Access Statistics for Carlos Santos

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 note on the Monte Carlo assessment of Impulse Saturation with fat tailed distribution 0 0 0 33 0 3 5 160
AUTOMATIC TESTS for SUPER EXOGENEITY 0 0 0 168 0 2 4 351
An Automatic Test of Super Exogeneity 0 0 0 258 0 6 8 847
Assessing French Inflation Persistence with Impulse Saturation Break Tests and Automatic General-to-Specific Modelling 0 0 0 107 0 3 4 385
Discriminating mean and variance shifts 0 0 0 79 0 1 4 296
Looking for a break in Spanish Inflation Data in the early eighties and assessing persistence 0 0 0 97 1 4 5 367
Regression Models with Data-based Indicator Variables 0 0 0 78 0 2 9 247
Regression Models with Data-based Indicator Variables 0 0 0 211 1 3 8 796
Selecting a Regression Saturated by Indicators 0 0 1 186 1 2 10 618
Selecting a Regression Saturated by Indicators 0 0 0 44 0 6 12 210
Selection on the basis of prior testing 0 0 0 24 0 2 5 134
The Budgeting of Portuguese Public Museums: a dynamic panel data analysis 0 0 0 78 1 3 7 264
The Euro Sovereign Debt Crisis, Determinants of Default Probabilities and Implied Ratings in the CDS Market: An Econometric Analysis 0 0 0 388 2 6 10 1,538
The euro sovereign debt crisis, determinants of default probabilities and implied ratings in the CDS market: an econometric analysis 0 0 0 80 2 4 5 291
Total Working Papers 0 0 1 1,831 8 47 96 6,504

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A pitfall in joint stationarity, weak exogeneity and autoregressive distributed lag models 0 0 0 17 0 2 3 81
Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling 0 0 0 10 0 8 14 124
Assessing school efficiency in Portugal using FDH and bootstrapping 0 0 0 132 0 3 3 390
Automatic selection of indicators in a fully saturated regression 0 0 0 107 0 7 11 365
Automatic selection of indicators in a fully saturated regression 0 0 1 49 1 6 13 194
Impulse saturation break tests 0 0 0 58 3 5 6 195
Looking for a change point in French monetary policy in the early eighties 0 0 0 18 0 3 4 86
MODELLING THE GERMAN YIELD CURVE AND TESTING THE LUCAS CRITIQUE, 1975-2001 0 0 0 112 0 8 14 697
Regression Models with Data‐based Indicator Variables 0 0 0 102 0 5 7 731
Saturation in Autoregressive Models 0 0 1 79 2 5 7 201
Total Journal Articles 0 0 2 684 6 52 82 3,064

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Statistics updated 2026-04-09