Access Statistics for Paulo M. M. Rodrigues

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 Class of Robust Tests in Augmented Predictive Regressions 0 0 0 54 0 0 7 131
A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data 0 0 0 74 0 2 14 178
A Multiple Criteria Framework to Evaluate Bank Branch Potential Attractiveness 0 0 0 143 0 3 24 693
A New Regression-Based Tail Index Estimator: An Application to Exchange Rates 0 0 0 110 0 2 13 283
A reexamination of inflation persistence dynamics in OECD countries: A new approach 0 0 0 41 0 0 7 77
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 33 0 4 14 120
A simple but powerful tail index regression 0 1 7 13 0 9 26 37
A simple but powerful tail index regression 0 0 0 10 1 4 16 31
Adding Value to Bank Branch Performance Evaluation Using Cognitive Maps and MCDA: A Case Study 0 0 0 176 0 2 8 1,317
Calendar Effects in Daily ATM Withdrawals 0 0 0 40 0 1 10 182
Characterizing economic growth paths based on new structural change tests 0 0 0 74 0 2 11 142
Comparing Seasonal Forecasts of Industrial Production 0 0 0 105 2 3 12 285
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 0 2 202 0 6 40 711
Cross-Sectional Error Dependence in Panel Quantile Regressions 0 0 2 45 2 5 16 83
Determinants of the EONIA spread and the financial crisis 0 0 1 84 0 2 8 277
Efficient Tests of the Seasonal Unit Root Hypothesis 0 0 0 200 0 1 12 432
Efficient Tests of the Seasonal Unit Root Hypothesis* 0 0 0 38 0 4 13 142
Evaluating retail banking quality service and convenience with MCDA techniques: a case study at the bank branch level 0 0 0 112 1 4 16 866
Extensions to IVX Methods of Inference for Return Predictability 0 0 0 50 0 3 9 92
Extensions to IVX methods of inference for return predictability 0 1 1 18 2 7 36 94
Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration 0 0 0 13 0 0 6 120
First passage times in portfolio optimization: a novel nonparametric approach 0 0 0 12 0 3 13 40
Forecasting banking crises with dynamic panel probit models 0 0 1 69 0 3 13 153
Forgetting Approaches to Improve Forecasting 0 0 0 39 1 2 11 39
House prices: bubbles, exuberance or something else? Evidence from euro area countries 0 0 0 102 0 3 23 266
How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example 0 0 0 156 0 2 5 664
Large-dimensional cointegrated threshold factor models: The Global Term Structure of Interest Rates 0 0 17 17 2 7 20 20
Market integration and the persistence of electricity prices 0 0 0 33 0 1 13 67
Measuring wage inequality under right censoring 0 0 0 14 1 5 20 64
Measuring wage inequality under right censoring 0 0 0 13 0 1 7 49
Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns 0 0 0 196 0 3 17 464
Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume 0 0 0 1 1 1 7 21
Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume 0 0 0 32 0 3 27 89
ON THE SMALL SAMPLE PROPERTIES OF DICKEY FULLER AND MAXIMUM LIKELIHOOD UNIT ROOT TESTS ON DISCRETE-SAMPLED SHORT-TERM INTEREST RATES 0 0 0 138 1 3 8 574
On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend 0 0 0 24 0 2 11 135
On Tests for Double Differencing: Some Extensions and the Role of Initial Values 0 0 0 66 1 1 8 337
On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles 0 1 2 79 0 9 24 165
On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates 0 0 0 167 0 3 13 502
Persistence in the Banking Industry: Fractional integration and breaks in memory 0 0 1 43 0 4 13 151
Predictive Quantile Regressions with Persistent and Heteroskedastic Predictors: A Powerful 2SLS Testing Approach 0 0 2 37 1 1 20 59
