Paulo M. M. Rodrigues
Names
first: |
Paulo |
middle: |
M. M. |
last: |
Rodrigues |
Contact
Affiliations
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Banco de Portugal (weight: 50%)
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Universidade Nova de Lisboa
→ School of Business and Economics (weight: 50%)
Research profile
author of:
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On Tests for Double Differencing: Some Extensions and the Role of Initial Values
by Paulo M. M. Rodrigues & A. M. Robert Taylor
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Seasonal Nonstationarity and Near-Nonstationarity
by Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues
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On LM type tests for seasonal unit roots in quarterly data
by Paulo M. M. Rodrigues
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Alternative estimators and unit root tests for seasonal autoregressive processes
by Rodrigues, Paulo M. M. & Taylor, A. M. Robert
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Threshold Cointegration and the PPP Hypothesis
by Pedro Gouveia & Paulo Rodrigues
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Performance of seasonal unit root tests for monthly data
by Paulo Rodrigues & Denise Osborn
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ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH
by Denise Osborn & Paulo Rodrigues
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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
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Properties of Recursive Trend-Adjusted Unit Root Tests
by Paulo M. M. Rodrigues
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Efficient Tests of the Seasonal Unit Root Hypothesis
by Paulo M. M. Rodrigues & A. M. Robert Taylor
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Seasonal Unit Root Tests Under Structural Breaks
by Uwe Hassler & Paulo M. M. Rodrigues
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The performance of unit root tests under level-dependent heteroskedasticity
by Rodrigues, Paulo M. M. & Rubia, Antonio
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A sequential approach to testing seasonal unit roots in high frequency data
by Paulo Rodrigues & Philip Hans Franses
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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
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Properties of recursive trend-adjusted unit root tests
by Rodrigues, Paulo M. M.
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Forecasting Seasonal Time Series
by Ghysels, Eric & Osborn, Denise R. & Rodrigues, Paulo M. M.
edited by
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Efficient Tests of the Seasonal Unit Root Hypothesis*
by Paulo M. M. Rodrigues & A. M. Robert Taylor
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Testing for causality in variance under nonstationarity in variance
by Rodrigues, Paulo M. M. & Rubia, Antonio
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Efficient tests of the seasonal unit root hypothesis
by Rodrigues, Paulo M. M. & Taylor, A. M. Robert
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Comparing Seasonal Forecasts of Industrial Production
by Pedro M. D. C. B. Gouveia & Denise R. Osborn & Paulo M. M. Rodrigues
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ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL
by Rodrigues, Paulo M. M. & Taylor, A. M. Robert
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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
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NEAR SEASONAL INTEGRATION
by RODRIGUES, PAULO M. M.
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A note on the application of the DF test to seasonal data
by Rodrigues, Paulo M. M.
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TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN
by Hassler, Uwe & Rodrigues, Paulo M. M. & Rubia, Antonio
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A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity
by Paulo Rodrigues & Antonio Rubia
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Events that marked tourism in Portugal
by Jorge Andraz & Paulo Rodrigues
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What causes economic growth in Portugal: exports or inward FDI?
by Jorge M. Andraz & Paulo M. M. Rodrigues
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Calendar effects in daily ATM withdrawals
by Paulo Rodrigues & Paulo Esteves
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On LM‐type tests for seasonal unit roots in the presence of a break in trend
by Luis C. Nunes & Paulo M. M. Rodrigues
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The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance
by Paulo M. M. Rodrigues & Antonio Rubia
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Threshold effects in credit risk and stress scenarios
by Tiago M. T. Nunes & Paulo M. M. Rodrigues
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The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests-super-
by Paulo M. M. Rodrigues & A. M. Robert Taylor
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A multiple criteria framework to evaluate bank branch potential attractiveness
by Fernando A. F. Ferreira & Ronald W. Spahr & Sérgio P. Santos & Paulo M. M. Rodrigues
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Knowledge Production in European Regions: The Impact of Regional Strategies and Regionalization on Innovation
by Hugo Pinto & Paulo M. M. Rodrigues
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Asset Pricing: Theory and Empirical Evidence
by Paulo Rodrigues
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Robust Econometric Methods for Modelling Economic and Financial Variables
by Paulo Rodrigues & Paulo Rodrigues
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Multivariate Volatility Models
by Paulo Rodrigues
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EC2 CONFERENCE ON ADVANCES IN ECONOMETRIC TIME SERIES ANALYSIS
by Paulo Rodrigues & Paulo Rodrigues
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F versus t tests for unit roots: a comment
by Paulo M. M. Rodrigues & Andrew Tremayne
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Recursive adjustment, unit root tests and structural breaks
by Paulo M. M. Rodrigues
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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
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Determinants of the EONIA Spread and the Financial Crisis
by Carla Soares & Paulo M. M. Rodrigues
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A sequential approach to testing seasonal unit roots in high frequency data
by Rodrigues, P. M. M. & Franses, Ph. H. B. F.
