Access Statistics for Carlos Santos

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	3	4	5	160
AUTOMATIC TESTS for SUPER EXOGENEITY	0	0	0	168	2	4	4	351
An Automatic Test of Super Exogeneity	0	0	1	258	4	5	7	845
Assessing French Inflation Persistence with Impulse Saturation Break Tests and Automatic General-to-Specific Modelling	0	0	0	107	3	4	4	385
Discriminating mean and variance shifts	0	0	0	79	1	2	4	296
Looking for a break in Spanish Inflation Data in the early eighties and assessing persistence	0	0	0	97	3	3	4	366
Regression Models with Data-based Indicator Variables	0	0	0	78	2	8	10	247
Regression Models with Data-based Indicator Variables	0	0	0	211	1	5	8	794
Selecting a Regression Saturated by Indicators	0	0	0	44	6	11	12	210
Selecting a Regression Saturated by Indicators	0	0	1	186	1	6	10	617
Selection on the basis of prior testing	0	0	0	24	2	4	6	134
The Budgeting of Portuguese Public Museums: a dynamic panel data analysis	0	0	0	78	2	3	6	263
The Euro Sovereign Debt Crisis, Determinants of Default Probabilities and Implied Ratings in the CDS Market: An Econometric Analysis	0	0	0	388	3	5	7	1,535
The euro sovereign debt crisis, determinants of default probabilities and implied ratings in the CDS market: an econometric analysis	0	0	0	80	2	3	3	289
Total Working Papers	0	0	2	1,831	35	67	90	6,492

Journal Article	File Downloads				Abstract Views
Journal Article	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	2	2	4	81
Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling	0	0	0	10	8	10	14	124
Assessing school efficiency in Portugal using FDH and bootstrapping	0	0	0	132	3	3	3	390
Automatic selection of indicators in a fully saturated regression	0	1	1	49	5	10	13	193
Automatic selection of indicators in a fully saturated regression	0	0	0	107	5	8	9	363
Impulse saturation break tests	0	0	0	58	2	3	3	192
Looking for a change point in French monetary policy in the early eighties	0	0	0	18	3	4	4	86
MODELLING THE GERMAN YIELD CURVE AND TESTING THE LUCAS CRITIQUE, 1975-2001	0	0	0	112	4	8	11	693
Regression Models with Data‐based Indicator Variables	0	0	0	102	4	5	7	730
Saturation in Autoregressive Models	0	0	1	79	2	3	4	198
Total Journal Articles	0	1	2	684	38	56	72	3,050

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12