Paulo M. M. Rodrigues : Citation Profile


Are you Paulo M. M. Rodrigues?

Banco de Portugal (50% share)
Universidade Nova de Lisboa (50% share)

11

H index

16

i10 index

414

Citations

RESEARCH PRODUCTION:

69

Articles

53

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (1999 - 2020). See details.
   Cites by year: 19
   Journals where Paulo M. M. Rodrigues has often published
   Relations with other researchers
   Recent citing documents: 80.    Total self citations: 34 (7.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro11
   Updated: 2020-10-24    RAS profile: 2020-09-13    
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Relations with other researchers


Works with:

Taylor, Robert (9)

del Barrio Castro, Tomás (7)

Rua, António (4)

Demetrescu, Matei (4)

Andraz, Jorge (4)

Bonfim, Diana (3)

Antunes, António (3)

Sibbertsen, Philipp (2)

Raposo, Pedro (2)

Duarte, Cláudia (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Paulo M. M. Rodrigues.

Is cited by:

del Barrio Castro, Tomás (25)

Taylor, Robert (18)

Phiri, Andrew (14)

Ferreira, Joao (13)

Silva Lopes, Artur (10)

Darné, Olivier (9)

GUPTA, RANGAN (9)

Camarero, Mariam (7)

Osborn, Denise (7)

Gil-Alana, Luis (7)

Nielsen, Morten (6)

Cites to:

Hassler, Uwe (44)

Taylor, Robert (40)

Perron, Pierre (35)

Phillips, Peter (33)

Breitung, Jörg (26)

Osborn, Denise (23)

Hylleberg, Svend (19)

Franses, Philip Hans (18)

Leybourne, Stephen (17)

Granger, Clive (16)

Elliott, Graham (16)

Main data


Where Paulo M. M. Rodrigues has published?


Journals with more than one article published# docs
Economics Bulletin6
Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies6
Journal of Time Series Analysis5
Econometric Theory5
Journal of Applied Statistics3
Portuguese Economic Journal3
Economics Letters3
Oxford Bulletin of Economics and Statistics3
Empirical Economics2
International Journal of Forecasting2
Journal of Business Economics and Management2
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Portugal, Economics and Research Department30
Essex Finance Centre Working Papers / University of Essex, Essex Business School4
Publications of Darmstadt Technical University, Institute for Business Studies (BWL) / Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)3
Economics Working Papers / European University Institute2
DEA Working Papers / Universitat de les Illes Balears, Departament d'Economa Aplicada2

Recent works citing Paulo M. M. Rodrigues (2020 and 2019)


YearTitle of citing document
2019PENALIZED MAXIMUM LIKELIHOOD ESTIMATION OF LOGIT-BASED EARLY WARNING SYSTEMS. (2019). Pigini, Claudia. In: Working Papers. RePEc:anc:wpaper:441.

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2020The Relationship between Unemployment Rates and Renewable Energy Consumption: Evidence from Fourier ADL Cointegration Test. (2020). Author-Nameemel, Veli Yilanci. In: Alphanumeric Journal. RePEc:anm:alpnmr:v:8:y:2020:i:1:p:17-28.

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2020Revealing Cluster Structures Based on Mixed Sampling Frequencies. (2020). Ahn, Hie Joo ; Liu, Yun ; Rho, Yeonwoo. In: Papers. RePEc:arx:papers:2004.09770.

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2020Machine learning time series regressions with an application to nowcasting. (2020). Babii, Andrii ; Striaukas, Jonas ; Ghysels, Eric. In: Papers. RePEc:arx:papers:2005.14057.

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2020Export-Led Growth Hypothesis: Empirical Evidence from Selected South Asian Countries. (2020). Begam, Azeema ; Kumar, Mukesh. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2020:p:1-15.

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2019Measuring retail trade using card transactional data. (2019). Pacce, Matías ; García López, Juan ; Lapaz, Heribert Valero ; de Dios, Juan ; Arias, Juan Murillo ; Ulloa, Camilo A ; de Aguirre, Pep Ruiz ; Lopez, Tomasa Rodrigo ; Garcia, Juan R ; Bodas, Diego. In: Working Papers. RePEc:bde:wpaper:1921.