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Testing for persistence change in fractionally integrated models: An application to world inflation rates
by Martins, Luis F. & Rodrigues, Paulo M. M.
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Evaluating retail banking service quality and convenience with MCDA techniques: a case study at the bank branch level
by Fernando A. F. Ferreira & Sérgio P. Santos & Paulo M. M. Rodrigues & Ronald W. Spahr
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CHARACTERIZING ECONOMIC GROWTH PATHS BASED ON NEW STRUCTURAL CHANGE TESTS
by NUNO SOBREIRA & LUIS C. NUNES & PAULO M. M. RODRIGUES
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How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example
by Fernando A. F. Ferreira & Sérgio P. Santos & Paulo M. M. Rodrigues & Ronald W. Spahr
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Persistence in the banking industry: Fractional integration and breaks in memory
by Hassler, Uwe & Rodrigues, Paulo M. M. & Rubia, Antonio
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Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network
by 25 authorsAlessi, Lucia & Antunes, Antonio & Babecky, Jan & Baltussen, Simon & Behn, Markus & Bonfim, Diana & Bush, Oliver & Detken, Carsten & Frost, Jon & Guimaraes, Rodrigo & Havranek, Tomas & Joy, Mark & Kauko, Karlo & Mateju, Jakub & Monteiro, Nuno & Neudorfer, Benjamin & Peltonen, Tuomas & Rodrigues, Paulo & Rusnak, Marek & Schudel, Willem & Sigmund, Michael & Stremmel, Hanno & Smidkova, Katerina & van Tilburg, Ruben & Vasicek, Borek & Zigraiova, Diana
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Modeling and forecasting interval time series with threshold models
by Paulo Rodrigues & Nazarii Salish
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Semi-Parametric Seasonal Unit Root Tests
by Tomás del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor
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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
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Semi-Parametric Seasonal Unit Root Tests
by Del Barrio Castro, T. & Rodrigues, PMM & Taylor, AMR
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Quantile Regression for Long Memory Testing: A Case of Realized Volatility
by Uwe Hassler & Paulo M. M. Rodrigues & Antonio Rubia
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A mixed frequency approach to the forecasting of private consumption with ATM/POS data
by Duarte, Cláudia & Rodrigues, Paulo M. M. & Rua, António
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Unit Root Tests and Heavy-Tailed Innovations
by Georgiev, I. & Rodrigues, PMM & Taylor, AMR
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Monitoring tourism flows and destination management: Empirical evidence for Portugal
by Jorge Andraz & Paulo Rodrigues
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Unit Root Tests and Heavy-Tailed Innovations
by Pierre Perron & Eduardo Zorita & Iliyan Georgiev & Paulo M. M. Rodrigues & A. M. Robert Taylor
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The behaviour of seasonal unit root tests under neglected local drifts
by Paulo M. M. Rodrigues
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Monitoring tourism flows and destination management: Empirical evidence for Portugal
by Andraz, Jorge M. & Rodrigues, Paulo M. M.
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Temporal Aggregation of Seasonally Near-Integrated Processes
by Tomás del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor
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SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS
by del Barrio Castro, Tomás & Rodrigues, Paulo M. M. & Robert Taylor, A. M.
