Paulo M. M. Rodrigues

Names

Identifer

Contact

Affiliations

• Universidade Nova de Lisboa / School of Business and Economics (weight: 50%)
  • EDIRC entry
  • location:
• Banco de Portugal (weight: 50%)
  • EDIRC entry
  • location:

Research profile

author of:

• Measuring wage inequality under right censoring (RePEc:arx:papers:2004.12856)
  by Jo~ao Nicolau & Pedro Raposo & Paulo M. M. Rodrigues
• Saving for sunny days: The impact of climate (change) on consumer prices in the euro area (RePEc:arx:papers:2401.03740)
  by Paulo M. M. Rodrigues & Mirjam Salish & Nazarii Salish
• A simple but powerful tail index regression (RePEc:arx:papers:2409.13531)
  by Jo~ao Nicolau & Paulo M. M. Rodrigues
• Characterizing Economic Growth Paths Based On New Structural Change Tests (RePEc:bla:ecinqu:v:52:y:2014:i:2:p:845-861)
  by Nuno Sobreira & Luis C. Nunes & Paulo M. M. Rodrigues
• Measuring wage inequality under right censoring (RePEc:bla:ecinqu:v:61:y:2023:i:2:p:377-401)
  by João Nicolau & Pedro Raposo & Paulo M. M. Rodrigues
• Seasonal Unit Root Tests Under Structural Breaks (RePEc:bla:jtsera:v:25:y:2004:i:1:p:33-53)
  by Uwe Hassler & Paulo M. M. Rodrigues
• On LM‐type tests for seasonal unit roots in the presence of a break in trend (RePEc:bla:jtsera:v:32:y:2011:i:2:p:108-134)
  by Luis C. Nunes & Paulo M. M. Rodrigues
• Recursive adjustment, unit root tests and structural breaks (RePEc:bla:jtsera:v:34:y:2013:i:1:p:62-82)
  by Paulo M. M. Rodrigues
• Unit Root Tests and Heavy-Tailed Innovations (RePEc:bla:jtsera:v:38:y:2017:i:5:p:733-768)
  by Pierre Perron & Eduardo Zorita & Iliyan Georgiev & Paulo M. M. Rodrigues & A. M. Robert Taylor
• Temporal Aggregation of Seasonally Near‐Integrated Processes (RePEc:bla:jtsera:v:40:y:2019:i:6:p:872-886)
  by Tomás del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor
• Determinants of the EONIA Spread and the Financial Crisis (RePEc:bla:manchs:v:81:y:2013:i::p:82-110)
  by Carla Soares & Paulo M. M. Rodrigues
• The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance (RePEc:bla:obuest:v:73:y:2011:i:4:p:449-468)
  by Paulo M. M. Rodrigues & Antonio Rubia
• The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests-super- (RePEc:bla:obuest:v:74:y:2012:i:5:p:736-759)
  by Paulo M. M. Rodrigues & A. M. Robert Taylor
• On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles (RePEc:bla:obuest:v:77:y:2015:i:4:p:495-511)
  by Tomás Del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor
• A Re‐Examination of Inflation Persistence Dynamics in OECD Countries: A New Approach (RePEc:bla:obuest:v:83:y:2021:i:4:p:935-959)
  by Gabriel Zsurkis & JoÃo Nicolau & Paulo M. M. Rodrigues
• On Tests for Double Differencing: Some Extensions and the Role of Initial Values (RePEc:cea:doctra:e2003_23)
  by Paulo M. M. Rodrigues & A. M. Robert Taylor
• On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles (RePEc:cfe:wpcefa:2013_11)
  by Paulo Manuel Marques Rodrigues
• Unknown item RePEc:cfe:wpcefa:2016_04 (paper)
• Seasonal Nonstationarity and Near-Nonstationarity (RePEc:cir:cirwor:99s-05)
  by Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues
• Near Seasonal Integration (RePEc:cup:etheor:v:17:y:2001:i:01:p:70-86_17)
  by Rodrigues, Paulo M.M.
