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 1 124
A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data 1 1 1 74 2 4 5 160
A Multiple Criteria Framework to Evaluate Bank Branch Potential Attractiveness 0 0 4 143 0 2 12 668
A New Regression-Based Tail Index Estimator: An Application to Exchange Rates 0 1 4 110 0 2 7 270
A reexamination of inflation persistence dynamics in OECD countries: A new approach 0 0 1 41 2 2 3 70
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 33 1 1 2 106
A simple but powerful tail index regression 0 0 10 10 0 3 14 14
Adding Value to Bank Branch Performance Evaluation Using Cognitive Maps and MCDA: A Case Study 0 0 0 176 0 0 2 1,308
Calendar Effects in Daily ATM Withdrawals 0 0 0 40 0 0 1 172
Characterizing economic growth paths based on new structural change tests 0 0 0 74 1 1 1 131
Comparing Seasonal Forecasts of Industrial Production 0 0 0 105 0 0 0 273
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 0 2 200 3 5 16 669
Cross-Sectional Error Dependence in Panel Quantile Regressions 0 1 3 40 2 4 11 56
Determinants of the EONIA spread and the financial crisis 0 0 0 83 0 0 1 269
Efficient Tests of the Seasonal Unit Root Hypothesis 0 0 0 200 0 0 0 419
Efficient Tests of the Seasonal Unit Root Hypothesis* 0 0 0 37 0 0 0 127
Evaluating retail banking quality service and convenience with MCDA techniques: a case study at the bank branch level 0 0 1 111 0 1 5 847
Extensions to IVX Methods of Inference for Return Predictability 0 0 0 50 0 0 1 83
Extensions to IVX methods of inference for return predictability 0 0 1 17 4 4 9 58
Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration 0 0 0 13 0 0 0 114
First passage times in portfolio optimization: a novel nonparametric approach 0 0 4 12 1 1 11 27
Forecasting banking crises with dynamic panel probit models 0 0 1 68 2 2 6 139
Forgetting Approaches to Improve Forecasting 0 0 1 39 1 2 4 27
House prices: bubbles, exuberance or something else? Evidence from euro area countries 1 1 5 102 1 3 11 243
How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example 0 0 0 156 0 0 0 656
Market integration and the persistence of electricity prices 0 0 0 33 2 2 5 54
Measuring wage inequality under right censoring 0 0 0 13 0 0 1 41
Measuring wage inequality under right censoring 0 0 0 14 0 0 0 43
Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns 0 0 0 196 0 1 1 446
Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume 0 0 0 32 1 2 2 62
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 0 0 566
On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend 0 0 0 24 0 0 0 124
On Tests for Double Differencing: Some Extensions and the Role of Initial Values 0 0 0 66 1 1 1 329
On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles 0 0 0 77 0 1 2 139
On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates 0 0 1 167 0 0 1 489
Persistence in the Banking Industry: Fractional integration and breaks in memory 0 0 0 41 0 0 1 136
Predictive Quantile Regressions with Persistent and Heteroskedastic Predictors: A Powerful 2SLS Testing Approach 0 1 18 30 1 3 24 32
Properties of Recursive Trend-Adjusted Unit Root Tests 0 0 0 82 0 0 0 231
Quantile regression for long memory testing: A case of realized volatility 0 0 0 100 2 3 3 255
Residual-augmented IVX predictive regression 0 0 0 48 1 1 2 139
Saving for sunny days: The impact of climate (change) on consumer prices in the euro area 1 3 5 14 1 5 14 18
Seasonal Nonstationarity and Near-Nonstationarity 0 0 0 312 1 2 3 1,223
Seasonal Unit Root Tests under Structural Breaks 0 0 0 0 0 0 0 5
Seasonal Unit Root Tests under Structural Breaks 0 0 0 2 0 0 1 9
Seasonal unit root tests under structural breaks 0 0 0 0 0 0 0 6
Semi-Parametric Seasonal Unit Root Tests 0 0 0 17 0 0 1 50
Semi-Parametric Seasonal Unit Root Tests 0 0 0 42 0 0 1 62
Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics 0 1 1 31 0 1 4 111
Survival of the fittest: Tourism Exposure and Firm Survival 0 0 0 26 0 0 5 53
Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics 0 0 2 66 0 1 5 29
Temporal Aggregation of Seasonally Near-Integrated Processes 0 0 0 43 0 1 3 72
Temporal aggregation of seasonally near-integrated processes 0 0 0 6 1 1 2 23
Testing for Episodic Predictability in Stock Returns 0 0 0 28 1 2 3 108
Testing for Episodic Predictability in Stock Returns 0 0 1 55 1 1 6 100
Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates 0 0 2 92 0 0 2 239
Testing for breaks in the cointegrating relationship: On the stability of government bond markets' equilibrium 0 0 0 28 2 4 6 51
Testing for breaks in the cointegrating relationship: On the stability of government bond markets’ equilibrium 0 0 0 9 0 0 1 32
Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility 0 0 0 33 0 1 2 55
Tests of no cross-sectional error dependence in panel quantile regressions 1 2 5 13 1 2 12 23
The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance 0 0 0 56 0 0 2 216
The Flexible Fourier Form and Local GLS De-trended Unit Root Tests 0 0 0 76 0 0 0 338
The Impact of Persistent Cycles on Zero Frequency Unit Root Tests 0 0 1 71 1 1 2 135
The Persistence of Wages 0 0 1 20 1 1 2 37
The expected time to cross a threshold and its determinants: A simple and flexible framework 0 0 0 7 0 0 1 23
The persistence of wages 0 1 1 48 0 3 20 71
Transformed Regression-based Long-Horizon Predictability Tests 0 0 1 47 0 1 3 51
Unit Root Tests and Heavy-Tailed Innovations 0 0 1 61 1 2 3 79
Total Working Papers 4 12 78 4,253 39 80 270 13,349
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 24 0 1 5 87
A Re‐Examination of Inflation Persistence Dynamics in OECD Countries: A New Approach 0 0 0 3 0 1 1 16
A mixed frequency approach to the forecasting of private consumption with ATM/POS data 0 2 2 30 1 4 11 105
A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity 0 0 1 10 1 1 2 39
A note on the application of the DF test to seasonal data 0 0 0 13 0 1 1 39
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 72 0 0 1 223
ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL 0 0 0 20 0 0 0 59
ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH 0 0 0 89 0 0 1 340
Alternative estimators and unit root tests for seasonal autoregressive processes 0 0 0 50 0 0 0 182
An Application of PAR Models for Tourism Forecasting 0 0 0 0 0 0 1 7
Assessing the Impact of Shocks on International Tourism Demand for Portugal 0 0 2 3 0 0 3 9
Asset Pricing: Theory and Empirical Evidence 0 0 0 8 0 0 0 34
CHARACTERIZING ECONOMIC GROWTH PATHS BASED ON NEW STRUCTURAL CHANGE TESTS 0 0 0 14 0 1 2 72
Calendar effects in daily ATM withdrawals 0 0 1 50 0 0 2 175
Correction to: Tests for segmented cointegration: an application to US governments budgets 0 0 1 2 0 0 1 2
Dating and Synchronizing Tourism Growth Cycles 0 0 0 3 0 0 1 19
Determinants of the EONIA Spread and the Financial Crisis 0 0 0 9 0 0 0 60
EC2 CONFERENCE ON ADVANCES IN ECONOMETRIC TIME SERIES ANALYSIS 0 0 0 6 0 1 1 32
Editors’ note 0 0 1 5 0 0 1 24
Efficient tests of the seasonal unit root hypothesis 0 0 1 65 0 0 2 154
Evaluating retail banking service quality and convenience with MCDA techniques: a case study at the bank branch level 0 0 0 3 0 0 1 38
Events that marked tourism in Portugal 0 0 0 33 0 1 1 140
Extensions to IVX methods of inference for return predictability 0 0 0 0 0 0 4 4
F versus t tests for unit roots: a comment 0 0 0 13 0 0 0 31
First passage times in portfolio optimization: A novel nonparametric approach 0 0 0 3 0 1 7 13
Forecasting banking crises with dynamic panel probit models 1 2 7 32 4 8 30 139
Forgetting approaches to improve forecasting 2 2 4 15 7 7 21 46
How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example 0 0 0 4 0 0 1 54
Knowledge Production in European Regions: The Impact of Regional Strategies and Regionalization on Innovation 0 0 0 14 0 0 0 53
Market integration and the persistence of electricity prices 0 0 0 2 0 0 2 28
Measuring wage inequality under right censoring 0 0 1 4 0 0 2 7
