15
H index
22
i10 index
670
Citations
Paulo M. M. Rodrigues : Citation Profile
Universidade Nova de Lisboa (50% share) | RESEARCH PRODUCTION: 99 Articles 69 Papers 1 Chapters RESEARCH ACTIVITY:
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25 years (1999 - 2024). Relations with other researchers
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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:
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Main data
Where Paulo M. M. Rodrigues has published?
Recent works citing Paulo M. M. Rodrigues (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | High-Dimensional Tail Index Regression: with An Application to Text Analyses of Viral Posts in Social Media. (2024). Sasaki, Yuya ; Wang, Yulong ; Tao, Jing. In: Papers. RePEc:arx:papers:2403.01318. Full description at Econpapers || Download paper |
| 2024 | Future directions in nowcasting economic activity: A systematic literature review. (2024). Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233. Full description at Econpapers || Download paper |
| 2024 | Knowledge mobility after tourism entrepreneurial failure: Life after death?. (2024). Sanchez, Isabel Rodriguez ; Williams, Allan M. In: Annals of Tourism Research. RePEc:eee:anture:v:106:y:2024:i:c:s0160738324000446. Full description at Econpapers || Download paper |
| 2024 | Disentangling demand and supply inflation shocks from electronic payments data. (2024). Hernndez-Romn, Luis G ; Eterovic, Nicols ; Carlomagno, Guillermo. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002281. Full description at Econpapers || Download paper |
| 2024 | Inflation dynamics and persistence: The importance of the uncertainty channel. (2024). Canepa, Alessandra. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000603. Full description at Econpapers || Download paper |
| 2024 | Analyzing the causal dynamics of circular-economy drivers in SMES using interpretive structural modeling. (2024). , Pedro ; Dabi, Marina. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005504. Full description at Econpapers || Download paper |
| 2024 | Seasonality patterns in LNG shipping spot and time charter freight rates. (2024). Polemis, Dionysios ; Bentsos, Christos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s2405851324000436. Full description at Econpapers || Download paper |
| 2024 | Does escaping the natural resource curse complement evading the financial resource curse too? Empirical evidence from Indonesia. (2024). Ur, Sami ; Ghazi, Hamid ; Bazhair, Ayman Hassan ; Faisal, Faisal ; Ramakrishnan, Suresh ; Ali, Adnan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:539-555. Full description at Econpapers || Download paper |
| 2024 | Forecasting electricity prices from the state-of-the-art modeling technology and the price determinant perspectives. (2024). Abedin, Mohammad Zoynul ; Li, Qiang ; Chai, Shanglei ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002581. Full description at Econpapers || Download paper |
| 2024 | Effectiveness of ATM withdrawal forecasting methods under different market conditions. (2024). Gurgul, Henryk ; Suder, Marcin ; Lach, Ukasz ; Machno, Artur ; Barbosa, Belem. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523007746. Full description at Econpapers || Download paper |
| 2025 | Human Capital Spillovers and the External Returns to Education. (2025). Cardoso, Ana Rute ; Guimaraes, Paulo ; Reis, Hugo ; Portugal, Pedro. In: IZA Discussion Papers. RePEc:iza:izadps:dp17690. Full description at Econpapers || Download paper |
| 2024 | Chinas business cycle forecasting: a machine learning approach. (2024). Tang, Pan ; Zhang, Yuwei. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10549-w. Full description at Econpapers || Download paper |
| 2024 | Risk-taking and systemic banking crisis in Africa: do regulatory policy framework provide new insight in threshold models?. (2024). Sarpong-Kumankoma, Emmanuel ; Ofori-Sasu, Daniel ; Abor, Joshua Yindenaba ; Agbloyor, Elikplimi Komla ; Kuttu, Saint. In: Risk Management. RePEc:pal:risman:v:26:y:2024:i:2:d:10.1057_s41283-023-00137-x. Full description at Econpapers || Download paper |
| 2024 | A simple but powerful tail index regression. (2024). Joao, Nicolau. In: Working Papers. RePEc:ptu:wpaper:w202412. Full description at Econpapers || Download paper |
| 2024 | Identifying structural asymmetries by jointly estimating tourism expenditure intensity and extensity. (2024). Nikhashemi, SR ; Nusair, Khaldoon ; Okumus, Fevzi ; Alfarhan, Usamah F. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:5:p:1281-1305. Full description at Econpapers || Download paper |
| 2024 | The role of tourism in European regions’ economic recovery: A spatial perspective. (2024). Canale, Rosaria Rita ; de Siano, Rita. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:8:p:2021-2042. Full description at Econpapers || Download paper |
| 2024 | Heterogeneous autoregressions in short T panel data models. (2024). Pesaran, Hashem M ; Yang, Liying. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1359-1378. Full description at Econpapers || Download paper |
| 2025 | New forecasting methods for an old problem: Predicting 147 years of systemic financial crises. (2025). Fritsche, Ulrich ; du Plessis, Emile. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:1:p:3-40. Full description at Econpapers || Download paper |
Works by Paulo M. M. Rodrigues:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | Measuring wage inequality under right censoring In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Measuring wage inequality under right censoring.(2023) In: Economic Inquiry. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2020 | Measuring wage inequality under right censoring.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Saving for sunny days: The impact of climate (change) on consumer prices in the euro area In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | A simple but powerful tail index regression In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | CHARACTERIZING ECONOMIC GROWTH PATHS BASED ON NEW STRUCTURAL CHANGE TESTS In: Economic Inquiry. [Full Text][Citation analysis] | article | 4 |
| 2013 | Characterizing economic growth paths based on new structural change tests.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2004 | Seasonal Unit Root Tests Under Structural Breaks In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 8 |