• On Tests For Double Differencing: Methods Of Demeaning And Detrending And The Role Of Initial Values (RePEc:cup:etheor:v:20:y:2004:i:01:p:95-115_20)
  by Rodrigues, Paulo M.M. & Taylor, A.M. Robert
• Asymptotic Distributions For Regression-Based Seasonal Unit Root Test Statistics In A Near-Integrated Model (RePEc:cup:etheor:v:20:y:2004:i:04:p:645-670_20)
  by Rodrigues, Paulo M.M. & Taylor, A.M. Robert
• Testing For General Fractional Integration In The Time Domain (RePEc:cup:etheor:v:25:y:2009:i:06:p:1793-1828_99)
  by Hassler, Uwe & Rodrigues, Paulo M.M. & Rubia, Antonio
• The Impact Of Persistent Cycles On Zero Frequency Unit Root Tests (RePEc:cup:etheor:v:29:y:2013:i:06:p:1289-1313_00)
  by Castro, Tomás del Barrio & Rodrigues, Paulo M.M. & Taylor, A.M. Robert
• Semi-Parametric Seasonal Unit Root Tests (RePEc:cup:etheor:v:34:y:2018:i:02:p:447-476_00)
  by del Barrio Castro, Tomás & Rodrigues, Paulo M.M. & Robert Taylor, A.M.
• Seasonal unit root tests under structural breaks (RePEc:dar:wpaper:18290)
  by Hassler, Uwe & Rodrigues, Paulo M. M.
• Seasonal Unit Root Tests under Structural Breaks (RePEc:dar:wpaper:37696)
  by Hassler, Uwe & Rodrigues, Paulo M. M.
• Seasonal Unit Root Tests under Structural Breaks (RePEc:dar:wpaper:77565)
  by Hassler, Uwe & Rodrigues, Paulo M. M.
• F versus t tests for unit roots: a comment (RePEc:ebl:ecbull:eb-04c40002)
  by Paulo M. M. Rodrigues & Andrew Tremayne
• Multivariate Volatility Models (RePEc:ebl:ecbull:eb-07cc0014)
  by Paulo Rodrigues
• Ec2 Conference On Advances In Econometric Time Series Analysis (RePEc:ebl:ecbull:eb-07cc0015)
  by Paulo Rodrigues & Paulo Rodrigues
• Asset Pricing: Theory and Empirical Evidence (RePEc:ebl:ecbull:eb-07cc0019)
  by Paulo Rodrigues
• Calendar effects in daily ATM withdrawals (RePEc:ebl:ecbull:eb-10-00545)
  by Paulo Rodrigues & Paulo Esteves
• Robust Econometric Methods for Modelling Economic and Financial Variables (RePEc:ebl:ecbull:eb-12-00430)
  by Paulo Rodrigues & Paulo Rodrigues
• On LM type tests for seasonal unit roots in quarterly data (RePEc:ect:emjrnl:v:5:y:2002:i:1:p:176-195)
  by Paulo M. M. Rodrigues
• Testing for persistence change in fractionally integrated models: An application to world inflation rates (RePEc:eee:csdana:v:76:y:2014:i:c:p:502-522)
  by Martins, Luis F. & Rodrigues, Paulo M.M.
• The expected time to cross a threshold and its determinants: a simple and flexible framework (RePEc:eee:dyncon:v:122:y:2021:i:c:s0165188920302153)
  by Zsurkis, Gabriel & Nicolau, João & Rodrigues, Paulo M. M
• Forecasting Seasonal Time Series (RePEc:eee:ecofch:1-13)
  by Ghysels, Eric & Osborn, Denise R. & Rodrigues, Paulo M.M.
• The performance of unit root tests under level-dependent heteroskedasticity (RePEc:eee:ecolet:v:89:y:2005:i:3:p:262-268)
  by Rodrigues, Paulo M.M. & Rubia, Antonio
• Properties of recursive trend-adjusted unit root tests (RePEc:eee:ecolet:v:91:y:2006:i:3:p:413-419)
  by Rodrigues, Paulo M.M.