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Forecasting banking crises with dynamic panel probit models
by Antunes, António & Bonfim, Diana & Monteiro, Nuno & Rodrigues, Paulo M. M.
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Persistence of travel and leisure sector equity indices
by Jorge M. L. Andraz & Raúl F. C. Guerreiro & Paulo M. M. Rodrigues
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On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend
by Paulo M. M. Rodrigues & Luís Catela Nunes
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House prices in Portugal - what happened since the crisis?
by Paulo M. M. Rodrigues & Rita Fradique Lourenço
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House prices: bubbles, exuberance or something else? Evidence from euro area countries
by Paulo M. M. Rodrigues & Rita Fradique Lourenço
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Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns
by Paulo M. M. Rodrigues & Nazarii Salish
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A Class of Robust Tests in Augmented Predictive Regressions
by Paulo M. M. Rodrigues & Antonio Rubia
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Residual-augmented IVX predictive regression
by Paulo M. M. Rodrigues & Matei Demetrescu
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Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics
by Paulo M. M. Rodrigues & João Cruz & João Nicolau
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The Impact of Persistent Cycles on Zero Frequency Unit Root Tests
by Paulo M. M. Rodrigues & Tomás del Barrio Castro & A. M. Robert Taylor
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Market integration and the persistence of electricity prices
by António Rua & Paulo M. M. Rodrigues & João Pedro Pereira & Vasco Pesquita
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Persistence in the Banking Industry: Fractional integration and breaks in memory
by Paulo M. M. Rodrigues & Uwe Hassler & Antonio Rubia
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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
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Quantile regression for long memory testing: A case of realized volatility
by Paulo M. M. Rodrigues & Uwe Hassler & Antonio Rubia
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Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates
by Paulo M. M. Rodrigues & Luis F. Martins
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Volatility and Seasonality of Tourism Demand in Portugal
by Paulo M. M. Rodrigues & Ana C. M. Daniel
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Determinants of the EONIA spread and the financial crisis
by Carla Soares & Paulo M. M. Rodrigues
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Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration
by João Valle e Azevedo & Paulo M. M. Rodrigues & Antonio Rubia
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Forecasting banking crises with dynamic panel probit models
by António R. Antunes & Diana Bonfim & Nuno Monteiro & Paulo M. M. Rodrigues
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The Flexible Fourier Form and Local GLS De-trended Unit Root Tests
by Paulo M. M. Rodrigues & A. M. Robert Taylor
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Early Warning Indicators of Banking Crises: Exploring new Data and Tools
by António R. Antunes & Diana Bonfim & Nuno Monteiro & Paulo M. M. Rodrigues
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The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance
by Paulo M. M. Rodrigues & Antonio Rubia
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Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility
by Paulo M. M. Rodrigues & Matei Demetrescu & Antonio Rubia
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A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data
by Cláudia Duarte
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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
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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
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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
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Calendar Effects in Daily ATM Withdrawals
by Paulo Esteves & Paulo M. M. Rodrigues
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A New Regression-Based Tail Index Estimator: An Application to Exchange Rates
by Paulo M. M. Rodrigues & João Nicolau
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Characterizing economic growth paths based on new structural change tests
by Paulo M. M. Rodrigues & Nuno Sobreira & Luís Catela Nunes
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The world tourism exports cycle
by Paulo M. M. Rodrigues & P. M. D. C. B. Gouveia & Raul Filipe C. Guerreiro
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Determinants of the EONIA spread and the financial turmoil of 2007-2009
by Carla Soares & Paulo M. M. Rodrigues
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A Reappraisal of Eurozone Countries Output Differentials
by Paulo M. M. Rodrigues & Jorge M. L. G. Andraz
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Territory and Sustainable Tourism Development: a Space-Time Analysis on European Regions
by Romão, João & Guerreiro, João & Rodrigues, Paulo M. M.
