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 4 5 160
AUTOMATIC TESTS for SUPER EXOGENEITY 0 0 0 168 0 4 4 351
An Automatic Test of Super Exogeneity 0 0 0 258 2 6 8 847
Assessing French Inflation Persistence with Impulse Saturation Break Tests and Automatic General-to-Specific Modelling 0 0 0 107 0 4 4 385
Discriminating mean and variance shifts 0 0 0 79 0 2 4 296
Looking for a break in Spanish Inflation Data in the early eighties and assessing persistence 0 0 0 97 0 3 4 366
Regression Models with Data-based Indicator Variables 0 0 0 78 0 6 9 247
Regression Models with Data-based Indicator Variables 0 0 0 211 1 5 7 795
Selecting a Regression Saturated by Indicators 0 0 1 186 0 4 9 617
Selecting a Regression Saturated by Indicators 0 0 0 44 0 9 12 210
Selection on the basis of prior testing 0 0 0 24 0 4 5 134
The Budgeting of Portuguese Public Museums: a dynamic panel data analysis 0 0 0 78 0 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 1 6 8 1,536
The euro sovereign debt crisis, determinants of default probabilities and implied ratings in the CDS market: an econometric analysis 0 0 0 80 0 3 3 289
Total Working Papers 0 0 1 1,831 4 63 88 6,496

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 4 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 1 1 49 0 9 12 193
Automatic selection of indicators in a fully saturated regression 0 0 0 107 2 9 11 365
Impulse saturation break tests 0 0 0 58 0 3 3 192
Looking for a change point in French monetary policy in the early eighties 0 0 0 18 0 4 4 86
MODELLING THE GERMAN YIELD CURVE AND TESTING THE LUCAS CRITIQUE, 1975-2001 0 0 0 112 4 11 15 697
Regression Models with Data‐based Indicator Variables 0 0 0 102 1 6 7 731
Saturation in Autoregressive Models 0 0 1 79 1 3 5 199
Total Journal Articles 0 1 2 684 8 58 78 3,058

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Statistics updated 2026-03-04