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2019An early warning system for less significant Italian banks. (2019). Ferriani, Fabrizio ; Cornacchia, Wanda ; Pisanti, Francesco ; Guarino, Francesco ; Ferrara, Eliana ; Farroni, Paolo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_480_19.

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2019News and consumer card payments. (2019). Monteforte, Libero ; Marcucci, Juri ; Emiliozzi, Simone ; Ardizzi, Guerino. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1233_19.

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2019Predicting systemic financial crises with recurrent neural networks. (2019). Tolo, Eero. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_014.

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2020Shocks and the Organization of the Firm: Who Pays the Bill?. (2020). Sforza, Alessandro. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8084.

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2019Can economic perception surveys improve macroeconomic forecasting in Chile?. (2019). Medel, Carlos A. ; MARCEL, MARIO ; Chanut, Nicolas. In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:22:y:2019:i:3:p:034-097.

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2019Predictive Regressions. (2019). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:28554.

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2019Prediction regions for interval-valued time series. (2019). Gonzalez-Rivera, Gloria ; Luo, Yun ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:29054.

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2020Forecasting international tourism demand: a local spatiotemporal model. (2020). Li, Jason ; Jiao, Xiaoying. In: Annals of Tourism Research. RePEc:eee:anture:v:83:y:2020:i:c:s0160738320300815.

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2020Comovement amongst the demand for New Zealand tourism. (2020). Vatsa, Puneet. In: Annals of Tourism Research. RePEc:eee:anture:v:83:y:2020:i:c:s0160738320301092.

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2019Periodic and seasonal (co-)integration in the state space framework. (2019). Bauer, Dietmar . In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:165-168.

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2020Distinguishing between breaks in the mean and breaks in persistence under long memory. (2020). Sibbertsen, Philipp ; Mboya, Mwasi Paza ; Wingert, Simon. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302196.

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2020The market rank indicator to detect financial distress. (2020). Uberti, Pierpaolo ; Maggi, Mario ; Figini, Silvia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:63-73.

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2019Model order selection in periodic long memory models. (2019). Leschinski, Christian ; Sibbertsen, Philipp. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:78-94.

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2020Do structural breaks in volatility cause spurious volatility transmission?. (2020). Caporin, Massimiliano ; Malik, Farooq. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:60-82.

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2019Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models. (2019). Wang, Jin-Li ; Zhang, Yue-Jun. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:192-201.

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2020Volatility spillovers in commodity markets: A large t-vector autoregressive approach. (2020). Wilms, Ines ; Barbaglia, Luca ; Croux, Christophe. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303500.

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2020Reference forecasts for CO2 emissions from fossil-fuel combustion and cement production in Portugal. (2020). Pereira, Alfredo M ; Belbute, Jose M. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520303761.

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2020Predicting systemic financial crises with recurrent neural networks. (2020). Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300243.

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2019Asset pricing factors and bank CDS spreads. (2019). Koutmos, Dimitrios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:19-41.

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2019Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis. (2019). Thomakos, Dimitrios ; Silva, Emmanuel Sirimal ; Rua, Antonio ; Hassani, Hossein. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1263-1272.

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2020An information-theoretic approach for forecasting interval-valued SP500 daily returns. (2020). Golan, Amos ; Ullah, Aman ; Amanullah, ; Tuang, T S. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:800-813.

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2020An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach. (2020). Spyrou, Spyros ; Galariotis, Emilios ; Filippopoulou, Chryssanthi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:172:y:2020:i:c:p:344-363.

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2020Oil prices, stock market returns and volatility spillovers: Evidence from Turkey. (2020). Dibooglu, Selahattin ; Çevik, Emrah. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:3:p:597-614.

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2019Islamic and conventional equity markets: Two sides of the same coin, or not?. (2019). , Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:191-205.

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2019An improved NSGA2 to solve a bi-objective optimization problem of multi-state electronic transaction network. (2019). Yeh, Cheng-Ta. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:191:y:2019:i:c:s0951832018313784.