Properties of Recursive Trend-Adjusted Unit Root Tests 0 0 0 82 0 3 8 239
Quantile regression for long memory testing: A case of realized volatility 0 0 1 101 0 2 14 270
Residual-augmented IVX predictive regression 0 0 0 48 2 8 28 168
Saving for sunny days: The impact of climate (change) on consumer prices in the euro area 0 0 4 19 2 5 21 50
Seasonal Nonstationarity and Near-Nonstationarity 0 0 0 312 1 4 10 1,234
Seasonal Unit Root Tests under Structural Breaks 0 0 0 0 0 4 12 17
Seasonal Unit Root Tests under Structural Breaks 0 0 0 2 10 14 21 31
Seasonal unit root tests under structural breaks 0 0 0 0 0 3 12 18
Semi-Parametric Seasonal Unit Root Tests 0 0 0 17 0 3 16 66
Semi-Parametric Seasonal Unit Root Tests 0 0 0 42 1 6 16 78
Socio-economic sensitivity to weather extremes: A scoping review of European research 0 1 7 7 0 3 14 14
Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics 0 0 0 31 2 4 12 123
Survival of the fittest: Tourism Exposure and Firm Survival 0 0 0 27 0 4 18 76
Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics 0 0 2 68 1 5 20 50
Temporal Aggregation of Seasonally Near-Integrated Processes 0 1 1 45 0 3 16 91
Temporal aggregation of seasonally near-integrated processes 0 0 0 6 0 3 11 34
Testing for Episodic Predictability in Stock Returns 0 0 0 55 1 4 28 128
Testing for Episodic Predictability in Stock Returns 0 0 0 28 1 5 20 128
Testing for Multiple Structural Breaks in Multivariate Long Memory Regression Models 0 0 1 1 0 8 30 35
Testing for Multiple Structural Breaks in Multivariate Long Memory Regression Models 0 1 4 15 0 4 32 65
Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates 0 0 0 92 1 3 12 251
Testing for breaks in the cointegrating relationship: On the stability of government bond markets' equilibrium 0 1 1 29 0 5 18 69
Testing for breaks in the cointegrating relationship: On the stability of government bond markets’ equilibrium 0 0 0 9 0 2 4 36
Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility 1 1 2 35 1 2 11 66
Tests of no cross-sectional error dependence in panel quantile regressions 1 1 5 20 1 5 29 61
The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance 0 0 0 56 0 1 14 230
The Flexible Fourier Form and Local GLS De-trended Unit Root Tests 0 0 0 76 4 9 15 354
The Impact of Persistent Cycles on Zero Frequency Unit Root Tests 0 0 0 71 0 6 15 152
The Persistence of Wages 1 1 2 22 2 7 20 59
The Regional Economic Impact of Weather Shocks: Evidence from Portugal 0 1 3 3 0 6 11 11
The expected time to cross a threshold and its determinants: A simple and flexible framework 0 0 1 8 0 4 19 42
The persistence of wages 0 0 0 48 0 1 8 81
Transformed Regression-based Long-Horizon Predictability Tests 0 1 1 48 2 7 19 73
Unit Root Tests and Heavy-Tailed Innovations 0 0 0 61 0 4 21 100
Total Working Papers 3 12 71 4,357 48 278 1,166 14,652
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Regression-Based Tail Index Estimator 0 0 1 26 0 2 12 102
A Reappraisal of Eurozone Countries Output Differentials 0 0 0 0 0 5 15 16
A Re‐Examination of Inflation Persistence Dynamics in OECD Countries: A New Approach 0 0 0 3 0 1 7 23
A comparison of the cyclical evolution of various geographic areas of reference with Portugal 0 0 0 0 0 3 9 9
A mixed frequency approach to the forecasting of private consumption with ATM/POS data 0 0 2 33 0 3 16 122
A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity 0 0 0 10 0 1 9 48
A note on the application of the DF test to seasonal data 0 0 0 13 0 1 4 44
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 72 0 1 11 235
ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL 0 0 0 20 0 2 8 67
ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH 0 0 1 90 0 5 19 360
Alternative estimators and unit root tests for seasonal autoregressive processes 0 0 0 50 0 3 18 201
An Application of PAR Models for Tourism Forecasting 0 0 0 0 0 4 9 16
Assessing the Impact of Shocks on International Tourism Demand for Portugal 0 0 1 4 0 5 13 22
Asset Pricing: Theory and Empirical Evidence 0 0 0 8 0 1 6 40
CHARACTERIZING ECONOMIC GROWTH PATHS BASED ON NEW STRUCTURAL CHANGE TESTS 0 0 0 14 0 2 13 86
Calendar effects in daily ATM withdrawals 0 0 1 52 0 2 12 189
Correction to: Tests for segmented cointegration: an application to US governments budgets 0 0 0 2 0 1 11 13
Dating and Synchronizing Tourism Growth Cycles 0 0 0 3 0 8 15 34
Determinants of the EONIA Spread and the Financial Crisis 0 0 0 9 0 2 8 69
Determinants of the EONIA spread and the financial turmoil of 2007-2009 0 0 0 0 0 3 8 9
EC2 CONFERENCE ON ADVANCES IN ECONOMETRIC TIME SERIES ANALYSIS 0 0 0 6 1 3 8 40
Early Warning Indicators of Banking Crises: Exploring new Data and Tools 0 1 2 2 1 7 12 14
Editors’ note 0 0 0 5 0 0 9 33
Editors’ note 0 0 0 0 0 1 5 5
Efficient tests of the seasonal unit root hypothesis 0 0 0 65 0 3 8 162
Evaluating retail banking service quality and convenience with MCDA techniques: a case study at the bank branch level 0 0 1 5 1 3 8 47
Events that marked tourism in Portugal 0 0 0 33 0 6 16 156
Extensions to IVX methods of inference for return predictability 0 0 0 0 0 3 14 19
F versus t tests for unit roots: a comment 0 0 0 13 0 4 10 41
First passage times in portfolio optimization: A novel nonparametric approach 0 1 1 4 0 5 17 30
Forecasting banking crises with dynamic panel probit models 0 0 6 41 0 2 29 172
Forgetting approaches to improve forecasting 0 0 7 25 0 6 36 89
House price forecasting and uncertainty: Examining Portugal and Spain 0 0 0 0 1 5 11 12
House prices in Portugal - what happened since the crisis? 0 0 0 0 0 9 14 16
Housing markets in Portugal and Spain: Fundamentals, overvaluation and shocks 0 1 4 4 1 6 22 23
How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example 0 0 0 4 0 2 6 60
Knowledge Production in European Regions: The Impact of Regional Strategies and Regionalization on Innovation 0 0 0 14 0 1 9 62
Market integration and the persistence of electricity prices 0 0 1 3 0 4 21 50
Measuring wage inequality under right censoring 0 0 1 5 0 1 14 21
Modeling and forecasting interval time series with threshold models 0 0 0 24 0 2 11 125
Modelling and Forecasting the UK Tourism Growth Cycle in Algarve 0 0 0 1 0 1 16 25
Monitoring tourism flows and destination management: Empirical evidence for Portugal 0 0 0 6 0 4 9 70
Multivariate Volatility Models 0 0 0 4 0 1 10 24
Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume 0 0 0 7 0 2 21 51
NEAR SEASONAL INTEGRATION 0 0 0 18 0 2 10 57
ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES 0 0 0 34 0 4 11 206
On LM type tests for seasonal unit roots in quarterly data 0 0 0 63 0 2 9 347
On LM‐type tests for seasonal unit roots in the presence of a break in trend 0 0 0 0 0 2 10 74
On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles 0 0 0 12 0 4 11 85
Opportunities, Emerging Features, and Trends in Electronic Distribution in Tourism 0 0 0 15 0 0 2 40
Performance of seasonal unit root tests for monthly data 0 0 2 347 0 1 14 825
Persistence Change in Tourism Data 0 0 2 2 0 2 8 12
Persistence in the banking industry: Fractional integration and breaks in memory 0 0 0 7 0 6 16 68
