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 1 54 1 6 11 114
A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data 0 0 2 51 6 12 20 92
A Multiple Criteria Framework to Evaluate Bank Branch Potential Attractiveness 1 3 5 133 3 16 44 535
A New Regression-Based Tail Index Estimator: An Application to Exchange Rates 1 5 16 88 8 17 48 158
A reexamination of inflation persistence dynamics in OECD countries: A new approach 3 4 24 24 5 9 16 16
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 32 3 4 4 96
Adding Value to Bank Branch Performance Evaluation Using Cognitive Maps and MCDA: A Case Study 0 0 0 173 2 5 18 1,275
Calendar Effects in Daily ATM Withdrawals 0 0 1 38 0 2 6 146
Characterizing economic growth paths based on new structural change tests 0 0 0 72 2 4 15 100
Comparing Seasonal Forecasts of Industrial Production 0 0 0 104 2 4 5 268
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 1 6 18 173 10 29 85 510
Determinants of the EONIA spread and the financial crisis 0 0 0 79 2 6 9 254
Efficient Tests of the Seasonal Unit Root Hypothesis 0 0 0 199 0 1 2 414
Efficient Tests of the Seasonal Unit Root Hypothesis* 0 0 0 36 0 2 2 119
Evaluating retail banking quality service and convenience with MCDA techniques: a case study at the bank branch level 0 0 4 106 3 11 33 779
Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration 0 0 1 13 1 2 5 111
Forecasting banking crises with dynamic panel probit models 3 3 10 56 4 8 21 89
House prices: bubbles, exuberance or something else? Evidence from euro area countries 0 0 5 77 10 25 56 168
How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example 0 0 2 150 4 9 16 633
Market integration and the persistence of electricity prices 0 0 1 30 3 4 11 37
Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns 0 0 4 178 4 10 27 366
Monitoring tourism flows and destination management: Empirical evidence for Portugal 0 0 1 35 1 6 12 35
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 6 552
On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend 0 0 0 23 3 7 8 102
On Tests for Double Differencing: Some Extensions and the Role of Initial Values 0 0 0 66 3 3 4 323
On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles 0 1 1 71 9 13 18 108
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 1 2 5 478
Persistence in the Banking Industry: Fractional integration and breaks in memory 2 2 3 38 8 9 15 117
Properties of Recursive Trend-Adjusted Unit Root Tests 0 0 0 81 0 1 3 228
Quantile regression for long memory testing: A case of realized volatility 0 0 2 90 2 5 12 227
Residual-augmented IVX predictive regression 0 1 9 36 4 7 26 74
Seasonal Nonstationarity and Near-Nonstationarity 0 0 0 309 1 1 4 1,206
Semi-Parametric Seasonal Unit Root Tests 0 0 0 15 0 0 4 38
Semi-Parametric Seasonal Unit Root Tests 0 1 1 40 0 1 5 45
Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics 0 0 1 19 2 6 18 53
Temporal Aggregation of Seasonally Near-Integrated Processes 0 1 11 38 1 3 20 53
Temporal aggregation of seasonally near-integrated processes 0 0 4 4 2 4 13 13
Testing for Episodic Predictability in Stock Returns 2 5 44 44 5 15 58 58
Testing for Episodic Predictability in Stock Returns 3 5 15 15 8 17 45 45
Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates 1 2 2 82 1 4 14 201
Testing for breaks in the cointegrating relationship: On the stability of government bond markets' equilibrium 0 0 24 24 1 3 14 14
Testing for breaks in the cointegrating relationship: On the stability of government bond markets’ equilibrium 1 1 9 9 5 6 9 9
Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility 0 1 2 30 1 6 14 35
The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance 0 0 0 54 1 1 6 203
The Flexible Fourier Form and Local GLS De-trended Unit Root Tests 0 0 3 56 1 2 13 281
The Impact of Persistent Cycles on Zero Frequency Unit Root Tests 0 0 2 66 0 1 7 112
Unit Root Tests and Heavy-Tailed Innovations 0 0 2 53 3 3 12 59
Total Working Papers 18 41 230 3,468 136 312 819 10,949


