Paulo M. M. Rodrigues : Citation Profile

Are you Paulo M. M. Rodrigues?

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

14

H index

23

i10 index

619

Citations

RESEARCH PRODUCTION:

86

Articles

65

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1999 - 2023). See details.
   Cites by year: 25
   Journals where Paulo M. M. Rodrigues has often published
   Relations with other researchers
   Recent citing documents: 72.    Total self citations: 50 (7.47 %)

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   Permalink: http://citec.repec.org/pro11
   Updated: 2023-11-04    RAS profile: 2023-08-05    
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Relations with other researchers

Works with:

Demetrescu, Matei (8)

Taylor, Robert (8)

Raposo, Pedro (6)

del Barrio Castro, Tomás (4)

Portugal, Pedro (3)

Sibbertsen, Philipp (2)

Costa, Luis (2)

Carneiro, Anabela (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 (30)

Taylor, Robert (20)

Ferreira, Joao (16)

Medel, Carlos A. (15)

Phiri, Andrew (14)

Silva Lopes, Artur (11)

Darné, Olivier (10)

Gil-Alana, Luis (9)

Osborn, Denise (9)

GUPTA, RANGAN (9)

Santos, Sérgio (8)

Cites to:

Perron, Pierre (52)

Taylor, Robert (52)

Hassler, Uwe (51)

Phillips, Peter (48)

Campbell, John (35)

Breitung, Jörg (29)

Osborn, Denise (27)

Elliott, Graham (27)

Leybourne, Stephen (26)

Shiller, Robert (25)

Franses, Philip Hans (23)

Main data

Where Paulo M. M. Rodrigues has published?

Journals with more than one article published# docs
Tourism Economics8
Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies7
Journal of Econometrics6
Econometric Theory6
Economics Bulletin6
Journal of Time Series Analysis5
Oxford Bulletin of Economics and Statistics4
Empirical Economics4
Portuguese Economic Journal4
Journal of Applied Statistics3
Economics Letters3
Journal of Business Economics and Management2
Journal of Economic Studies2
Economic Inquiry2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Portugal, Economics and Research Department38
Essex Finance Centre Working Papers / University of Essex, Essex Business School7
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
DEA Working Papers / Universitat de les Illes Balears, Departament d'Economa Aplicada2
Economics Working Papers / European University Institute2

Recent works citing Paulo M. M. Rodrigues (2023 and 2022)

YearTitle of citing document
2022Predictive Quantile Regression with Mixed Roots and Increasing Dimensions. (2021). Shin, Youngki ; Lee, Ji Hyung ; Fan, Rui. In: Papers. RePEc:arx:papers:2101.11568.

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2022Preliminary Results on the Employment Effect of Tourism. A meta-analysis. (2022). Georgios, Giotis. In: Papers. RePEc:arx:papers:2206.00174.

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2022Macroeconomic Predictions using Payments Data and Machine Learning. (2022). Desai, Ajit ; James, . In: Papers. RePEc:arx:papers:2209.00948.

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2023Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193.

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2023Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.00860.

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2023Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463.

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2022Macroeconomic Predictions Using Payments Data and Machine Learning. (2022). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:22-10.

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2022Nowcasting Brazilian GDP with Electronic Payments Data. (2022). Cesar, Raquel Nadal. In: Working Papers Series. RePEc:bcb:wpaper:564.

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2022Uniform and Distribution-Free Inference with General Autoregressive Processes. (2022). Petrova, Katerina ; Magdalinos, Tassos. In: Working Papers. RePEc:bge:wpaper:1344.

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2022Proyecciones macroeconómicas con datos en frecuencias mixtas. Modelos ADL-MIDAS, U-MIDAS y TF-MIDAS con aplicaciones para Uruguay. (2022). Alvarez, Santiago Etchegaray. In: Documentos de trabajo. RePEc:bku:doctra:2022004.

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2022Are capital inflow bonanzas a common precursor to banking crises? A categorical data analysis. (2022). Kemme, David ; Roy, Saktinil. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:10:p:3192-3223.

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2023ifo Konjunkturprognose Sommer 2023: Inflation flaut langsam ab – aber Konjunktur lahmt noch. (2023). Šauer, Radek ; Rathje, Ann-Christin ; Mohrle, Sascha ; Link, Sebastian ; Lehmann, Robert ; Lay, Max ; Fourne, Friederike ; Fell, Maximilian ; Ederer, Stefan ; Zarges, Lara ; Wollmershauser, Timo ; Scheiblecker, Marcus ; Schasching, Moritz. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:76:y:2023:i:sonderausgabe:p:01-53.

