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

22

i10 index

648

Citations

RESEARCH PRODUCTION:

86

Articles

68

Papers

1

Chapters

RESEARCH ACTIVITY:

   25 years (1999 - 2024). See details.
   Cites by year: 25
   Journals where Paulo M. M. Rodrigues has often published
   Relations with other researchers
   Recent citing documents: 63.    Total self citations: 54 (7.69 %)

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   Permalink: http://citec.repec.org/pro11
   Updated: 2024-11-04    RAS profile: 2024-08-08    
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Relations with other researchers

Works with:

Demetrescu, Matei (12)

Taylor, Robert (7)

Raposo, Pedro (6)

Carneiro, Anabela (3)

Portugal, Pedro (3)

Costa, Luis (2)

Reis, Hugo (2)

Sibbertsen, Philipp (2)

Martins, 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 (29)

Taylor, Robert (20)

Medel, Carlos A. (15)

Phiri, Andrew (14)

Osborn, Denise (13)

Silva Lopes, Artur (12)

Gil-Alana, Luis (11)

Ferreira, Joao (10)

Darné, Olivier (10)

GUPTA, RANGAN (9)

Omay, Tolga (7)

Cites to:

Phillips, Peter (60)

Taylor, Robert (58)

Perron, Pierre (57)

Hassler, Uwe (52)

Campbell, John (41)

Breitung, Jörg (31)

Elliott, Graham (31)

Osborn, Denise (28)

Leybourne, Stephen (27)

Shiller, Robert (26)

Franses, Philip Hans (25)

Main data

Where Paulo M. M. Rodrigues has published?

Journals with more than one article published# docs
Tourism Economics8
Journal of Econometrics8
Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies7
Economics Bulletin6
Econometric Theory6
Empirical Economics4
Portuguese Economic Journal4
Economics Letters3
Oxford Bulletin of Economics and Statistics3
Journal of Applied Statistics3
Journal of Time Series Analysis3
International Journal of Forecasting2
Journal of Economic Studies2
Economic Inquiry2
Journal of Business Economics and Management2

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 School8
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
Papers / arXiv.org2

Recent works citing Paulo M. M. Rodrigues (2024 and 2023)

YearTitle of citing document
2023“Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series”. (2023). Sansó, Andreu ; Carrion, Josep Lluis. In: AQR Working Papers. RePEc:aqr:wpaper:202305.

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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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2024High-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.

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2023Towards Better Banking Crisis Prediction: Could an Automatic Variable Selection Process Improve the Performance?. (2023). Liu, Xianglong. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:288-312.

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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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2024Knowledge 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.

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2024Inflation 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.

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2023Taking stock of long-horizon predictability tests: Are factor returns predictable?. (2023). KOSTAKIS, ALEXANDROS ; Magdalinos, Tassos ; Stamatogiannis, Michalis P. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623000052.

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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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2023Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices. (2023). Gao, Tianxiao ; Huang, Wenyang ; Wang, Xiuqing ; Hao, Yun. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323006047.

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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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2023Measuring financial soundness around the world: A machine learning approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s105752192200401x.

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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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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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2023Early Warning Systems for identifying financial instability. (2023). Sanfelici, Simona ; Allaj, Erindi. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1777-1803.

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2023Energy prices in Europe. Evidence of persistence across markets. (2023). Gil-Alana, Luis ; Martin-Valmayor, Miguel A ; Infante, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300257x.

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2023Natural resources revenues, shadow economy and financial institutions depth: The way forward. (2023). Ali, Adnan ; Ur, Sami ; Ul, Zahoor ; Amin, Muhammad Yusuf ; Faisal, Faisal. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005603.

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2024Does 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.

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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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2024Forecasting 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.

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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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2024Effectiveness 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.

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2023A Literature Review on the Financial Determinants of Hotel Default. (2023). METAXAS, THEODORE ; Romanopoulos, Athanasios. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:7:p:323-:d:1188400.

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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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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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2024Risk-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.

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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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2023Non-convergent incomes with a new DF-Fourier test: most likely you go your way (and Ill go mine). (2023). Silva Lopes, Artur. In: MPRA Paper. RePEc:pra:mprapa:120171.

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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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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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2023Measuring macroeconomic convergence and divergence within EMU using long memory. (2023). Kolaiti, Theoplasti ; Drager, Lena ; Sibbertsen, Philipp. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02426-6.

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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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2023Demand for Kerala’s International Tourism by the Top Three Source Markets: A Comparative Analysis. (2023). Shiby, Thomas ; Salim, Anappattath Muhammed. In: Acta Universitatis Sapientiae, Economics and Business. RePEc:vrs:auseab:v:11:y:2023:i:1:p:208-226:n:1.

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2023How does the economy affect a religious phenomenon? A panel approach to international pilgrimages to the Shrine of Fátima. (2023). Alberto, Fuinhas Jose ; Matheus, Belucio ; Carlos, Vieira. In: European Journal of Tourism, Hospitality and Recreation. RePEc:vrs:ejothr:v:13:y:2023:i:1:p:110-124:n:3.

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2023From resilience to collapse: a cross-country study of tourist spending in Europe during the COVID-19 pandemic. (2023). Bartosz, Korinth. In: Environmental & Socio-economic Studies. RePEc:vrs:enviro:v:11:y:2023:i:3:p:54-64:n:6.

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2024Long?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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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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2023Deep learning on mixed frequency data. (2023). Wang, Zezhou ; Xu, Qifa ; Liu, Yezheng ; Jiang, Cuixia. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:8:p:2099-2120.

