Paulo M. M. Rodrigues

Names

first:	Paulo
middle:	M. M.
last:	Rodrigues

Contact

email:
homepage:	https://www.bportugal.pt/en/economista/paulo-mm-rodrigues
phone:	+351 21 3130831
postal address:	Banco de Portugal Economic Research Department Av. Almirante Reis, 71-6th floor 1150-012 Lisbon, Portugal

Affiliations

Banco de Portugal (weight: 50%)
- website
- location: Lisboa, Portugal
Universidade Nova de Lisboa → School of Business and Economics (weight: 50%)
- website
- location: Lisboa, Portugal

Research profile

author of:

On Tests for Double Differencing: Some Extensions and the Role of Initial Values
by Paulo M. M. Rodrigues & A. M. Robert Taylor
Seasonal Nonstationarity and Near-Nonstationarity
by Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues
On LM type tests for seasonal unit roots in quarterly data
by Paulo M. M. Rodrigues
Alternative estimators and unit root tests for seasonal autoregressive processes
by Rodrigues, Paulo M. M. & Taylor, A. M. Robert
Threshold Cointegration and the PPP Hypothesis
by Pedro Gouveia & Paulo Rodrigues
Performance of seasonal unit root tests for monthly data
by Paulo Rodrigues & Denise Osborn
ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH
by Denise Osborn & Paulo Rodrigues
On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates
by Paulo M. M. Rodrigues & Antonio Rubia
Properties of Recursive Trend-Adjusted Unit Root Tests
by Paulo M. M. Rodrigues
Efficient Tests of the Seasonal Unit Root Hypothesis
by Paulo M. M. Rodrigues & A. M. Robert Taylor
Seasonal Unit Root Tests Under Structural Breaks*
by Uwe Hassler & Paulo M. M. Rodrigues
The performance of unit root tests under level-dependent heteroskedasticity
by Rodrigues, Paulo M. M. & Rubia, Antonio
A sequential approach to testing seasonal unit roots in high frequency data
by Paulo Rodrigues & Philip Hans Franses
ON THE SMALL SAMPLE PROPERTIES OF DICKEY FULLER AND MAXIMUM LIKELIHOOD UNIT ROOT TESTS ON DISCRETE-SAMPLED SHORT-TERM INTEREST RATES
by Paulo M. M. Rodrigues & Antonio Rubia
Properties of recursive trend-adjusted unit root tests
by Rodrigues, Paulo M. M.
Forecasting Seasonal Time Series
by Ghysels, Eric & Osborn, Denise R. & Rodrigues, Paulo M. M.
edited by
Efficient Tests of the Seasonal Unit Root Hypothesis*
by Paulo M. M. Rodrigues & A. M. Robert Taylor
Testing for causality in variance under nonstationarity in variance
by Rodrigues, Paulo M. M. & Rubia, Antonio
Efficient tests of the seasonal unit root hypothesis
by Rodrigues, Paulo M. M. & Taylor, A. M. Robert
Comparing Seasonal Forecasts of Industrial Production
by Pedro M. D. C. B. Gouveia & Denise R. Osborn & Paulo M. M. Rodrigues
ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL
by Rodrigues, Paulo M. M. & Taylor, A. M. Robert
ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES
by Rodrigues, Paulo M. M. & Taylor, A. M. Robert
NEAR SEASONAL INTEGRATION
by RODRIGUES, PAULO M. M.
A note on the application of the DF test to seasonal data
by Rodrigues, Paulo M. M.
TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN
by Hassler, Uwe & Rodrigues, Paulo M. M. & Rubia, Antonio
A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity
by Paulo Rodrigues & Antonio Rubia
Events that marked tourism in Portugal
by Jorge Andraz & Paulo Rodrigues
What causes economic growth in Portugal: exports or inward FDI?
by Jorge M. Andraz & Paulo M. M. Rodrigues
Calendar effects in daily ATM withdrawals
by Paulo Rodrigues & Paulo Esteves
On LM‐type tests for seasonal unit roots in the presence of a break in trend
by Luis C. Nunes & Paulo M. M. Rodrigues
The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance
by Paulo M. M. Rodrigues & Antonio Rubia
Threshold effects in credit risk and stress scenarios
by Tiago M. T. Nunes & Paulo M. M. Rodrigues
UNIT ROOT AND COINTEGRATION TESTING: GUEST EDITORS' INTRODUCTION
by L. tkepohl, Helmut & Rodrigues, Paulo M. M.
The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests-super-
by Paulo M. M. Rodrigues & A. M. Robert Taylor
A multiple criteria framework to evaluate bank branch potential attractiveness
by Fernando A. F. Ferreira & Ronald W. Spahr & SÃrgio P. Santos & Paulo M. M. Rodrigues
Knowledge Production in European Regions: The Impact of Regional Strategies and Regionalization on Innovation
by Hugo Pinto & Paulo M. M. Rodrigues
Asset Pricing: Theory and Empirical Evidence
by Paulo Rodrigues
