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 1 2 54 0 2 6 106
A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data 0 0 1 50 1 1 7 77
A Multiple Criteria Framework to Evaluate Bank Branch Potential Attractiveness 0 1 2 130 2 7 24 509
A New Regression-Based Tail Index Estimator: An Application to Exchange Rates 2 2 15 77 6 9 35 125
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 32 0 0 0 92
Adding Value to Bank Branch Performance Evaluation Using Cognitive Maps and MCDA: A Case Study 0 0 2 173 3 5 25 1,265
Calendar Effects in Daily ATM Withdrawals 0 0 0 37 0 0 4 142
Characterizing economic growth paths based on new structural change tests 0 0 0 72 0 2 12 93
Comparing Seasonal Forecasts of Industrial Production 0 0 0 104 0 0 1 263
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 2 4 24 166 11 17 81 472
Determinants of the EONIA spread and the financial crisis 0 0 0 79 0 0 8 247
Efficient Tests of the Seasonal Unit Root Hypothesis 0 0 0 199 1 1 3 413
Efficient Tests of the Seasonal Unit Root Hypothesis* 0 0 0 36 0 0 1 117
Evaluating retail banking quality service and convenience with MCDA techniques: a case study at the bank branch level 0 2 4 105 0 4 26 763
Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration 0 0 0 12 0 0 3 107
Forecasting banking crises with dynamic panel probit models 0 1 8 51 0 1 17 77
House prices: bubbles, exuberance or something else? Evidence from euro area countries 1 1 13 77 3 11 48 137
How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example 1 1 2 150 1 2 8 623
Market integration and the persistence of electricity prices 0 1 1 30 0 2 7 30
Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns 0 1 2 175 2 6 18 350
Monitoring tourism flows and destination management: Empirical evidence for Portugal 0 0 4 35 0 0 5 25
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 4 6 550
On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend 0 0 0 23 0 0 0 94
On Tests for Double Differencing: Some Extensions and the Role of Initial Values 0 0 0 66 0 0 2 320
On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles 0 0 0 70 1 2 7 93
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 0 2 474
Persistence in the Banking Industry: Fractional integration and breaks in memory 0 0 0 35 0 0 7 103
Properties of Recursive Trend-Adjusted Unit Root Tests 0 0 0 81 0 1 2 226
Quantile regression for long memory testing: A case of realized volatility 0 0 1 89 0 1 5 217
Residual-augmented IVX predictive regression 0 2 11 33 2 4 26 60
Seasonal Nonstationarity and Near-Nonstationarity 0 0 0 309 0 0 6 1,203
Semi-Parametric Seasonal Unit Root Tests 0 0 2 39 0 2 7 42
Semi-Parametric Seasonal Unit Root Tests 0 0 2 15 1 2 7 37
Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics 0 0 6 19 2 5 31 44
Temporal Aggregation of Seasonally Near-Integrated Processes 0 4 14 35 0 8 31 46
Temporal aggregation of seasonally near-integrated processes 0 2 4 4 1 4 7 7
Testing for Episodic Predictability in Stock Returns 1 2 38 38 3 8 39 39
Testing for Episodic Predictability in Stock Returns 1 2 6 6 2 8 19 19
Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates 0 0 1 80 1 3 7 192
Testing for breaks in the cointegrating relationship: On the stability of government bond markets' equilibrium 0 23 23 23 1 7 7 7
Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility 0 0 2 29 0 1 14 25
The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance 0 0 0 54 2 2 4 199
The Flexible Fourier Form and Local GLS De-trended Unit Root Tests 1 1 2 55 2 4 7 274
The Impact of Persistent Cycles on Zero Frequency Unit Root Tests 0 2 2 66 3 5 7 111
Unit Root Tests and Heavy-Tailed Innovations 0 0 4 53 2 3 10 53
Total Working Papers 9 53 198 3,370 53 144 599 10,468


