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 5 7 131
A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data 0 0 0 74 3 8 16 176
A Multiple Criteria Framework to Evaluate Bank Branch Potential Attractiveness 0 0 0 143 7 19 22 690
A New Regression-Based Tail Index Estimator: An Application to Exchange Rates 0 0 0 110 0 7 10 280
A reexamination of inflation persistence dynamics in OECD countries: A new approach 0 0 0 41 3 5 7 77
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 33 0 8 10 116
A simple but powerful tail index regression 0 0 0 10 4 10 13 27
A simple but powerful tail index regression 2 2 7 12 3 8 23 27
Adding Value to Bank Branch Performance Evaluation Using Cognitive Maps and MCDA: A Case Study 0 0 0 176 0 4 7 1,315
Calendar Effects in Daily ATM Withdrawals 0 0 0 40 3 7 8 180
Characterizing economic growth paths based on new structural change tests 0 0 0 74 1 3 7 138
Comparing Seasonal Forecasts of Industrial Production 0 0 0 105 2 7 9 282
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network 1 1 2 202 3 22 35 704
Cross-Sectional Error Dependence in Panel Quantile Regressions 1 1 5 45 2 6 18 74
Determinants of the EONIA spread and the financial crisis 0 0 1 84 0 3 6 275
Efficient Tests of the Seasonal Unit Root Hypothesis 0 0 0 200 4 7 11 430
Efficient Tests of the Seasonal Unit Root Hypothesis* 0 0 1 38 0 6 11 138
Evaluating retail banking quality service and convenience with MCDA techniques: a case study at the bank branch level 0 0 1 112 2 8 14 861
Extensions to IVX Methods of Inference for Return Predictability 0 0 0 50 2 4 6 89
Extensions to IVX methods of inference for return predictability 0 0 0 17 1 24 26 84
Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration 0 0 0 13 0 4 6 120
First passage times in portfolio optimization: a novel nonparametric approach 0 0 0 12 2 7 8 35
Forecasting banking crises with dynamic panel probit models 0 0 1 69 4 6 11 150
Forgetting Approaches to Improve Forecasting 0 0 0 39 0 4 7 34
House prices: bubbles, exuberance or something else? Evidence from euro area countries 0 0 0 102 6 11 17 260
How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example 0 0 0 156 0 1 6 662
Large-dimensional cointegrated threshold factor models: The Global Term Structure of Interest Rates 8 17 17 17 5 9 9 9
Market integration and the persistence of electricity prices 0 0 0 33 3 8 12 66
Measuring wage inequality under right censoring 0 0 0 13 1 5 7 48
Measuring wage inequality under right censoring 0 0 0 14 4 8 14 57
Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns 0 0 0 196 6 10 13 459
Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume 0 0 0 1 2 6 6 20
Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume 0 0 0 32 1 22 23 85
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 5 571
On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend 0 0 0 24 4 7 7 131
On Tests for Double Differencing: Some Extensions and the Role of Initial Values 0 0 0 66 1 4 7 336
On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles 0 0 1 78 6 12 17 156
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 1 4 10 499
Persistence in the Banking Industry: Fractional integration and breaks in memory 0 0 2 43 1 4 11 147
Predictive Quantile Regressions with Persistent and Heteroskedastic Predictors: A Powerful 2SLS Testing Approach 0 0 7 37 0 6 25 57
Properties of Recursive Trend-Adjusted Unit Root Tests 0 0 0 82 0 3 5 236
Quantile regression for long memory testing: A case of realized volatility 0 0 1 101 2 8 13 268
Residual-augmented IVX predictive regression 0 0 0 48 10 10 18 157
Saving for sunny days: The impact of climate (change) on consumer prices in the euro area 0 1 4 18 1 8 26 44
Seasonal Nonstationarity and Near-Nonstationarity 0 0 0 312 0 3 7 1,230
Seasonal Unit Root Tests under Structural Breaks 0 0 0 2 0 2 6 15
Seasonal Unit Root Tests under Structural Breaks 0 0 0 0 1 5 8 13
Seasonal unit root tests under structural breaks 0 0 0 0 4 7 7 13
Semi-Parametric Seasonal Unit Root Tests 0 0 0 17 1 9 13 63
Semi-Parametric Seasonal Unit Root Tests 0 0 0 42 1 8 10 72
Socio-economic sensitivity to weather extremes: A scoping review of European research 3 6 6 6 5 11 11 11
Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics 0 0 0 31 0 7 8 119
Survival of the fittest: Tourism Exposure and Firm Survival 0 0 1 27 5 8 18 71
Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics 0 0 2 68 2 6 14 43
Temporal Aggregation of Seasonally Near-Integrated Processes 0 0 1 44 4 10 15 87
Temporal aggregation of seasonally near-integrated processes 0 0 0 6 2 7 8 31
Testing for Episodic Predictability in Stock Returns 0 0 0 55 5 18 21 121
