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Publications

by members of

Centro de Estudos Avançados em Economia e Econometria (CASEE)
Universidade do Algarve
Faro, Portugal

(Centre for Advanced Studies in Economics and Econometrics, )

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

Undated material is listed at the end

    2009

  1. Alfredo M. Pereira & Jorge M. Andraz, 2009. "Social Security And Economic Performance In Portugal: After All That Has Been Said And Done How Much Has Actually Changed?," Working Papers 81, Department of Economics, College of William and Mary. [Downloadable!]

    2008

  1. Alfredo M. Pereira & Jorge M. Andraz, 2008. "On the Regional Incidence of Public Investment in Highways in the USA," Working Papers 70, Department of Economics, College of William and Mary. [Downloadable!]
  2. Pedro M.D.C.B. Gouveia & Denise R. Osborn & Paulo M.M. Rodrigues, 2008. "Comparing Seasonal Forecasts of Industrial Production," Centre for Growth and Business Cycle Research Discussion Paper Series 102, Economics, The Univeristy of Manchester. [Downloadable!]

    2006

  1. Alfredo M. Pereira & Jorge M. Andraz, 2006. "On the Economic and Fiscal Effects of Investment in Road Infrastructure in Portugal," Working Papers 33, Department of Economics, College of William and Mary. [Downloadable!]
  2. Alfredo M. Pereira & Jorge M. Andraz, 2006. "Should the Portuguese Toll-Free Highways Remain Toll Free?," Working Papers 37, Department of Economics, College of William and Mary. [Downloadable!]
  3. Alfredo M. Pereira & Jorge M. Andraz, 2006. "Public Investment in Transportation Infrastructures and Industry Performance in Portugal," Working Papers 45, Department of Economics, College of William and Mary, revised 30 Apr 2007. [Downloadable!]

    2004

  1. Paulo M. M. Rodrigues & Antonio Rubia, 2004. "On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates," Econometrics 0405004, EconWPA. [Downloadable!]
  2. Paulo M. M. Rodrigues, 2004. "Properties of Recursive Trend-Adjusted Unit Root Tests," Economics Working Papers ECO2004/31, European University Institute. [Downloadable!]
  3. Paulo M.M. Rodrigues & A.M. Robert Taylor, 2004. "Efficient Tests of the Seasonal Unit Root Hypothesis," Economics Working Papers ECO2004/29, European University Institute. [Downloadable!]
  4. Paulo M.M. Rodrigues & Antonio Rubia, 2004. "On The Small Sample Properties Of Dickey Fuller And Maximum Likelihood Unit Root Tests On Discrete-Sampled Short-Term Interest Rates," Working Papers. Serie AD 2004-11, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]

    2003

  1. Paulo M. M. Rodrigues & A. M. Robert Taylor, 2003. "On Tests for Double Differencing: Some Extensions and the Role of Initial Values," Economic Working Papers at Centro de Estudios Andaluces E2003/23, Centro de Estudios Andaluces. [Downloadable!]
  2. P.M.M. Rodrigues & P.H. Franses, 2003. "A sequential approach to testing seasonal unit roots in high frequency data," Econometric Institute Report 318, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  3. Rodrigues, P.M.M. & Franses, Ph.H.B.F., 2003. "A sequential approach to testing seasonal unit roots in high frequency data," Econometric Institute Report EI 2003-14 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

    2002

  1. Uwe Hassler & Paulo M. M. Rodrigues, 2002. "Seasonal Unit Root Tests under Structural Breaks," Darmstadt Discussion Papers in Economics 113, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]

    1999

  1. Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues, 1999. "Seasonal Nonstationarity and Near-Nonstationarity," CIRANO Working Papers 99s-05, CIRANO. [Downloadable!]

    Undated

  1. Paulo M.M. Rodrigues & A.M. Robert Taylor, . "Efficient Tests of the Seasonal Unit Root Hypothesis," Discussion Papers 06/12, University of Nottingham, School of Economics. [Downloadable!]

Journal articles

    2008

  1. L tkepohl, Helmut & Rodrigues, Paulo M.M., 2008. "Unit Root And Cointegration Testing: Guest Editors' Introduction," Econometric Theory, Cambridge University Press, vol. 24(01), pages 1-6, February. [Downloadable!]

