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 2 10 118
A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data 1 4 8 59 2 6 33 113
A Multiple Criteria Framework to Evaluate Bank Branch Potential Attractiveness 0 1 6 136 6 15 48 567
A New Regression-Based Tail Index Estimator: An Application to Exchange Rates 0 1 10 93 6 16 78 219
A reexamination of inflation persistence dynamics in OECD countries: A new approach 0 0 7 27 0 1 21 28
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 32 0 1 5 97
Adding Value to Bank Branch Performance Evaluation Using Cognitive Maps and MCDA: A Case Study 0 0 1 174 1 5 21 1,291
Calendar Effects in Daily ATM Withdrawals 0 0 2 40 0 2 8 152
Characterizing economic growth paths based on new structural change tests 0 0 0 72 1 2 13 109
Comparing Seasonal Forecasts of Industrial Production 0 0 0 104 0 1 7 271
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 0 0 10 177 2 10 75 556
Determinants of the EONIA spread and the financial crisis 0 1 2 81 0 3 11 259
Efficient Tests of the Seasonal Unit Root Hypothesis 0 0 0 199 0 0 1 414
Efficient Tests of the Seasonal Unit Root Hypothesis* 0 0 0 36 1 3 5 122
Evaluating retail banking quality service and convenience with MCDA techniques: a case study at the bank branch level 1 1 2 108 5 9 34 802
Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration 0 0 0 13 0 1 3 112
Forecasting banking crises with dynamic panel probit models 1 2 7 60 1 6 24 105
House prices: bubbles, exuberance or something else? Evidence from euro area countries 1 1 5 82 2 5 39 182
How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example 0 1 2 152 0 2 15 639
Market integration and the persistence of electricity prices 0 1 1 31 0 2 8 41
Measuring wage inequality under right censoring 0 1 3 3 0 3 12 12
Measuring wage inequality under right censoring 0 0 10 10 0 1 12 12
Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns 0 0 2 180 7 14 40 396
Monitoring tourism flows and destination management: Empirical evidence for Portugal 0 1 1 36 1 4 13 42
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 3 5 557
On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend 0 0 0 23 1 4 15 110
On Tests for Double Differencing: Some Extensions and the Role of Initial Values 0 0 0 66 0 1 5 325
On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles 0 0 3 73 0 1 23 118
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 7 483
Persistence in the Banking Industry: Fractional integration and breaks in memory 0 1 3 39 0 2 13 121
Properties of Recursive Trend-Adjusted Unit Root Tests 0 0 0 81 0 0 2 229
Quantile regression for long memory testing: A case of realized volatility 0 1 3 93 0 1 13 235
Residual-augmented IVX predictive regression 0 0 5 40 2 5 27 94
Seasonal Nonstationarity and Near-Nonstationarity 0 0 0 309 1 1 4 1,209
Seasonal Unit Root Tests under Structural Breaks 0 0 0 0 0 0 0 0
Seasonal Unit Root Tests under Structural Breaks 0 0 0 0 0 0 1 1
Seasonal unit root tests under structural breaks 0 0 0 0 0 0 0 0
Semi-Parametric Seasonal Unit Root Tests 0 0 1 40 0 2 6 50
Semi-Parametric Seasonal Unit Root Tests 0 0 0 15 0 0 2 40
Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics 0 1 2 21 2 6 24 71
Temporal Aggregation of Seasonally Near-Integrated Processes 0 0 3 40 0 1 9 59
Temporal aggregation of seasonally near-integrated processes 0 0 1 5 0 1 8 17
Testing for Episodic Predictability in Stock Returns 1 1 7 46 1 4 22 65
Testing for Episodic Predictability in Stock Returns 0 0 9 19 4 9 42 70
Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates 0 0 3 83 0 1 14 211
Testing for breaks in the cointegrating relationship: On the stability of government bond markets' equilibrium 1 1 1 25 3 3 14 25
Testing for breaks in the cointegrating relationship: On the stability of government bond markets’ equilibrium 0 0 1 9 0 1 14 17
Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility 0 0 1 30 0 0 12 41
The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance 0 0 1 55 1 2 4 206
The Flexible Fourier Form and Local GLS De-trended Unit Root Tests 0 1 6 62 0 3 18 297
The Impact of Persistent Cycles on Zero Frequency Unit Root Tests 0 0 4 70 0 1 13 124
The expected time to cross a threshold and its determinants: A simple and flexible framework 0 0 0 0 2 2 2 2
Unit Root Tests and Heavy-Tailed Innovations 0 0 2 55 0 0 5 61
Total Working Papers 6 21 135 3,562 53 168 860 11,497