Testing for Episodic Predictability in Stock Returns 0 0 0 28 2 13 14 122
Testing for Multiple Structural Breaks in Multivariate Long Memory Regression Models 0 0 14 14 7 18 60 60
Testing for Multiple Structural Breaks in Multivariate Long Memory Regression Models 0 1 1 1 3 17 24 25
Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates 0 0 0 92 1 3 9 248
Testing for breaks in the cointegrating relationship: On the stability of government bond markets' equilibrium 0 0 0 28 5 9 12 63
Testing for breaks in the cointegrating relationship: On the stability of government bond markets’ equilibrium 0 0 0 9 1 2 2 34
Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility 0 1 1 34 1 5 9 64
Tests of no cross-sectional error dependence in panel quantile regressions 0 1 5 18 4 13 28 51
The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance 0 0 0 56 2 9 13 229
The Flexible Fourier Form and Local GLS De-trended Unit Root Tests 0 0 0 76 0 3 6 344
The Impact of Persistent Cycles on Zero Frequency Unit Root Tests 0 0 0 71 1 4 9 144
The Persistence of Wages 0 0 1 21 2 5 15 52
The Regional Economic Impact of Weather Shocks: Evidence from Portugal 1 2 2 2 2 5 5 5
The expected time to cross a threshold and its determinants: A simple and flexible framework 0 0 0 7 7 12 13 36
The persistence of wages 0 0 0 48 1 5 9 80
Transformed Regression-based Long-Horizon Predictability Tests 0 0 0 47 1 9 14 65
Unit Root Tests and Heavy-Tailed Innovations 0 0 0 61 2 10 16 95
Total Working Papers 16 33 84 4,342 174 583 953 14,307
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 26 0 3 11 98
A Reappraisal of Eurozone Countries Output Differentials 0 0 0 0 4 8 11 11
A Re‐Examination of Inflation Persistence Dynamics in OECD Countries: A New Approach 0 0 0 3 0 4 6 22
A comparison of the cyclical evolution of various geographic areas of reference with Portugal 0 0 0 0 0 3 6 6
A mixed frequency approach to the forecasting of private consumption with ATM/POS data 0 1 3 33 0 4 12 117
A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity 0 0 0 10 1 6 7 46
A note on the application of the DF test to seasonal data 0 0 0 13 0 2 3 42
A sequential approach to testing seasonal unit roots in high frequency data 0 0 0 72 1 6 10 233
ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL 0 0 0 20 0 3 5 64
ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH 0 0 1 90 3 8 13 353
Alternative estimators and unit root tests for seasonal autoregressive processes 0 0 0 50 3 6 15 197
An Application of PAR Models for Tourism Forecasting 0 0 0 0 0 4 5 12
Assessing the Impact of Shocks on International Tourism Demand for Portugal 0 1 1 4 1 6 7 16
Asset Pricing: Theory and Empirical Evidence 0 0 0 8 3 4 5 39
CHARACTERIZING ECONOMIC GROWTH PATHS BASED ON NEW STRUCTURAL CHANGE TESTS 0 0 0 14 1 6 12 84
Calendar effects in daily ATM withdrawals 0 0 2 52 3 7 10 185
Correction to: Tests for segmented cointegration: an application to US governments budgets 0 0 0 2 1 7 8 10
Dating and Synchronizing Tourism Growth Cycles 0 0 0 3 0 2 6 25
Determinants of the EONIA Spread and the Financial Crisis 0 0 0 9 1 3 6 66
Determinants of the EONIA spread and the financial turmoil of 2007-2009 0 0 0 0 0 4 6 6
EC2 CONFERENCE ON ADVANCES IN ECONOMETRIC TIME SERIES ANALYSIS 0 0 0 6 1 3 4 36
Early Warning Indicators of Banking Crises: Exploring new Data and Tools 0 1 1 1 1 4 6 6
Editors’ note 0 0 0 5 3 7 9 33
Editors’ note 0 0 0 0 0 3 4 4
Efficient tests of the seasonal unit root hypothesis 0 0 0 65 2 3 4 158
Evaluating retail banking service quality and convenience with MCDA techniques: a case study at the bank branch level 0 0 2 5 2 3 6 44
Events that marked tourism in Portugal 0 0 0 33 2 6 10 150
Extensions to IVX methods of inference for return predictability 0 0 0 0 1 6 10 14
F versus t tests for unit roots: a comment 0 0 0 13 2 5 5 36
First passage times in portfolio optimization: A novel nonparametric approach 0 0 0 3 0 8 10 23
Forecasting banking crises with dynamic panel probit models 5 6 9 41 10 23 30 169
Forgetting approaches to improve forecasting 6 6 9 24 19 23 31 77
House price forecasting and uncertainty: Examining Portugal and Spain 0 0 0 0 1 5 7 7
House prices in Portugal - what happened since the crisis? 0 0 0 0 2 3 6 6
Housing markets in Portugal and Spain: Fundamentals, overvaluation and shocks 2 2 3 3 2 11 16 17
How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example 0 0 0 4 1 2 3 57
Knowledge Production in European Regions: The Impact of Regional Strategies and Regionalization on Innovation 0 0 0 14 1 6 6 59
Market integration and the persistence of electricity prices 1 1 1 3 2 10 17 45
Measuring wage inequality under right censoring 0 0 1 5 2 8 10 17
