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Paulo M. M. Rodrigues

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Personal Details

First Name: Paulo
Middle Name: M. M.
Last Name: Rodrigues
Suffix:

RePEc Short-ID: pro11

Email:
Homepage:
Postal Address: Banco de Portugal Economic Research Department Av. Almirante Reis, 71-6th floor 1150-012 Lisbon, Portugal
Phone: +351 21 3130831

Affiliation

(in no particular order)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Portuguese Economists

Works


Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Carla Soares & Paulo M.M. Rodrigues, 2011. "Determinants of the EONIA spread and the financial crisis," Working Papers w201112, Banco de Portugal, Economics and Research Department.
  2. Paulo M.M. Rodrigues & Antonio Rubia, 2011. "A Class of Robust Tests in Augmented Predictive Regressions," Working Papers w201126, Banco de Portugal, Economics and Research Department.
  3. Paulo M.M. Rodrigues & Nazarii Salish, 2011. "Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns," Working Papers w201128, Banco de Portugal, Economics and Research Department.
  4. Tomás del Barrio Castro & Paulo M.M. Rodrigues & A. M. Robert Taylor, 2011. "The Impact of Persistent Cycles on Zero Frequency Unit Root Tests," Working Papers w201124, Banco de Portugal, Economics and Research Department.
  5. Luis F. Martins & Paulo M.M. Rodrigues, 2010. "Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates," Working Papers w201030, Banco de Portugal, Economics and Research Department.
  6. Fernando A. F. Ferreira & Ronald W. Spahr & Sérgio P. Santos & Paulo M.M. Rodrigues, 2010. "A Multiple Criteria Framework to Evaluate Bank Branch Potential Attractiveness," Working Papers w201010, Banco de Portugal, Economics and Research Department.
  7. Paulo Soares Esteves & Paulo M.M. Rodrigues, 2010. "Calendar Effects in Daily ATM Withdrawals," Working Papers w201012, Banco de Portugal, Economics and Research Department.
  8. Paulo M.M. Rodrigues & Antonio Rubia, 2010. "The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance," Working Papers w201011, Banco de Portugal, Economics and Research Department.
  9. Fernando A. F. Ferreira & Sérgio P. Santos & Paulo M.M. Rodrigues, 2009. "Adding Value to Bank Branch Performance Evaluation Using Cognitive Maps and MCDA: A Case Study," Working Papers w200923, Banco de Portugal, Economics and Research Department.
  10. Paulo M.M. Rodrigues & Antonio Rubia & João Valle e Azevedo, 2009. "Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration," Working Papers w200902, Banco de Portugal, Economics and Research Department.
  11. Luís Catela Nunes & Paulo M.M. Rodrigues, 2009. "On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend," Working Papers w200920, Banco de Portugal, Economics and Research Department.
  12. Paulo M.M. Rodrigues & A. M. Robert Taylor, 2009. "The Flexible Fourier Form and Local GLS De-trended Unit Root Tests," Working Papers w200919, Banco de Portugal, Economics and Research Department.
  13. 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.
  14. 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.
  15. 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.
  16. Paulo M. M. Rodrigues, 2004. "Properties of Recursive Trend-Adjusted Unit Root Tests," Economics Working Papers ECO2004/31, European University Institute.
  17. 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, Erasmus University Rotterdam, Econometric Institute.
  18. 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.
  19. Hassler, Uwe & Rodrigues, Paulo M. M., 2002. "Seasonal Unit Root Tests under Structural Breaks," Darmstadt Discussion Papers in Economics 37696, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL).
  20. Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues, 1999. "Seasonal Nonstationarity and Near-Nonstationarity," CIRANO Working Papers 99s-05, CIRANO.

