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Publications

by members of

Instituto Universitário da Maia → Unidade de Investigação em Ciências Empresariais e Sustentabilidade (UNICES)

Maia University Institute → Research Unit for Management and Sustainability

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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2011

  1. Carlos Santos, 2011, "The Euro Sovereign Debt Crisis, Determinants of Default Probabilities and Implied Ratings in the CDS Market: An Econometric Analysis," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 02, May.

2010

  1. David Hendry & Carlos Santos, 2010, "An Automatic Test of Super Exogeneity," Economics Series Working Papers, University of Oxford, Department of Economics, number 476, Jan.

2008

  1. Maria Teresa Mota & Mariana Alves da Cunha & Carlos Santos, 2008, "Looking for a break in Spanish Inflation Data in the early eighties and assessing persistence," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 022008, Feb.
  2. João Coelho & Carlos Santos, 2008, "The Budgeting of Portuguese Public Museums: a dynamic panel data analysis," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 032008, May.
  3. Carlos Santos, 2008, "A note on the Monte Carlo assessment of Impulse Saturation with fat tailed distribution," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 052008, Sep.
  4. Carlos Santos, 2008, "Selection on the basis of prior testing," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 062008, Sep.

2007

  1. David Hendry & Carlos Santos, 2007, "AUTOMATIC TESTS for SUPER EXOGENEITY," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 11, Jun.
  2. Carlos Santos & Maria Alberta Oliveira, 2007, "Assessing French Inflation Persistence with Impulse Saturation Break Tests and Automatic General-to-Specific Modelling," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 10, Jun.
  3. Carlos Santos, 2007, "Discriminating mean and variance shifts," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 14, Aug.
  4. David F. Hendry & Søren Johansen & Carlos Santos, 2007, "Selecting a Regression Saturated by Indicators," Discussion Papers, University of Copenhagen. Department of Economics, number 07-26, Aug.

2004

  1. David F. Hendry & Carlos Santos, 2004, "Regression Models with Data-based Indicator Variables," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W04, Feb.

Journal articles

2010

  1. Maria Alberta Oliveira & Carlos Santos, 2010, "Looking for a change point in French monetary policy in the early eighties," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 4, pages 387-392, DOI: 10.1080/13504850701735898.
  2. Carlos Santos & Maria Alberta Oliveira, 2010, "Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling," Applied Economics, Taylor & Francis Journals, volume 42, issue 12, pages 1577-1589, DOI: 10.1080/00036840701721521.

2008

  1. Santos, Carlos, 2008, "Impulse saturation break tests," Economics Letters, Elsevier, volume 98, issue 2, pages 136-143, February.
  2. Carlos Santos & David Hendry & Soren Johansen, 2008, "Automatic selection of indicators in a fully saturated regression," Computational Statistics, Springer, volume 23, issue 2, pages 317-335, April, DOI: 10.1007/s00180-007-0054-z.

2007

  1. SANTOS, Carlos & OLIVEIRA, Maria Alberta, 2007, "Modelling The German Yield Curve And Testing The Lucas Critique, 1975-2001," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 1.
  2. Carlos Santos, 2007, "A pitfall in joint stationarity, weak exogeneity and autoregressive distributed lag models," Economics Bulletin, AccessEcon, volume 3, issue 53, pages 1-5.

2006

  1. Carlos Santos & David Hendry, 2006, "Saturation in Autoregressive Models," Notas Económicas, Faculty of Economics, University of Coimbra, issue 24, pages 8-19, December.

2005

  1. Maria Alberta Oliveira & Carlos Santos, 2005, "Assessing school efficiency in Portugal using FDH and bootstrapping," Applied Economics, Taylor & Francis Journals, volume 37, issue 8, pages 957-968, DOI: 10.1080/00036840500061095.
  2. David F. Hendry & Carlos Santos, 2005, "Regression Models with Data‐based Indicator Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue 5, pages 571-595, October, DOI: 10.1111/j.1468-0084.2005.00132.x.

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