| 2002 | Seasonal unit root tests under structural breaks.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2002 | Seasonal Unit Root Tests under Structural Breaks.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2009 | Seasonal Unit Root Tests under Structural Breaks.(2009) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2011 | On LM‐type tests for seasonal unit roots in the presence of a break in trend In: Journal of Time Series Analysis. [Citation analysis] | article | 2 |
| 2009 | On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2013 | Recursive adjustment, unit root tests and structural breaks In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 4 |
| 2017 | Unit Root Tests and Heavy-Tailed Innovations In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 2017 | Unit Root Tests and Heavy-Tailed Innovations.(2017) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2019 | Temporal Aggregation of Seasonally Near‐Integrated Processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 4 |
| 2019 | Temporal aggregation of seasonally near-integrated processes.(2019) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2018 | Temporal Aggregation of Seasonally Near-Integrated Processes.(2018) In: DEA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2013 | Determinants of the EONIA Spread and the Financial Crisis In: Manchester School. [Full Text][Citation analysis] | article | 12 |
| 2011 | Determinants of the EONIA spread and the financial crisis.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2011 | The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 14 |
| 2010 | The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2012 | The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests-super- In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 57 |
| 2015 | On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 6 |
| 2013 | On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles.(2013) In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2021 | A Re‐Examination of Inflation Persistence Dynamics in OECD Countries: A New Approach In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2019 | A reexamination of inflation persistence dynamics in OECD countries: A new approach.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2003 | On Tests for Double Differencing: Some Extensions and the Role of Initial Values In: Economic Working Papers at Centro de Estudios Andaluces. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Monitoring tourism flows and destination management: Empirical evidence for Portugal In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 1999 | Seasonal Nonstationarity and Near-Nonstationarity In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2001 | NEAR SEASONAL INTEGRATION In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
| 2004 | ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 2004 | ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL In: Econometric Theory. [Full Text][Citation analysis] | article | 7 |
| 2009 | TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN In: Econometric Theory. [Full Text][Citation analysis] | article | 10 |
| 2013 | THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
| 2011 | The Impact of Persistent Cycles on Zero Frequency Unit Root Tests.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2018 | SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS In: Econometric Theory. [Full Text][Citation analysis] | article | 7 |
| 2015 | Semi-Parametric Seasonal Unit Root Tests.(2015) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2015 | Semi-Parametric Seasonal Unit Root Tests.(2015) In: DEA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2004 | F versus t tests for unit roots: a comment In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
| 2007 | Multivariate Volatility Models In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2007 | EC2 CONFERENCE ON ADVANCES IN ECONOMETRIC TIME SERIES ANALYSIS In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2007 | Asset Pricing: Theory and Empirical Evidence In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2010 | Calendar effects in daily ATM withdrawals In: Economics Bulletin. [Full Text][Citation analysis] | article | 15 |
| 2010 | Calendar Effects in Daily ATM Withdrawals.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2012 | Robust Econometric Methods for Modelling Economic and Financial Variables In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2002 | On LM type tests for seasonal unit roots in quarterly data In: Econometrics Journal. [Full Text][Citation analysis] | article | 6 |
| 2014 | Testing for persistence change in fractionally integrated models: An application to world inflation rates In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 20 |
| 2010 | Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2021 | The expected time to cross a threshold and its determinants: a simple and flexible framework In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 2020 | The expected time to cross a threshold and its determinants: A simple and flexible framework.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2006 | Forecasting Seasonal Time Series In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 28 |
| 2005 | The performance of unit root tests under level-dependent heteroskedasticity In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2006 | Properties of recursive trend-adjusted unit root tests In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 2004 | Properties of Recursive Trend-Adjusted Unit Root Tests.(2004) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2007 | Testing for causality in variance under nonstationarity in variance In: Economics Letters. [Full Text][Citation analysis] | article | 17 |
| 2004 | Alternative estimators and unit root tests for seasonal autoregressive processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
| 2007 | Efficient tests of the seasonal unit root hypothesis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 23 |