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 2 6 7 7 7 16 22 22
A Reappraisal of Eurozone Countries Output Differentials 0 0 1 3 3 5 14 47
A mixed frequency approach to the forecasting of private consumption with ATM/POS data 0 0 2 11 1 2 9 39
A multiple criteria framework to evaluate bank branch potential attractiveness 0 0 0 24 1 3 6 145
A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity 0 0 0 9 1 2 3 33
A note on the application of the DF test to seasonal data 0 0 0 13 0 0 3 36
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 69 0 2 4 213
ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL 1 1 1 19 1 1 1 54
ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH 1 1 1 88 2 3 4 333
Alternative estimators and unit root tests for seasonal autoregressive processes 1 1 1 46 3 3 6 170
Asset Pricing: Theory and Empirical Evidence 0 0 0 5 1 1 3 21
CHARACTERIZING ECONOMIC GROWTH PATHS BASED ON NEW STRUCTURAL CHANGE TESTS 0 0 0 14 4 5 10 50
Calendar effects in daily ATM withdrawals 1 3 3 39 2 7 13 129
Determinants of the EONIA Spread and the Financial Crisis 0 0 0 8 1 2 3 46
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 20
Early Warning Indicators of Banking Crises: Exploring new Data and Tools 0 0 0 43 0 4 7 102
Editors’ note 0 0 4 4 0 3 16 16
Efficient tests of the seasonal unit root hypothesis 0 0 0 61 0 0 1 143
Evaluating retail banking service quality and convenience with MCDA techniques: a case study at the bank branch level 0 0 0 2 1 3 8 30
Events that marked tourism in Portugal 0 0 0 28 1 2 6 126
F versus t tests for unit roots: a comment 0 0 1 12 0 0 1 27
Forecasting banking crises with dynamic panel probit models 1 2 4 8 3 9 27 53
House prices in Portugal - what happened since the crisis? 1 2 2 4 2 4 8 16
How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example 0 0 0 4 1 1 3 36
Knowledge Production in European Regions: The Impact of Regional Strategies and Regionalization on Innovation 0 0 0 9 0 2 4 42
Market integration and the persistence of electricity prices 0 0 0 0 3 7 9 9
Modeling and forecasting interval time series with threshold models 0 1 2 16 3 4 10 78
Monitoring tourism flows and destination management: Empirical evidence for Portugal 0 1 2 2 2 5 13 17
Multivariate Volatility Models 0 0 1 4 0 0 1 10
NEAR SEASONAL INTEGRATION 1 1 2 18 1 1 2 44
ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES 1 1 2 33 2 3 8 187
On LM type tests for seasonal unit roots in quarterly data 1 1 2 63 1 2 4 335
On LM‐type tests for seasonal unit roots in the presence of a break in trend 0 0 0 0 2 3 5 47
On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles 1 1 1 7 1 4 11 54
Opportunities, Emerging Features, and Trends in Electronic Distribution in Tourism 0 1 1 11 0 1 2 28
Performance of seasonal unit root tests for monthly data 0 2 2 330 0 5 12 762
Persistence in the banking industry: Fractional integration and breaks in memory 0 0 0 5 2 3 8 41
Persistence of travel and leisure sector equity indices 0 1 1 9 1 7 19 33
Properties of recursive trend-adjusted unit root tests 0 0 1 24 5 5 12 90
Quantile Regression for Long Memory Testing: A Case of Realized Volatility 0 0 0 7 3 4 11 37
Recursive adjustment, unit root tests and structural breaks 0 0 1 18 0 2 7 53
Robust Econometric Methods for Modelling Economic and Financial Variables 0 0 1 13 0 0 1 26
SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS 0 0 2 2 0 2 7 11
Seasonal Unit Root Tests Under Structural Breaks* 1 2 2 80 1 2 4 254
TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN 0 0 0 27 0 0 4 74
Temporal Aggregation of Seasonally Near‐Integrated Processes 0 1 1 1 1 2 3 3
Territory and Sustainable Tourism Development: a Space-Time Analysis on European Regions 0 0 0 0 1 4 8 8
Testing for causality in variance under nonstationarity in variance 0 0 0 15 0 0 1 56
Testing for persistence change in fractionally integrated models: An application to world inflation rates 0 0 0 10 1 3 11 51
The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance 0 0 0 0 0 0 2 65
The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests-super- 0 1 1 7 0 1 3 44
The behaviour of seasonal unit root tests under neglected local drifts 0 0 0 5 1 3 4 17
The performance of unit root tests under level-dependent heteroskedasticity 0 0 1 30 1 1 3 103
The world tourism exports cycle 0 0 1 8 1 3 7 39
Threshold Cointegration and the PPP Hypothesis 0 0 0 206 1 2 4 535
Threshold effects in credit risk and stress scenarios 0 0 0 0 1 1 1 60
Unit Root Tests and Heavy-Tailed Innovations 0 0 3 6 0 0 6 22
Volatility and Seasonality of Tourism Demand in Portugal 0 0 2 53 7 8 13 179
What causes economic growth in Portugal: exports or inward FDI? 0 1 2 77 0 4 11 329
Total Journal Articles 13 31 61 1,638 77 173 412 5,720


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Seasonal Time Series 2 2 2 801 3 7 17 3,782
Total Chapters 2 2 2 801 3 7 17 3,782


Statistics updated 2020-02-04