• Testing for causality in variance under nonstationarity in variance (RePEc:eee:ecolet:v:97:y:2007:i:2:p:133-137)
  by Rodrigues, Paulo M.M. & Rubia, Antonio
• Alternative estimators and unit root tests for seasonal autoregressive processes (RePEc:eee:econom:v:120:y:2004:i:1:p:35-73)
  by Rodrigues, Paulo M. M. & Taylor, A. M. Robert
• Efficient tests of the seasonal unit root hypothesis (RePEc:eee:econom:v:141:y:2007:i:2:p:548-573)
  by Rodrigues, Paulo M.M. & Taylor, A.M. Robert
• Testing for episodic predictability in stock returns (RePEc:eee:econom:v:227:y:2022:i:1:p:85-113)
  by Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo M.M. & Taylor, A.M. Robert
• Residual-augmented IVX predictive regression (RePEc:eee:econom:v:227:y:2022:i:2:p:429-460)
  by Demetrescu, Matei & Rodrigues, Paulo M.M.
• The persistence of wages (RePEc:eee:econom:v:233:y:2023:i:2:p:596-611)
  by Carneiro, Anabela & Portugal, Pedro & Raposo, Pedro & Rodrigues, Paulo M.M.
• Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics (RePEc:eee:econom:v:235:y:2023:i:2:p:2266-2284)
  by Nicolau, João & Rodrigues, Paulo M.M. & Stoykov, Marian Z.
• Extensions to IVX methods of inference for return predictability (RePEc:eee:econom:v:237:y:2023:i:2:s0304407622000586)
  by Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo M.M. & Taylor, A.M. Robert
• Transformed regression-based long-horizon predictability tests (RePEc:eee:econom:v:237:y:2023:i:2:s0304407622001294)
  by Demetrescu, Matei & Rodrigues, Paulo M.M. & Taylor, A.M. Robert
• First passage times in portfolio optimization: A novel nonparametric approach (RePEc:eee:ejores:v:312:y:2024:i:3:p:1074-1085)
  by Zsurkis, Gabriel & Nicolau, João & Rodrigues, Paulo M.M.
• Persistence in the banking industry: Fractional integration and breaks in memory (RePEc:eee:empfin:v:29:y:2014:i:c:p:95-112)
  by Hassler, Uwe & Rodrigues, Paulo M.M. & Rubia, Antonio
• A mixed frequency approach to the forecasting of private consumption with ATM/POS data (RePEc:eee:intfor:v:33:y:2017:i:1:p:61-75)
  by Duarte, Cláudia & Rodrigues, Paulo M.M. & Rua, António
• Forecasting banking crises with dynamic panel probit models (RePEc:eee:intfor:v:34:y:2018:i:2:p:249-275)
  by Antunes, António & Bonfim, Diana & Monteiro, Nuno & Rodrigues, Paulo M.M.
• A note on the application of the DF test to seasonal data (RePEc:eee:stapro:v:47:y:2000:i:2:p:171-175)
  by Rodrigues, Paulo M. M.
• Monitoring tourism flows and destination management: Empirical evidence for Portugal (RePEc:eee:touman:v:56:y:2016:i:c:p:1-7)
  by Andraz, Jorge M. & Rodrigues, Paulo M.M.
• Unknown item RePEc:eme:jespps:01443581011061276 (article)
• What causes economic growth in Portugal: exports or inward FDI? (RePEc:eme:jespps:v:37:y:2010:i:3:p:267-287)
  by Jorge M. Andraz & Paulo M.M. Rodrigues
• A sequential approach to testing seasonal unit roots in high frequency data (RePEc:ems:eureir:1714)
  by Rodrigues, P.M.M. & Franses, Ph.H.B.F.