| 2004 | Efficient Tests of the Seasonal Unit Root Hypothesis.(2004) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2006 | Efficient Tests of the Seasonal Unit Root Hypothesis*.(2006) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2022 | Testing for episodic predictability in stock returns In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2019 | Testing for Episodic Predictability in Stock Returns.(2019) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2019 | Testing for Episodic Predictability in Stock Returns.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2022 | Residual-augmented IVX predictive regression In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2016 | Residual-augmented IVX predictive regression.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2023 | The persistence of wages In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2021 | The Persistence of Wages.(2021) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2021 | The persistence of wages.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2023 | Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2023 | Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2023 | Extensions to IVX methods of inference for return predictability In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2022 | Extensions to IVX Methods of Inference for Return Predictability.(2022) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2021 | Extensions to IVX methods of inference for return predictability.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2023 | Transformed regression-based long-horizon predictability tests In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2022 | Transformed Regression-based Long-Horizon Predictability Tests.(2022) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2024 | First passage times in portfolio optimization: A novel nonparametric approach In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 0 |
| 2023 | First passage times in portfolio optimization: a novel nonparametric approach.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | Persistence in the banking industry: Fractional integration and breaks in memory In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 7 |
| 2014 | Persistence in the Banking Industry: Fractional integration and breaks in memory.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2017 | A mixed frequency approach to the forecasting of private consumption with ATM/POS data In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 38 |
| 2018 | Forecasting banking crises with dynamic panel probit models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 18 |
| 2016 | Forecasting banking crises with dynamic panel probit models.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2000 | A note on the application of the DF test to seasonal data In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 2 |
| 2016 | Monitoring tourism flows and destination management: Empirical evidence for Portugal In: Tourism Management. [Full Text][Citation analysis] | article | 4 |
| 2010 | What causes economic growth in Portugal: exports or inward FDI? In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 1 |
| 2010 | What causes economic growth in Portugal: exports or inward FDI? In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 17 |
| 2003 | A sequential approach to testing seasonal unit roots in high frequency data In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 8 |
| 2005 | A sequential approach to testing seasonal unit roots in high frequency data.(2005) In: Journal of Applied Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2021 | Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume.(2021) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2024 | Predictive Quantile Regressions with Persistent and Heteroskedastic Predictors: A Powerful 2SLS Testing Approach In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Testing for breaks in the cointegrating relationship: On the stability of government bond markets equilibrium In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] | paper | 0 |
| 2019 | Testing for breaks in the cointegrating relationship: On the stability of government bond markets’ equilibrium.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2015 | Opportunities, Emerging Features, and Trends in Electronic Distribution in Tourism In: International Journal of Information Systems and Social Change (IJISSC). [Full Text][Citation analysis] | article | 0 |
| 2004 | ON THE SMALL SAMPLE PROPERTIES OF DICKEY FULLER AND MAXIMUM LIKELIHOOD UNIT ROOT TESTS ON DISCRETE-SAMPLED SHORT-TERM INTEREST RATES In: Working Papers. Serie AD. [Full Text][Citation analysis] | paper | 1 |
| 2004 | On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates.(2004) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2021 | Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics In: Asia-Pacific Financial Markets. [Full Text][Citation analysis] | article | 2 |
| 2018 | Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2008 | Comparing Seasonal Forecasts of Industrial Production In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Quantile Regression for Long Memory Testing: A Case of Realized Volatility In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2012 | Quantile regression for long memory testing: A case of realized volatility.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2015 | Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network In: MPRA Paper. [Full Text][Citation analysis] | paper | 31 |
| 2010 | Relações Bancárias e Custos de Financiamento In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2010 | Os determinantes do diferencial da EONIA e a crise financeira de 2007-2009 In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2011 | A comparação da evolução cíclica de várias zonas geográficas de referência com Portugal In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2013 | O ciclo mundial de exportações de turismo In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2014 | Indicadores Avançados de Crises Bancárias: Exploração de Novos Dados e Instrumentos In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2014 | Dinâmica e contraste dos preços da habitação em Portugal e Espanha In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2010 | Volatility and Seasonality of Tourism Demand in Portugal In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 1 |
| 2010 | Determinants of the EONIA spread and the financial turmoil of 2007-2009 In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2013 | The world tourism exports cycle In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 2 |
| 2014 | Early Warning Indicators of Banking Crises: Exploring new Data and Tools In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 8 |
| 2015 | A Reappraisal of Eurozone Countries Output Differentials In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2017 | House prices in Portugal - what happened since the crisis? In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 1 |