Robust Econometric Methods for Modelling Economic and Financial Variables
by Paulo Rodrigues & Paulo Rodrigues
Multivariate Volatility Models
by Paulo Rodrigues
EC2 CONFERENCE ON ADVANCES IN ECONOMETRIC TIME SERIES ANALYSIS
by Paulo Rodrigues & Paulo Rodrigues
F versus t tests for unit roots: a comment
by Paulo M. M. Rodrigues & Andrew Tremayne
Recursive adjustment, unit root tests and structural breaks
by Paulo M. M. Rodrigues
On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles
by Tomás del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor
Determinants of the EONIA Spread and the Financial Crisis
by Carla Soares & Paulo M. M. Rodrigues
THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS
by Castro, Tomás del Barrio & Rodrigues, Paulo M. M. & Taylor, A. M. Robert
A sequential approach to testing seasonal unit roots in high frequency data
by Rodrigues, P. M. M. & Franses, Ph. H. B. F.
Testing for persistence change in fractionally integrated models: An application to world inflation rates
by Martins, Luis F. & Rodrigues, Paulo M. M.
Evaluating retail banking service quality and convenience with MCDA techniques: a case study at the bank branch level
by Fernando A. F. Ferreira & SÃrgio P. Santos & Paulo M. M. Rodrigues & Ronald W. Spahr
CHARACTERIZING ECONOMIC GROWTH PATHS BASED ON NEW STRUCTURAL CHANGE TESTS
by NUNO SOBREIRA & LUIS C. NUNES & PAULO M. M. RODRIGUES
How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example
by Fernando A. F. Ferreira & SÃrgio P. Santos & Paulo M. M. Rodrigues & Ronald W. Spahr
Persistence in the banking industry: Fractional integration and breaks in memory
by Hassler, Uwe & Rodrigues, Paulo M. M. & Rubia, Antonio
Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network
by 25 authors
Modeling and forecasting interval time series with threshold models
by Paulo Rodrigues & Nazarii Salish
Semi-Parametric Seasonal Unit Root Tests
by Tomás del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor
On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles
by Tomás Del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor
Semi-Parametric Seasonal Unit Root Tests
by Del Barrio Castro, T. & Rodrigues, PMM & Taylor, AMR
Quantile Regression for Long Memory Testing: A Case of Realized Volatility
by Uwe Hassler & Paulo M. M. Rodrigues & Antonio Rubia
A mixed frequency approach to the forecasting of private consumption with ATM/POS data
by Duarte, Cláudia & Rodrigues, Paulo M. M. & Rua, António
Unit Root Tests and Heavy-Tailed Innovations
by Georgiev, I. & Rodrigues, PMM & Taylor, AMR
Monitoring tourism flows and destination management: Empirical evidence for Portugal
by Jorge Andraz & Paulo Rodrigues
Unit Root Tests and Heavy-Tailed Innovations
by Pierre Perron & Eduardo Zorita & Iliyan Georgiev & Paulo M. M. Rodrigues & A. M. Robert Taylor
The behaviour of seasonal unit root tests under neglected local drifts
by Paulo M. M. Rodrigues
Monitoring tourism flows and destination management: Empirical evidence for Portugal
by Andraz, Jorge M. & Rodrigues, Paulo M. M.
Temporal Aggregation of Seasonally Near-Integrated Processes
by Tomás del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor
SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS
by del Barrio Castro, TomÃ¡s & Rodrigues, Paulo M. M. & Robert Taylor, A. M.
Forecasting banking crises with dynamic panel probit models
by Antunes, António & Bonfim, Diana & Monteiro, Nuno & Rodrigues, Paulo M. M.
Persistence of travel and leisure sector equity indices
by Jorge M. L. Andraz & Raúl F. C. Guerreiro & Paulo M. M. Rodrigues
On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend
by Paulo M. M. Rodrigues & Luís Catela Nunes
House prices in Portugal - what happened since the crisis?
by Paulo M. M. Rodrigues & Rita Fradique Lourenço
House prices: bubbles, exuberance or something else? Evidence from euro area countries
by Paulo M. M. Rodrigues & Rita Fradique Lourenço
Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns
by Paulo M. M. Rodrigues & Nazarii Salish
A Class of Robust Tests in Augmented Predictive Regressions
by Paulo M. M. Rodrigues & Antonio Rubia
Residual-augmented IVX predictive regression
by Paulo M. M. Rodrigues & Matei Demetrescu
Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics
by Paulo M. M. Rodrigues & João Cruz & João Nicolau
The Impact of Persistent Cycles on Zero Frequency Unit Root Tests
by Paulo M. M. Rodrigues & Tomás del Barrio Castro & A. M. Robert Taylor