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Reappraisal of Eurozone Countries Output Differentials 0 0 1 3 1 2 6 37
A mixed frequency approach to the forecasting of private consumption with ATM/POS data 0 1 4 11 1 2 12 34
A multiple criteria framework to evaluate bank branch potential attractiveness 0 0 0 24 1 1 2 141
A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity 0 0 0 9 0 0 0 30
A note on the application of the DF test to seasonal data 0 0 1 13 0 1 3 34
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 69 1 1 1 210
ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL 0 0 0 18 0 0 0 53
ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH 0 0 0 87 0 0 2 329
Alternative estimators and unit root tests for seasonal autoregressive processes 0 0 1 45 1 1 2 165
Asset Pricing: Theory and Empirical Evidence 0 0 0 5 0 0 2 18
CHARACTERIZING ECONOMIC GROWTH PATHS BASED ON NEW STRUCTURAL CHANGE TESTS 0 0 1 14 0 2 8 43
Calendar effects in daily ATM withdrawals 0 0 0 36 0 1 4 120
Determinants of the EONIA Spread and the Financial Crisis 0 0 0 8 0 0 2 44
Determinants of the EONIA spread and the financial turmoil of 2007-2009 0 0 0 16 0 0 0 70
EC2 CONFERENCE ON ADVANCES IN ECONOMETRIC TIME SERIES ANALYSIS 0 0 0 5 0 1 3 19
Early Warning Indicators of Banking Crises: Exploring new Data and Tools 0 0 1 43 0 0 9 97
Editors’ note 0 0 1 1 1 2 6 6
Efficient tests of the seasonal unit root hypothesis 0 0 0 61 0 0 0 142
Evaluating retail banking service quality and convenience with MCDA techniques: a case study at the bank branch level 0 0 0 2 0 0 2 24
Events that marked tourism in Portugal 0 0 0 28 0 0 2 121
F versus t tests for unit roots: a comment 0 0 0 11 0 0 0 26
Forecasting banking crises with dynamic panel probit models 0 0 3 6 4 4 20 39
House prices in Portugal - what happened since the crisis? 0 0 2 2 0 1 10 11
How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example 0 0 0 4 0 0 0 33
Knowledge Production in European Regions: The Impact of Regional Strategies and Regionalization on Innovation 0 0 1 9 0 0 1 38
Modeling and forecasting interval time series with threshold models 0 0 1 15 2 3 7 73
Monitoring tourism flows and destination management: Empirical evidence for Portugal 0 0 0 0 0 1 4 6
Multivariate Volatility Models 0 0 1 4 0 0 1 10
NEAR SEASONAL INTEGRATION 0 0 0 16 0 0 0 42
ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES 0 0 1 32 0 0 3 182
On LM type tests for seasonal unit roots in quarterly data 0 0 1 61 0 1 2 332
On LM‐type tests for seasonal unit roots in the presence of a break in trend 0 0 0 0 2 2 4 44
On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles 0 0 0 6 0 0 10 46
Opportunities, Emerging Features, and Trends in Electronic Distribution in Tourism 0 0 0 10 0 0 1 27
Performance of seasonal unit root tests for monthly data 0 0 2 328 2 4 12 756
Persistence in the banking industry: Fractional integration and breaks in memory 0 0 0 5 0 0 3 35
Persistence of travel and leisure sector equity indices 0 0 3 8 0 5 17 24
Properties of recursive trend-adjusted unit root tests 0 0 0 23 0 0 0 78
Quantile Regression for Long Memory Testing: A Case of Realized Volatility 0 0 0 7 0 0 3 28
Recursive adjustment, unit root tests and structural breaks 0 0 1 17 0 1 5 48
Robust Econometric Methods for Modelling Economic and Financial Variables 0 0 1 13 0 0 3 26
SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS 0 0 1 1 0 0 2 6
Seasonal Unit Root Tests Under Structural Breaks* 0 0 0 78 0 0 1 250
TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN 0 0 0 27 0 0 1 71
THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS 0 1 1 15 0 1 3 64
Territory and Sustainable Tourism Development: a Space-Time Analysis on European Regions 0 0 0 0 0 1 1 1
Testing for causality in variance under nonstationarity in variance 0 0 0 15 0 0 2 55
Testing for persistence change in fractionally integrated models: An application to world inflation rates 0 0 0 10 0 3 6 44
The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance 0 0 0 0 1 1 2 64
The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests-super- 0 0 0 6 0 0 1 41
The behaviour of seasonal unit root tests under neglected local drifts 0 0 1 5 0 1 4 14
The performance of unit root tests under level-dependent heteroskedasticity 0 0 2 30 0 0 2 101
The world tourism exports cycle 0 1 1 8 1 3 4 35
Threshold Cointegration and the PPP Hypothesis 0 0 1 206 0 1 5 533
Threshold effects in credit risk and stress scenarios 0 0 0 0 0 0 1 59
UNIT ROOT AND COINTEGRATION TESTING: GUEST EDITORS' INTRODUCTION 0 0 0 29 0 0 0 103
Unit Root Tests and Heavy-Tailed Innovations 0 0 3 5 0 0 10 18
Volatility and Seasonality of Tourism Demand in Portugal 0 0 3 52 0 0 10 169
What causes economic growth in Portugal: exports or inward FDI? 0 1 2 76 0 1 7 323
Total Journal Articles 0 4 42 1,638 18 48 234 5,592


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 0 799 0 0 13 3,773
Total Chapters 0 0 0 799 0 0 13 3,773


Statistics updated 2019-09-09