• Semi-Parametric Seasonal Unit Root Tests (RePEc:esy:uefcwp:16807)
  by Del Barrio Castro, T & Rodrigues, PMM & Taylor, AMR
• Unit Root Tests and Heavy-Tailed Innovations (RePEc:esy:uefcwp:18832)
  by Georgiev, I & Rodrigues, PMM & Taylor, AMR
• Temporal aggregation of seasonally near-integrated processes (RePEc:esy:uefcwp:23878)
  by del Barrio Castro, Tomás & Rodrigues, Paulo MM & Taylor, AM Robert
• Testing for Episodic Predictability in Stock Returns (RePEc:esy:uefcwp:24137)
  by Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo MM & Taylor, AM Robert
• Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume (RePEc:esy:uefcwp:29777)
  by Balboa, Marina & Rodrigues, Paulo MM & Rubia, Antonio & Taylor, AM Robert
• Extensions to IVX Methods of Inference for Return Predictability (RePEc:esy:uefcwp:29779)
  by Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo MM & Taylor, AM Robert
• Transformed Regression-based Long-Horizon Predictability Tests (RePEc:esy:uefcwp:30620)
  by Demetrescu, Matei & Rodrigues, Paulo MM & Taylor, AM Robert
• Predictive Quantile Regressions with Persistent and Heteroskedastic Predictors: A Powerful 2SLS Testing Approach (RePEc:esy:uefcwp:37486)
  by Demetrescu, Matei & Rodrigues, Paulo MM & Taylor, AM Robert
• Efficient Tests of the Seasonal Unit Root Hypothesis (RePEc:eui:euiwps:eco2004/29)
  by Paulo M.M. Rodrigues & A.M. Robert Taylor
• Properties of Recursive Trend-Adjusted Unit Root Tests (RePEc:eui:euiwps:eco2004/31)
  by Paulo M. M. Rodrigues
• Testing for breaks in the cointegrating relationship: On the stability of government bond markets' equilibrium (RePEc:han:dpaper:dp-656)
  by Rodrigues, Paulo M.M. & Sibbertsen, Philipp & Voges, Michelle
• Opportunities, Emerging Features, and Trends in Electronic Distribution in Tourism (RePEc:igg:jissc0:v:6:y:2015:i:4:p:17-32)
  by Célia M. Q. Ramos & Paulo M. M. Rodrigues & João M. F. Rodrigues
• On The Small Sample Properties Of Dickey Fuller And Maximum Likelihood Unit Root Tests On Discrete-Sampled Short-Term Interest Rates (RePEc:ivi:wpasad:2004-11)
  by Paulo M.M. Rodrigues & Antonio Rubia
• The Persistence of Wages (RePEc:iza:izadps:dp14798)
  by Carneiro, Anabela & Portugal, Pedro & Raposo, Pedro & Rodrigues, Paulo M. M.
• Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics (RePEc:kap:apfinm:v:28:y:2021:i:3:d:10.1007_s10690-020-09324-2)
  by João Cruz & João Nicolau & Paulo M. M. Rodrigues
• Comparing Seasonal Forecasts of Industrial Production (RePEc:man:cgbcrp:102)
  by Pedro M.D.C.B. Gouveia & Denise R. Osborn & Paulo M.M. Rodrigues
• Efficient Tests of the Seasonal Unit Root Hypothesis (RePEc:not:notecp:06/12)
  by Paulo M.M. Rodrigues & A.M. Robert Taylor
• Quantile Regression for Long Memory Testing: A Case of Realized Volatility (RePEc:oup:jfinec:v:14:y:2016:i:4:p:693-724.)
