16
H index
22
i10 index
1195
Citations
Banco de Portugal | 16 H index 22 i10 index 1195 Citations RESEARCH PRODUCTION: 42 Articles 40 Papers RESEARCH ACTIVITY: 17 years (2002 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pru99 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with António Rua. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Banco de Portugal, Economics and Research Department | 30 |
Working Paper Series / European Central Bank | 2 |
Year | Title of citing document | |
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2023 | Multivariate Circulant Singular Spectrum Analysis. (2020). Poncela, Pilar ; Senra, Eva. In: Papers. RePEc:arx:papers:2007.07561. Full description at Econpapers || Download paper | |
2024 | The fatter the tail, the shorter the sail. (2024). Chaudhry, Sajid ; Alzugaiby, Basim ; Alsunbul, Saad ; Boujlil, Rhada. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:331-380. Full description at Econpapers || Download paper | |
2023 | Estimation of the TFP Gap for the Largest Five EMU Countries. (2023). Rossian, Thies ; Kiessner, Felix ; Carstensen, Kai. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10245. Full description at Econpapers || Download paper | |
2023 | ifo Konjunkturprognose Sommer 2023: Inflation flaut langsam ab – aber Konjunktur lahmt noch. (2023). Šauer, Radek ; Rathje, Ann-Christin ; Mohrle, Sascha ; Link, Sebastian ; Lehmann, Robert ; Lay, Max ; Fourne, Friederike ; Fell, Maximilian ; Ederer, Stefan ; Zarges, Lara ; Wollmershauser, Timo ; Scheiblecker, Marcus ; Schasching, Moritz. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:76:y:2023:i:sonderausgabe:p:01-53. Full description at Econpapers || Download 2023 | Disentangling Demand and Supply Inflation Shocks from Chilean Electronic Payment Data. (2023). Hernandez-Roman, L G ; Eterovic, Nicolas ; Carlomagno, Guillermo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:986. Full description at Econpapers || Download paper |
2024 | A continuous wavelets approach of China opening reforms effects on relationships between mainland Chinese stock exchanges and Hong Kong. (2024). Mestre, Roman ; Zhou, Yang Mestre. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00816. Full description at Econpapers || Download paper | |
2023 | Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815. Full description at Econpapers || Download paper | |
2023 | Pass-through Effects of Oil Prices on LATAM Emerging Stocks before and during COVID-19: An Evidence from a Wavelet -VAR Analysis. (2023). Ahmed, Gouher ; Sisodia, Gyanendra Singh ; Rafiuddin, Aqila ; Tellez, Jesus Cuauhtemoc ; Paramaiah, CH. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-56. Full description at Econpapers || Download paper | |
2023 | Does climate impact the relationship between the energy price and the stock market? The Colombian case. (2023). Carabali-Mosquera, Jaime ; Buenaventura-Vera, Guillermo ; Benavides-Franco, Julian ; Taype-Huaman, Irvin ; Villa-Loaiza, Carlos. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923001642. Full description at Econpapers || Download paper | |
2024 | From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management. (2024). Bouzgarrou, Houssam ; Farhani, Ramzi ; Yousfi, Mohamed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1178-1197. Full description at Econpapers || Download paper | |
2023 | The asymmetric dynamics of stock–bond liquidity correlation in China: The role of macro-financial determinants. (2023). Pan, Beier. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001074. Full description at Econpapers || Download paper | |
2024 | Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective. (2024). Song, Yingying ; Guo, Yanhong ; Chen, Xinxin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s106294082300150x. Full description at Econpapers || Download paper | |
2024 | Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis. (2024). Zeitun, Rami ; Nautiyal, Neeraj ; Ur, Mobeen ; Ghardallou, Wafa ; Vo, Xuan Vinh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000470. Full description at Econpapers || Download paper | |
2023 | Canonical correlation-based model selection for the multilevel factors. (2023). Shin, Yongcheol ; Lin, Rui ; Choi, IN. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:22-44. Full description at Econpapers || Download paper | |
2023 | Industry regulation and the comovement of stock returns. (2023). Whitby, Ryan J ; Griffith, Todd G ; Blau, Benjamin M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:206-219. Full description at Econpapers || Download paper | |
2023 | Macroeconomic news and price synchronicity. (2023). Wang, Qingwei ; Eshraghi, Arman ; Cheema, Arbab K. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:390-412. Full description at Econpapers || Download paper | |
2023 | Forecasting realized volatility with wavelet decomposition. (2023). Vivian, Andrew ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000993. Full description at Econpapers || Download paper | |
2023 | A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets. (2023). Deb, Soudeep ; Soni, Anchal ; Roy, Archi. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003286. Full description at Econpapers || Download paper | |
2023 | Nowcasting industrial production using linear and non-linear models of electricity demand. (2023). Galdi, Giulio ; Casarin, Roberto ; Ravazzolo, Francesco ; Fezzi, Carlo ; Ferrari, Davide. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005042. Full description at Econpapers || Download paper | |
