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António Rua
António Rua
Professor Associado Convidado
Economia
Web site
Ciência ID: 5111-B305-5A52
ORCID ID: 0000-0003-2494-9758

António Rua é Economista Sénior do Departamento de Economia e Investigação do Banco de Portugal, onde trabalha desde 1999. É também Professor Associado (Visitante) na Nova SBE onde tem ensinado Econometria e Estatística.

Publicou vários artigos revistos por pares em várias revistas científicas de renome internacional, incluindo Journal of Business and Economic Statistics, International Journal of Forecasting, Journal of Forecasting, Journal of Money, Credit and Banking e Oxford Bulletin of Economics and Statistics. É também autor de vários artigos em várias publicações editadas pelo Banco de Portugal.

2011 - Doutoramento em Economia - Universidade Técnica de Lisboa

2003 - Mestrado em Economia - Universidade Nova de Lisboa

1999 - Licenciatura em Economia - Universidade Nova de Lisboa

Os seus interesses de investigação incluem a econometria temporal, a econometria financeira e a macroeconometria e finanças empíricas. 

  • Lee, Junho, Carvalho, Miguel de, Rua, António, Avila, Julio (2024). Bayesian smoothing for time-varying extremal dependence. Journal of the Royal Statistical Society. Series C: Applied Statistics.
  • Lourenço, Nuno, Rua, António (2023). Business cycle clocks: Time to get circular. Empirical Economics, 65, 1513–1541.
  • Esteves, Paulo Soares, Portela, Miguel, Rua, António (2022). Does domestic demand matter for firms’ exports?. Open Economies Review, 33 (2), 311-322.
  • Lourenço, Nuno , Rua, António (2022). Um relógio circular para o ciclo económico em Portugal. Revista de Estudos Económicos, , 81-100.
  • Lourenço, Nuno, Gouveia, Carlos Melo, Rua, António (2021). Forecasting tourism with targeted predictors in a data-rich environment. Economic Modelling, 96, 445-454.
  • Lourenço, Nuno, Rua, António (2021). The daily economic indicator: Tracking economic activity daily during the lockdown. Economic Modelling, 100.
  • Rua, António (2021). Modelling currency demand: the case of the euro. Empirical Economics, 61 (4), 1865-1881.
  • Portugal, Pedro, Rua, António (2020). How the ins and outs shape differently the U.S. unemployment over time and across frequencies. European Economic Review, 121.
  • Hassani, Hossein, Rua, António, Silva, Emmanuel Sirimal, Thomakos, Dimitrios (2019). Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis. International Journal of Forecasting, 35 (4), 1263-1272.
  • Pereira, João Pedro, Pesquita, Vasco, Rodrigues, Paulo M.M., Rua, António (2019). Market integration and the persistence of electricity prices. Empirical Economics, 57 (5), 1495-1514.
  • Dias, Francisco, Pinheiro, Maximiano, Rua, António (2018). A bottom-up approach for forecasting GDP in a data-rich environment. Applied Economics Letters, 25 (10), 718-723.
  • Pereira, João Pedro, Rua, António (2018). Asset pricing with a bank risk factor. Journal of Money, Credit and Banking, 50 (5), 993-1032.
  • Rua, António (2018). Modelling currency demand in a small open economy within a monetary union. Economic Modelling, 74, 88-96.
  • Carvalho, Miguel, Rua, António (2017). Real-time nowcasting the US output gap: Singular spectrum analysis at work. International Journal of Forecasting, 33 (1), 185-198.
  • Duarte, Cláudia, Rodrigues, Paulo M M, Rua, António (2017). A mixed frequency approach to the forecasting of private consumption with ATM/POS data. International Journal of Forecasting, 33 (1), 61-75.
  • Rua, António (2017). A wavelet-based multivariate multiscale approach for forecasting. International Journal of Forecasting, 33 (3), 581-590.
  • Bobeica, Elena, Esteves, Paulo Soares, Rua, António, Staehr, Karsten (2016). Exports and domestic demand pressure: a dynamic panel data model for the euro area countries. Review of World Economics, 152 (1), 107-125.