  by Uwe Hassler & Paulo M.M. Rodrigues & Antonio Rubia
• Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network (RePEc:pra:mprapa:62194)
  by Alessi, Lucia & Antunes, Antonio & Babecky, Jan & Baltussen, Simon & Behn, Markus & Bonfim, Diana & Bush, Oliver & Detken, Carsten & Frost, Jon & Guimaraes, Rodrigo & Havranek, Tomas & Joy, Mark & Kau
• Volatilidade e Sazonalidade e a Procura Turística em Portugal (RePEc:ptu:bdpart:a201003)
  by Paulo M.M. Rodrigues & Ana C. M. Daniel
• Os determinantes do diferencial da EONIA e a crise financeira de 2007-2009 (RePEc:ptu:bdpart:a201009)
  by Carla Soares & Paulo M.M. Rodrigues
• A comparação da evolução cíclica de várias zonas geográficas de referência com Portugal (RePEc:ptu:bdpart:a201114)
  by Paulo M.M. Rodrigues & Raul Filipe C. Guerreiro
• O ciclo mundial de exportações de turismo (RePEc:ptu:bdpart:a201309)
  by Paulo M.M. Rodrigues & Pedro M.D.C.B. Gouveia
• Indicadores Avançados de Crises Bancárias: Exploração de Novos Dados e Instrumentos (RePEc:ptu:bdpart:a201404)
  by António R. Antunes & Diana Bonfim & Nuno Monteiro & Paulo M.M. Rodrigues
• Dinâmica e contraste dos preços da habitação em Portugal e Espanha (RePEc:ptu:bdpart:a201413)
  by Paulo M.M. Rodrigues & Rita Fradique Lourenço
• Unknown item RePEc:ptu:bdpart:b201003 (article)
• Unknown item RePEc:ptu:bdpart:b201009 (article)
• Unknown item RePEc:ptu:bdpart:b201309 (article)
• Unknown item RePEc:ptu:bdpart:b201404 (article)
• Unknown item RePEc:ptu:bdpart:e201513 (article)
• Unknown item RePEc:ptu:bdpart:e201713 (article)
• Unknown item RePEc:ptu:bdpart:e202014 (article)
• Uma reavaliação dos diferenciais do produto de países da zona Euro (RePEc:ptu:bdpart:r201513)
  by Paulo M.M. Rodrigues & Jorge M. L. G. Andraz
• House prices in Portugal - what happened since the crisis? (RePEc:ptu:bdpart:r201713)
  by Paulo M.M. Rodrigues & Rita Fradique Lourenço
• A previsão dos preços da habitação e a incerteza: Uma análise para Portugal e Espanha (RePEc:ptu:bdpart:r202014)
  by Paulo M.M. Rodrigues & Rita Fradique Lourenço & Robert Hill
• Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration (RePEc:ptu:wpaper:w200902)
  by João Valle e Azevedo & Paulo M.M. Rodrigues & Antonio Rubia
• The Flexible Fourier Form and Local GLS De-trended Unit Root Tests (RePEc:ptu:wpaper:w200919)
  by Paulo M.M. Rodrigues & A. M. Robert Taylor
• On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend (RePEc:ptu:wpaper:w200920)
  by Paulo M.M. Rodrigues & Luís Catela Nunes
• Adding Value to Bank Branch Performance Evaluation Using Cognitive Maps and MCDA: A Case Study (RePEc:ptu:wpaper:w200923)
  by Paulo M.M. Rodrigues & Fernando A. F. Ferreira
• A Multiple Criteria Framework to Evaluate Bank Branch Potential Attractiveness (RePEc:ptu:wpaper:w201010)
  by Paulo M.M. Rodrigues & Fernando A. F. Ferreira
• The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance (RePEc:ptu:wpaper:w201011)
  by Paulo M.M. Rodrigues & Antonio Rubia
• Calendar Effects in Daily ATM Withdrawals (RePEc:ptu:wpaper:w201012)
  by Paulo Esteves & Paulo M.M. Rodrigues
• Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates (RePEc:ptu:wpaper:w201030)
  by Paulo M.M. Rodrigues & Luis F. Martins
• Determinants of the EONIA spread and the financial crisis (RePEc:ptu:wpaper:w201112)
  by Carla Soares & Paulo M.M. Rodrigues
• The Impact of Persistent Cycles on Zero Frequency Unit Root Tests (RePEc:ptu:wpaper:w201124)
  by Paulo M.M. Rodrigues & Tomás del Barrio Castro
