Paulo M. M. Rodrigues : Citation Profile


Are you Paulo M. M. Rodrigues?

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

10

H index

11

i10 index

330

Citations

RESEARCH PRODUCTION:

59

Articles

47

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (1999 - 2019). See details.
   Cites by year: 16
   Journals where Paulo M. M. Rodrigues has often published
   Relations with other researchers
   Recent citing documents: 85.    Total self citations: 32 (8.84 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro11
   Updated: 2019-11-16    RAS profile: 2019-11-05    
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Relations with other researchers


Works with:

Taylor, Robert (10)

del Barrio Castro, Tomás (8)

Demetrescu, Matei (4)

Andraz, Jorge (4)

Bonfim, Diana (4)

Antunes, António (4)

Hassler, Uwe (3)

Sibbertsen, Philipp (2)

Sobreira, Nuno (2)

Duarte, Cláudia (2)

Nunes, Luis (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 (23)

Taylor, Robert (20)

Phiri, Andrew (14)

Ferreira, Joao (11)

Darné, Olivier (9)

Silva Lopes, Artur (9)

Osborn, Denise (7)

Camarero, Mariam (7)

Cavaliere, Giuseppe (7)

Nielsen, Morten (6)

Tamarit, Cecilio (6)

Cites to:

Taylor, Robert (39)

Hassler, Uwe (38)

Perron, Pierre (34)

Phillips, Peter (30)

Breitung, Jörg (19)

Hylleberg, Svend (19)

Osborn, Denise (18)

Leybourne, Stephen (17)

Franses, Philip Hans (16)

Granger, Clive (16)

Elliott, Graham (14)

Main data


Where Paulo M. M. Rodrigues has published?


Journals with more than one article published# docs
Econometric Theory7
Economics Bulletin6
Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies6
Journal of Time Series Analysis4
Economics Letters3
Oxford Bulletin of Economics and Statistics3
Journal of Applied Statistics3
Journal of Econometrics2
Portuguese Economic Journal2
International Journal of Forecasting2
Journal of Business Economics and Management2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Portugal, Economics and Research Department28
Essex Finance Centre Working Papers / University of Essex, Essex Business School4
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 (2019 and 2018)


YearTitle of citing document
2018Measuring Retail Trade Using Card Transactional Data. (2018). Pacce, Matías ; García López, Juan ; Valero, Heribert ; Ulloa, Camilo ; Ruiz, Pep ; de Dios, Juan ; Rodrigo, Tomasa ; Murillo, Juan ; Garcia, Juan Ramon ; Bodas, Diego. In: Working Papers. RePEc:bbv:wpaper:1803.

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2018Nowcasting private consumption: traditional indicators, uncertainty measures, credit cards and some internet data. (2018). Urtasun, Alberto ; Sanchez Fuentes, Antonio Jesus ; Pérez, Javier ; Perez, Javier J ; Gil, Maria. In: Working Papers. RePEc:bde:wpaper:1842.

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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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2018DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE. (2018). Darné, Olivier ; Charles, Amlie ; Ferrara, Laurent ; Darne, Olivier. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:745-760.

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2017Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component. (2017). Yabu, Tomoyoshi ; Shintani, Mototsugu ; Perron, Pierre. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:5:p:822-850.

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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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2017Changes in persistence, spurious regressions and the Fisher hypothesis. (2017). Ventosa-Santaulària, Daniel ; Antonio, Noriega ; Daniel, Ventosa-Santaularia ; Robinson, Kruse . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:3:p:28:n:1.

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2018Can Economic Perception Surveys Improve Macroeconomic Forecasting in Chile?. (2018). Medel, Carlos A. ; MARCEL, MARIO ; Chanut, Nicolas. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:824.

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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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2017Using debit card payments data for nowcasting Dutch household consumption. (2017). Cruijsen, Carin ; Bolt, Wilko ; van der Cruijsen, Carin ; Verbaan, Roy. In: DNB Working Papers. RePEc:dnb:dnbwpp:571.

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2018The Electricity Security in South Africa: Analysing Significant Determinants to the Grid Reliability. (2018). Ateba, Benedict Belobo ; Prinsloo, Johannes Jurgens. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-06-10.

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2018Unit roots, flexible trends, and the Prebisch-Singer hypothesis. (2018). Winkelried, Diego. In: Journal of Development Economics. RePEc:eee:deveco:v:132:y:2018:i:c:p:1-17.

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2018Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth. (2018). Xu, Qifa ; Liu, Yezheng ; Jiang, Cuixia ; Zhuo, Xingxuan. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:221-236.

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2018International synchronization of the Mexican states business cycles: Explaining factors. (2018). Aroca, Patricio ; Vergara-Gonzalez, Reyna ; Rendon-Rojas, Liliana ; Mejia-Reyes, Pablo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:278-288.

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2018Powerful nonparametric seasonal unit root tests. (2018). Erolu, Burak Alparslan ; Troki, Mirza ; Goebakan, Kemal Alar. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:75-80.

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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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2017Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form. (2017). Taylor, Robert ; Nielsen, Morten ; Cavaliere, Giuseppe ; Robert, A M. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:165-188.

