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 1 3 3 127
A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data 0 0 1 74 1 3 12 169
A Multiple Criteria Framework to Evaluate Bank Branch Potential Attractiveness 0 0 0 143 5 5 9 676
A New Regression-Based Tail Index Estimator: An Application to Exchange Rates 0 0 0 110 1 4 4 274
A reexamination of inflation persistence dynamics in OECD countries: A new approach 0 0 0 41 0 1 4 72
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 33 2 4 5 110
A simple but powerful tail index regression 0 0 0 10 2 3 7 19
A simple but powerful tail index regression 0 2 10 10 3 7 20 22
Adding Value to Bank Branch Performance Evaluation Using Cognitive Maps and MCDA: A Case Study 0 0 0 176 0 2 3 1,311
Calendar Effects in Daily ATM Withdrawals 0 0 0 40 3 3 4 176
Characterizing economic growth paths based on new structural change tests 0 0 0 74 1 5 6 136
Comparing Seasonal Forecasts of Industrial Production 0 0 0 105 2 3 4 277
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 1 1 201 7 16 24 689
Cross-Sectional Error Dependence in Panel Quantile Regressions 0 1 4 44 3 4 17 71
Determinants of the EONIA spread and the financial crisis 0 0 1 84 1 2 4 273
Efficient Tests of the Seasonal Unit Root Hypothesis 0 0 0 200 2 4 6 425
Efficient Tests of the Seasonal Unit Root Hypothesis* 0 0 1 38 2 5 7 134
Evaluating retail banking quality service and convenience with MCDA techniques: a case study at the bank branch level 0 0 1 112 1 3 7 854
Extensions to IVX Methods of Inference for Return Predictability 0 0 0 50 0 2 2 85
Extensions to IVX methods of inference for return predictability 0 0 0 17 3 5 9 63
Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration 0 0 0 13 1 3 3 117
First passage times in portfolio optimization: a novel nonparametric approach 0 0 0 12 2 2 4 30
Forecasting banking crises with dynamic panel probit models 0 0 1 69 0 3 7 144
Forgetting Approaches to Improve Forecasting 0 0 0 39 1 2 6 31
House prices: bubbles, exuberance or something else? Evidence from euro area countries 0 0 1 102 1 5 8 250
How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example 0 0 0 156 0 2 5 661
Market integration and the persistence of electricity prices 0 0 0 33 1 4 7 59
Measuring wage inequality under right censoring 0 0 0 13 0 1 2 43
Measuring wage inequality under right censoring 0 0 0 14 1 3 7 50
Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns 0 0 0 196 0 1 3 449
Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume 0 0 0 32 9 10 12 72
Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume 0 0 0 1 0 0 0 14
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 2 3 569
On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend 0 0 0 24 1 1 1 125
On Tests for Double Differencing: Some Extensions and the Role of Initial Values 0 0 0 66 3 5 7 335
On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles 0 0 1 78 0 1 6 144
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 5 6 495
Persistence in the Banking Industry: Fractional integration and breaks in memory 0 0 2 43 2 4 9 145
Predictive Quantile Regressions with Persistent and Heteroskedastic Predictors: A Powerful 2SLS Testing Approach 0 0 8 37 2 9 24 53
Properties of Recursive Trend-Adjusted Unit Root Tests 0 0 0 82 1 3 3 234
Quantile regression for long memory testing: A case of realized volatility 0 0 1 101 3 5 10 263
Residual-augmented IVX predictive regression 0 0 0 48 0 6 9 147
Saving for sunny days: The impact of climate (change) on consumer prices in the euro area 0 0 5 17 4 8 25 40
Seasonal Nonstationarity and Near-Nonstationarity 0 0 0 312 0 1 6 1,227
Seasonal Unit Root Tests under Structural Breaks 0 0 0 0 1 4 4 9
Seasonal Unit Root Tests under Structural Breaks 0 0 0 2 0 3 4 13
Seasonal unit root tests under structural breaks 0 0 0 0 0 0 0 6
Semi-Parametric Seasonal Unit Root Tests 0 0 0 42 3 5 5 67
Semi-Parametric Seasonal Unit Root Tests 0 0 0 17 6 10 10 60
Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics 0 0 1 31 1 2 3 113
Survival of the fittest: Tourism Exposure and Firm Survival 0 0 1 27 0 4 10 63
Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics 0 1 2 68 1 5 10 38
Temporal Aggregation of Seasonally Near-Integrated Processes 0 0 1 44 1 2 6 78
Temporal aggregation of seasonally near-integrated processes 0 0 0 6 2 3 4 26
Testing for Episodic Predictability in Stock Returns 0 0 0 55 2 5 6 105
Testing for Episodic Predictability in Stock Returns 0 0 0 28 1 2 3 110
Testing for Multiple Structural Breaks in Multivariate Long Memory Regression Models 0 3 14 14 3 11 45 45
