António Rua : Citation Profile

Are you António Rua?

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.
   Cites by year: 70
   Journals where António Rua has often published
   Relations with other researchers
   Recent citing documents: 76.    Total self citations: 37 (3 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pru99
   Updated: 2024-12-03    RAS profile: 2020-06-23    
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Relations with other researchers

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:

Tiwari, Aviral (48)

Verona, Fabio (25)

Vacha, Lukas (20)

Uddin, Gazi (19)

Mandler, Martin (18)

Aloui, Chaker (16)

Giannone, Domenico (15)

GUPTA, RANGAN (14)

Aguiar-Conraria, Luís (14)

Ftiti, Zied (14)

Masih, Abul (14)

Cites to:

Watson, Mark (93)

Reichlin, Lucrezia (73)

Stock, James (69)

Marcellino, Massimiliano (54)

Forni, Mario (46)

Lippi, Marco (39)

Giannone, Domenico (39)

Schumacher, Christian (29)

Hallin, Marc (28)

Ng, Serena (27)

Bai, Jushan (25)

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
Oxford Bulletin of Economics and Statistics3
Empirical Economics3
Review of World Economics (Weltwirtschaftliches Archiv)3
Economic Modelling3
Journal of Forecasting2

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 (2024 and 2023)

YearTitle of citing document
2023Multivariate Circulant Singular Spectrum Analysis. (2020). Poncela, Pilar ; Senra, Eva. In: Papers. RePEc:arx:papers:2007.07561.

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2024A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

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2024The 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.

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2023Non?linear internationalization processes in Portugal: Evidence across retail, construction and software development industries. (2022). Coelho, Joo Vasco. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:14:y:2022:i:3:p:539-559.

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2023Estimation 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.

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2023ifo 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.

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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.

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2024A 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.

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2023Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815.

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2023Pass-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.

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2023Does 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.

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2024From 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.

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2023The 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.

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2024Multiple 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.

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2024Unraveling 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.

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2023Canonical 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.

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2023Industry 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.

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2023Macroeconomic 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.

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2023Forecasting 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.

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2023A 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.

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2023Nowcasting 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.

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2023The 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.

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2023On 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.

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2023A 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.

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2023The 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.

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2024Economic 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.

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2024Do 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.

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2023Frequency 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.

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2023Nowcasting 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.

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2024Forecasting 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.

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2024Back 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.

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2023The 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.

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2023Business 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.

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2023Frequency 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.

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2023Static 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.

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2023Energy 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.

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2023Revisiting 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.

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2024Is 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.

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2024Dynamic 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.

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2024Co-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.

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2023Time-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.

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2023Robot 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.

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2023Inner 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.

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2023Connectedness 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.

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2023Cryptocurrencies 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.

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2024Crowding 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.

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2024Stock 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.

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2024Time-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.

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2023Analysing 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.

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2024Forecasting 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.

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2023Air 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.

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2023.

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2023Environmental 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.

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2023What 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.

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2023Horizon-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.

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2023Estimating 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.

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2023An 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.

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2023Portfolio 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.

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2023Uncertainty 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.

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2023Fisher’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.

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2023The 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.

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2023On 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.

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2023India’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.

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2023Assessing 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.

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2023Deep 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.