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2018Threshold autoregressive models for interval-valued time series data. (2018). Hong, Yongmiao ; Wang, Shouyang ; Han, AI ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:414-446.

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2017On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks. (2017). Tzavalis, Elias ; Vrontos, Ioannis ; Meligkotsidou, Loukia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:70-90.

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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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2017How do daily changes in oil prices affect US monthly industrial output?. (2017). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:83-90.

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2018High-yield bond and energy markets. (2018). Soytas, Ugur ; Nazlioglu, Saban ; Gormus, Alper. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:101-110.

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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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2018Unit root quantile autoregression testing with smooth structural changes. (2018). Li, Haiqi ; Zheng, Chaowen . In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:83-89.

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2018Can bubble theory foresee banking crises?. (2018). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:66-81.

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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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2017A wavelet-based multivariate multiscale approach for forecasting. (2017). Rua, António. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:581-590.

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2018Nowcasting with payments system data. (2018). Tkacz, Greg ; Galbraith, John W. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:366-376.

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2018Financial development and the occurrence of banking crises. (2018). Minea, Alexandru ; Mathonnat, Clement . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:344-354.

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2018Cross-border spillovers of monetary policy: What changes during a financial crisis?. (2018). Barbosa, Luciana ; Everett, Mary ; Costa, Sonia ; Bonfim, Diana. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:89:y:2018:i:c:p:154-174.

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2018On the interdependence of natural gas and stock markets under structural breaks. (2018). Ahmed, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:149-161.

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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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2017Testing the inflation rates in MENA countries: Evidence from quantile regression approach and seasonal unit root test. (2017). Tiwari, Aviral ; Kyophilavong, Phouphet ; Bolat, Suleyman . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1089-1095.

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2018Developing a socio-technical evaluation index for tourist destination competitiveness using cognitive mapping and MCDA. (2018). Bento, Paulo ; Jalali, Marjan S ; Carayannis, Elias G. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:131:y:2018:i:c:p:147-158.

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2018Measuring organisational performance using a mix of OR methods. (2018). Santos, Sergio P ; Pilkington, Martin ; Howick, Susan ; Belton, Valerie. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:131:y:2018:i:c:p:18-30.

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2018Infinite-Variance Error Structure in Finance and Economics. (2018). Serttas, Fatma Ozgu. In: International Econometric Review (IER). RePEc:erh:journl:v:10:y:2018:i:1:p:14-23.

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2017.

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2017Selecting the Lag Length for the M GLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations. (2017). Rodríguez, Gabriel ; Quineche, Ricardo ; Rodriguez, Gabriel. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:17-:d:95932.

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2018Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis. (2018). Çevik, Emrah ; Atukeren, Erdal ; Korkmaz, Turhan. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:10:p:2848-:d:177242.

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2018Tourism Diversification and Its Implications for Smart Specialisation. (2018). Weidenfeld, Adi. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:2:p:319-:d:128888.

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2018R&D Expenditure in the EU: Convergence or Divergence?. (2018). Delgado, Francisco ; Presno, Maria J ; Blanco, Francisco A. In: Working Papers. Collection B: Regional and sectoral economics. RePEc:gov:wpregi:1804.

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2018Does the Great Recession imply the end of the Great Moderation? International evidence. (2018). Ferrara, Laurent ; Darne, Olivier ; Charles, Amelie. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01757081.

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2018Does the Great Recession imply the end of the Great Moderation? International evidence. (2018). Ferrara, Laurent ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01757081.

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2018Unified Tests for a Dynamic Predictive Regression. (2018). Cai, Zongwu ; Peng, Liang ; Liu, Xiaohui ; Yang, Bingduo. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201808.

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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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2017Did a Public Campaign Influence Debit Card Usage? Evidence from the Netherlands. (2017). Jonker, Nicole ; Verburg, Johan ; Plooij, Mirjam . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:52:y:2017:i:1:d:10.1007_s10693-017-0281-6.

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2018Monitoring Bank Failures in a Data-Rich Environment. (2018). Moran, Kevin ; Gnagne, Jean Armand . In: Cahiers de recherche. RePEc:lvl:crrecr:1815.

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2017Determinants of the Portuguese GDP stagnation during the 2001-2014 period: an empirical investigation. (2017). Figueira, Carlos . In: GEE Papers. RePEc:mde:wpaper:0068.

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2018How sustainable are fiscal budgets in the Kingdom of Swaziland?. (2018). Phiri, Andrew. In: Working Papers. RePEc:mnd:wpaper:1810.

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2018Fiscal sustainability in BRICS countries: Evidence from asymmetric unit root test augmented with Fourier function. (2018). Phiri, Andrew. In: Working Papers. RePEc:mnd:wpaper:1814.

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2018Is it the natural rate or hysteresis hypothesis for unemployment in Newly Industrialized Economies?. (2018). Phiri, Andrew ; Moyo, Clement ; Khobai, hlalefang ; Nach, Mirada ; Nsenga, Dieu. In: Working Papers. RePEc:mnd:wpaper:1817.

