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 0 0 155
AUTOMATIC TESTS for SUPER EXOGENEITY 0 0 0 168 0 0 0 347
An Automatic Test of Super Exogeneity 0 0 3 258 0 0 3 839
Assessing French Inflation Persistence with Impulse Saturation Break Tests and Automatic General-to-Specific Modelling 0 0 0 107 0 0 0 381
Discriminating mean and variance shifts 0 0 0 79 0 0 1 292
Looking for a break in Spanish Inflation Data in the early eighties and assessing persistence 0 0 0 97 0 0 0 362
Regression Models with Data-based Indicator Variables 0 0 0 78 1 1 3 239
Regression Models with Data-based Indicator Variables 0 0 0 211 1 1 3 789
Selecting a Regression Saturated by Indicators 1 1 1 186 1 1 2 609
Selecting a Regression Saturated by Indicators 0 0 0 44 0 0 0 198
Selection on the basis of prior testing 0 0 0 24 0 1 2 130
The Budgeting of Portuguese Public Museums: a dynamic panel data analysis 0 0 0 78 0 0 2 257
The Euro Sovereign Debt Crisis, Determinants of Default Probabilities and Implied Ratings in the CDS Market: An Econometric Analysis 0 0 1 388 0 0 5 1,529
The euro sovereign debt crisis, determinants of default probabilities and implied ratings in the CDS market: an econometric analysis 0 0 0 80 0 0 0 286
Total Working Papers 1 1 5 1,831 3 4 21 6,413

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 0 2 78
Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling 0 0 0 10 2 2 3 112
Assessing school efficiency in Portugal using FDH and bootstrapping 0 0 2 132 0 0 3 387
Automatic selection of indicators in a fully saturated regression 0 0 2 107 1 1 9 355
Automatic selection of indicators in a fully saturated regression 0 0 1 48 1 1 5 182
Impulse saturation break tests 0 0 0 58 0 0 0 189
Looking for a change point in French monetary policy in the early eighties 0 0 0 18 0 0 0 82
MODELLING THE GERMAN YIELD CURVE AND TESTING THE LUCAS CRITIQUE, 1975-2001 0 0 0 112 1 1 4 684
Regression Models with Data‐based Indicator Variables 0 0 1 102 0 0 2 724
Saturation in Autoregressive Models 0 0 1 78 0 0 1 194
Total Journal Articles 0 0 7 682 5 5 29 2,987

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Statistics updated 2025-08-05