Rua Antnio

Antnio Rua

Information about the author Antnio Rua will soon be added to the site.
Found 3 papers in total
A wavelet approach for factor-augmented forecasting
A wavelet approach for factor-augmented forecasting
2011
It has been acknowledged that wavelets can constitute a useful tool for forecasting in...
Forecasting using targeted diffusion indexes
Forecasting using targeted diffusion indexes
2010
The simplicity of the standard diffusion index model of Stock and Watson has certainly...
Coincident and leading indicators for the euro area: A frequency band approach
Coincident and leading indicators for the euro area: A frequency band approach
2005
The aim of this paper is to build monthly coincident and leading composite indicators...
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