| 2020 | House price forecasting and uncertainty: Examining Portugal and Spain In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2015 | Uma reavaliação dos diferenciais do produto de países da zona Euro In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2017 | House prices in Portugal - what happened since the crisis? In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2020 | A previsão dos preços da habitação e a incerteza: Uma análise para Portugal e Espanha In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2009 | Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | The Flexible Fourier Form and Local GLS De-trended Unit Root Tests In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2009 | Adding Value to Bank Branch Performance Evaluation Using Cognitive Maps and MCDA: A Case Study In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2010 | A Multiple Criteria Framework to Evaluate Bank Branch Potential Attractiveness In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | A Class of Robust Tests in Augmented Predictive Regressions In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Evaluating retail banking quality service and convenience with MCDA techniques: a case study at the bank branch level In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2014 | How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example.(2014) In: Journal of Business Economics and Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2015 | A New Regression-Based Tail Index Estimator: An Application to Exchange Rates In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | House prices: bubbles, exuberance or something else? Evidence from euro area countries In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2016 | A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Market integration and the persistence of electricity prices In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2019 | Market integration and the persistence of electricity prices.(2019) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2018 | Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2022 | Survival of the fittest: Tourism Exposure and Firm Survival In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2023 | Survival of the fittest: tourism exposure and firm survival.(2023) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2022 | Forgetting Approaches to Improve Forecasting In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Forgetting approaches to improve forecasting.(2022) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2022 | Cross-Sectional Error Dependence in Panel Quantile Regressions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | An Application of PAR Models for Tourism Forecasting In: Tourism Economics. [Full Text][Citation analysis] | article | 5 |
| 2005 | Dating and Synchronizing Tourism Growth Cycles In: Tourism Economics. [Full Text][Citation analysis] | article | 14 |
| 2009 | Modelling and Forecasting the UK Tourism Growth Cycle in Algarve In: Tourism Economics. [Full Text][Citation analysis] | article | 4 |
| 2010 | Persistence Change in Tourism Data In: Tourism Economics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Assessing the Impact of Shocks on International Tourism Demand for Portugal In: Tourism Economics. [Full Text][Citation analysis] | article | 3 |
| 2013 | Research Note: The Importance of Online Tourism Demand In: Tourism Economics. [Full Text][Citation analysis] | article | 12 |
| 2015 | Tourist Spending Dynamics in the Algarve: A Cross-Sectional Analysis In: Tourism Economics. [Full Text][Citation analysis] | article | 3 |
| 2016 | Tourism growth and regional resilience In: Tourism Economics. [Full Text][Citation analysis] | article | 6 |
| 2015 | Modeling and forecasting interval time series with threshold models In: Advances in Data Analysis and Classification. [Full Text][Citation analysis] | article | 16 |
| 2018 | Persistence of travel and leisure sector equity indices In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
| 2022 | Tests for segmented cointegration: an application to US governments budgets In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2022 | Correction to: Tests for segmented cointegration: an application to US governments budgets In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2024 | The stability of government bond markets’ equilibrium and the interdependence of lending rates In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Editors’ note In: Portuguese Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2020 | Special issue on advanced methods to measure tourism impacts. Editors’ introduction In: Portuguese Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2002 | The behaviour of seasonal unit root tests under neglected local drifts In: Portuguese Economic Journal. [Full Text][Citation analysis] | article | 1 |
| 2022 | Special issue: 20th anniversary of the Portuguese Economic Journal. Editors’ introduction In: Portuguese Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2008 | A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
| 2010 | Events that marked tourism in Portugal In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2002 | ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH In: Econometric Reviews. [Full Text][Citation analysis] | article | 11 |
| 2010 | Knowledge Production in European Regions: The Impact of Regional Strategies and Regionalization on Innovation In: European Planning Studies. [Full Text][Citation analysis] | article | 5 |
| 1999 | Performance of seasonal unit root tests for monthly data In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 17 |
| 2004 | Threshold Cointegration and the PPP Hypothesis In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 8 |
| 2014 | Evaluating retail banking service quality and convenience with MCDA techniques: a case study at the bank branch level In: Journal of Business Economics and Management. [Full Text][Citation analysis] | article | 17 |
| 2013 | Regional tourism development: culture, nature, life cycle and attractiveness In: Current Issues in Tourism. [Full Text][Citation analysis] | article | 3 |
| 2019 | A New Regression-Based Tail Index Estimator In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
| 2017 | Territory and Sustainable Tourism Development: a Space-Time Analysis on European Regions In: REGION. [Full Text][Citation analysis] | article | 15 |
| 2011 | Threshold effects in credit risk and stress scenarios In: International Journal of Finance & Economics. [Citation analysis] | article | 1 |
| 2023 | Tests of no cross-sectional error dependence in panel quantile regressions In: Ruhr Economic Papers. [Full Text][Citation analysis] | paper | 0 |
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