• A Class of Robust Tests in Augmented Predictive Regressions (RePEc:ptu:wpaper:w201126)
  by Paulo M.M. Rodrigues & Antonio Rubia
• Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns (RePEc:ptu:wpaper:w201128)
  by Paulo M.M. Rodrigues & Nazarii Salish
• Evaluating retail banking quality service and convenience with MCDA techniques: a case study at the bank branch level (RePEc:ptu:wpaper:w201131)
  by Paulo M.M. Rodrigues & Fernando A. F. Ferreira
• Quantile regression for long memory testing: A case of realized volatility (RePEc:ptu:wpaper:w201207)
  by Paulo M.M. Rodrigues & Uwe Hassler
• How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example (RePEc:ptu:wpaper:w201213)
  by Paulo M.M. Rodrigues & Fernando A. F. Ferreira
• Characterizing economic growth paths based on new structural change tests (RePEc:ptu:wpaper:w201313)
  by Paulo M.M. Rodrigues & Nuno Sobreira
• Persistence in the Banking Industry: Fractional integration and breaks in memory (RePEc:ptu:wpaper:w201406)
  by Paulo M.M. Rodrigues & Uwe Hassler
• A New Regression-Based Tail Index Estimator: An Application to Exchange Rates (RePEc:ptu:wpaper:w201514)
  by Paulo M.M. Rodrigues & João Nicolau
• House prices: bubbles, exuberance or something else? Evidence from euro area countries (RePEc:ptu:wpaper:w201517)
  by Paulo M.M. Rodrigues & Rita Fradique Lourenço
• A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data (RePEc:ptu:wpaper:w201601)
  by Cláudia Duarte
• Residual-augmented IVX predictive regression (RePEc:ptu:wpaper:w201605)
  by Paulo M.M. Rodrigues & Matei Demetrescu
• Market integration and the persistence of electricity prices (RePEc:ptu:wpaper:w201609)
  by António Rua & Paulo M.M. Rodrigues & João Pedro Pereira
• Forecasting banking crises with dynamic panel probit models (RePEc:ptu:wpaper:w201613)
  by António R. Antunes & Diana Bonfim & Nuno Monteiro & Paulo M.M. Rodrigues
• Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics (RePEc:ptu:wpaper:w201814)
  by Paulo M.M. Rodrigues & João Cruz
• Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility (RePEc:ptu:wpaper:w201817)
  by Paulo M.M. Rodrigues & Matei Demetrescu
• Testing for Episodic Predictability in Stock Returns (RePEc:ptu:wpaper:w201906)
  by Paulo M.M. Rodrigues & Matei Demetrescu
• A reexamination of inflation persistence dynamics in OECD countries: A new approach (RePEc:ptu:wpaper:w201909)
  by Paulo M.M. Rodrigues & Gabriel Zsurkis
• Testing for breaks in the cointegrating relationship: On the stability of government bond markets’ equilibrium (RePEc:ptu:wpaper:w201912)
  by Paulo M.M. Rodrigues & Philipp Sibbertsen
• The expected time to cross a threshold and its determinants: A simple and flexible framework (RePEc:ptu:wpaper:w202006)
  by Paulo M.M. Rodrigues & Gabriel Zsurkis
• Measuring wage inequality under right censoring (RePEc:ptu:wpaper:w202008)
  by Paulo M.M. Rodrigues & João Nicolau
• Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume (RePEc:ptu:wpaper:w202102)
  by Paulo M.M. Rodrigues & Marina Balboa
• Extensions to IVX methods of inference for return predictability (RePEc:ptu:wpaper:w202104)
  by Paulo M.M. Rodrigues & Matei Demetrescu
• The persistence of wages (RePEc:ptu:wpaper:w202112)
  by Paulo M.M. Rodrigues & Pedro Portugal & Anabela Carneiro
• Survival of the fittest: Tourism Exposure and Firm Survival (RePEc:ptu:wpaper:w202206)
  by Hugo Reis & Paulo M.M. Rodrigues & Filipe B. Caires
