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 0 123
A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data 0 0 4 70 0 2 9 149
A Multiple Criteria Framework to Evaluate Bank Branch Potential Attractiveness 0 0 0 139 0 2 12 644
A New Regression-Based Tail Index Estimator: An Application to Exchange Rates 1 2 5 102 2 3 9 250
A reexamination of inflation persistence dynamics in OECD countries: A new approach 0 0 2 38 0 0 7 63
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 33 0 0 1 102
Adding Value to Bank Branch Performance Evaluation Using Cognitive Maps and MCDA: A Case Study 0 0 0 175 0 0 0 1,304
Calendar Effects in Daily ATM Withdrawals 0 0 0 40 0 0 1 167
Characterizing economic growth paths based on new structural change tests 0 0 1 74 0 0 5 127
Comparing Seasonal Forecasts of Industrial Production 0 0 1 105 0 0 1 273
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 2 8 194 1 7 28 634
Cross-Sectional Error Dependence in Panel Quantile Regressions 5 6 6 6 6 7 7 7
Determinants of the EONIA spread and the financial crisis 0 0 0 83 1 1 2 267
Efficient Tests of the Seasonal Unit Root Hypothesis 0 0 0 200 0 0 1 418
Efficient Tests of the Seasonal Unit Root Hypothesis* 0 0 0 37 0 0 2 127
Evaluating retail banking quality service and convenience with MCDA techniques: a case study at the bank branch level 0 0 0 110 0 0 4 832
Extensions to IVX Methods of Inference for Return Predictability 0 0 9 45 1 4 20 69
Extensions to IVX methods of inference for return predictability 0 1 6 14 0 3 14 38
Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration 0 0 0 13 0 0 0 114
Forecasting banking crises with dynamic panel probit models 1 1 2 67 1 3 10 132
Forgetting Approaches to Improve Forecasting 0 1 36 36 1 2 18 18
House prices: bubbles, exuberance or something else? Evidence from euro area countries 0 0 3 93 1 2 14 223
How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example 0 0 0 156 0 0 1 649
Market integration and the persistence of electricity prices 0 0 0 33 0 0 1 48
Measuring wage inequality under right censoring 0 0 1 14 0 0 5 41
Measuring wage inequality under right censoring 0 1 1 11 0 1 3 34
Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns 0 0 0 192 0 2 4 436
Monitoring tourism flows and destination management: Empirical evidence for Portugal 0 0 0 40 0 0 2 57
Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume 0 0 0 1 0 0 0 13
Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume 1 1 6 32 1 1 13 58
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 0 0 1 565
On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend 0 0 0 24 0 1 3 123
On Tests for Double Differencing: Some Extensions and the Role of Initial Values 0 0 0 66 0 0 2 328
On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles 0 0 1 75 0 0 4 134
On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates 0 0 0 166 0 1 2 488
Persistence in the Banking Industry: Fractional integration and breaks in memory 0 0 0 41 0 0 3 133
Properties of Recursive Trend-Adjusted Unit Root Tests 0 0 0 82 1 1 1 231
Quantile regression for long memory testing: A case of realized volatility 0 0 1 95 0 0 3 246
Residual-augmented IVX predictive regression 0 0 1 48 0 0 3 131
Seasonal Nonstationarity and Near-Nonstationarity 0 0 1 311 1 1 5 1,219
Seasonal Unit Root Tests under Structural Breaks 0 0 1 2 0 0 2 8
Seasonal Unit Root Tests under Structural Breaks 0 0 0 0 0 0 1 4
Seasonal unit root tests under structural breaks 0 0 0 0 0 0 1 4
Semi-Parametric Seasonal Unit Root Tests 0 0 0 16 0 1 3 47
Semi-Parametric Seasonal Unit Root Tests 0 0 0 42 0 1 3 61
Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics 0 0 1 29 1 2 11 100
Survival of the fittest: Tourism Exposure and Firm Survival 0 2 16 16 1 8 19 19
Temporal Aggregation of Seasonally Near-Integrated Processes 0 0 0 43 0 0 2 69
Temporal aggregation of seasonally near-integrated processes 0 0 1 6 0 0 1 21