    2007

  1. Rodrigues, Paulo M.M. & Rubia, Antonio, 2007. "Testing for causality in variance under nonstationarity in variance," Economics Letters, Elsevier, vol. 97(2), pages 133-137, November. [Downloadable!] (restricted)
  2. Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2007. "Efficient tests of the seasonal unit root hypothesis," Journal of Econometrics, Elsevier, vol. 141(2), pages 548-573, December. [Downloadable!] (restricted)

    2006

  1. Alfredo Pereira & Jorge Andraz, 2006. "Public investment in transportation infrastructures and regional asymmetries in Portugal," The Annals of Regional Science, Springer, vol. 40(4), pages 803-817, December. [Downloadable!] (restricted)
  2. Rodrigues, Paulo M.M., 2006. "Properties of recursive trend-adjusted unit root tests," Economics Letters, Elsevier, vol. 91(3), pages 413-419, June. [Downloadable!] (restricted)

    2005

  1. Alfredo M. Pereira & Jorge M. Andraz, 2005. "Public Investment in Transportation Infrastructure and Economic Performance in Portugal," Review of Development Economics, Blackwell Publishing, vol. 9(2), pages 177-196, 05. [Downloadable!] (restricted)
  2. Rodrigues, Paulo M.M. & Rubia, Antonio, 2005. "The performance of unit root tests under level-dependent heteroskedasticity," Economics Letters, Elsevier, vol. 89(3), pages 262-268, December. [Downloadable!] (restricted)
  3. Paulo Rodrigues & Philip Franses, 2005. "A sequential approach to testing seasonal unit roots in high frequency data," Journal of Applied Statistics, Taylor and Francis Journals, vol. 32(6), pages 555-569, August. [Downloadable!] (restricted)

    2004

  1. Alfredo M. Pereira & Jorge M. Andraz, 2004. "Public highway spending and state spillovers in the USA," Applied Economics Letters, Taylor and Francis Journals, vol. 11(12), pages 785-788, October. [Downloadable!] (restricted)
  2. Paulo M. M. Rodrigues & Andrew Tremayne, 2004. "F versus t tests for unit roots: a comment," Economics Bulletin, Economics Bulletin, vol. 3(12), pages 1-7. [Downloadable!]
  3. Rodrigues, Paulo M. M. & Taylor, A. M. Robert, 2004. "Alternative estimators and unit root tests for seasonal autoregressive processes," Journal of Econometrics, Elsevier, vol. 120(1), pages 35-73, May. [Downloadable!] (restricted)
  4. Pedro Gouveia & Paulo Rodrigues, 2004. "Threshold Cointegration and the PPP Hypothesis," Journal of Applied Statistics, Taylor and Francis Journals, vol. 31(1), pages 115-127, January. [Downloadable!] (restricted)
  5. Uwe Hassler & Paulo M. M. Rodrigues, 2004. "Seasonal Unit Root Tests Under Structural Breaks," Journal of Time Series Analysis, Blackwell Publishing, vol. 25(1), pages 33-53, 01. [Downloadable!] (restricted)
  6. Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2004. "Asymptotic Distributions For Regression-Based Seasonal Unit Root Test Statistics In A Near-Integrated Model," Econometric Theory, Cambridge University Press, vol. 20(04), pages 645-670, August. [Downloadable!]
  7. Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2004. "On Tests For Double Differencing: Methods Of Demeaning And Detrending And The Role Of Initial Values," Econometric Theory, Cambridge University Press, vol. 20(01), pages 95-115, February. [Downloadable!]

    2002

  1. Paulo M. M. Rodrigues, 2002. "On LM type tests for seasonal unit roots in quarterly data," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 176-195, June. [Downloadable!] (restricted)
  2. Denise Osborn & Paulo Rodrigues, 2002. "Asymptotic Distributions Of Seasonal Unit Root Tests: A Unifying Approach," Econometric Reviews, Taylor and Francis Journals, vol. 21(2), pages 221-241. [Downloadable!] (restricted)

    2001

  1. Rodrigues, Paulo M.M., 2001. "Near Seasonal Integration," Econometric Theory, Cambridge University Press, vol. 17(01), pages 70-86, February. [Downloadable!]

    2000

  1. Rodrigues, Paulo M. M., 2000. "A note on the application of the DF test to seasonal data," Statistics & Probability Letters, Elsevier, vol. 47(2), pages 171-175, April. [Downloadable!] (restricted)

    1999

  1. Paulo M. M. Rodrigues, Denise R. Osborn, 1999. "Performance of seasonal unit root tests for monthly data," Journal of Applied Statistics, Taylor and Francis Journals, vol. 26(8), pages 985-1004, December. [Downloadable!] (restricted)

Chapters

    2006

  1. Ghysels, Eric & Osborn, Denise R. & Rodrigues, Paulo M.M., 2006. "Forecasting Seasonal Time Series," Handbook of Economic Forecasting, Elsevier. [Downloadable!] (restricted)
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This page was last updated on 2009-12-2.

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