2023 | The illusion of the metaverse and meta-economy. (2023). Vidal-Tomas, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000765. Full description at Econpapers || Download paper | |
2023 | On the linkages between energy and agricultural commodity prices: A dynamic time warping analysis. (2023). Miljkovic, Dragan ; Vatsa, Puneet. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003502. Full description at Econpapers || Download paper | |
2023 | A bibliometric review of portfolio diversification literature. (2023). Paltrinieri, Andrea ; Goodell, John W ; Migliavacca, Milena. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003526. Full description at Econpapers || Download paper | |
2023 | The effects of economic and financial shocks on private investment: A wavelet study of return and volatility spillovers. (2023). Sensarma, Rudra ; Chiranjivi, Gvs. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004520. Full description at Econpapers || Download paper | |
2024 | Economic sentiment and the cryptocurrency market in the post-COVID-19 era. (2024). Guesmi, Khaled ; Urom, Christian ; ben Osman, Myriam ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004787. Full description at Econpapers || Download paper | |
2024 | Do green investments improve portfolio diversification? Evidence from mean conditional value-at-risk optimization. (2024). Yousfi, Mohamed ; Louhichi, Wael ; Ftiti, Zied ; ben Ameur, Hachmi. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400187x. Full description at Econpapers || Download paper | |
2023 | Frequency interdependence and portfolio management between gold, oil and sustainability stock markets. (2023). Mensi, Walid ; Ziadat, Salem Adel ; Nekhili, Ramzi. In: International Economics. RePEc:eee:inteco:v:176:y:2023:i:c:s2110701723000732. Full description at Econpapers || Download paper | |
2023 | Nowcasting food inflation with a massive amount of online prices. (2023). Szafranek, Karol ; Stelmasiak, Damian ; Macias, Pawe. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:809-826. Full description at Econpapers || Download paper | |
2024 | Forecasting the equity premium with frequency-decomposed technical indicators. (2024). Stein, Tobias. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:6-28. Full description at Econpapers || Download paper | |
2024 | Back to the present: Learning about the euro area through a now-casting model. (2024). Giannone, Domenico ; Modugno, Michele ; Cascaldi-Garcia, Danilo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:661-686. Full description at Econpapers || Download paper | |
2023 | The interactive CNY-CNH relationship: A wavelet analysis. (2023). Cai, Xiaojing ; Gao, Xiang ; Tian, Shuairu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s026156062300030x. Full description at Econpapers || Download paper | |
2023 | Business cycle synchronization and African monetary union: A wavelet analysis. (2023). Fouda, Lucien Cedric ; Gandjon, Gislain Stephane. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:77:y:2023:i:c:s0164070423000277. Full description at Econpapers || Download paper | |
2023 | Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate wavelet approaches. (2023). Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006043. Full description at Econpapers || Download paper | |
2023 | Static and dynamic linkages between oil, gold and global equity markets in various crisis episodes: Evidence from the Wavelet TVP-VAR. (2023). Yousaf, Imran ; Shah, Waheed Ullah ; Younis, Ijaz. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006420. Full description at Econpapers || Download paper | |
2023 | Energy prices in Europe. Evidence of persistence across markets. (2023). Gil-Alana, Luis ; Martin-Valmayor, Miguel A ; Infante, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300257x. Full description at Econpapers || Download paper | |
2023 | Revisiting the connectedness between oil prices and uncertainty indicators in BRICS countries. (2023). Tabash, Mosab I ; Anagreh, Suhaib ; Adeosun, Opeoluwa Adeniyi ; Adedokun, Adebayo. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009893. Full description at Econpapers || Download paper | |
2024 | Is there a relationship between economic growth and natural resource commodity price volatility? Evidence from China. (2024). Wang, Yong ; Zhao, Wenhao ; Zhang, RU. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011029. Full description at Econpapers || Download paper | |
2024 | Dynamic interdependence structure of industrial metals and the African stock market. (2024). Woode, John ; Owusu Junior, Peterson ; Adam, Anokye M. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011662. Full description at Econpapers || Download paper | |
2024 | Co-movement between carbon emissions and forex market: A tale of COVID-19 outbreak and Russia-Ukraine invasion. (2024). Kumar, Atul ; Gupta, Himani ; Katoch, Rupinder ; Yadav, Miklesh Prasad ; Nepal, Rabindra. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724002204. Full description at Econpapers || Download paper | |
2023 | Time-frequency relationship between economic policy uncertainty and financial cycle in China: Evidence from wavelet analysis. (2023). Zhang, Xuan ; Xu, Liao ; Sun, Weihong ; Liu, Ding. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002104. Full description at Econpapers || Download paper | |
2023 | Robot adoption and firms capacity utilization: Evidence from China. (2023). Wu, Ji ; Liao, Lingtao ; Wang, Hua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002676. Full description at Econpapers || Download paper | |