• Forgetting Approaches to Improve Forecasting (RePEc:ptu:wpaper:w202208)
  by Paulo M.M. Rodrigues & Robert Hill
• Cross-Sectional Error Dependence in Panel Quantile Regressions (RePEc:ptu:wpaper:w202213)
  by Paulo M.M. Rodrigues & Matei Demetrescu
• Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics (RePEc:ptu:wpaper:w202306)
  by Paulo M.M. Rodrigues & João Nicolau
• First passage times in portfolio optimization: a novel nonparametric approach (RePEc:ptu:wpaper:w202309)
  by Paulo M.M. Rodrigues & Gabriel Zsurkis
• An Application of PAR Models for Tourism Forecasting (RePEc:sae:toueco:v:10:y:2004:i:3:p:281-303)
  by Paulo M.M. Rodrigues & Pedro M.D.C.B. Gouveia
• Dating and Synchronizing Tourism Growth Cycles (RePEc:sae:toueco:v:11:y:2005:i:4:p:501-515)
  by Pedro M.D.C.B. Gouveia & Paulo M.M. Rodrigues
• Modelling and Forecasting the UK Tourism Growth Cycle in Algarve (RePEc:sae:toueco:v:15:y:2009:i:2:p:323-338)
  by Jorge L.M. Andraz & Pedro M.D.C.B. Gouveia & Paulo M.M. Rodrigues
• Persistence Change in Tourism Data (RePEc:sae:toueco:v:16:y:2010:i:2:p:303-319)
  by Jorge M.L.G. Andraz & Paulo M.M. Rodrigues
• Assessing the Impact of Shocks on International Tourism Demand for Portugal (RePEc:sae:toueco:v:18:y:2012:i:3:p:617-634)
  by Ana C.M. Daniel & Paulo M.M. Rodrigues
• Research Note: The Importance of Online Tourism Demand (RePEc:sae:toueco:v:19:y:2013:i:6:p:1443-1447)
  by Célia M.Q. Ramos & Paulo M.M. Rodrigues
• Tourist Spending Dynamics in the Algarve: A Cross-Sectional Analysis (RePEc:sae:toueco:v:21:y:2015:i:3:p:475-500)
  by Jaime Serra & Antónia Correia & Paulo M.M. Rodrigues
• Tourism growth and regional resilience (RePEc:sae:toueco:v:22:y:2016:i:4:p:699-714)
  by João Romão & João Guerreiro & Paulo M. M. Rodrigues
• Modeling and forecasting interval time series with threshold models (RePEc:spr:advdac:v:9:y:2015:i:1:p:41-57)
  by Paulo Rodrigues & Nazarii Salish
• Persistence of travel and leisure sector equity indices (RePEc:spr:empeco:v:54:y:2018:i:4:d:10.1007_s00181-017-1276-8)
  by Jorge M. L. Andraz & Raúl F. C. Guerreiro & Paulo M. M. Rodrigues
• Market integration and the persistence of electricity prices (RePEc:spr:empeco:v:57:y:2019:i:5:d:10.1007_s00181-018-1520-x)
  by João Pedro Pereira & Vasco Pesquita & Paulo M. M. Rodrigues & António Rua
• Tests for segmented cointegration: an application to US governments budgets (RePEc:spr:empeco:v:63:y:2022:i:2:d:10.1007_s00181-021-02156-7)
  by Luis F. Martins & Paulo M. M. Rodrigues
• Correction to: Tests for segmented cointegration: an application to US governments budgets (RePEc:spr:empeco:v:63:y:2022:i:2:d:10.1007_s00181-021-02187-0)
  by Luis F. Martins & Paulo M. M. Rodrigues
• The stability of government bond markets’ equilibrium and the interdependence of lending rates (RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02623-x)
  by Paulo M. M. Rodrigues & Philipp Sibbertsen & Michelle Voges
• The behaviour of seasonal unit root tests under neglected local drifts (RePEc:spr:portec:v:1:y:2002:i:1:d:10.1007_s10258-001-0001-9)
  by Paulo M. M. Rodrigues
• Editors’ note (RePEc:spr:portec:v:18:y:2019:i:1:d:10.1007_s10258-019-00155-2)
  by Luís F. Costa & Paulo M. M. Rodrigues
• Special issue on advanced methods to measure tourism impacts. Editors’ introduction (RePEc:spr:portec:v:19:y:2020:i:3:d:10.1007_s10258-020-00182-4)
  by Antónia Correia & Paulo M. M. Rodrigues & Egon Smeral