Testing for Multiple Structural Breaks in Multivariate Long Memory Regression Models 1 1 1 1 2 3 10 10
Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates 0 0 0 92 0 4 6 245
Testing for breaks in the cointegrating relationship: On the stability of government bond markets' equilibrium 0 0 0 28 1 3 7 55
Testing for breaks in the cointegrating relationship: On the stability of government bond markets’ equilibrium 0 0 0 9 0 0 0 32
Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility 1 1 1 34 1 5 6 60
Tests of no cross-sectional error dependence in panel quantile regressions 0 1 5 17 2 5 18 40
The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance 0 0 0 56 0 4 4 220
The Flexible Fourier Form and Local GLS De-trended Unit Root Tests 0 0 0 76 2 3 5 343
The Impact of Persistent Cycles on Zero Frequency Unit Root Tests 0 0 0 71 0 3 6 140
The Persistence of Wages 0 0 1 21 1 5 12 48
The expected time to cross a threshold and its determinants: A simple and flexible framework 0 0 0 7 1 2 2 25
The persistence of wages 0 0 1 48 2 4 7 77
Transformed Regression-based Long-Horizon Predictability Tests 0 0 0 47 4 6 10 60
Unit Root Tests and Heavy-Tailed Innovations 0 0 0 61 1 5 9 86
Total Working Papers 2 11 66 4,311 110 278 542 13,834
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 2 26 0 2 8 95
A Reappraisal of Eurozone Countries Output Differentials 0 0 0 0 2 4 5 5
A Re‐Examination of Inflation Persistence Dynamics in OECD Countries: A New Approach 0 0 0 3 1 3 4 19
A comparison of the cyclical evolution of various geographic areas of reference with Portugal 0 0 0 0 1 3 4 4
A mixed frequency approach to the forecasting of private consumption with ATM/POS data 1 1 5 33 2 7 14 115
A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity 0 0 0 10 2 3 4 42
A note on the application of the DF test to seasonal data 0 0 0 13 1 1 2 41
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 72 0 1 4 227
ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL 0 0 0 20 1 2 3 62
ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH 0 0 1 90 2 3 7 347
Alternative estimators and unit root tests for seasonal autoregressive processes 0 0 0 50 0 5 9 191
An Application of PAR Models for Tourism Forecasting 0 0 0 0 0 1 1 8
Assessing the Impact of Shocks on International Tourism Demand for Portugal 0 0 0 3 2 3 3 12
Asset Pricing: Theory and Empirical Evidence 0 0 0 8 0 1 1 35
CHARACTERIZING ECONOMIC GROWTH PATHS BASED ON NEW STRUCTURAL CHANGE TESTS 0 0 0 14 2 4 8 80
Calendar effects in daily ATM withdrawals 0 0 2 52 1 1 4 179
Correction to: Tests for segmented cointegration: an application to US governments budgets 0 0 0 2 2 3 3 5
Dating and Synchronizing Tourism Growth Cycles 0 0 0 3 1 2 5 24
Determinants of the EONIA Spread and the Financial Crisis 0 0 0 9 0 2 3 63
Determinants of the EONIA spread and the financial turmoil of 2007-2009 0 0 0 0 2 3 4 4
EC2 CONFERENCE ON ADVANCES IN ECONOMETRIC TIME SERIES ANALYSIS 0 0 0 6 0 1 1 33
Early Warning Indicators of Banking Crises: Exploring new Data and Tools 1 1 1 1 2 2 4 4
Editors’ note 0 0 0 5 2 3 4 28
Editors’ note 0 0 0 0 0 1 1 1
Efficient tests of the seasonal unit root hypothesis 0 0 0 65 0 1 1 155
Evaluating retail banking service quality and convenience with MCDA techniques: a case study at the bank branch level 0 1 2 5 0 2 3 41
Events that marked tourism in Portugal 0 0 0 33 1 3 5 145
Extensions to IVX methods of inference for return predictability 0 0 0 0 1 3 5 9
F versus t tests for unit roots: a comment 0 0 0 13 1 1 1 32
First passage times in portfolio optimization: A novel nonparametric approach 0 0 0 3 1 3 4 16
Forecasting banking crises with dynamic panel probit models 0 0 4 35 4 7 17 150
Forgetting approaches to improve forecasting 0 0 5 18 1 1 16 55
House price forecasting and uncertainty: Examining Portugal and Spain 0 0 0 0 1 2 3 3
House prices in Portugal - what happened since the crisis? 0 0 0 0 0 0 3 3
Housing markets in Portugal and Spain: Fundamentals, overvaluation and shocks 0 1 1 1 1 5 7 7
How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example 0 0 0 4 0 1 1 55
Knowledge Production in European Regions: The Impact of Regional Strategies and Regionalization on Innovation 0 0 0 14 3 3 3 56
Market integration and the persistence of electricity prices 0 0 0 2 3 6 10 38
Measuring wage inequality under right censoring 0 1 1 5 0 2 2 9
Modeling and forecasting interval time series with threshold models 0 0 0 24 2 4 6 119
