Access Statistics for Carlos Santos

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the Monte Carlo assessment of Impulse Saturation with fat tailed distribution 0 0 0 33 1 1 6 161
AUTOMATIC TESTS for SUPER EXOGENEITY 0 0 0 168 0 0 4 351
An Automatic Test of Super Exogeneity 0 0 0 258 2 4 10 849
Assessing French Inflation Persistence with Impulse Saturation Break Tests and Automatic General-to-Specific Modelling 0 0 0 107 3 3 7 388
Discriminating mean and variance shifts 0 0 0 79 1 1 5 297
Looking for a break in Spanish Inflation Data in the early eighties and assessing persistence 0 0 0 97 2 3 7 369
Regression Models with Data-based Indicator Variables 0 0 0 211 1 3 9 797
Regression Models with Data-based Indicator Variables 0 0 0 78 4 4 13 251
Selecting a Regression Saturated by Indicators 0 0 0 44 8 8 20 218
Selecting a Regression Saturated by Indicators 0 0 1 186 6 7 16 624
Selection on the basis of prior testing 0 0 0 24 2 2 7 136
The Budgeting of Portuguese Public Museums: a dynamic panel data analysis 0 0 0 78 1 2 8 265
The Euro Sovereign Debt Crisis, Determinants of Default Probabilities and Implied Ratings in the CDS Market: An Econometric Analysis 0 0 0 388 2 5 11 1,540
The euro sovereign debt crisis, determinants of default probabilities and implied ratings in the CDS market: an econometric analysis 0 0 0 80 1 3 6 292
Total Working Papers 0 0 1 1,831 34 46 129 6,538

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A pitfall in joint stationarity, weak exogeneity and autoregressive distributed lag models 0 0 0 17 1 1 4 82
Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling 0 0 0 10 2 2 16 126
Assessing school efficiency in Portugal using FDH and bootstrapping 0 0 0 132 2 2 5 392
Automatic selection of indicators in a fully saturated regression 0 0 1 49 2 3 15 196
Automatic selection of indicators in a fully saturated regression 0 0 0 107 5 7 16 370
Impulse saturation break tests 0 0 0 58 0 3 6 195
Looking for a change point in French monetary policy in the early eighties 0 0 0 18 1 1 5 87
MODELLING THE GERMAN YIELD CURVE AND TESTING THE LUCAS CRITIQUE, 1975-2001 0 0 0 112 0 4 14 697
Regression Models with Data‐based Indicator Variables 0 0 0 102 1 2 8 732
Saturation in Autoregressive Models 0 0 1 79 3 6 10 204
Total Journal Articles 0 0 2 684 17 31 99 3,081

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Statistics updated 2026-05-06