2023 | Inner composition alignment networks reveal financial impacts of COVID-19. (2023). Panigrahi, Prasanta K ; Mukherjee, Indranil ; Upadhyay, Shashankaditya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008998. Full description at Econpapers || Download paper | |
2023 | Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis. (2023). Fernandez Bariviera, Aurelio ; Bejaoui, Azza ; Jeribi, Ahmed ; Frikha, Wajdi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:619:y:2023:i:c:s0378437123002753. Full description at Econpapers || Download paper | |
2023 | Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist?. (2023). Benlagha, Noureddine ; Khan, Ashraf ; Farid, Saqib ; Anwer, Zaheer. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:418-431. Full description at Econpapers || Download paper | |
2024 | Crowding out or crowding in? Reevaluating the effect of government spending on private economic activities. (2024). Meng, Xiangcai ; Park, Joshua K. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:102-117. Full description at Econpapers || Download paper | |
2024 | Stock return volatility and financial distress: Moderating roles of ownership structure, managerial ability, and financial constraints. (2024). Nguyen, Manh Huu ; Barky, Walid ; van Nguyen, Phuc ; Huong, Giang Thi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:634-652. Full description at Econpapers || Download paper | |
2024 | Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks. (2024). Vo, Xuan Vinh ; Agyei, Samuel Kwaku ; Gubareva, Mariya ; Bossman, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:699-719. Full description at Econpapers || Download paper | |
2023 | Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning. (2023). Uddin, Gazi Salah ; Zhu, You ; Wang, Gang-Jin ; Xie, Chi ; Zhou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192200232x. Full description at Econpapers || Download paper | |
2024 | Forecasting electricity prices from the state-of-the-art modeling technology and the price determinant perspectives. (2024). Abedin, Mohammad Zoynul ; Li, Qiang ; Chai, Shanglei ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002581. Full description at Econpapers || Download paper | |
2023 | Air transportation under COVID-19 pandemic restrictions: A wavelet analysis. (2023). Sokic, Alexandre ; Mutascu, Mihai. In: Transport Policy. RePEc:eee:trapol:v:139:y:2023:i:c:p:155-181. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Environmental Regulations and Carbon Emissions: The Role of Renewable Energy Research and Development Expenditures. (2023). Destek, Mehmet ; Khan, Zeeshan ; Pata, Ugur Korkut ; Tao, Yinying. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:18:p:13345-:d:1234098. Full description at Econpapers || Download paper | |
2023 | What Drives China’s Exports: Evidence from a Domestic Consumption Expansion Policy. (2023). Zhang, Qianqian ; Yang, Haoming ; Liu, Mengxun ; Hong, Ruling. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3142-:d:1062662. Full description at Econpapers || Download paper | |
2023 | Horizon-Adaptive Extreme Risk Quantification for Cryptocurrency Assets. (2023). Maurer, Frantz ; Tzagkarakis, George. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10300-3. Full description at Econpapers || Download paper | |
2023 | Estimating Madagascar economic growth using the Mixed Data Sampling (MIDAS) approach. (2023). Razanajatovo, Yves H ; Rajaonarison, Njakanasandratra R ; Andrianady, Josue R. In: MPRA Paper. RePEc:pra:mprapa:118267. Full description at Econpapers || Download paper | |
2023 | An extended wavelet approach of the money–output link in the United States. (2023). Sokic, Alexandre ; Mutascu, Mihai. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02294-6. Full description at Econpapers || Download paper | |
2023 | Portfolio diversification benefits before and during the times of COVID-19: evidence from USA. (2023). Awad, Ebtehal Orabi ; Elrawas, Ahmed Said ; Aly, Sharihan Mohamed ; Attia, Eman F. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00205-4. Full description at Econpapers || Download paper | |
2023 | Uncertainty measures and inflation dynamics in selected global players: a wavelet approach. (2023). Anagreh, Suhaib ; Vo, Xuan Vinh ; Tabash, Mosab I ; Adeosun, Opeoluwa Adeniyi. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:4:d:10.1007_s11135-022-01513-7. Full description at Econpapers || Download paper | |
2023 | Fisher’s hypothesis in time–frequency space: a premier using South Africa as a case study. (2023). Phiri, Andrew. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:5:d:10.1007_s11135-022-01561-z. Full description at Econpapers || Download paper | |
2023 | The D-model for GDP nowcasting. (2023). Degiannakis, Stavros. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00109-8. Full description at Econpapers || Download paper | |
2023 | On the dynamic connectedness between the G7 stock market indices and different asset classes: Fresh insights from the COVID-19 pandemic and Russia–Ukraine war. (2023). Frikha, Wajdi ; Bejaoui, Azza ; Jeribi, Ahmed. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:11:d:10.1007_s43546-023-00562-w. Full description at Econpapers || Download paper | |
2023 | India’s Bilateral Export Growth and Exchange Rate Volatility: A Panel GMM Approach. (2023). Suri, Ritu ; Dua, Pami. In: Springer Books. RePEc:spr:sprchp:978-981-19-7592-9_6. Full description at Econpapers || Download paper | |
