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Paulo M. M. Rodrigues

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Tomás del Barrio Castro & Paulo M.M. Rodrigues & A.M. Robert Taylor, 2013. "On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles," CEFAGE-UE Working Papers 2013_11, University of Evora, CEFAGE-UE (Portugal).

    Mentioned in:

    1. Unit Root Tests and Seasonally Adjusted Data
      by Dave Giles in Econometrics Beat: Dave Giles' Blog on 2014-09-13 01:03:00

Working papers

  1. Paulo M.M. Rodrigues & João Nicolau, 2023. "Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics," Working Papers w202306, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Yuya Sasaki & Jing Tao & Yulong Wang, 2024. "High-Dimensional Tail Index Regression: with An Application to Text Analyses of Viral Posts in Social Media," Papers 2403.01318, arXiv.org.

  2. Hugo Reis & Paulo M.M. Rodrigues & Filipe B. Caires, 2022. "Survival of the fittest: Tourism Exposure and Firm Survival," Working Papers w202206, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Theodore Metaxas & Athanasios Romanopoulos, 2023. "A Literature Review on the Financial Determinants of Hotel Default," JRFM, MDPI, vol. 16(7), pages 1-19, July.

  3. Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo MM & Taylor, AM Robert, 2022. "Extensions to IVX Methods of Inference for Return Predictability," Essex Finance Centre Working Papers 29779, University of Essex, Essex Business School.

    Cited by:

    1. Christis Katsouris, 2023. "Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates," Papers 2302.05193, arXiv.org.
    2. Demetrescu, Matei & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2023. "Transformed regression-based long-horizon predictability tests," Journal of Econometrics, Elsevier, vol. 237(2).
    3. Christis Katsouris, 2023. "Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors," Papers 2305.00860, arXiv.org, revised May 2023.
    4. Tassos Magdalinos & Katerina Petrova, 2022. "Uniform and Distribution-Free Inference with General Autoregressive Processes," Working Papers 1344, Barcelona School of Economics.
    5. Erik Hjalmarsson & Tamas Kiss, 2022. "Long‐run predictability tests are even worse than you thought," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(7), pages 1334-1355, November.
    6. Christis Katsouris, 2023. "Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models," Papers 2307.14463, arXiv.org.

  4. Paulo M.M. Rodrigues & Robert Hill, 2022. "Forgetting Approaches to Improve Forecasting," Working Papers w202208, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Jakubek, Dariusz & Ocłoń, Paweł & Nowak-Ocłoń, Marzena & Sułowicz, Maciej & Varbanov, Petar Sabev & Klemeš, Jiří Jaromír, 2023. "Mathematical modelling and model validation of the heat losses in district heating networks," Energy, Elsevier, vol. 267(C).

  5. Carneiro, Anabela & Portugal, Pedro & Raposo, Pedro & Rodrigues, Paulo M. M., 2021. "The Persistence of Wages," IZA Discussion Papers 14798, Institute of Labor Economics (IZA).

    Cited by:

    1. Pedro Portugal & Hugo Reis & Paulo Guimarães & Ana Rute Cardoso, 2023. "What lies behind returns to schooling: the role of labor market sorting and worker heterogeneity," Working Papers w202322, Banco de Portugal, Economics and Research Department.

  6. Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo MM & Taylor, AM Robert, 2019. "Testing for Episodic Predictability in Stock Returns," Essex Finance Centre Working Papers 24137, University of Essex, Essex Business School.

    Cited by:

    1. Rui Fan & Ji Hyung Lee & Youngki Shin, 2021. "Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach," Papers 2101.11568, arXiv.org, revised Dec 2022.
    2. Anibal Emiliano Da Silva Neto & Jesús Gonzalo & Jean‐Yves Pitarakis, 2021. "Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(3), pages 713-741, June.
    3. Gonzalo, Jesús & Pitarakis, Jean-Yves, 2019. "Predictive Regressions," UC3M Working papers. Economics 28554, Universidad Carlos III de Madrid. Departamento de Economía.

  7. del Barrio Castro, Tomás & Rodrigues, Paulo MM & Taylor, AM Robert, 2019. "Temporal aggregation of seasonally near-integrated processes," Essex Finance Centre Working Papers 23878, University of Essex, Essex Business School.

    Cited by:

    1. Tomás del Barrio Castro & Gianluca Cubadda & Denise R. Osborn, 2022. "On cointegration for processes integrated at different frequencies," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(3), pages 412-435, May.
    2. del Barrio Castro, Tomás & Rachinger, Heiko, 2020. "Aggregation of Seasonal Long-Memory Processes," MPRA Paper 102890, University Library of Munich, Germany.
    3. del Barrio Castro, Tomás & Osborn, Denise R., 2023. "Periodic Integration and Seasonal Unit Roots," MPRA Paper 117935, University Library of Munich, Germany, revised 2023.
    4. Sheng-Hung Chen & Song-Zan Chiou-Wei & Zhen Zhu, 2022. "Stochastic seasonality in commodity prices: the case of US natural gas," Empirical Economics, Springer, vol. 62(5), pages 2263-2284, May.

  8. Rodrigues, Paulo M.M. & Sibbertsen, Philipp & Voges, Michelle, 2019. "Testing for breaks in the cointegrating relationship: On the stability of government bond markets' equilibrium," Hannover Economic Papers (HEP) dp-656, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.

    Cited by:

    1. Luis F. Martins & Paulo M. M. Rodrigues, 2022. "Tests for segmented cointegration: an application to US governments budgets," Empirical Economics, Springer, vol. 63(2), pages 567-600, August.