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 1 10 11 3 8 40 46
A Reappraisal of Eurozone Countries Output Differentials 0 0 0 3 2 3 10 52
A mixed frequency approach to the forecasting of private consumption with ATM/POS data 1 1 3 14 1 3 9 46
A multiple criteria framework to evaluate bank branch potential attractiveness 0 0 0 24 0 1 9 151
A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity 0 0 0 9 0 1 3 34
A note on the application of the DF test to seasonal data 0 0 0 13 0 1 1 37
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 69 0 0 2 213
ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL 0 0 1 19 0 0 1 54
ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH 0 1 2 89 0 2 6 336
Alternative estimators and unit root tests for seasonal autoregressive processes 0 0 1 46 0 1 5 172
An Application of PAR Models for Tourism Forecasting 0 0 0 0 1 2 3 3
Assessing the Impact of Shocks on International Tourism Demand for Portugal 0 0 0 0 0 0 1 1
Asset Pricing: Theory and Empirical Evidence 0 0 0 5 0 0 1 21
CHARACTERIZING ECONOMIC GROWTH PATHS BASED ON NEW STRUCTURAL CHANGE TESTS 0 0 0 14 0 0 9 54
Calendar effects in daily ATM withdrawals 1 1 6 42 2 3 24 146
Dating and Synchronizing Tourism Growth Cycles 0 0 0 0 0 1 1 1
Determinants of the EONIA Spread and the Financial Crisis 0 0 0 8 0 0 5 49
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 4 23
Early Warning Indicators of Banking Crises: Exploring new Data and Tools 0 1 1 44 0 2 9 107
Editors’ note 0 0 0 4 0 0 3 16
Efficient tests of the seasonal unit root hypothesis 0 0 0 61 0 0 1 144
Evaluating retail banking service quality and convenience with MCDA techniques: a case study at the bank branch level 0 0 0 2 1 1 5 32
Events that marked tourism in Portugal 0 0 0 28 0 3 5 129
F versus t tests for unit roots: a comment 0 0 0 12 0 0 0 27
Forecasting banking crises with dynamic panel probit models 1 2 6 12 1 7 23 67
House prices in Portugal - what happened since the crisis? 0 1 3 5 0 2 12 24
How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example 0 0 0 4 1 3 5 40
Knowledge Production in European Regions: The Impact of Regional Strategies and Regionalization on Innovation 0 0 0 9 1 1 3 43
Market integration and the persistence of electricity prices 0 0 1 1 1 3 19 21
Modeling and forecasting interval time series with threshold models 0 1 2 17 0 1 9 83
Modelling and Forecasting the UK Tourism Growth Cycle in Algarve 0 0 0 0 0 0 1 1
Monitoring tourism flows and destination management: Empirical evidence for Portugal 0 0 2 3 3 3 14 26
Multivariate Volatility Models 0 0 0 4 0 0 0 10
NEAR SEASONAL INTEGRATION 0 0 1 18 0 0 1 44
ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES 0 0 1 33 0 0 4 188
On LM type tests for seasonal unit roots in quarterly data 0 0 1 63 0 0 2 335
On LM‐type tests for seasonal unit roots in the presence of a break in trend 0 0 0 0 0 0 5 49
On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles 0 0 1 7 0 1 8 58
Opportunities, Emerging Features, and Trends in Electronic Distribution in Tourism 0 0 1 11 0 0 2 29
Performance of seasonal unit root tests for monthly data 0 1 5 333 0 3 13 770
Persistence Change in Tourism Data 0 0 0 0 0 0 1 1
Persistence in the banking industry: Fractional integration and breaks in memory 0 0 0 5 0 0 4 42
Persistence of travel and leisure sector equity indices 0 0 1 9 2 7 22 48
Properties of recursive trend-adjusted unit root tests 0 0 0 24 0 0 5 90
Quantile Regression for Long Memory Testing: A Case of Realized Volatility 0 0 1 8 0 0 8 41
Recursive adjustment, unit root tests and structural breaks 0 0 1 19 0 0 9 60
Research Note: The Importance of Online Tourism Demand 0 0 0 0 0 1 2 2
Robust Econometric Methods for Modelling Economic and Financial Variables 0 0 0 13 0 1 1 27
SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS 0 0 0 2 1 1 4 13
Seasonal Unit Root Tests Under Structural Breaks 0 0 2 80 0 0 2 254
Special issue on advanced methods to measure tourism impacts. Editors’ introduction 1 3 3 3 1 3 3 3
TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN 0 0 0 27 0 0 0 74
Temporal Aggregation of Seasonally Near‐Integrated Processes 1 1 4 4 1 1 7 8
Territory and Sustainable Tourism Development: a Space-Time Analysis on European Regions 0 0 1 1 0 0 7 11
Testing for causality in variance under nonstationarity in variance 0 0 0 15 0 1 3 59
Testing for persistence change in fractionally integrated models: An application to world inflation rates 0 0 0 10 0 1 9 57
The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance 0 0 0 0 0 0 0 65
The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests-super- 0 0 2 8 0 0 2 45
The behaviour of seasonal unit root tests under neglected local drifts 0 0 0 5 0 1 5 19
The performance of unit root tests under level-dependent heteroskedasticity 0 0 0 30 0 0 1 103
The world tourism exports cycle 0 0 0 8 0 0 6 42
Threshold Cointegration and the PPP Hypothesis 0 0 0 206 0 2 7 540
Threshold effects in credit risk and stress scenarios 0 0 0 0 0 1 3 62
Tourism growth and regional resilience 0 0 0 0 0 1 2 2
Tourist Spending Dynamics in the Algarve: A Cross-Sectional Analysis 0 0 0 0 0 0 1 1
Unit Root Tests and Heavy-Tailed Innovations 0 0 1 7 1 2 4 26
Volatility and Seasonality of Tourism Demand in Portugal 0 0 3 56 0 2 19 190
What causes economic growth in Portugal: exports or inward FDI? 0 0 2 78 1 2 12 337
Total Journal Articles 5 14 69 1,676 24 84 427 5,974


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 3 802 3 7 28 3,803
Total Chapters 0 1 3 802 3 7 28 3,803


Statistics updated 2020-11-03