2024 | Emerging market debt and the COVID?19 pandemic: A time–frequency analysis of spreads and total returns dynamics. (2023). Umar, Zaghum ; Gubareva, Mariya. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:112-126. Full description at Econpapers || Download paper | |
2023 | Assessing the informational content of card transactions for nowcasting retail trade: Evidence for Latvia. (2023). Vilerts, Karlis ; Siliverstovs, Boriss ; Fadejeva, Ludmila ; Brinke, Anete. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:566-577. Full description at Econpapers || Download paper | |
2023 | Deep learning on mixed frequency data. (2023). Wang, Zezhou ; Xu, Qifa ; Liu, Yezheng ; Jiang, Cuixia. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:8:p:2099-2120. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2006 | Tracking the Business Cycle of the Euro Area: A Multivariate Model-Based Bandpass Filter In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 53 |
2008 | Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise. In: Working papers. [Full Text][Citation analysis] | paper | 84 |
2008 | Short-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 nother version. Agregated cites: 84 | paper | |
2008 | Short-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 nother version. Agregated cites: 84 | paper | |
2008 | Short-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 nother version. Agregated cites: 84 | paper | |
2013 | Dynamic threshold modelling and the US business cycle In: Journal of the Royal Statistical Society Series C. [Full Text][Citation analysis] | article | 0 |
2012 | Money Growth and Inflation in the Euro Area: A Time-Frequency View In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 46 |
2011 | Money growth and inflation in the euro area: a time-frequency view.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
2013 | Dynamic 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] | article | 8 |
2009 | Dynamic factor models with jagged edge panel data: Taking on board the dynamics of the idiosyncratic components.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2014 | Extremal Dependence in International Output Growth: Tales from the Tails In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
2010 | Extremal Dependence in International Output Growth: Tales from the Tails.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2013 | Determining the number of global and country-specific factors in the euro area In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 11 |
2013 | Is there a role for domestic demand pressure on export performance? In: Working Paper Series. [Full Text][Citation analysis] | paper | 47 |
2013 | Is there a role for domestic demand pressure on export performance?.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2015 | Is there a role for domestic demand pressure on export performance?.(2015) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | article | |
2015 | Exports and domestic demand pressure: a dynamic panel data model for the euro area countries In: Working Paper Series. [Full Text][Citation analysis] | paper | 21 |
2014 | Exports and Domestic Demand Pressure: a Dynamic Panel Data Model for the Euro Area Countries.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2016 | Exports 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 nother version. Agregated cites: 21 | article | |
2016 | Exports 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 nother version. Agregated cites: 21 | article | |
2015 | Exports and domestic demand pressure: a dynamic panel data model for the euro area countries.(2015) In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2007 | Forecasting inflation through a bottom-up approach: How bottom is bottom? In: Economic Modelling. [Full Text][Citation analysis] | article | 28 |
2015 | Forecasting Portuguese GDP with factor models: Pre- and post-crisis evidence In: Economic Modelling. [Full Text][Citation analysis] | article | 22 |
2018 | Modelling currency demand in a small open economy within a monetary union In: Economic Modelling. [Full Text][Citation analysis] | article | 9 |
2017 | Modelling currency demand in a small open economy within a monetary union.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2012 | Tracking the US business cycle with a singular spectrum analysis In: Economics Letters. [Full Text][Citation analysis] | article | 16 |
2010 | Tracking the US Business Cycle With a Singular Spectrum Analysis.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2009 | International comovement of stock market returns: A wavelet analysis In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 390 |
2009 | International comovement of stock market returns: a wavelet analysis.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 390 | paper | |
2005 | Coincident and leading indicators for the euro area: A frequency band approach In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 16 |
2003 | Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2017 | Real-time nowcasting the US output gap: Singular spectrum analysis at work In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
2014 | Real-time nowcasting the US output gap: Singular spectrum analysis at work.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2017 | A mixed frequency approach to the forecasting of private consumption with ATM/POS data In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 35 |
2017 | A wavelet-based multivariate multiscale approach for forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 13 |