Modeling and forecasting interval time series with threshold models 0 0 0 24 1 5 9 122
Modelling and Forecasting the UK Tourism Growth Cycle in Algarve 0 0 0 1 5 11 14 22
Monitoring tourism flows and destination management: Empirical evidence for Portugal 0 0 0 6 1 4 9 65
Multivariate Volatility Models 0 0 0 4 4 8 9 23
Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume 0 0 0 7 3 14 18 48
NEAR SEASONAL INTEGRATION 0 0 0 18 1 8 8 55
ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES 0 0 0 34 0 3 6 201
On LM type tests for seasonal unit roots in quarterly data 0 0 0 63 1 5 8 345
On LM‐type tests for seasonal unit roots in the presence of a break in trend 0 0 0 0 1 6 7 71
On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles 0 0 0 12 2 6 9 81
Opportunities, Emerging Features, and Trends in Electronic Distribution in Tourism 0 0 0 15 1 2 2 40
Performance of seasonal unit root tests for monthly data 0 1 2 347 3 8 12 821
Persistence Change in Tourism Data 0 2 2 2 0 3 6 10
Persistence in the banking industry: Fractional integration and breaks in memory 0 0 0 7 1 6 12 61
Persistence of travel and leisure sector equity indices 0 0 0 11 1 11 21 82
Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach 0 1 1 1 5 15 18 18
Properties of recursive trend-adjusted unit root tests 0 1 1 25 3 9 11 104
Quantile Regression for Long Memory Testing: A Case of Realized Volatility 0 0 0 9 0 6 9 56
Recursive adjustment, unit root tests and structural breaks 0 0 1 21 0 8 10 80
Regional tourism development: culture, nature, life cycle and attractiveness 0 0 0 1 2 9 12 15
Research Note: The Importance of Online Tourism Demand 0 0 1 10 0 8 11 28
Residual-augmented IVX predictive regression 0 0 1 4 1 5 8 23
Robust Econometric Methods for Modelling Economic and Financial Variables 0 0 0 14 1 4 5 34
SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS 0 0 0 4 4 10 11 34
Seasonal Unit Root Tests Under Structural Breaks 0 0 0 82 2 3 5 269
Special issue on advanced methods to measure tourism impacts. Editors’ introduction 0 0 0 4 0 5 7 20
Special issue: 20th anniversary of the Portuguese Economic Journal. Editors’ introduction 0 0 0 1 0 2 3 8
Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics 0 0 0 9 0 6 7 41
Survival of the fittest: tourism exposure and firm survival 0 0 0 0 4 10 13 16
TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN 0 0 0 29 1 5 6 86
THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS 0 0 1 17 0 2 6 80
Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics 0 0 1 4 2 4 15 33
Temporal Aggregation of Seasonally Near‐Integrated Processes 0 0 1 7 1 3 4 17
Territory and Sustainable Tourism Development: a Space-Time Analysis on European Regions 0 0 0 3 2 3 11 42
Testing for causality in variance under nonstationarity in variance 0 0 0 15 2 5 6 68
Testing for episodic predictability in stock returns 0 0 0 5 4 12 15 42
Testing for persistence change in fractionally integrated models: An application to world inflation rates 0 0 0 16 1 5 8 90
Tests for segmented cointegration: an application to US governments budgets 1 1 1 5 3 8 13 24
The Dynamics and Contrast of House Prices in Portugal and Spain 0 0 0 0 0 3 7 7
The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance 0 0 0 0 5 8 9 80
The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests-super- 0 2 6 25 1 5 18 87
The behaviour of seasonal unit root tests under neglected local drifts 0 0 0 5 0 1 3 29
The expected time to cross a threshold and its determinants: a simple and flexible framework 0 0 0 5 2 8 10 33
The performance of unit root tests under level-dependent heteroskedasticity 0 0 1 32 2 5 7 115
The persistence of wages 0 1 3 17 1 5 9 41
The stability of government bond markets’ equilibrium and the interdependence of lending rates 0 0 0 0 2 8 11 13
The world tourism exports cycle 0 0 0 0 0 3 4 4
Threshold Cointegration and the PPP Hypothesis 1 1 1 208 3 6 7 551
Threshold effects in credit risk and stress scenarios 0 0 0 0 1 1 1 69
Tourism growth and regional resilience 0 0 3 10 0 9 16 48
Tourist Spending Dynamics in the Algarve: A Cross-Sectional Analysis 0 0 0 1 2 7 11 16
Transformed regression-based long-horizon predictability tests 0 0 0 1 1 4 8 14
Unit Root Tests and Heavy-Tailed Innovations 0 0 0 11 0 5 8 44
Volatility and Seasonality of Tourism Demand in Portugal 0 0 0 0 0 0 3 3
What causes economic growth in Portugal: exports or inward FDI? 0 1 4 88 2 11 23 398
Total Journal Articles 16 29 66 1,874 161 571 877 7,417
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 3 9 829 5 11 24 3,900
Total Chapters 1 3 9 829 5 11 24 3,900

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