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Disentangling Demand and Supply Inflation Shocks from Chilean Electronic Payment Data. (2023). Hernandez-Roman, L G ; Eterovic, Nicolas ; Carlomagno, Guillermo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:986.

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2022Multiple effects of “distance” on domestic tourism demand: A comparison before and after the emergence of COVID-19. (2022). Jiang, Fan ; Li, Gang ; Qin, Yuan ; Lin, Vera Shanshan . In: Annals of Tourism Research. RePEc:eee:anture:v:95:y:2022:i:c:s0160738322000913.

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2022The role of electricity flows and renewable electricity production in the behaviour of electricity prices in Spain. (2022). Damette, Olivier ; Marques, Antonio Cardoso ; Macedo, Daniela Pereira. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:885-900.

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2022Multinomial modeling methods: Predicting four decades of international banking crises. (2022). du Plessis, Emile. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:2:s0939362522000413.

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2022Urban blight remediation strategies subject to seasonal constraints. (2022). Meidut-Kavaliauskien, Ieva ; Govindan, Kannan ; Sunderman, Mark A ; Spahr, Ronald W ; Fernando, . In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:1:p:277-288.

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2022Model averaging for interval-valued data. (2022). Wang, Shouyang ; Alan, ; Zhang, Xinyu ; Sun, Yuying. In: European Journal of Operational Research. RePEc:eee:ejores:v:301:y:2022:i:2:p:772-784.

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2023Robustness to rank reversal in pairwise comparison matrices based on uncertainty bounds. (2023). Bozoki, Sandor ; Setola, Roberto ; Oliva, Gabriele ; Faramondi, Luca. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:676-688.

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2023Mathematical modelling and model validation of the heat losses in district heating networks. (2023). Kleme, Jii Jaromir ; Varbanov, Petar Sabev ; Suowicz, Maciej ; Nowak-Oco, Marzena ; Jakubek, Dariusz. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s0360544222033461.

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2022Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19. (2022). Demir, Ender ; Bhandari, Avishek ; Assaf, Ata ; Charif, Husni. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001004.

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2023Fat tails in private equity fund returns: The smooth double Pareto distribution. (2023). Lahr, Henry. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004215.

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2022The persistence of financial volatility after COVID-19. (2022). Vera-Valdes, Eduardo J. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001379.

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2022Systemic risk measures and regulatory challenges. (2022). Brzeszczyski, Janusz ; Sharma, Satish ; Ellis, Scott. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308921001194.

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2022What drives the systemic banking crises in advanced economies?. (2022). Roy, Saktinil. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028322000485.

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2022Forecasting corporate default risk in China. (2022). Yao, Xiao ; Zhao, Yang ; Zhang, Xuan. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:3:p:1054-1070.

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2022Mining semantic features in current reports for financial distress prediction: Empirical evidence from unlisted public firms in China. (2022). Ding, Yong ; Wang, Zhao ; Yuan, Yufei ; Lyu, Ximei ; Jiang, Cuiqing. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:3:p:1086-1099.

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2023Weekly economic activity: Measurement and informational content. (2023). Guggia, Valentino ; Glocker, Christian ; Wegmuller, Philipp. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:228-243.

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2022Financial development and natural resources. Is there a stock market resource curse?. (2022). , Faisal ; Ramakrishnan, Suresh ; Ali, Adnan. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004657.

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2022Land availability and housing price in China: Empirical evidence from nonlinear autoregressive distributed lag (NARDL). (2022). Wong, Kar-Horn ; Tan, Yan-Yi ; Nerissa, Feng-Ting Shim ; Kwan, Xiao-Hui ; Ho, Wing-Ken ; Yii, Kwang-Jing. In: Land Use Policy. RePEc:eee:lauspo:v:113:y:2022:i:c:s0264837721006116.

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2022Controversial effects of tourism on economic growth: A spatial analysis on Italian provincial data. (2022). Canale, Rosaria Rita ; de Siano, Rita ; Desiano, Rita . In: Land Use Policy. RePEc:eee:lauspo:v:117:y:2022:i:c:s0264837722001089.

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2023Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070.

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2023Using MCDA to assist an Intermunicipal community develop a resilience strategy in face of the pandemic caused by the SARS-CoV-2. (2023). Rebelo, Efigenio L ; Coelho, Luis Serra ; Santos, Sergio P ; Gomes, Luis S. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012123000885.