2016 | A wavelet-based multivariate multiscale approach for forecasting.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2010 | Measuring comovement in the time-frequency space In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 119 |
2010 | Measuring comovement in the time-frequency space.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | paper | |
2012 | A wavelet-based assessment of market risk: The emerging markets case In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 42 |
2012 | A wavelet-based assessment of market risk: The emerging markets case.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2018 | Zooming the Ins and Outs of the U.S. Unemployment with a Wavelet Lens In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise In: Journal of Forecasting. [Full Text][Citation analysis] | article | 76 |
2010 | Forecasting using targeted diffusion indexes In: Journal of Forecasting. [Full Text][Citation analysis] | article | 10 |
2008 | Forecasting Using Targeted Diffusion Indexes.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2018 | Does domestic demand matter for firms’ exports? In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 4 |
2018 | Does domestic demand matter for firms’ exports?.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2015 | Cohesion within the euro area and the US: A wavelet-based view In: OECD Journal: Journal of Business Cycle Measurement and Analysis. [Full Text][Citation analysis] | article | 20 |
2012 | Cohesion within the euro area and the U. S.: a wavelet-based view.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2002 | Composite Indicators for the Euro Area Economic Activity In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 9 |
2004 | A New Coincident Indicator for the Portuguese Economy In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 1 |
2005 | A new coincident indicator for the Portuguese private consumption In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 1 |
2009 | Inflation Perceptions and Expectations in the Euro Area and Portugal In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 0 |
2011 | The Quarterly National Accounts in real-time: an analysis of the revisions over the last decade In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 1 |
2012 | Wavelets in economics In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 17 |
2012 | Short-term forecasting for the portuguese economy: a methodological overview In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 4 |
2013 | The import content of global demand in Portugal In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 11 |
2014 | Forecasting Portuguese GDP with factor models In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 2 |
2015 | Revisiting the monthly coincident indicators of Banco de Portugal In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 2 |
2016 | A bottom-up approach for forecasting GDP in a data rich environment In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 2 |
2018 | A bottom-up approach for forecasting GDP in a data-rich environment.(2018) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2017 | Dating the Portuguese business cycle In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 0 |
2018 | Forecasting exports with targeted predictors In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 1 |
2003 | Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2003 | Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area.(2003) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2005 | Forecasting Inflation Through a Bottom-Up Approach: The Portuguese Case In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2006 | An input-output analysis: linkages vs leakages In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
2007 | Inflation (mis)perceptions in the euro area In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2010 | Inflation (mis)perceptions in the euro area.(2010) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2008 | Determining the number of factors in approximate factor models with global and group-specific factors In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Inflation expectations in the euro area: Are consumers rational? In: Working Papers. [Full Text][Citation analysis] | paper | 16 |
2010 | Inflation expectations in the euro area: are consumers rational?.(2010) In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2010 | Nonstationary Extremes and the US Business Cycle In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | A Wavelet Approach for Factor-Augmented Forecasting In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Asset pricing with a bank risk factor In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Asset Pricing with a Bank Risk Factor.(2018) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2016 | A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2016 | Market integration and the persistence of electricity prices In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2019 | Market integration and the persistence of electricity prices.(2019) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2017 | Zooming the Ins and Outs of the U.S. Unemployment In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Modelling the Demand for Euro Banknotes In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2009 | An Input-Output Analysis: Linkages versus Leakages In: International Economic Journal. [Full Text][Citation analysis] | article | 2 |
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