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2018Robust analysis of convergence in per capita GDP in BRICS economies. (2018). Phiri, Andrew. In: Working Papers. RePEc:mnd:wpaper:1822.

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2018Is Swaziland on a path of convergence towards her main trading partners?. (2018). Phiri, Andrew. In: Working Papers. RePEc:mnd:wpaper:1830.

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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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2018Development of mechanism for formation and activation of territorial image potential. (2018). Olha, Zinchenko. In: Technology audit and production reserves, 4(42) 2018. RePEc:nos:vpnece:8.

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2018How sustainable are fiscal budgets in the Kingdom of Swaziland?. (2018). Phiri, Andrew. In: MPRA Paper. RePEc:pra:mprapa:85149.

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2018Fiscal sustainability in BRICS countries: Evidence from asymmetric unit root tests augmented with Fourier fucntion. (2018). Phiri, Andrew. In: MPRA Paper. RePEc:pra:mprapa:85501.

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2018Is it the natural rate or hysteresis hypothesis for unemployment rates in Newly Industrialized Economies?. (2018). Phiri, Andrew ; Moyo, Clement ; Khobai, hlalefang ; Nach, Mirada ; Nsenga, Dieu. In: MPRA Paper. RePEc:pra:mprapa:86274.

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2018Robust analysis of convergence in per capita GDP in BRICS economies. (2018). Phiri, Andrew. In: MPRA Paper. RePEc:pra:mprapa:86936.

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2018Is Swaziland on a path of convergence towards her main trading partners?. (2018). Phiri, Andrew. In: MPRA Paper. RePEc:pra:mprapa:88790.

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2018Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions. (2018). YAYA, OLAOLUWA ; Gil-Alana, Luis A. In: MPRA Paper. RePEc:pra:mprapa:90516.

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

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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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2018Interdependencies between CDS spreads in the European Union: Is Greece the black sheep or black swan?. (2018). Koutmos, Dimitrios. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-018-2788-0.

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2017Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending. (2017). Sansó, Andreu ; del Barrio Castro, Tomás ; Sanso, Andreu ; Bodnar, Andrii . In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:4:d:10.1007_s00180-016-0688-9.

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2018On the invertibility of seasonally adjusted series. (2018). Perez-Laborda, Alejandro ; Lovcha, Yuliya ; Gil-Alana, Luis. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:1:d:10.1007_s00180-017-0715-5.

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2018Forecasting seasonal time series data: a Bayesian model averaging approach. (2018). Weber, Enzo ; Vosseler, Alexander. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:4:d:10.1007_s00180-018-0801-3.

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2017Measuring species concentration, diversification and dependency in a macro-fishery. (2017). Díaz-Emparanza, Ignacio ; Diaz-Emparanza, Ignacio ; Astorkiza, Kepa ; Valle, Ikerne . In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1102-8.

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2017Time-varying persistence in US inflation. (2017). GUPTA, RANGAN ; Caporin, Massimiliano. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1144-y.

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2018More powerful threshold cointegration tests. (2018). Oh, Dong-Yop ; Meng, Ming ; Lee, Hyejin. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1243-4.

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2018Monetary policy in steering the EONIA and POLONIA rates in the Eurosystem and Poland: a comparative analysis. (2018). Pietryka, Ilona ; Fiszeder, Piotr. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1285-7.

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2018Early warning indicators and macro-prudential policies: a credit network agent based model. (2018). Gallegati, Mauro ; Grilli, Ruggero ; Palestrini, Antonio ; Catullo, Ermanno . In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:1:d:10.1007_s11403-017-0199-y.

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2017Contemporary Trends and Challenges in Finance. (2017). Staehr, Karsten ; Orlowski, Lucjan. In: Springer Proceedings in Business and Economics. RePEc:spr:prbuec:978-3-319-54885-2.

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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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2018Performance of the Macroeconomic Imbalance Procedure in light of historical experience in the CEE region. (2018). Širaňová, Mária ; Radvansky, Marek ; Siranova, Maria. In: Journal of Economic Policy Reform. RePEc:taf:jpolrf:v:21:y:2018:i:4:p:335-352.

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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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Works by Paulo M. M. Rodrigues:


YearTitleTypeCited
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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This paper has another version. Agregated cites: 3
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2004Seasonal Unit Root Tests Under Structural Breaks* In: Journal of Time Series Analysis.
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article8
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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article2
2009On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 2
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2013Recursive adjustment, unit root tests and structural breaks In: Journal of Time Series Analysis.
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article3
2017Unit Root Tests and Heavy-Tailed Innovations In: Journal of Time Series Analysis.
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article1
2017Unit Root Tests and Heavy-Tailed Innovations.(2017) In: Essex Finance Centre Working Papers.
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This paper has another version. Agregated cites: 1
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2013Determinants of the EONIA Spread and the Financial Crisis In: Manchester School.
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2011Determinants of the EONIA spread and the financial crisis.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 10
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2011The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance In: Oxford Bulletin of Economics and Statistics.
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2010The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance.(2010) In: Working Papers.
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2012The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests-super- In: Oxford Bulletin of Economics and Statistics.
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article31
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