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 1 347
An Automatic Test of Super Exogeneity 1 2 4 255 1 2 5 836
Assessing French Inflation Persistence with Impulse Saturation Break Tests and Automatic General-to-Specific Modelling 0 0 0 107 0 0 1 381
Discriminating mean and variance shifts 0 0 0 79 0 0 0 291
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 0 0 1 236
Regression Models with Data-based Indicator Variables 0 0 0 211 0 0 2 786
Selecting a Regression Saturated by Indicators 0 0 0 44 0 1 2 198
Selecting a Regression Saturated by Indicators 0 0 0 185 0 1 2 607
Selection on the basis of prior testing 0 0 0 24 0 0 0 128
The Budgeting of Portuguese Public Museums: a dynamic panel data analysis 0 0 0 78 0 0 1 255
The Euro Sovereign Debt Crisis, Determinants of Default Probabilities and Implied Ratings in the CDS Market: An Econometric Analysis 0 0 0 387 0 0 3 1,524
The euro sovereign debt crisis, determinants of default probabilities and implied ratings in the CDS market: an econometric analysis 0 0 1 80 0 0 1 286
Total Working Papers 1 2 5 1,826 1 4 19 6,392


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 1 1 1 17 1 1 1 76
Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling 0 0 0 10 0 0 0 109
Assessing school efficiency in Portugal using FDH and bootstrapping 0 0 1 130 0 0 11 384
Automatic selection of indicators in a fully saturated regression 0 0 0 47 0 0 0 177
Automatic selection of indicators in a fully saturated regression 0 1 1 105 0 1 2 346
Impulse saturation break tests 0 0 0 58 0 1 1 189
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 0 0 4 680
Regression Models with Data‐based Indicator Variables 0 0 0 101 0 0 0 722
Saturation in Autoregressive Models 0 0 1 77 0 0 1 193
Total Journal Articles 1 2 4 675 1 3 20 2,958


Statistics updated 2024-06-06