Market integration and the persistence of electricity prices
by António Rua & Paulo M. M. Rodrigues & João Pedro Pereira & Vasco Pesquita
Persistence in the Banking Industry: Fractional integration and breaks in memory
by Paulo M. M. Rodrigues & Uwe Hassler & Antonio Rubia
How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example
by Paulo M. M. Rodrigues & Fernando A. F. Ferreira & Sérgio P. Santos & Ronald W. Spahr
Quantile regression for long memory testing: A case of realized volatility
by Paulo M. M. Rodrigues & Uwe Hassler & Antonio Rubia
Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates
by Paulo M. M. Rodrigues & Luis F. Martins
Volatility and Seasonality of Tourism Demand in Portugal
by Paulo M. M. Rodrigues & Ana C. M. Daniel
Determinants of the EONIA spread and the financial crisis
by Carla Soares & Paulo M. M. Rodrigues
Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration
by João Valle e Azevedo & Paulo M. M. Rodrigues & Antonio Rubia
Forecasting banking crises with dynamic panel probit models
by António R. Antunes & Diana Bonfim & Nuno Monteiro & Paulo M. M. Rodrigues
The Flexible Fourier Form and Local GLS De-trended Unit Root Tests
by Paulo M. M. Rodrigues & A. M. Robert Taylor
Early Warning Indicators of Banking Crises: Exploring new Data and Tools
by António R. Antunes & Diana Bonfim & Nuno Monteiro & Paulo M. M. Rodrigues
The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance
by Paulo M. M. Rodrigues & Antonio Rubia
Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility
by Paulo M. M. Rodrigues & Matei Demetrescu & Antonio Rubia
A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data
by António Rua & Cláudia Duarte & Paulo M. M. Rodrigues
Evaluating retail banking quality service and convenience with MCDA techniques: a case study at the bank branch level
by Paulo M. M. Rodrigues & Fernando A. F. Ferreira & Sérgio P. Santos & Ronald W. Spahr
Adding Value to Bank Branch Performance Evaluation Using Cognitive Maps and MCDA: A Case Study
by Paulo M. M. Rodrigues & Fernando A. F. Ferreira & Sérgio P. Santos
A Multiple Criteria Framework to Evaluate Bank Branch Potential Attractiveness
by Paulo M. M. Rodrigues & Fernando A. F. Ferreira & Ronald W. Spahr & Sérgio P. Santos
Calendar Effects in Daily ATM Withdrawals
by Paulo Esteves & Paulo M. M. Rodrigues
A New Regression-Based Tail Index Estimator: An Application to Exchange Rates
by Paulo M. M. Rodrigues & João Nicolau
Characterizing economic growth paths based on new structural change tests
by Paulo M. M. Rodrigues & Nuno Sobreira & Luís Catela Nunes
The world tourism exports cycle
by Paulo M. M. Rodrigues & P. M. D. C. B. Gouveia & Raul Filipe C. Guerreiro
Determinants of the EONIA spread and the financial turmoil of 2007-2009
by Carla Soares & Paulo M. M. Rodrigues
A Reappraisal of Eurozone Countries Output Differentials
by Paulo M. M. Rodrigues & Jorge M. L. G. Andraz
Territory and Sustainable Tourism Development: a Space-Time Analysis on European Regions
by Romão, João & Guerreiro, João & Rodrigues, Paulo M. M.
Editors’ note
by Luís F. Costa & Paulo M. M. Rodrigues
Temporal aggregation of seasonally near-integrated processes
by del Barrio Castro, Tomás & Rodrigues, Paulo MM & Taylor, AM Robert
Testing for Episodic Predictability in Stock Returns
by Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo MM & Taylor, AM Robert
Testing for Episodic Predictability in Stock Returns
by Paulo M. M. Rodrigues & Matei Demetrescu & Iliyan Georgiev & A. M. Robert Taylor
Testing for breaks in the cointegrating relationship: On the stability of government bond markets' equilibrium
by Rodrigues, Paulo M. M. & Sibbertsen, Philipp & Voges, Michelle
A reexamination of inflation persistence dynamics in OECD countries: A new approach
by Paulo M. M. Rodrigues & Gabriel Zsurkis & João Nicolau
Testing for breaks in the cointegrating relationship: On the stability of government bond markets’ equilibrium
by Paulo M. M. Rodrigues & Philipp Sibbertsen & Michelle Voges
Market integration and the persistence of electricity prices
by João Pedro Pereira & Vasco Pesquita & Paulo M. M. Rodrigues & António Rua
Temporal Aggregation of Seasonally Near‐Integrated Processes
by Tomás del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor
A New Regression-Based Tail Index Estimator
by João Nicolau & Paulo M. M. Rodrigues

Permanent link: http://authors.repec.org/pro/pro11/