Modelling and Forecasting the UK Tourism Growth Cycle in Algarve 0 0 0 1 2 4 5 13
Monitoring tourism flows and destination management: Empirical evidence for Portugal 0 0 1 6 0 0 7 61
Multivariate Volatility Models 0 0 0 4 1 2 3 16
Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume 0 0 0 7 7 8 11 41
NEAR SEASONAL INTEGRATION 0 0 0 18 2 2 2 49
ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES 0 0 0 34 1 3 5 199
On LM type tests for seasonal unit roots in quarterly data 0 0 0 63 2 3 5 342
On LM‐type tests for seasonal unit roots in the presence of a break in trend 0 0 0 0 0 0 1 65
On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles 0 0 0 12 1 1 5 76
Opportunities, Emerging Features, and Trends in Electronic Distribution in Tourism 0 0 0 15 0 0 0 38
Performance of seasonal unit root tests for monthly data 1 1 3 347 1 1 8 814
Persistence Change in Tourism Data 2 2 2 2 3 4 6 10
Persistence in the banking industry: Fractional integration and breaks in memory 0 0 0 7 1 3 7 56
Persistence of travel and leisure sector equity indices 0 0 0 11 3 10 13 74
Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach 0 0 0 0 2 5 5 5
Properties of recursive trend-adjusted unit root tests 1 1 1 25 1 2 3 96
Quantile Regression for Long Memory Testing: A Case of Realized Volatility 0 0 0 9 0 3 3 50
Recursive adjustment, unit root tests and structural breaks 0 0 1 21 1 1 3 73
Regional tourism development: culture, nature, life cycle and attractiveness 0 0 0 1 3 3 6 9
Research Note: The Importance of Online Tourism Demand 0 0 1 10 2 3 5 22
Residual-augmented IVX predictive regression 0 0 1 4 0 1 3 18
Robust Econometric Methods for Modelling Economic and Financial Variables 0 0 0 14 0 1 1 30
SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS 0 0 0 4 1 2 3 25
Seasonal Unit Root Tests Under Structural Breaks 0 0 0 82 0 1 2 266
Special issue on advanced methods to measure tourism impacts. Editors’ introduction 0 0 0 4 1 2 4 16
Special issue: 20th anniversary of the Portuguese Economic Journal. Editors’ introduction 0 0 0 1 0 1 2 6
Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics 0 0 1 9 0 1 4 35
Survival of the fittest: tourism exposure and firm survival 0 0 0 0 3 4 6 9
TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN 0 0 0 29 2 2 3 83
THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS 0 0 1 17 1 2 5 79
Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics 0 0 1 4 1 5 14 30
Temporal Aggregation of Seasonally Near‐Integrated Processes 0 0 1 7 1 1 2 15
Territory and Sustainable Tourism Development: a Space-Time Analysis on European Regions 0 0 0 3 1 7 9 40
Testing for causality in variance under nonstationarity in variance 0 0 0 15 0 1 2 63
Testing for episodic predictability in stock returns 0 0 0 5 2 5 6 32
Testing for persistence change in fractionally integrated models: An application to world inflation rates 0 0 0 16 1 4 4 86
Tests for segmented cointegration: an application to US governments budgets 0 0 0 4 0 4 6 16
The Dynamics and Contrast of House Prices in Portugal and Spain 0 0 0 0 1 5 5 5
The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance 0 0 0 0 0 1 1 72
The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests-super- 2 3 6 25 2 3 16 84
The behaviour of seasonal unit root tests under neglected local drifts 0 0 0 5 0 1 2 28
The expected time to cross a threshold and its determinants: a simple and flexible framework 0 0 0 5 1 3 3 26
The performance of unit root tests under level-dependent heteroskedasticity 0 0 1 32 1 2 4 111
The persistence of wages 0 0 4 16 2 3 9 38
The stability of government bond markets’ equilibrium and the interdependence of lending rates 0 0 0 0 1 2 5 6
The world tourism exports cycle 0 0 0 0 1 2 2 2
Threshold Cointegration and the PPP Hypothesis 0 0 1 207 1 2 3 546
Threshold effects in credit risk and stress scenarios 0 0 0 0 0 0 1 68
Tourism growth and regional resilience 0 1 3 10 3 6 11 42
Tourist Spending Dynamics in the Algarve: A Cross-Sectional Analysis 0 0 0 1 1 4 5 10
Transformed regression-based long-horizon predictability tests 0 0 0 1 1 3 5 11
Unit Root Tests and Heavy-Tailed Innovations 0 0 0 11 2 4 6 41
Volatility and Seasonality of Tourism Demand in Portugal 0 0 0 0 0 1 3 3
What causes economic growth in Portugal: exports or inward FDI? 1 3 5 88 3 10 16 390
Total Journal Articles 9 16 58 1,854 112 259 469 6,958
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 1 2 8 827 3 6 17 3,892
Total Chapters 1 2 8 827 3 6 17 3,892

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Statistics updated 2026-01-09