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2019Do stock markets follow a random walk? New evidence for an old question. (2019). KOK, Dundar ; Ispir, Serdar M ; Durusu-Ciftci, Dilek. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:165-175.

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2020Movements in international bond markets: The role of oil prices. (2020). GUPTA, RANGAN ; Bouri, Elie ; Nazlioglu, Saban. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:47-58.

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2020What drives U.S. financial sector volatility? A Bayesian model averaging perspective. (2020). Lyócsa, Štefan ; Lyocsa, Tefan ; Koalova, Zuzana ; Gernat, Peter. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919302697.

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2019The Current Account, a Real-Time Signal of Economic Imbalances or 20/20 Hindsight?. (2019). Casey, Eddie ; Conroy, Niall. In: The Economic and Social Review. RePEc:eso:journl:v:50:y:2019:i:1:p:77-102.

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2020Forecasting Consumption Spending Using Credit Bureau Data. (2020). Wilshusen, Stephanie ; Croushore, Dean. In: Working Papers. RePEc:fip:fedpwp:88121.

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2019Wind Turbine Power Curve Upgrades: Part II. (2019). Castellani, Francesco ; Astolfi, Davide. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:8:p:1503-:d:224659.

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2020Volatility Transmission across Financial Markets: A Semiparametric Analysis. (2020). Sibbertsen, Philipp ; Mboya, Mwasi ; Kolaiti, Theoplasti. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:160-:d:389105.

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2019Sustainable Tourism in the Open Innovation Realm: A Bibliometric Analysis. (2019). Sciarelli, Fabiana ; Sepe, Fabiana ; del Gaudio, Giovanna ; della Corte, Valentina. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:21:p:6114-:d:283064.

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2020Challenge for Planning by Using Cluster Methodology: The Case Study of the Algarve Region. (2020). Oliveira, Miguel Jose ; Farinha, Fatima ; Bienvenido-Huertas, David ; Lana, Rui. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1536-:d:322256.

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2020Revisiting the Dynamics of Tourism, Economic Growth, and Environmental Pollutants in the Emerging Economies—Sustainable Tourism Policy Implications. (2020). Bibi, Sughra ; Khan, Asif ; Arif, Anas Mahmud ; Hayat, Hizar ; Lyu, Jiaying ; Ardito, Lorenzo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2533-:d:336188.

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2020Spatial Diversity of Tourism in the Countries of the European Union. (2020). Niedzioka, Arkadiusz ; Roman, Monika. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2713-:d:338893.

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2020Risk Evaluation of “Not-In-My-Back-Yard” Conflict Potential in Facilities Group: A Case Study of Chemical Park in Xuwei New District, China. (2020). Zhou, Jizhi ; Zhang, Yiyi ; Zhao, Jinbu ; Nie, Yongyou. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2723-:d:339007.

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2020Measuring Macroeconomic Convergence and Divergence within EMU Using Long Memory. (2020). Sibbertsen, Philipp ; Dräger, Lena ; Drager, Lena. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-675.

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2019Global Capital Flows and the Role of Macroprudential Policy. (2019). Karmakar, Sudipto ; Lima, Diogo. In: Working Papers REM. RePEc:ise:remwps:wp0872019.

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2019Testing for Periodic Integration with a Changing Mean. (2019). Tamarit, Cecilio ; del Barrio Castro, Tomás ; Camarero, Mariam. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9680-x.

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2019On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?. (2019). Phiri, Andrew ; Apopo, Natalya. In: Working Papers. RePEc:mnd:wpaper:1904.

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2019Can the South African Reserve Bank (SARB) protect the purchasing power of citizens? A new look at Fisher’s hypothesis. (2019). Phiri, Andrew ; Mbekeni, Lutho. In: Working Papers. RePEc:mnd:wpaper:1906.

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2019Towards resolving the Purchasing Power Parity (PPP) ‘puzzle’ in Newly Industrialized Countries (NIC’s). (2019). Phiri, Andrew ; de Villiers, David. In: Working Papers. RePEc:mnd:wpaper:1908.

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2020Revisiting income convergence with DF-Fourier tests: old evidence with a new test. (2020). Lopes, Artur Silva . In: MPRA Paper. RePEc:pra:mprapa:102208.

