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 1 7 131
A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data 0 0 0 74 2 5 15 178
A Multiple Criteria Framework to Evaluate Bank Branch Potential Attractiveness 0 0 0 143 1 8 22 691
A New Regression-Based Tail Index Estimator: An Application to Exchange Rates 0 0 0 110 2 3 13 283
A reexamination of inflation persistence dynamics in OECD countries: A new approach 0 0 0 41 0 3 7 77
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 33 3 3 13 119
A simple but powerful tail index regression 0 0 0 10 2 6 15 29
A simple but powerful tail index regression 1 3 7 13 5 9 26 33
Adding Value to Bank Branch Performance Evaluation Using Cognitive Maps and MCDA: A Case Study 0 0 0 176 1 1 8 1,316
Calendar Effects in Daily ATM Withdrawals 0 0 0 40 1 5 10 182
Characterizing economic growth paths based on new structural change tests 0 0 0 74 1 4 10 141
Comparing Seasonal Forecasts of Industrial Production 0 0 0 105 1 3 10 283
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 1 2 202 5 9 40 710
Cross-Sectional Error Dependence in Panel Quantile Regressions 0 1 4 45 2 8 22 80
Determinants of the EONIA spread and the financial crisis 0 0 1 84 1 1 7 276
Efficient Tests of the Seasonal Unit Root Hypothesis 0 0 0 200 1 6 12 432
Efficient Tests of the Seasonal Unit Root Hypothesis* 0 0 0 38 4 4 14 142
Evaluating retail banking quality service and convenience with MCDA techniques: a case study at the bank branch level 0 0 0 112 3 6 17 865
Extensions to IVX Methods of Inference for Return Predictability 0 0 0 50 2 4 8 91
Extensions to IVX methods of inference for return predictability 1 1 1 18 4 8 33 91
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 3 7 13 40
Forecasting banking crises with dynamic panel probit models 0 0 1 69 2 6 12 152
Forgetting Approaches to Improve Forecasting 0 0 0 39 1 4 11 38
House prices: bubbles, exuberance or something else? Evidence from euro area countries 0 0 0 102 2 11 22 265
How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example 0 0 0 156 2 2 6 664
Large-dimensional cointegrated threshold factor models: The Global Term Structure of Interest Rates 0 8 17 17 2 11 15 15
Market integration and the persistence of electricity prices 0 0 0 33 1 4 13 67
Measuring wage inequality under right censoring 0 0 0 14 3 9 18 62
Measuring wage inequality under right censoring 0 0 0 13 1 2 7 49
Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns 0 0 0 196 3 11 17 464
Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume 0 0 0 1 0 2 6 20
Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume 0 0 0 32 1 3 25 87
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 2 6 572
On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend 0 0 0 24 1 7 10 134
On Tests for Double Differencing: Some Extensions and the Role of Initial Values 0 0 0 66 0 1 7 336
On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles 0 0 1 78 7 13 22 163
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 3 4 13 502
Persistence in the Banking Industry: Fractional integration and breaks in memory 0 0 2 43 4 5 14 151
Predictive Quantile Regressions with Persistent and Heteroskedastic Predictors: A Powerful 2SLS Testing Approach 0 0 5 37 0 1 22 58
Properties of Recursive Trend-Adjusted Unit Root Tests 0 0 0 82 3 3 8 239
Quantile regression for long memory testing: A case of realized volatility 0 0 1 101 1 3 13 269
Residual-augmented IVX predictive regression 0 0 0 48 6 19 27 166
Saving for sunny days: The impact of climate (change) on consumer prices in the euro area 0 1 5 19 3 5 22 48
Seasonal Nonstationarity and Near-Nonstationarity 0 0 0 312 3 3 10 1,233
Seasonal Unit Root Tests under Structural Breaks 0 0 0 0 3 4 11 16
Seasonal Unit Root Tests under Structural Breaks 0 0 0 2 3 5 11 20
Seasonal unit root tests under structural breaks 0 0 0 0 3 9 12 18
Semi-Parametric Seasonal Unit Root Tests 0 0 0 42 4 5 14 76
Semi-Parametric Seasonal Unit Root Tests 0 0 0 17 2 3 15 65
Socio-economic sensitivity to weather extremes: A scoping review of European research 0 3 6 6 0 5 11 11
Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics 0 0 0 31 2 2 10 121
Survival of the fittest: Tourism Exposure and Firm Survival 0 0 0 27 2 8 18 74
Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics 0 0 2 68 3 7 19 48
Temporal Aggregation of Seasonally Near-Integrated Processes 1 1 1 45 3 8 17 91
Temporal aggregation of seasonally near-integrated processes 0 0 0 6 2 4 10 33
Testing for Episodic Predictability in Stock Returns 0 0 0 55 2 10 26 126
Testing for Episodic Predictability in Stock Returns 0 0 0 28 3 6 18 126