Persistence of travel and leisure sector equity indices 0 0 0 11 0 2 21 84
Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach 0 1 2 2 2 10 30 30
Properties of recursive trend-adjusted unit root tests 0 0 1 25 1 6 18 111
Quantile Regression for Long Memory Testing: A Case of Realized Volatility 0 0 0 9 0 2 11 58
Recursive adjustment, unit root tests and structural breaks 0 0 0 21 0 2 10 82
Regional tourism development: culture, nature, life cycle and attractiveness 0 1 1 2 0 4 15 20
Research Note: The Importance of Online Tourism Demand 0 0 0 10 0 3 13 31
Residual-augmented IVX predictive regression 0 0 1 4 0 3 12 27
Robust Econometric Methods for Modelling Economic and Financial Variables 0 0 0 14 0 2 7 36
SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS 0 0 0 4 0 3 14 37
Seasonal Unit Root Tests Under Structural Breaks 0 0 0 82 1 2 6 271
Special issue on advanced methods to measure tourism impacts. Editors’ introduction 0 0 0 4 0 1 8 21
Special issue: 20th anniversary of the Portuguese Economic Journal. Editors’ introduction 0 0 0 1 0 3 6 11
Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics 0 0 0 9 0 5 12 46
Survival of the fittest: tourism exposure and firm survival 0 0 0 0 0 3 15 19
TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN 0 0 0 29 1 1 10 90
THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS 0 0 1 17 0 2 7 82
Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics 0 0 1 4 0 3 17 37
Temporal Aggregation of Seasonally Near‐Integrated Processes 0 0 0 7 1 2 6 20
Territory and Sustainable Tourism Development: a Space-Time Analysis on European Regions 0 0 0 3 0 1 12 44
Testing for causality in variance under nonstationarity in variance 0 0 0 15 0 1 7 69
Testing for episodic predictability in stock returns 0 0 1 6 0 5 23 50
Testing for persistence change in fractionally integrated models: An application to world inflation rates 0 0 0 16 0 4 12 94
Tests for segmented cointegration: an application to US governments budgets 0 0 1 5 0 2 16 27
The Dynamics and Contrast of House Prices in Portugal and Spain 0 0 0 0 1 3 10 10
The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance 0 0 0 0 0 0 13 84
The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests-super- 1 1 5 26 2 2 15 89
The behaviour of seasonal unit root tests under neglected local drifts 0 0 0 5 0 4 7 34
The expected time to cross a threshold and its determinants: a simple and flexible framework 0 0 0 5 0 4 18 41
The performance of unit root tests under level-dependent heteroskedasticity 0 0 0 32 0 2 8 117
The persistence of wages 0 1 5 19 0 1 12 44
The stability of government bond markets’ equilibrium and the interdependence of lending rates 0 0 0 0 1 5 16 18
The world tourism exports cycle 0 0 0 0 0 0 5 5
Threshold Cointegration and the PPP Hypothesis 0 0 1 208 0 4 11 555
Threshold effects in credit risk and stress scenarios 0 0 0 0 0 3 4 72
Tourism growth and regional resilience 0 0 1 10 0 2 14 50
Tourist Spending Dynamics in the Algarve: A Cross-Sectional Analysis 0 0 0 1 0 4 17 22
Transformed regression-based long-horizon predictability tests 0 0 0 1 0 5 12 19
Unit Root Tests and Heavy-Tailed Innovations 0 0 0 11 0 3 12 48
Volatility and Seasonality of Tourism Demand in Portugal 0 0 0 0 0 2 5 6
What causes economic growth in Portugal: exports or inward FDI? 0 0 3 88 0 7 28 405
Total Journal Articles 1 7 57 1,884 15 282 1,165 7,782
18 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Seasonal Time Series 0 0 9 829 0 4 29 3,907
Total Chapters 0 0 9 829 0 4 29 3,907

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