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Editors’ note
by Luís F. Costa & Paulo M. M. Rodrigues
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Temporal aggregation of seasonally near-integrated processes
by del Barrio Castro, Tomás & Rodrigues, Paulo MM & Taylor, AM Robert
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Testing for Episodic Predictability in Stock Returns
by Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo MM & Taylor, AM Robert
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Testing for Episodic Predictability in Stock Returns
by Paulo M. M. Rodrigues & Matei Demetrescu & Iliyan Georgiev & A. M. Robert Taylor
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Testing for breaks in the cointegrating relationship: On the stability of government bond markets' equilibrium
by Rodrigues, Paulo M. M. & Sibbertsen, Philipp & Voges, Michelle
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A reexamination of inflation persistence dynamics in OECD countries: A new approach
by Paulo M. M. Rodrigues & Gabriel Zsurkis & João Nicolau
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Testing for breaks in the cointegrating relationship: On the stability of government bond markets’ equilibrium
by Paulo M. M. Rodrigues & Philipp Sibbertsen & Michelle Voges
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Market integration and the persistence of electricity prices
by João Pedro Pereira & Vasco Pesquita & Paulo M. M. Rodrigues & António Rua
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Temporal Aggregation of Seasonally Near‐Integrated Processes
by Tomás del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor
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A New Regression-Based Tail Index Estimator
by João Nicolau & Paulo M. M. Rodrigues
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Opportunities, Emerging Features, and Trends in Electronic Distribution in Tourism
by Célia M. Q. Ramos & Paulo M. M. Rodrigues & João M. F. Rodrigues
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Seasonal unit root tests under structural breaks
by Hassler, Uwe & Rodrigues, Paulo M. M.
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Seasonal Unit Root Tests under Structural Breaks
by Hassler, Uwe & Rodrigues, Paulo M. M.
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Seasonal Unit Root Tests under Structural Breaks
by Hassler, Uwe & Rodrigues, Paulo M. M.
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Measuring wage inequality under right censoring
by Jo\ao Nicolau & Pedro Raposo & Paulo M. M. Rodrigues
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Measuring wage inequality under right censoring
by Paulo M. M. Rodrigues & João Nicolau & Pedro Raposo
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The expected time to cross a threshold and its determinants: A simple and flexible framework
by Paulo M. M. Rodrigues & Gabriel Zsurkis & João Nicolau
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Modelling and Forecasting the UK Tourism Growth Cycle in Algarve
by Jorge L. M. Andraz & Pedro M. D. C. B. Gouveia & Paulo M. M. Rodrigues
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Tourist Spending Dynamics in the Algarve: A Cross-Sectional Analysis
by Jaime Serra & Antónia Correia & Paulo M. M. Rodrigues
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Assessing the Impact of Shocks on International Tourism Demand for Portugal
by Ana C. M. Daniel & Paulo M. M. Rodrigues
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Tourism growth and regional resilience
by JoÃo RomÃo & JoÃo Guerreiro & Paulo M. M. Rodrigues
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An Application of PAR Models for Tourism Forecasting
by Paulo M. M. Rodrigues & Pedro M. D. C. B. Gouveia
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Dating and Synchronizing Tourism Growth Cycles
by Pedro M. D. C. B. Gouveia & Paulo M. M. Rodrigues
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Persistence Change in Tourism Data
by Jorge M. L. G. Andraz & Paulo M. M. Rodrigues
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Research Note: The Importance of Online Tourism Demand
by CÃlia M. Q. Ramos & Paulo M. M. Rodrigues
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Special issue on advanced methods to measure tourism impacts. Editors’ introduction
by Antónia Correia & Paulo M. M. Rodrigues & Egon Smeral
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House price forecasting and uncertainty: Examining Portugal and Spain
by Paulo M. M. Rodrigues & Rita Fradique Lourenço & Robert Hill
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THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS
by Castro, Tomás del Barrio & Rodrigues, Paulo M. M. & Taylor, A. M. Robert
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Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume
by Paulo M. M. Rodrigues & Marina Balboa & Antonio Rubia & A. M. Robert Taylor
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The expected time to cross a threshold and its determinants: a simple and flexible framework
by Zsurkis, Gabriel & Nicolau, João & Rodrigues, Paulo M. M.