Articles

  1. Tiago M. T. Nunes & Paulo M. M. Rodrigues, 2011. "Threshold effects in credit risk and stress scenarios," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 16(4), pages 393-407, October.
  2. Paulo M. M. Rodrigues & Antonio Rubia, 2011. "The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(4), pages 449-468, 08.
  3. Luis C. Nunes & Paulo M. M. Rodrigues, 2011. "On LM‐type tests for seasonal unit roots in the presence of a break in trend," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(2), pages 108-134, 03.
  4. Jorge M. Andraz & Paulo M.M. Rodrigues, 2010. "What causes economic growth in Portugal: exports or inward FDI?," Journal of Economic Studies, Emerald Group Publishing, vol. 37(3), pages 267-287, September.
  5. Paulo Rodrigues & Paulo Esteves, 2010. "Calendar effects in daily ATM withdrawals," Economics Bulletin, AccessEcon, vol. 30(4), pages 2587-2597.
  6. Jorge Andraz & Paulo Rodrigues, 2010. "Events that marked tourism in Portugal," Applied Economics Letters, Taylor and Francis Journals, vol. 17(8), pages 761-766.
  7. Ana C. M. Daniel & Paulo M.M. Rodrigues, 2010. "Volatility and Seasonality of Tourism Demand in Portugal," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  8. Carla Soares & Paulo M.M. Rodrigues, 2010. "Determinants of the EONIA spread and the financial turmoil of 2007-2009," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  9. Hassler, Uwe & Rodrigues, Paulo M.M. & Rubia, Antonio, 2009. "Testing For General Fractional Integration In The Time Domain," Econometric Theory, Cambridge University Press, vol. 25(06), pages 1793-1828, December.
  10. Paulo Rodrigues & Antonio Rubia, 2008. "A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity," Statistical Papers, Springer, vol. 49(3), pages 581-593, July.
  11. 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.
  12. 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.
  13. Paulo Rodrigues, 2007. "Asset Pricing: Theory and Empirical Evidence," Economics Bulletin, AccessEcon, vol. 28(37), pages A0.
  14. Paulo Rodrigues, 2007. "Multivariate Volatility Models," Economics Bulletin, AccessEcon, vol. 28(32), pages A0.
  15. Paulo Rodrigues & Paulo Rodrigues, 2007. "Ec2 Conference On Advances In Econometric Time Series Analysis," Economics Bulletin, AccessEcon, vol. 28(34), pages A0.
  16. 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.
  17. Rodrigues, Paulo M.M., 2006. "Properties of recursive trend-adjusted unit root tests," Economics Letters, Elsevier, vol. 91(3), pages 413-419, June.
  18. 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.
  19. Paulo Rodrigues & Philip Hans 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.
  20. 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.
  21. 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.
  22. 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.
  23. Uwe Hassler & Paulo M. M. Rodrigues, 2004. "Seasonal Unit Root Tests Under Structural Breaks," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(1), pages 33-53, 01.
  24. 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.
  25. Paulo M. M. Rodrigues & Andrew Tremayne, 2004. "F versus t tests for unit roots: a comment," Economics Bulletin, AccessEcon, vol. 3(12), pages 1-7.
  26. 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.
  27. 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.
  28. Rodrigues, Paulo M.M., 2001. "Near Seasonal Integration," Econometric Theory, Cambridge University Press, vol. 17(01), pages 70-86, February.
  29. 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.
  30. Paulo Rodrigues & Denise 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.

Chapters

  1. Ghysels, Eric & Osborn, Denise R. & Rodrigues, Paulo M.M., 2006. "Forecasting Seasonal Time Series," Handbook of Economic Forecasting, Elsevier.

NEP Fields

14 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2010-11-20
  2. NEP-CBA: Central Banking (1) 2011-05-14
  3. NEP-CMP: Computational Economics (1) 2003-05-15
  4. NEP-ECM: Econometrics (11) 2003-05-16 2004-06-09 2005-08-13 2005-08-13 2006-02-19 2008-05-31 2010-07-31 2010-12-18 2011-09-22 2011-11-01 2011-11-07 Author is listed
  5. NEP-EEC: European Economics (1) 2011-05-14
  6. NEP-ETS: Econometric Time Series (9) 2003-05-15 2004-06-02 2005-08-13 2005-08-13 2006-02-19 2010-07-31 2010-12-18 2011-09-22 2011-11-07 Author is listed
  7. NEP-FMK: Financial Markets (1) 2011-11-07
  8. NEP-FOR: Forecasting (2) 2008-05-31 2011-11-07
  9. NEP-MAC: Macroeconomics (3) 2006-02-19 2008-05-31 2011-05-14
  10. NEP-MON: Monetary Economics (1) 2011-05-14

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