Testing for Episodic Predictability in Stock Returns 0 0 1 49 0 2 6 85
Testing for Episodic Predictability in Stock Returns 0 0 1 25 1 1 8 101
Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates 0 0 1 86 0 1 8 230
Testing for breaks in the cointegrating relationship: On the stability of government bond markets' equilibrium 0 0 1 27 0 1 4 41
Testing for breaks in the cointegrating relationship: On the stability of government bond markets’ equilibrium 0 0 0 9 0 0 2 29
Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility 0 0 0 31 0 1 2 51
The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance 0 0 1 56 0 1 5 212
The Flexible Fourier Form and Local GLS De-trended Unit Root Tests 2 2 3 73 2 5 14 327
The Impact of Persistent Cycles on Zero Frequency Unit Root Tests 0 0 0 70 0 0 4 133
The Persistence of Wages 1 1 10 14 1 1 19 27
The expected time to cross a threshold and its determinants: A simple and flexible framework 0 0 1 7 0 0 4 21
The persistence of wages 3 6 17 44 3 6 24 40
Transformed Regression-based Long-Horizon Predictability Tests 0 1 11 44 1 3 18 39
Unit Root Tests and Heavy-Tailed Innovations 0 0 3 59 0 0 5 72
Total Working Papers 14 27 164 4,001 27 78 387 12,756


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 1 1 4 22 1 1 7 79
A Reappraisal of Eurozone Countries Output Differentials 0 0 0 3 3 7 21 95
A Re‐Examination of Inflation Persistence Dynamics in OECD Countries: A New Approach 0 0 1 3 0 0 2 11
A mixed frequency approach to the forecasting of private consumption with ATM/POS data 0 0 3 26 1 4 14 85
A multiple criteria framework to evaluate bank branch potential attractiveness 0 0 0 24 0 0 2 160
A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity 0 0 0 9 0 1 1 36
A note on the application of the DF test to seasonal data 0 0 0 13 0 0 0 38
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 71 0 0 1 221
ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL 0 0 0 19 0 0 0 58
ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH 0 0 0 89 0 0 0 338
Alternative estimators and unit root tests for seasonal autoregressive processes 0 0 2 50 0 0 4 180
An Application of PAR Models for Tourism Forecasting 0 0 0 0 0 0 0 5
Assessing the Impact of Shocks on International Tourism Demand for Portugal 0 1 1 1 0 1 2 5
Asset Pricing: Theory and Empirical Evidence 0 0 1 7 0 0 2 32
CHARACTERIZING ECONOMIC GROWTH PATHS BASED ON NEW STRUCTURAL CHANGE TESTS 0 0 0 14 0 0 4 68
Calendar effects in daily ATM withdrawals 0 0 1 45 0 0 2 163
Correction to: Tests for segmented cointegration: an application to US governments budgets 0 0 1 1 0 0 1 1
Dating and Synchronizing Tourism Growth Cycles 0 0 1 1 0 0 4 15
Determinants of the EONIA Spread and the Financial Crisis 0 0 0 8 0 0 3 59
Determinants of the EONIA spread and the financial turmoil of 2007-2009 0 0 0 16 0 0 1 72
EC2 CONFERENCE ON ADVANCES IN ECONOMETRIC TIME SERIES ANALYSIS 0 0 1 6 0 1 2 29
Early Warning Indicators of Banking Crises: Exploring new Data and Tools 2 2 5 52 2 3 9 127
Editors’ note 0 0 0 4 0 0 0 23
Efficient tests of the seasonal unit root hypothesis 0 0 0 61 0 0 1 146
Evaluating retail banking service quality and convenience with MCDA techniques: a case study at the bank branch level 0 0 1 3 0 0 1 36
Events that marked tourism in Portugal 0 0 1 33 0 0 3 139
F versus t tests for unit roots: a comment 0 0 0 13 0 0 0 31
Forecasting banking crises with dynamic panel probit models 0 1 4 19 2 3 12 95
Forgetting approaches to improve forecasting 0 0 0 0 0 0 0 0
House price forecasting and uncertainty: Examining Portugal and Spain 0 1 5 11 7 12 22 40
House prices in Portugal - what happened since the crisis? 0 0 1 11 1 2 7 45
How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example 0 0 0 4 0 1 2 49
Knowledge Production in European Regions: The Impact of Regional Strategies and Regionalization on Innovation 0 0 1 12 0 1 5 50
Market integration and the persistence of electricity prices 0 0 1 2 1 1 3 25
