Total documents found: 32

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    A wavelet approach for factor-augmented forecasting [Working papers nº 7-10]


    Banco de Portugal, Research and Statistics Department, António Rua
    2010
    2008
    MonographsMonographs
     

    Extremal dependence in international output growth : tales from the tails [Working papers nº 8-10]


    Banco de Portugal, Research and Statistics Department, Miguel de Carvalho, António Rua
    2010
    2008
    MonographsMonographs
     

    Tracking the US business cycle with a singular spectrum analysis [Working papers nº 9-10]


    Banco de Portugal, Research and Statistics Department, Miguel de Carvalho, Paulo C. Rodrigues, António Rua
    2010
    2008
    MonographsMonographs
     

    Money growth and inflation in the euro area : a time-frequency view [Working papers nº 22-11]


    Banco de Portugal, Research and Statistics Department, António Rua
    2011
    2008
    MonographsMonographs
     

    Asset pricing with a bank risk factor [Working papers nº 2-12]


    Banco de Portugal, Research and Statistics Department, João Pedro Pereira, António Rua
    2012
    2008
    MonographsMonographs
     

    A wavelet-based assessment of market risk : the emerging markets case [Working papers nº 3-12]


    Banco de Portugal, Research and Statistics Department, António Rua, Luís C. Nunes
    2012
    2008
    MonographsMonographs
     

    Cohesion within the euro area and the U.S. : a wavelet-based view [Working papers nº 4-12]


    Banco de Portugal, Research and Statistics Department, António Rua, Artur Silva Lopes
    2012
    2008
    MonographsMonographs
     

    Is there a role for domestic demand pressure on export performance? [Working papers nº 3-13]


    Banco de Portugal, Research and Statistics Department, Pedro Soares Esteves, António Rua
    2013
    2008
    MonographsMonographs
     

    Exports and domestic demand pressure : a dynamic panel data model for the euro area countries [Working papers nº 15-14]


    Banco de Portugal, Research and Statistics Department, Elena Bobeica, Paulo Soares Esteves, António Rua, Karsten Staehr
    2014
    2008
    MonographsMonographs
     

    Real-time nowcasting the US output gap : singular spectrum analysis at work [Working papers nº 16-14]


    Banco de Portugal, Research and Statistics Department, Miguel de Carvalho, António Rua
    2014
    2008
    MonographsMonographs
     

    A mixed frequency approach to forecast private consumption with ATM/POS data [Working papers nº 1-16]


    Banco de Portugal, Research and Statistics Department, Cláudia Duarte, Paulo M.M. Rodrigues, António Rua
    2016
    2008
    MonographsMonographs
     

    Market integration and the persistence of electricity prices [Working papers nº 9-16]


    Banco de Portugal, Research and Statistics Department, João Pedro Pereira, Vasco Pesquita, Paulo M.M. Rodrigues, António Rua
    2016
    2008
    MonographsMonographs

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