Testing for Multiple Structural Breaks in Multivariate Long Memory Regression Models 0 0 1 1 8 13 32 35
Testing for Multiple Structural Breaks in Multivariate Long Memory Regression Models 1 1 13 15 3 11 60 64
Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates 0 0 0 92 2 3 11 250
Testing for breaks in the cointegrating relationship: On the stability of government bond markets' equilibrium 0 0 0 28 4 10 17 68
Testing for breaks in the cointegrating relationship: On the stability of government bond markets’ equilibrium 0 0 0 9 2 3 4 36
Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility 0 0 1 34 0 1 9 64
Tests of no cross-sectional error dependence in panel quantile regressions 0 1 5 19 3 12 32 59
The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance 0 0 0 56 1 3 14 230
The Flexible Fourier Form and Local GLS De-trended Unit Root Tests 0 0 0 76 3 4 10 348
The Impact of Persistent Cycles on Zero Frequency Unit Root Tests 0 0 0 71 5 8 16 151
The Persistence of Wages 0 0 1 21 4 6 18 56
The Regional Economic Impact of Weather Shocks: Evidence from Portugal 0 1 2 2 2 4 7 7
The expected time to cross a threshold and its determinants: A simple and flexible framework 0 1 1 8 4 13 19 42
The persistence of wages 0 0 0 48 0 1 7 80
Transformed Regression-based Long-Horizon Predictability Tests 1 1 1 48 4 6 16 70
Unit Root Tests and Heavy-Tailed Innovations 0 0 0 61 3 6 20 99
Total Working Papers 5 24 81 4,350 174 415 1,138 14,548
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 1 3 13 101
A Reappraisal of Eurozone Countries Output Differentials 0 0 0 0 3 7 14 14
A Re‐Examination of Inflation Persistence Dynamics in OECD Countries: A New Approach 0 0 0 3 1 1 7 23
A comparison of the cyclical evolution of various geographic areas of reference with Portugal 0 0 0 0 3 3 9 9
A mixed frequency approach to the forecasting of private consumption with ATM/POS data 0 0 3 33 1 3 15 120
A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity 0 0 0 10 1 3 9 48
A note on the application of the DF test to seasonal data 0 0 0 13 1 2 4 44
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 72 1 3 12 235
ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL 0 0 0 20 1 2 7 66
ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH 0 0 1 90 5 10 20 360
Alternative estimators and unit root tests for seasonal autoregressive processes 0 0 0 50 2 6 18 200
An Application of PAR Models for Tourism Forecasting 0 0 0 0 2 2 7 14
Assessing the Impact of Shocks on International Tourism Demand for Portugal 0 0 1 4 4 6 12 21
Asset Pricing: Theory and Empirical Evidence 0 0 0 8 1 4 6 40
CHARACTERIZING ECONOMIC GROWTH PATHS BASED ON NEW STRUCTURAL CHANGE TESTS 0 0 0 14 2 3 13 86
Calendar effects in daily ATM withdrawals 0 0 1 52 2 7 13 189
Correction to: Tests for segmented cointegration: an application to US governments budgets 0 0 0 2 1 4 11 13
Dating and Synchronizing Tourism Growth Cycles 0 0 0 3 7 8 14 33
Determinants of the EONIA Spread and the Financial Crisis 0 0 0 9 2 4 9 69
Determinants of the EONIA spread and the financial turmoil of 2007-2009 0 0 0 0 3 3 8 9
EC2 CONFERENCE ON ADVANCES IN ECONOMETRIC TIME SERIES ANALYSIS 0 0 0 6 1 3 6 38
Early Warning Indicators of Banking Crises: Exploring new Data and Tools 0 0 1 1 5 7 10 12
Editors’ note 0 0 0 0 1 1 5 5
Editors’ note 0 0 0 5 0 3 9 33
Efficient tests of the seasonal unit root hypothesis 0 0 0 65 2 5 7 161
Evaluating retail banking service quality and convenience with MCDA techniques: a case study at the bank branch level 0 0 1 5 2 4 7 46
Events that marked tourism in Portugal 0 0 0 33 5 7 15 155
Extensions to IVX methods of inference for return predictability 0 0 0 0 3 6 15 19
F versus t tests for unit roots: a comment 0 0 0 13 3 6 9 40
First passage times in portfolio optimization: A novel nonparametric approach 0 0 0 3 3 5 15 28
Forecasting banking crises with dynamic panel probit models 0 5 6 41 2 13 30 172
Forgetting approaches to improve forecasting 0 7 8 25 2 27 33 85
House price forecasting and uncertainty: Examining Portugal and Spain 0 0 0 0 4 5 11 11
House prices in Portugal - what happened since the crisis? 0 0 0 0 9 12 16 16
Housing markets in Portugal and Spain: Fundamentals, overvaluation and shocks 1 3 4 4 5 7 21 22
How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example 0 0 0 4 2 4 6 60
Knowledge Production in European Regions: The Impact of Regional Strategies and Regionalization on Innovation 0 0 0 14 1 4 9 62
Market integration and the persistence of electricity prices 0 1 1 3 3 6 20 49
Measuring wage inequality under right censoring 0 0 1 5 1 6 14 21