  • Dias, Francisco, Pinheiro, Maximiano, Rua, António (2015). Forecasting Portuguese GDP with factor models: Pre- and post-crisis evidence. Economic Modelling, 44, 266-272.
  • Esteves, Paulo Soares, Rua, António (2015). Is there a role for domestic demand pressure on export performance?. Empirical Economics, 49 (4), 1173-1189.
  • Rua, António, Lopes, Artur Silva (2015). Cohesion within the euro area and the US: a wavelet-based view. OECD Journal: Journal of Business Cycle Measurement and Analysis, 2014 (2).
  • De Carvalho, Miguel, Rua, António (2014). Extremal dependence in international output growth: Tales from the tails. Oxford Bulletin of Economics and Statistics, 76 (4), 605-620.
  • De Carvalho, Miguel, Turkman, Kamil Feridun, Rua, António (2013). Dynamic threshold modelling and the US business Cycle. Journal of the Royal Statistical Society, 62 (4), 535-550.
  • Dias, Francisco, Pinheiro, Maximiano, Rua, António (2013). Determining the number of global and country-specific factors in the euro area. Studies in Nonlinear Dynamics and Econometrics, 17 (5), 573-617.
  • Pinheiro, Maximiano, Rua, António, Dias, Francisco (2013). Dynamic factor models with jagged edge panel data: taking on board the dynamics of the idiosyncratic components. Oxford Bulletin of Economics and Statistics, 75 (1), 80-102.
  • Rua, António (2013). Worldwide synchronization since the nineteenth century: a wavelet-based view. Applied Economics Letters, 20 (8), 773-776.
  • de Carvalho, Miguel, Rodrigues, Paulo C., Rua, António (2012). Tracking the US business cycle with a singular spectrum analysis. Economics Letters, 114 (1), 32-35.
  • Rua, António, Nunes, Luís Catela (2012). A wavelet-based assessment of market risk: the emerging markets case. The Quaterly Review of Economics and Finance, 52 (1), 84-92.
  • Rua, António (2012). Money growth and inflation in the Euro Area: a time-frequency view. Oxford Bulletin of Economics and Statistics, 74 (6), 875-885.
  • Rua, António (2011). A wavelet approach for factor-augmented forecasting. Journal Of Forecasting, 30 (7), 666-678.
  • Dias, Francisco, Pinheiro, Maximiano, Rua, António (2010). Forecasting using targeted diffusion indexes. Journal Of Forecasting, 29 (3), 341-352.
  • Dias, Francisco, Duarte, Cláudia, Rua, António (2010). Inflation expectations in the euro area: are consumers rational?. Review of World Economics, 146 (3), 591-607.
  • Dias, Francisco, Duarte, Cláudia, Rua, António (2010). Inflation (mis)perceptions in the euro area. Empirical Economics, 39 (2), 353-369.
  • Rua, António (2010). Measuring comovement in the time-frequency space. Journal of Macroeconomics, 32 (2), 685-691.
  • Reis, Hugo, Rua, António (2009). An input-output analysis: linkages versus leakages. International Economic Journal, 23 (4), 527-544.
  • Rua, António, Nunes, Luís C. (2009). International comovement of stock market returns: A wavelet analysis. Journal Of Empirical Finance, 16 (4), 632-639.
  • Rünstler, G., Barhoum, K., Benk, S., Cristadoro, R., Reijer, A. D.E.N., Jakaitiene, A., Jelonek, P., Rua, A., Ruth, K., Nieuwenhuyze, C. V.A.N. (2009). Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise. Journal Of Forecasting, 28 (7), 595-611.
  • Duarte, Cláudia, Rua, António (2007). Forecasting inflation through a bottom-up approach: how bottom is bottom?. Economic Modelling, 24 (6), 941-953.
  • Valle E Azevedo, João, Koopman, Siem Jan, Rua, António (2006). Tracking the business cycle of the euro area: A multivariate model-based bandpass filter. Journal of Business and Economic Statistics, 24 (3), 278-290.
  • Rua, António, Nunes, Luis C. (2005). Coincident and leading indicators for the euro area: A frequency band approach. International Journal of Forecasting, 21 (3), 503-523.