Portugal In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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article8
2014Forecasting Portuguese GDP with factor models In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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article0
2015Revisiting the monthly coincident indicators of Banco de Portugal In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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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.
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article0
2018A bottom-up approach for forecasting GDP in a data-rich environment.(2018) In: Applied Economics Letters.
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article
2017Dating the Portuguese business cycle In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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article0
2018Forecasting exports with targeted predictors In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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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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2005Forecasting Inflation Through a Bottom-Up Approach: The Portuguese Case In: Working Papers.
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paper3
2006An input-output analysis: linkages vs leakages In: Working Papers.
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paper14
2007Inflation (mis)perceptions in the euro area In: Working Papers.
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paper6
2010Inflation (mis)perceptions in the euro area.(2010) In: Empirical Economics.
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2008Determining the number of factors in approximate factor models with global and group-specific factors In: Working Papers.
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2008Inflation expectations in the euro area: Are consumers rational? In: Working Papers.
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paper12
2010Inflation expectations in the euro area: are consumers rational?.(2010) In: Review of World Economics (Weltwirtschaftliches Archiv).
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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
2018Asset Pricing with a Bank Risk Factor.(2018) In: Journal of Money, Credit and Banking.
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article
2016A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data In: Working Papers.
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paper1
2016Market integration and the persistence of electricity prices In: Working Papers.
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paper0
2019Market integration and the persistence of electricity prices.(2019) In: Empirical Economics.
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article
2017Zooming the Ins and Outs of the U.S. Unemployment In: Working Papers.
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paper0
2019Modelling the Demand for Euro Banknotes In: Working Papers.
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paper0
2019Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis In: Working Papers.
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paper0
2009An Input-Output Analysis: Linkages versus Leakages In: International Economic Journal.
[Full Text][Citation analysis]
article2

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