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2022Is innovative technology a solution to Japans long-run energy insecurity? Dynamic evidence from the linear and nonlinear methods. (2022). Karasoy, Alper. In: Technology in Society. RePEc:eee:teinso:v:70:y:2022:i:c:s0160791x22001701.

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2022Measuring urban digitalization using cognitive mapping and the best worst method (BWM). (2022). Govindan, Kannan ; Vieira, Fabiana C ; Banaitis, Audrius. In: Technology in Society. RePEc:eee:teinso:v:71:y:2022:i:c:s0160791x2200272x.

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2022Impact of Information and Communication Technologies on the Tourism Sector. (2022). Sulikowski, Piotr ; Barej-Kaczmarek, Emilia ; Bak, Iwona. In: European Research Studies Journal. RePEc:ers:journl:v:xxv:y:2022:i:3:p:595-606.

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2022The Internal and External Factors That Determined Private Investment in Ecuador 2007–2020. (2022). MacAs-Acosta, Guido ; MacAs-Lituma, Genesis ; Vergara-Romero, Arnaldo. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:10:p:248-:d:936916.

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2022Toward Tourists–Media–Cities Tourism: Xi’an as a Wanghong City. (2022). Lin, Zhongxuan ; Fan, Tingting. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:19:p:11806-:d:919525.

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2022Measuring the Carbon Content of Wealth Evidence from France and Germany. (2022). Chancel, Lucas ; Rehm, Yannic. In: PSE Working Papers. RePEc:hal:psewpa:halshs-03828939.

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2022Measuring the Carbon Content of Wealth Evidence from France and Germany. (2022). Chancel, Lucas ; Rehm, Yannic. In: World Inequality Lab Working Papers. RePEc:hal:wilwps:halshs-03828939.

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2022Measuring the Carbon Content of Wealth Evidence from France and Germany. (2022). Chancel, Lucas ; Rehm, Yannic. In: Working Papers. RePEc:hal:wpaper:halshs-03828939.

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2022DRAWING AN INDICATOR OF TOURISM COMPETITIVENESS AND EXAMINING ITS RELATIONSHIP WITH TOURISM SEASONALITY FOR THE GREEK PREFECTURES. (2022). Polyzos, Serafeim ; Krabokoukis, Thomas. In: Regional Science Inquiry. RePEc:hrs:journl:v:xiv:y:2022:i:2:p:55-70.

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2023An Empirical Comparison of Rank-Based Surrogate Weights in Additive Multiattribute Decision Analysis. (2023). Nehring, Richard M ; Burk, Roger Chapman. In: Decision Analysis. RePEc:inm:ordeca:v:20:y:2023:i:1:p:55-72.

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2023Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series.. (2023). Sansó, Andreu ; Carrion, Josep Lluis. In: IREA Working Papers. RePEc:ira:wpaper:202309.

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2022Using Double Frequency in Fourier Dickey–Fuller Unit Root Test. (2022). Omay, Tolga ; Cai, Yifei. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-020-10075-5.

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2022Consumer Spending in the Covid-19 Pandemic: Evidence from Card Transactions in Latvia. (2022). Fadejeva, Ludmila ; Brinke, Anete ; Vilerts, Karlis ; Siliverstovs, Boriss. In: Discussion Papers. RePEc:ltv:dpaper:202201.

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2023Does scientific research output matter for Portugal’s economic growth?. (2023). Teixeira, Aurora ; Pinto, Tnia. In: GEE Papers. RePEc:mde:wpaper:0174.

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2023??????? ?????, ???????????? ? ??????????? ??????? ? ?????????? ?????????? ???????. (2022). Bekirova, Olga ; Zubarev, Andrey. In: MPRA Paper. RePEc:pra:mprapa:115164.

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2023Periodic Integration and Seasonal Unit Roots. (2023). del Barrio Castro, Tomás ; Osborn, Denise R. In: MPRA Paper. RePEc:pra:mprapa:117935.

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2023Estimating Madagascar economic growth using the Mixed Data Sampling (MIDAS) approach. (2023). Razanajatovo, Yves H ; Rajaonarison, Njakanasandratra R ; Andrianady, Josue R. In: MPRA Paper. RePEc:pra:mprapa:118267.

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2023Determinants of risk, profitability and default probability of Russian banks. (2023). Zubarev, Andrey ; Bekirova, Olga. In: Applied Econometrics. RePEc:ris:apltrx:0476.

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2022.

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2022A Structured Literature Review of the Tourism Area Life Cycle Concept. (2022). George, Babu ; Desai, Purva Hegde ; Borde, Nilesh ; Gore, Surabhi. In: Journal of Tourism, Sustainability and Well-being. RePEc:ris:jspord:1045.