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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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2024Saving for sunny days: The impact of climate (change) on consumer prices in the euro area In: 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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2009Seasonal Unit Root Tests under Structural Breaks.(2009) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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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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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.
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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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2015On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles In: Oxford Bulletin of Economics and Statistics.
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2013On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles.(2013) In: CEFAGE-UE Working Papers.
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2003On Tests for Double Differencing: Some Extensions and the Role of Initial Values In: Economic Working Papers at Centro de Estudios Andaluces.
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2016Monitoring tourism flows and destination management: Empirical evidence for Portugal In: CEFAGE-UE Working Papers.
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2016Monitoring tourism flows and destination management: Empirical evidence for Portugal.(2016) In: Tourism Management.
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1999Seasonal Nonstationarity and Near-Nonstationarity In: CIRANO Working Papers.
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2001NEAR SEASONAL INTEGRATION In: Econometric Theory.
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2004ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES In: Econometric Theory.
[Full Text][Citation analysis]		article1
2004ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL In: Econometric Theory.
[Full Text][Citation analysis]		article7
2009TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN In: Econometric Theory.
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2013THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS In: Econometric Theory.
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2011The Impact of Persistent Cycles on Zero Frequency Unit Root Tests.(2011) In: Working Papers.
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2018SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS In: Econometric Theory.
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2015Semi-Parametric Seasonal Unit Root Tests.(2015) In: Essex Finance Centre Working Papers.
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2015Semi-Parametric Seasonal Unit Root Tests.(2015) In: DEA Working Papers.
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2004F versus t tests for unit roots: a comment In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2007Multivariate Volatility Models In: Economics Bulletin.
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2007EC2 CONFERENCE ON ADVANCES IN ECONOMETRIC TIME SERIES ANALYSIS In: Economics Bulletin.
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2007Asset Pricing: Theory and Empirical Evidence In: Economics Bulletin.
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2010Calendar effects in daily ATM withdrawals In: Economics Bulletin.
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2010Calendar Effects in Daily ATM Withdrawals.(2010) In: Working Papers.
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2012Robust Econometric Methods for Modelling Economic and Financial Variables In: Economics Bulletin.
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2002On LM type tests for seasonal unit roots in quarterly data In: Econometrics Journal.
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2014Testing for persistence change in fractionally integrated models: An application to world inflation rates In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article20
2010Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates.(2010) In: Working Papers.
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2021The expected time to cross a threshold and its determinants: a simple and flexible framework In: Journal of Economic Dynamics and Control.
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2020The expected time to cross a threshold and its determinants: A simple and flexible framework.(2020) In: Working Papers.
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2006Forecasting Seasonal Time Series In: Handbook of Economic Forecasting.
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2005The performance of unit root tests under level-dependent heteroskedasticity In: Economics Letters.
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2006Properties of recursive trend-adjusted unit root tests In: Economics Letters.
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2004Properties of Recursive Trend-Adjusted Unit Root Tests.(2004) In: Economics Working Papers.
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2007Testing for causality in variance under nonstationarity in variance In: Economics Letters.
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2004Alternative estimators and unit root tests for seasonal autoregressive processes In: Journal of Econometrics.
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2007Efficient tests of the seasonal unit root hypothesis In: Journal of Econometrics.
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2004Efficient Tests of the Seasonal Unit Root Hypothesis.(2004) In: Economics Working Papers.
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2006Efficient Tests of the Seasonal Unit Root Hypothesis*.(2006) In: Discussion Papers.
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2022Testing for episodic predictability in stock returns In: Journal of Econometrics.
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2019Testing for Episodic Predictability in Stock Returns.(2019) In: Essex Finance Centre Working Papers.
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2019Testing for Episodic Predictability in Stock Returns.(2019) In: Working Papers.
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2022Residual-augmented IVX predictive regression In: Journal of Econometrics.
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2016Residual-augmented IVX predictive regression.(2016) In: Working Papers.
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2023The persistence of wages In: Journal of Econometrics.
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2021The Persistence of Wages.(2021) In: IZA Discussion Papers.
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2021The persistence of wages.(2021) In: Working Papers.
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2023Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics In: Journal of Econometrics.
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2023Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics.(2023) In: Working Papers.
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2023Extensions to IVX methods of inference for return predictability In: Journal of Econometrics.
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2022Extensions to IVX Methods of Inference for Return Predictability.(2022) In: Essex Finance Centre Working Papers.
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2021Extensions to IVX methods of inference for return predictability.(2021) In: Working Papers.
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2023Transformed regression-based long-horizon predictability tests In: Journal of Econometrics.
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2022Transformed Regression-based Long-Horizon Predictability Tests.(2022) In: Essex Finance Centre Working Papers.
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2023First passage times in portfolio optimization: a novel nonparametric approach.(2023) In: Working Papers.
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2014Persistence in the Banking Industry: Fractional integration and breaks in memory.(2014) In: Working Papers.
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2016Forecasting banking crises with dynamic panel probit models.(2016) In: Working Papers.
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2000A note on the application of the DF test to seasonal data In: Statistics & Probability Letters.
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2010What causes economic growth in Portugal: exports or inward FDI? In: Journal of Economic Studies.
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2010What causes economic growth in Portugal: exports or inward FDI? In: Journal of Economic Studies.
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2003A sequential approach to testing seasonal unit roots in high frequency data In: Econometric Institute Research Papers.
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2021Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume.(2021) In: Working Papers.
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2019Testing for breaks in the cointegrating relationship: On the stability of government bond markets’ equilibrium.(2019) In: Working Papers.
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2015Opportunities, Emerging Features, and Trends in Electronic Distribution in Tourism In: International Journal of Information Systems and Social Change (IJISSC).
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2018Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics.(2018) In: Working Papers.
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2014Evaluating retail banking service quality and convenience with MCDA techniques: a case study at the bank branch level In: Journal of Business Economics and Management.
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