• Special issue: 20th anniversary of the Portuguese Economic Journal. Editors’ introduction (RePEc:spr:portec:v:21:y:2022:i:3:d:10.1007_s10258-022-00226-x)
  by Luís F. Costa & Daniel Dias & Steffen Hoernig & Miguel Portela & Paulo Rodrigues
• A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity (RePEc:spr:stpapr:v:49:y:2008:i:3:p:581-593)
  by Paulo Rodrigues & Antonio Rubia
• Events that marked tourism in Portugal (RePEc:taf:apeclt:v:17:y:2010:i:8:p:761-766)
  by Jorge Andraz & Paulo Rodrigues
• Survival of the fittest: tourism exposure and firm survival (RePEc:taf:applec:v:55:y:2023:i:60:p:7150-7177)
  by Filipe B. Caires & Hugo Reis & Paulo M. M. Rodrigues
• Asymptotic Distributions Of Seasonal Unit Root Tests: A Unifying Approach (RePEc:taf:emetrv:v:21:y:2002:i:2:p:221-241)
  by Denise Osborn & Paulo Rodrigues
• Knowledge Production in European Regions: The Impact of Regional Strategies and Regionalization on Innovation (RePEc:taf:eurpls:v:18:y:2010:i:10:p:1731-1748)
  by Hugo Pinto & Paulo M. M. Rodrigues
• Unknown item RePEc:taf:ijspmg:v:16:y:2012:i:3:p:254-276 (article)
• Performance of seasonal unit root tests for monthly data (RePEc:taf:japsta:v:26:y:1999:i:8:p:985-1004)
  by Paulo Rodrigues & Denise Osborn
• Threshold Cointegration and the PPP Hypothesis (RePEc:taf:japsta:v:31:y:2004:i:1:p:115-127)
  by Pedro Gouveia & Paulo Rodrigues
• A sequential approach to testing seasonal unit roots in high frequency data (RePEc:taf:japsta:v:32:y:2005:i:6:p:555-569)
  by Paulo Rodrigues & Philip Hans Franses
• Evaluating retail banking service quality and convenience with MCDA techniques: a case study at the bank branch level (RePEc:taf:jbemgt:v:15:y:2014:i:1:p:1-21)
  by Fernando A. F. Ferreira & Sérgio P. Santos & Paulo M. M. Rodrigues & Ronald W. Spahr
• How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example (RePEc:taf:jbemgt:v:15:y:2014:i:4:p:708-728)
  by Fernando A. F. Ferreira & Sérgio P. Santos & Paulo M. M. Rodrigues & Ronald W. Spahr
• Regional tourism development: culture, nature, life cycle and attractiveness (RePEc:taf:rcitxx:v:16:y:2013:i:6:p:517-534)
  by João Romão & João Guerreiro & Paulo Rodrigues
• A New Regression-Based Tail Index Estimator (RePEc:tpr:restat:v:101:y:2019:i:4:p:667-680)
  by João Nicolau & Paulo M. M. Rodrigues
• Semi-Parametric Seasonal Unit Root Tests (RePEc:ubi:deawps:72)
  by Tomás del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor
• Temporal Aggregation of Seasonally Near-Integrated Processes (RePEc:ubi:deawps:86)
  by Tomás del Barrio Castro & Paulo M.M. Rodrigues & A. M. Robert Taylor
• Territory and Sustainable Tourism Development: a Space-Time Analysis on European Regions (RePEc:wiw:wiwreg:region_4_3_142)
  by João Romão & João Guerreiro & Paulo M. M. Rodrigues
• Threshold effects in credit risk and stress scenarios (RePEc:wly:ijfiec:v:16:y:2011:i:4:p:393-407)
  by Tiago M. T. Nunes & Paulo M. M. Rodrigues
• Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume (RePEc:wly:japmet:v:36:y:2021:i:5:p:544-565)
  by Marina Balboa & Paulo M. M. Rodrigues & Antonio Rubia & A. M. Robert Taylor
• Forgetting approaches to improve forecasting (RePEc:wly:jforec:v:41:y:2022:i:7:p:1356-1371)
  by Robert A. Hill & Paulo M. M. Rodrigues
• On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates (RePEc:wpa:wuwpem:0405004)
  by Paulo M. M. Rodrigues & Antonio Rubia
• Tests of no cross-sectional error dependence in panel quantile regressions (RePEc:zbw:rwirep:1041)
  by Demetrescu, Matei & Hosseinkouchack, Mehdi & Rodrigues, Paulo M. M.