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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.
[Full Text][Citation analysis]		article53
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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This paper has nother version. Agregated cites: 84		paper
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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This paper has nother version. Agregated cites: 84		paper
2013Dynamic threshold modelling and the US business cycle In: Journal of the Royal Statistical Society Series C.
[Full Text][Citation analysis]		article0
2012Money Growth and Inflation in the Euro Area: A Time-Frequency View In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article46
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.
[Full Text][Citation analysis]		article8
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.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]		article11
2013Is there a role for domestic demand pressure on export performance? In: Working Paper Series.
[Full Text][Citation analysis]		paper47
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.
[Full Text][Citation analysis]		paper21
2014Exports and Domestic Demand Pressure: a Dynamic Panel Data Model for the Euro Area Countries.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 21		paper
2016Exports and domestic demand pressure: a dynamic panel data model for the euro area countries.(2016) In: Review of World Economics (Weltwirtschaftliches Archiv).
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This paper has nother version. Agregated cites: 21		article
2016Exports and domestic demand pressure: a dynamic panel data model for the euro area countries.(2016) In: Review of World Economics (Weltwirtschaftliches Archiv).
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This paper has nother version. Agregated cites: 21		article
2015Exports 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.
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This paper has nother version. Agregated cites: 21		paper
2007Forecasting inflation through a bottom-up approach: How bottom is bottom? In: Economic Modelling.
[Full Text][Citation analysis]		article28
2015Forecasting Portuguese GDP with factor models: Pre- and post-crisis evidence In: Economic Modelling.
[Full Text][Citation analysis]		article22
2018Modelling currency demand in a small open economy within a monetary union In: Economic Modelling.
[Full Text][Citation analysis]		article9
2017Modelling currency demand in a small open economy within a monetary union.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 9		paper
2012Tracking the US business cycle with a singular spectrum analysis In: Economics Letters.
[Full Text][Citation analysis]		article16
2010Tracking the US Business Cycle With a Singular Spectrum Analysis.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 16		paper
2009International comovement of stock market returns: A wavelet analysis In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article390
2009International comovement of stock market returns: a wavelet analysis.(2009) In: Working Papers.
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This paper has nother version. Agregated cites: 390		paper
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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This paper has nother version. Agregated cites: 16		paper
2017Real-time nowcasting the US output gap: Singular spectrum analysis at work In: International Journal of Forecasting.
[Full Text][Citation analysis]		article9
2014Real-time nowcasting the US output gap: Singular spectrum analysis at work.(2014) In: Working Papers.
[Full Text][Citation analysis]
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2017A mixed frequency approach to the forecasting of private consumption with ATM/POS data In: International Journal of Forecasting.
[Full Text][Citation analysis]		article35
2017A wavelet-based multivariate multiscale approach for forecasting In: International Journal of Forecasting.
[Full Text][Citation analysis]		article13
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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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.
[Full Text][Citation analysis]		article42
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.
[Full Text][Citation analysis]		paper0
2009Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise In: Journal of Forecasting.
[Full Text][Citation analysis]		article76
2010Forecasting using targeted diffusion indexes In: Journal of Forecasting.
[Full Text][Citation analysis]		article10
2008Forecasting Using Targeted Diffusion Indexes.(2008) In: Working Papers.
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2018Does domestic demand matter for firms’ exports? In: NIPE Working Papers.
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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.
[Full Text][Citation analysis]		article20
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.
[Full Text][Citation analysis]		article9
2004A 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]		article1
2005A 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]		article1
2009Inflation 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]		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.
[Full Text][Citation analysis]		article1
2012Wavelets in economics In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]		article17
2012Short-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]		article4
2013The 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]		article11
2014Forecasting Portuguese GDP with factor models In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]		article2
2015Revisiting 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]		article2
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.
[Full Text][Citation analysis]		article2
2018A bottom-up approach for forecasting GDP in a data-rich environment.(2018) In: Applied Economics Letters.
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2017Dating the Portuguese business cycle In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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2018Forecasting exports with targeted predictors In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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2003Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area In: Working Papers.
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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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2006An input-output analysis: linkages vs leakages In: Working Papers.
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2007Inflation (mis)perceptions in the euro area In: Working Papers.
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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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2010Inflation expectations in the euro area: are consumers rational?.(2010) In: Review of World Economics (Weltwirtschaftliches Archiv).
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2010Nonstationary Extremes and the US Business Cycle In: Working Papers.
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2010A Wavelet Approach for Factor-Augmented Forecasting In: Working Papers.
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2012Asset pricing with a bank risk factor In: Working Papers.
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2018Asset Pricing with a Bank Risk Factor.(2018) In: Journal of Money, Credit and Banking.
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2016A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data In: Working Papers.
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2016Market integration and the persistence of electricity prices In: Working Papers.
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2019Market integration and the persistence of electricity prices.(2019) In: Empirical Economics.
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2017Zooming the Ins and Outs of the U.S. Unemployment In: Working Papers.
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2019Modelling the Demand for Euro Banknotes In: Working Papers.
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2019Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis In: Working Papers.
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2009An Input-Output Analysis: Linkages versus Leakages In: International Economic Journal.
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