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2020On cointegration for processes integrated at different frequencies. (2020). del Barrio Castro, Tomás ; Cubadda, Gianluca ; Osborn, Denise R ; Cubada, Ginaluca. In: MPRA Paper. RePEc:pra:mprapa:102611.

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2020Consequences of COVID-19 on the social isolation of the Chinese economy: accounting for the role of reduction in carbon emissions. (2020). Sinha, Avik ; Adedoyin, Festus Fatai ; Bekun, Festus ; Driha, Oana M ; Balsalobre-Lorente, Daniel. In: MPRA Paper. RePEc:pra:mprapa:102894.

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2019TF-MIDAS: a new mixed-frequency model to forecast macroeconomic variables. (2019). Garcia-Hiernaux, Alfredo ; Bonino-Gayoso, Nicolas. In: MPRA Paper. RePEc:pra:mprapa:93366.

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2019Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach. (2019). Ogbonna, Ahamuefula ; Yaya, Olaoluwa S ; Mudida, Robert ; Gil-Alana, Luis A ; Osuolale, Kazeem. In: MPRA Paper. RePEc:pra:mprapa:93941.

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2019On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?. (2019). Phiri, Andrew ; Apopo, Natalay. In: MPRA Paper. RePEc:pra:mprapa:94712.

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2019A Residual-Based Cointegration test with a Fourier Approximation. (2019). yilanci, Veli. In: MPRA Paper. RePEc:pra:mprapa:95395.

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2019Residual Augmented Fourier ADF Unit Root Test. (2019). Aydın, Mücahit ; YILANCI, Veli ; Aydin, Mehmet . In: MPRA Paper. RePEc:pra:mprapa:96797.

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2019Does U.K.’s Real GDP have a Unit Root? Evidence from a Multi-Century Perspective. (2019). Omay, Tolga ; Miller, Stephen ; GUPTA, RANGAN ; Canarella, Giorgio. In: Working Papers. RePEc:pre:wpaper:201926.

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2019Movements in International Bond Markets: The Role of Oil Prices. (2019). GUPTA, RANGAN ; Bouri, Elie ; Nazlioglu, Saban. In: Working Papers. RePEc:pre:wpaper:201935.

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2019Price and Volatility Linkages between International REITs and Oil Markets. (2019). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Working Papers. RePEc:pre:wpaper:201954.

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2019Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis. (2019). Thomakos, Dimitrios ; Silva, Emmanuel Sirimal ; Hassani, Hossein ; Rua, Antonio. In: Working Papers. RePEc:ptu:wpaper:w201913.

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2019The Financial Channels of Labor Rigidities: Evidence from Portugal. (2019). Panetti, Ettore ; Sforza, Alessandro ; Acabbi, Edoardo M. In: Working Papers. RePEc:ptu:wpaper:w201915.

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2020.

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2020.

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2020Modeling US historical time-series prices and inflation using alternative long-memory approaches. (2020). GUPTA, RANGAN ; Gil-Alana, Luis ; Miller, Stephen M ; Canarella, Giorgio. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1597-2.

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2020Technical analysis based on high and low stock prices forecasts: evidence for Brazil using a fractionally cointegrated VAR model. (2020). MacIel, Leandro . In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1603-8.

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2019A comparative study on performance measurement of Indian public sector banks using AHP-TOPSIS and AHP-grey relational analysis. (2019). Mahalik, D K ; Guru, Shivani. In: OPSEARCH. RePEc:spr:opsear:v:56:y:2019:i:4:d:10.1007_s12597-019-00411-1.

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2019FDI, income inequality and poverty: a time series analysis of Portugal, 1973–2016. (2019). Teixeira, Aurora ; Loureiro, Ana Sofia. In: Portuguese Economic Journal. RePEc:spr:portec:v:18:y:2019:i:3:d:10.1007_s10258-018-00152-x.

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2019Calendar effects in daily aggregate employment creation and destruction in Spain. (2019). Puch, Luis ; García, Manu ; Conde-Ruiz, J. Ignacio. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:10:y:2019:i:1:d:10.1007_s13209-019-0187-7.

