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António Rua : Citation Profile


Are you António Rua?

Banco de Portugal

12

H index

14

i10 index

575

Citations

RESEARCH PRODUCTION:

33

Articles

29

Papers

RESEARCH ACTIVITY:

   14 years (2002 - 2016). See details.
   Cites by year: 41
   Journals where António Rua has often published
   Relations with other researchers
   Recent citing documents: 81.    Total self citations: 23 (3.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pru99
   Updated: 2018-02-17    RAS profile: 2016-07-01    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Esteves, Paulo (9)

BOBEICA, Elena (5)

Staehr, Karsten (5)

de Carvalho, Miguel (3)

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 (16)

Vacha, Lukas (14)

Giannone, Domenico (13)

Reichlin, Lucrezia (13)

Masih, Abul (13)

Faria, Gonçalo (10)

Koopman, Siem Jan (10)

Rünstler, Gerhard (9)

GUPTA, RANGAN (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)

Harvey, Campbell (11)

Main data


Where António Rua has published?


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

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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). de Carvalho, Miguel ; Wadsworth, Jennifer ; Camilo, Daniela Castro . In: Papers. RePEc:arx:papers:1709.01198.

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2017Back on track? A macro-micro narrative of Italian exports. (2017). Giordano, Claire ; Federico, Stefano ; FELETTIGH, ALBERTO ; Fabiani, Silvia ; Linarello, Andrea ; 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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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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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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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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2017Modeling the business and financial cycle in a multivariate structural time series model. (2017). de Winter, Jasper ; Chouhan, Anjali ; Hindrayanto, Irma ; Koopman, Siem Jan. In: DNB Working Papers. RePEc:dnb:dnbwpp:573.

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

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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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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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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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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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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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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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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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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 ; 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.

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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 ; 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.

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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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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.

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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.

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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.

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

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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.

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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.

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

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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.

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2017Internal Market Efficiency, Market Co-movement, and Cross-Market Efficiency: The Case of Hong Kong and Shanghai Stock Markets. (2017). Asem, Ebenezer ; Zhang, Xiaofei ; Yalamova, Rossitsa ; Baulkaran, Vishaal . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:24:y:2017:i:4:d:10.1007_s10690-017-9232-3.

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2017Boom, Slump, Sudden stops, Recovery, and Policy Options. Portugal and the Euro.. (2017). Portugal, Pedro ; Blanchard, Olivier. In: GEE Papers. RePEc:mde:wpaper:0072.

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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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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:13:y:2017:i:2:p:141-150.

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2017Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA. (2017). Bogalo, Juan ; Senra, Eva ; Poncela, Pilar . In: MPRA Paper. RePEc:pra:mprapa:76023.

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2017Nowcasting Slovak GDP by a Small Dynamic Factor Model. (2017). Tóth, Peter ; Toth, Peter . In: MPRA Paper. RePEc:pra:mprapa:77245.

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2017Multiple time-xcales analysis of global stock markets spillovers effects in African stock markets. (2017). Zamereith, Grakolet Arnold ; Ake, Gilbert Marie ; Mendy, Pierre . In: MPRA Paper. RePEc:pra:mprapa:77632.

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2017Forecasting Economic Aggregates Using Dynamic Component Grouping. (2017). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:81585.

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2017Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data. (2017). Wohar, Mark ; Tiwari, Aviral ; GUPTA, RANGAN ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201735.

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2017Central Bank’s Inflation Forecast and Expectations. A Comparative Analysis. (2017). Szyszko, Magdalena . In: Prague Economic Papers. RePEc:prg:jnlpep:v:2017:y:2017:i:3:id:614:p:286-299.

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2017Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries. (2017). Pipień, Mateusz ; Lenart, Ukasz . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:3:p:201-241.

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2017Co-movements and contagion between international stock index futures markets. (2017). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1113-5.

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2017The role of indicator selection in nowcasting euro-area GDP in pseudo-real time. (2017). Golinelli, Roberto ; Pappalardo, Carmine ; Girardi, Alessandro. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1151-z.

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2017Determining the number of factors after stationary univariate transformations. (2017). Ruiz, Esther ; Corona, Francisco ; Poncela, Pilar . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1158-5.

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2017Multiscale correlation networks analysis of the US stock market: a wavelet analysis. (2017). Wang, Gang-Jin ; Chen, Shou ; Xie, Chi. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:12:y:2017:i:3:d:10.1007_s11403-016-0176-x.

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2017Estimation of the most influential science and technology factors for economic growth forecasting by soft computing technique. (2017). Markovi, Duan ; Milovanevi, Milo ; Mladenovi, Igor . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:3:d:10.1007_s11135-016-0321-6.

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2017Analyzing of innovations influence on economic growth by fuzzy system. (2017). Mladenovi, Igor ; Sokolov-Mladenovi, Svetlana ; Milovanevi, Milo . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:3:d:10.1007_s11135-016-0331-4.

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2017Prediction of economic growth by extreme learning approach based on science and technology transfer. (2017). Karaniki, Petra ; Alizamir, Meysam ; Sokolov-Mladenovi, Svetlana . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:3:d:10.1007_s11135-016-0337-y.

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2017FORECASTING OF OIL AND AGRICULTURAL COMMODITY PRICES: VARMA VERSUS ARMA. (2017). Gulerce, Mustafa ; Unal, Gazanfer . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:03:n:s2010495217500129.

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2017Current Account Balance and Export Performances: Evidence Based on New EU Countries. (2017). Boris, Eljko Bogdan. In: Zagreb International Review of Economics and Business. RePEc:zag:zirebs:v:20:y:2017:i:2:p:33-48.

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2017Nowcasting des deutschen BIP. (2017). Doll, Jens ; Hamella, Sandra ; Volkenand, Jonas ; Rosenthal, Beatrice . In: Weidener Diskussionspapiere. RePEc:zbw:hawdps:59.

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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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article36
2008Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise. In: Working papers.
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paper68
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: 68
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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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article0
2012Money Growth and Inflation in the Euro Area: A Time-Frequency View In: Oxford Bulletin of Economics and Statistics.
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article20
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: 20
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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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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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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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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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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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2014Exports and Domestic Demand Pressure: a Dynamic Panel Data Model for the Euro Area Countries.(2014) In: Working Papers.
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2007Forecasting inflation through a bottom-up approach: How bottom is bottom? In: Economic Modelling.
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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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2003Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach.(2003) In: Working Papers.
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2010Measuring comovement in the time-frequency space.(2010) In: Working Papers.
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2012A wavelet-based assessment of market risk: The emerging markets case In: The Quarterly Review of Economics and Finance.
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2012A wavelet-based assessment of market risk: The emerging markets case.(2012) In: Working Papers.
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2009Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise In: Journal of Forecasting.
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2011A wavelet approach for factor‐augmented forecasting In: Journal of Forecasting.
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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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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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2010Inflation (mis)perceptions in the euro area.(2010) In: Empirical Economics.
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