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2022Persistence, seasonality, and fractional integration within a nonlinear framework: Evidence from US citizens’ overseas travel. (2022). Gil-Alana, Luis ; Payne, James E. In: Tourism Economics. RePEc:sae:toueco:v:28:y:2022:i:3:p:654-660.

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2023Travel and tourism competitiveness index and the tourism sector development. (2023). Karaman, Abdullah S ; Koseoglu, Mehmet Ali ; Kuzey, Cemil ; Uyar, Ali. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:4:p:1005-1031.

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2023DIKEDOC: a multicriteria methodology to organise and communicate knowledge. (2023). Curto, Rocco ; Rolando, Diana ; Norese, Maria Franca. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:2:d:10.1007_s10479-022-04711-6.

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2022Non-parametric seasonal unit root tests under periodic non-stationary volatility. (2022). Eroglu, Burak Alparslan ; Gogebakan, Kemal Aglar. In: Computational Statistics. RePEc:spr:compst:v:37:y:2022:i:5:d:10.1007_s00180-022-01211-w.

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2022Stochastic seasonality in commodity prices: the case of US natural gas. (2022). Zhu, Zhen ; Chiou-Wei, Song-Zan ; Chen, Sheng-Hung. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02094-4.

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2022Asymmetric volatility transmission in Japanese stock market in the presence of structural breaks. (2022). Dritsakis, Nikolaos ; Kartsonakis-Mademlis, Dimitrios. In: The Japanese Economic Review. RePEc:spr:jecrev:v:73:y:2022:i:4:d:10.1007_s42973-020-00051-x.

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2022SME resilience as a catalyst for tourism destinations: a literature review. (2022). Tan, Jackson J ; Belinda, MA ; Badoc-Gonzales, Blesilda P. In: Journal of Global Entrepreneurship Research. RePEc:spr:jglont:v:12:y:2022:i:1:d:10.1007_s40497-022-00309-1.

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2022Characterizing growth instability: new evidence on unit roots and structural breaks in countries’ long run trajectories. (2022). Foster-McGregor, Neil ; Russo, Emanuele. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:32:y:2022:i:2:d:10.1007_s00191-021-00727-6.

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2022The generalized spatial random effects model in R. (2022). Millo, Giovanni. In: Journal of Spatial Econometrics. RePEc:spr:jospat:v:3:y:2022:i:1:d:10.1007_s43071-022-00024-9.

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2023A test for the contributions of urban and rural inflation to inflation persistence in Nigeria. (2023). Salisu, Afees ; Usman, Nuruddeen ; Oboh, Victor ; Ebuh, Godday Uwawunkonye. In: Macroeconomics and Finance in Emerging Market Economies. RePEc:taf:macfem:v:16:y:2023:i:2:p:222-246.

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2023Johansen Test with Fourier-Type Smooth Nonlinear Trends in Cointegrating Relations. (2023). Shintani, Mototsugu ; Kurita, Takamitsu. In: CIRJE F-Series. RePEc:tky:fseres:2023cf1216.

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2022Ination Dynamics and Time-Varying Persistence: The Importance of the Uncertainty Channel.. (2022). Canepa, Alessandra. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202211.

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2022Bank efficiency in Vietnam: Do scale expansion strategies and non?performing loans matter?. (2022). Tzeremes, Panayiotis ; Le, Chau ; Ngo, Trong ; Evi, Aleksandar. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:822-843.

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2022Long?run predictability tests are even worse than you thought. (2022). Hjalmarsson, Erik ; Kiss, Tamas. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:7:p:1334-1355.

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2022Modeling interval trendlines: Symbolic singular spectrum analysis for interval time series. (2022). Martos, Gabriel ; de Carvalho, Miguel. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:167-180.

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2023Assessing the informational content of card transactions for nowcasting retail trade: Evidence for Latvia. (2023). Vilerts, Karlis ; Siliverstovs, Boriss ; Fadejeva, Ludmila ; Brinke, Anete. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:566-577.

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2022.

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Works by Paulo M. M. Rodrigues:

YearTitleTypeCited
2020Measuring wage inequality under right censoring In: Papers.
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2023Measuring wage inequality under right censoring.(2023) In: Economic Inquiry.
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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.
[Citation analysis]		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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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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2011Determinants of the EONIA spread and the financial crisis.(2011) In: Working Papers.
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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.
[Citation analysis]		article14
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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2015On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article5
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