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2019Characterizing growth instability: new evidence on unit roots and structural breaks in long run time series. (2019). Foster-McGregor, Neil ; Verpagen, Bart ; Russo, Emanuele. In: LEM Papers Series. RePEc:ssa:lemwps:2019/29.

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2020Nowcasting Turkish GDP with MIDAS: Role of Functional Form of the Lag Polynomial. (2020). Gunay, Mahmut. In: Working Papers. RePEc:tcb:wpaper:2002.

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2019Information-Theoretic Approach for Forecasting Interval-Valued SP500 Daily Returns. (2019). Ullah, Aman ; Golan, Amos ; Amanullah, ; Tuang, T S. In: Working Papers. RePEc:ucr:wpaper:201922.

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2019Characterizing growth instability: new evidence on unit roots and structural breaks in long run time series. (2019). Verspagen, Bart ; Foster-McGregor, Neil ; Russo, Emanuele. In: MERIT Working Papers. RePEc:unm:unumer:2019026.

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2020Performance evaluation of retail banking services: Is there a trade‐off between production and quality?. (2020). Mitropoulos, Ioannis. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:41:y:2020:i:7:p:1237-1250.

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2019A Judgment-Based Risk Assessment Framework for Consumer Loans. (2019). , Sandra ; Jalali, Marjan S ; Zavadskas, Edmundas K ; Meidut-Kavaliauskien, Ieva ; Fernando, . In: International Journal of Information Technology & Decision Making (IJITDM). RePEc:wsi:ijitdm:v:18:y:2019:i:01:n:s021962201850044x.

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2019Banking crisis prediction with differenced relative credit. (2019). Kauko, Karlo ; Tolo, Eero. In: BoF Economics Review. RePEc:zbw:bofecr:42019.

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2020Partial pooling with cross-country priors: An application to house price shocks. (2020). Roth, Markus. In: Discussion Papers. RePEc:zbw:bubdps:062020.

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2019Macro-based asset allocation: An empirical analysis. (2019). Schmieder, Christian ; Kollar, Miroslav. In: EIB Working Papers. RePEc:zbw:eibwps:201911.

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2019An improved NSGA2 to solve a bi-objective optimization problem of multi-state electronic transaction network. (2019). Yeh, Cheng-Ta. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:191:y:2019:i:c:s0951832018313784.

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Works by Paulo M. M. Rodrigues:


YearTitleTypeCited
2020Measuring wage inequality under right censoring In: Papers.
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2020Measuring wage inequality under right censoring.(2020) In: Working Papers.
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2014CHARACTERIZING ECONOMIC GROWTH PATHS BASED ON NEW STRUCTURAL CHANGE TESTS In: Economic Inquiry.
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2013Characterizing economic growth paths based on new structural change tests.(2013) In: Working Papers.
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2004Seasonal Unit Root Tests Under Structural Breaks* In: Journal of Time Series Analysis.
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2002Seasonal unit root tests under structural breaks.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2002Seasonal Unit Root Tests under Structural Breaks.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2002Seasonal Unit Root Tests under Structural Breaks.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2011On LM‐type tests for seasonal unit roots in the presence of a break in trend In: Journal of Time Series Analysis.
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2009On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend.(2009) In: Working Papers.
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2013Recursive adjustment, unit root tests and structural breaks In: Journal of Time Series Analysis.
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2017Unit Root Tests and Heavy-Tailed Innovations In: Journal of Time Series Analysis.
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2017Unit Root Tests and Heavy-Tailed Innovations.(2017) In: Essex Finance Centre Working Papers.
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2019Temporal Aggregation of Seasonally Near‐Integrated Processes In: Journal of Time Series Analysis.
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2019Temporal aggregation of seasonally near-integrated processes.(2019) In: Essex Finance Centre Working Papers.
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2018Temporal Aggregation of Seasonally Near-Integrated Processes.(2018) In: DEA Working Papers.
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2013Determinants of the EONIA Spread and the Financial Crisis In: Manchester School.
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article11
2011Determinants of the EONIA spread and the financial crisis.(2011) In: Working Papers.
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