Modeling and forecasting interval time series with threshold models 0 0 0 24 0 0 5 113
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 1 1 6 1 2 7 56
Multivariate Volatility Models 0 0 0 4 1 1 1 14
Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume 0 0 0 7 0 0 3 30
NEAR SEASONAL INTEGRATION 0 0 0 18 0 0 0 47
ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES 0 0 0 34 1 1 1 195
On LM type tests for seasonal unit roots in quarterly data 0 0 0 63 0 0 0 337
On LM‐type tests for seasonal unit roots in the presence of a break in trend 0 0 0 0 0 0 0 64
On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles 0 0 1 12 1 1 2 72
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 1 345 2 3 6 809
Persistence Change in Tourism Data 0 0 0 0 0 0 0 4
Persistence in the banking industry: Fractional integration and breaks in memory 0 1 1 7 0 1 1 49
Persistence of travel and leisure sector equity indices 0 0 0 11 0 0 2 61
Properties of recursive trend-adjusted unit root tests 0 0 0 24 0 0 0 93
Quantile Regression for Long Memory Testing: A Case of Realized Volatility 0 0 0 9 0 0 0 47
Recursive adjustment, unit root tests and structural breaks 0 0 0 20 0 0 0 70
Regional tourism development: culture, nature, life cycle and attractiveness 0 0 1 1 0 0 2 3
Research Note: The Importance of Online Tourism Demand 0 0 1 9 0 0 3 17
Residual-augmented IVX predictive regression 0 0 0 3 0 0 2 15
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 0 4 0 2 2 23
Seasonal Unit Root Tests Under Structural Breaks 0 0 0 82 0 1 2 264
Special issue on advanced methods to measure tourism impacts. Editors’ introduction 0 0 0 4 1 1 1 13
Special issue: 20th anniversary of the Portuguese Economic Journal. Editors’ introduction 0 0 0 1 1 1 3 5
Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics 0 1 3 9 0 4 8 34
Survival of the fittest: tourism exposure and firm survival 0 0 0 0 0 0 1 3
TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN 0 0 0 29 0 0 0 80
THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS 0 0 0 16 0 1 2 74
Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics 0 0 1 3 1 3 9 18
Temporal Aggregation of Seasonally Near‐Integrated Processes 0 0 0 6 0 0 0 13
Territory and Sustainable Tourism Development: a Space-Time Analysis on European Regions 0 0 0 3 0 1 3 31
Testing for causality in variance under nonstationarity in variance 0 0 0 15 1 1 2 62
Testing for episodic predictability in stock returns 0 0 0 5 0 1 3 27
Testing for persistence change in fractionally integrated models: An application to world inflation rates 0 0 0 16 0 0 0 82
Tests for segmented cointegration: an application to US governments budgets 0 0 1 4 0 1 3 11
The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance 0 0 0 0 0 0 1 71
The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests-super- 0 0 3 19 0 1 7 69
The behaviour of seasonal unit root tests under neglected local drifts 0 0 0 5 0 0 1 26
The expected time to cross a threshold and its determinants: a simple and flexible framework 0 0 0 5 0 0 1 23
The performance of unit root tests under level-dependent heteroskedasticity 0 0 0 31 1 1 2 108
The persistence of wages 0 2 6 14 0 3 14 32
The stability of government bond markets’ equilibrium and the interdependence of lending rates 0 0 0 0 0 1 2 2
Threshold Cointegration and the PPP Hypothesis 0 1 1 207 0 2 2 544
Threshold effects in credit risk and stress scenarios 0 0 0 0 0 1 1 68
Tourism growth and regional resilience 0 0 1 7 1 1 5 32
Tourist Spending Dynamics in the Algarve: A Cross-Sectional Analysis 0 1 1 1 0 2 2 5
Transformed regression-based long-horizon predictability tests 0 0 1 1 0 0 6 6
Unit Root Tests and Heavy-Tailed Innovations 0 0 0 11 0 1 1 36
What causes economic growth in Portugal: exports or inward FDI? 1 1 2 84 1 2 11 375
Total Journal Articles 5 15 49 1,808 26 68 235 6,539
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 1 8 820 1 3 15 3,876
Total Chapters 1 1 8 820 1 3 15 3,876

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Statistics updated 2025-03-03