Modeling and forecasting interval time series with threshold models 0 1 1 20 1 2 4 98
Modelling and Forecasting the UK Tourism Growth Cycle in Algarve 0 0 0 1 0 0 0 8
Monitoring tourism flows and destination management: Empirical evidence for Portugal 0 0 1 5 1 2 9 45
Multivariate Volatility Models 0 0 0 4 0 0 1 13
Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume 0 0 5 6 1 1 12 25
NEAR SEASONAL INTEGRATION 0 0 0 18 0 0 0 46
ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES 1 1 1 34 2 2 2 192
On LM type tests for seasonal unit roots in quarterly data 0 0 0 63 0 0 1 337
On LM‐type tests for seasonal unit roots in the presence of a break in trend 0 0 0 0 0 1 3 59
On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles 0 0 0 8 1 1 2 65
Opportunities, Emerging Features, and Trends in Electronic Distribution in Tourism 0 0 1 14 0 0 3 37
Performance of seasonal unit root tests for monthly data 1 2 2 339 1 2 4 794
Persistence Change in Tourism Data 0 0 0 0 0 0 0 4
Persistence in the banking industry: Fractional integration and breaks in memory 1 1 1 6 1 2 4 48
Persistence of travel and leisure sector equity indices 0 0 0 11 0 0 3 59
Properties of recursive trend-adjusted unit root tests 0 0 0 24 0 0 1 93
Quantile Regression for Long Memory Testing: A Case of Realized Volatility 0 0 0 8 0 0 0 45
Recursive adjustment, unit root tests and structural breaks 0 0 0 19 0 0 1 67
Research Note: The Importance of Online Tourism Demand 0 0 0 3 0 0 0 6
Residual-augmented IVX predictive regression 0 0 0 0 0 0 3 3
Robust Econometric Methods for Modelling Economic and Financial Variables 0 0 0 14 0 0 0 29
SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS 0 0 1 4 0 0 1 20
Seasonal Unit Root Tests Under Structural Breaks 0 0 2 82 0 0 4 261
Special issue on advanced methods to measure tourism impacts. Editors’ introduction 0 1 1 4 1 2 2 12
Special issue: 20th anniversary of the Portuguese Economic Journal. Editors’ introduction 1 1 1 1 1 1 1 1
Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics 0 0 2 4 1 1 9 21
TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN 0 0 1 29 0 0 1 79
THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS 0 0 0 16 0 0 1 70
Temporal Aggregation of Seasonally Near‐Integrated Processes 0 0 1 6 0 0 1 12
Territory and Sustainable Tourism Development: a Space-Time Analysis on European Regions 0 0 0 1 0 0 3 23
Testing for causality in variance under nonstationarity in variance 0 0 0 15 0 0 0 59
Testing for episodic predictability in stock returns 0 1 1 1 2 5 12 12
Testing for persistence change in fractionally integrated models: An application to world inflation rates 0 0 2 14 0 0 7 77
Tests for segmented cointegration: an application to US governments budgets 0 0 1 1 1 1 3 3
The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance 0 0 0 0 0 0 0 69
The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests-super- 0 1 3 13 0 1 3 54
The behaviour of seasonal unit root tests under neglected local drifts 0 0 0 5 0 0 1 24
The expected time to cross a threshold and its determinants: a simple and flexible framework 0 0 3 5 0 2 9 19
The performance of unit root tests under level-dependent heteroskedasticity 0 0 1 31 0 0 1 106
The world tourism exports cycle 0 0 0 8 0 0 2 46
Threshold Cointegration and the PPP Hypothesis 0 0 0 206 0 0 0 542
Threshold effects in credit risk and stress scenarios 0 0 0 0 0 2 5 67
Tourism growth and regional resilience 0 1 1 5 0 3 9 21
Tourist Spending Dynamics in the Algarve: A Cross-Sectional Analysis 0 0 0 0 0 0 0 3
Unit Root Tests and Heavy-Tailed Innovations 0 0 1 10 0 0 1 33
Volatility and Seasonality of Tourism Demand in Portugal 0 0 0 60 0 0 2 199
What causes economic growth in Portugal: exports or inward FDI? 1 1 1 82 5 6 7 361
Total Journal Articles 8 17 70 1,853 37 75 276 6,823


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 2 810 0 1 12 3,849
Total Chapters 0 0 2 810 0 1 12 3,849


Statistics updated 2022-12-04