Modeling and forecasting interval time series with threshold models 0 0 0 24 1 3 10 124
Modelling and Forecasting the UK Tourism Growth Cycle in Algarve 0 0 0 1 1 8 17 25
Monitoring tourism flows and destination management: Empirical evidence for Portugal 0 0 0 6 2 4 7 68
Multivariate Volatility Models 0 0 0 4 0 4 9 23
Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume 0 0 0 7 2 6 21 51
NEAR SEASONAL INTEGRATION 0 0 0 18 2 3 10 57
ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES 0 0 0 34 2 3 9 204
On LM type tests for seasonal unit roots in quarterly data 0 0 0 63 2 3 10 347
On LM‐type tests for seasonal unit roots in the presence of a break in trend 0 0 0 0 2 4 10 74
On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles 0 0 0 12 3 5 11 84
Opportunities, Emerging Features, and Trends in Electronic Distribution in Tourism 0 0 0 15 0 1 2 40
Performance of seasonal unit root tests for monthly data 0 0 2 347 1 7 15 825
Persistence Change in Tourism Data 0 0 2 2 2 2 8 12
Persistence in the banking industry: Fractional integration and breaks in memory 0 0 0 7 6 8 19 68
Persistence of travel and leisure sector equity indices 0 0 0 11 2 3 22 84
Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach 1 1 2 2 8 15 28 28
Properties of recursive trend-adjusted unit root tests 0 0 1 25 4 8 16 109
Quantile Regression for Long Memory Testing: A Case of Realized Volatility 0 0 0 9 2 2 11 58
Recursive adjustment, unit root tests and structural breaks 0 0 1 21 2 2 12 82
Regional tourism development: culture, nature, life cycle and attractiveness 1 1 1 2 3 6 16 19
Research Note: The Importance of Online Tourism Demand 0 0 0 10 3 3 13 31
Residual-augmented IVX predictive regression 0 0 1 4 3 5 12 27
Robust Econometric Methods for Modelling Economic and Financial Variables 0 0 0 14 2 3 7 36
SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS 0 0 0 4 3 7 14 37
Seasonal Unit Root Tests Under Structural Breaks 0 0 0 82 0 2 4 269
Special issue on advanced methods to measure tourism impacts. Editors’ introduction 0 0 0 4 1 1 8 21
Special issue: 20th anniversary of the Portuguese Economic Journal. Editors’ introduction 0 0 0 1 3 3 6 11
Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics 0 0 0 9 2 2 9 43
Survival of the fittest: tourism exposure and firm survival 0 0 0 0 3 7 15 19
TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN 0 0 0 29 0 4 9 89
THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS 0 0 1 17 2 2 8 82
Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics 0 0 1 4 0 3 16 34
Temporal Aggregation of Seasonally Near‐Integrated Processes 0 0 0 7 1 3 5 19
Territory and Sustainable Tourism Development: a Space-Time Analysis on European Regions 0 0 0 3 1 4 13 44
Testing for causality in variance under nonstationarity in variance 0 0 0 15 1 3 7 69
Testing for episodic predictability in stock returns 0 1 1 6 4 11 22 49
Testing for persistence change in fractionally integrated models: An application to world inflation rates 0 0 0 16 4 5 12 94
Tests for segmented cointegration: an application to US governments budgets 0 1 1 5 2 6 16 27
The Dynamics and Contrast of House Prices in Portugal and Spain 0 0 0 0 2 2 9 9
The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance 0 0 0 0 0 9 13 84
The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests-super- 0 0 6 25 0 1 18 87
The behaviour of seasonal unit root tests under neglected local drifts 0 0 0 5 2 3 5 32
The expected time to cross a threshold and its determinants: a simple and flexible framework 0 0 0 5 2 8 16 39
The performance of unit root tests under level-dependent heteroskedasticity 0 0 0 32 1 3 7 116
The persistence of wages 0 1 4 18 0 3 11 43
The stability of government bond markets’ equilibrium and the interdependence of lending rates 0 0 0 0 4 6 15 17
The world tourism exports cycle 0 0 0 0 0 1 5 5
Threshold Cointegration and the PPP Hypothesis 0 1 1 208 4 7 11 555
Threshold effects in credit risk and stress scenarios 0 0 0 0 2 3 3 71
Tourism growth and regional resilience 0 0 3 10 2 2 18 50
Tourist Spending Dynamics in the Algarve: A Cross-Sectional Analysis 0 0 0 1 2 6 15 20
Transformed regression-based long-horizon predictability tests 0 0 0 1 5 6 12 19
Unit Root Tests and Heavy-Tailed Innovations 0 0 0 11 3 4 12 48
Volatility and Seasonality of Tourism Demand in Portugal 0 0 0 0 2 3 5 6
What causes economic growth in Portugal: exports or inward FDI? 0 0 4 88 7 9 29 405
Total Journal Articles 3 22 61 1,880 218 462 1,142 7,718
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 1 9 829 2 10 28 3,905
Total Chapters 0 1 9 829 2 10 28 3,905

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