  9. Paulo M.M. Rodrigues & Matei Demetrescu, 2018. "Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility," Working Papers w201817, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Skrobotov, Anton (Скроботов, Антон), 2015. "About Trend, the Shift and the Initial Value in Testing of the Hypothesis of a Unit Root [О Тренде, Сдвиге И Начальном Значении В Тестировании Гипотезы О Наличии Единичного Корня]," Published Papers mak6, Russian Presidential Academy of National Economy and Public Administration.
    2. Hiroyuki Kawakatsu, 2021. "Information in daily data volatility measurements," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1642-1656, April.

  10. Paulo M.M. Rodrigues & João Cruz, 2018. "Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics," Working Papers w201814, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Guido Macas-Acosta & Genesis Macas-Lituma & Arnaldo Vergara-Romero, 2022. "The Internal and External Factors That Determined Private Investment in Ecuador 2007–2020," Economies, MDPI, vol. 10(10), pages 1-11, October.

  11. Georgiev, I & Rodrigues, PMM & Taylor, AMR, 2017. "Unit Root Tests and Heavy-Tailed Innovations," Essex Finance Centre Working Papers 18832, University of Essex, Essex Business School.

    Cited by:

    1. Fatma Ozgu Serttas, 2018. "Infinite-Variance Error Structure in Finance and Economics," International Econometric Review (IER), Econometric Research Association, vol. 10(1), pages 14-23, April.
    2. Paulo M.M. Rodrigues & Matei Demetrescu, 2018. "Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility," Working Papers w201817, Banco de Portugal, Economics and Research Department.

  12. Jorge Andraz & Paulo Rodrigues, 2016. "Monitoring tourism flows and destination management: Empirical evidence for Portugal," CEFAGE-UE Working Papers 2016_04, University of Evora, CEFAGE-UE (Portugal).

    Cited by:

    1. Belucio Matheus & Fuinhas José Alberto & Vieira Carlos, 2023. "How does the economy affect a religious phenomenon? A panel approach to international pilgrimages to the Shrine of Fátima," European Journal of Tourism, Hospitality and Recreation, Sciendo, vol. 13(1), pages 110-124, December.
    2. David Bienvenido-Huertas & Fátima Farinha & Miguel José Oliveira & Elisa M. J. Silva & Rui Lança, 2020. "Challenge for Planning by Using Cluster Methodology: The Case Study of the Algarve Region," Sustainability, MDPI, vol. 12(4), pages 1-16, February.
    3. Flora Maria Díaz-Pérez & Carlos Gustavo García-González & Alan Fyall, 2021. "Accommodation, Seasonality and Domestic Tourism to National Parks: Implications for Environmental Policy," Sustainability, MDPI, vol. 13(9), pages 1-26, April.
    4. Ioannis Kostakis, 2020. "Is Tourism a Key Factor for Economic Growth? Fresh Evidence from South Europe Using Panel Cointegration and PVAR Analyses," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 6(2), pages 123-138, December.
    5. Ioannis Kostakis & Eleni Theodoropoulou, 2017. "Spatial analysis of the nexus between tourism–human capital–economic growth," Tourism Economics, , vol. 23(7), pages 1523-1534, November.

  13. António R. Antunes & Diana Bonfim & Nuno Monteiro & Paulo M.M. Rodrigues, 2016. "Forecasting banking crises with dynamic panel probit models," Working Papers w201613, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Jean-Armand Gnagne & Kevin Moran, 2020. "Forecasting Bank Failures in a Data-Rich Environment," Working Papers 20-13, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
    2. Saktinil Roy & David M. Kemme, 2022. "Are capital inflow bonanzas a common precursor to banking crises? A categorical data analysis," The World Economy, Wiley Blackwell, vol. 45(10), pages 3192-3223, October.
    3. Pigini, Claudia, 2021. "Penalized maximum likelihood estimation of logit-based early warning systems," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1156-1172.
    4. Daniel Ofori-Sasu & Emmanuel Sarpong-Kumankoma & Saint Kuttu & Elikplimi Komla Agbloyor & Joshua Yindenaba Abor, 2024. "Risk-taking and systemic banking crisis in Africa: do regulatory policy framework provide new insight in threshold models?," Risk Management, Palgrave Macmillan, vol. 26(2), pages 1-37, May.
    5. Zhang, Xuan & Zhao, Yang & Yao, Xiao, 2022. "Forecasting corporate default risk in China," International Journal of Forecasting, Elsevier, vol. 38(3), pages 1054-1070.
    6. Karlo Kauko & Eero Tölö, 2019. "Banking Crisis Prediction with Differenced Relative Credit," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 65(4), pages 277-297.
    7. Jean Armand Gnagne & Kevin Moran, 2018. "Monitoring Bank Failures in a Data-Rich Environment," Cahiers de recherche 1815, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
    8. Gernát, Peter & Košťálová, Zuzana & Lyócsa, Štefan, 2020. "What drives U.S. financial sector volatility? A Bayesian model averaging perspective," Research in International Business and Finance, Elsevier, vol. 51(C).
    9. Jiang, Cuiqing & Lyu, Ximei & Yuan, Yufei & Wang, Zhao & Ding, Yong, 2022. "Mining semantic features in current reports for financial distress prediction: Empirical evidence from unlisted public firms in China," International Journal of Forecasting, Elsevier, vol. 38(3), pages 1086-1099.
    10. Calice, Pietro & Leonida, Leone & Muzzupappa, Eleonora, 2021. "Concentration-stability vs concentration-fragility. New cross-country evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
    11. Allaj, Erindi & Sanfelici, Simona, 2023. "Early Warning Systems for identifying financial instability," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1777-1803.
    12. Roy, Saktinil, 2022. "What drives the systemic banking crises in advanced economies?," Global Finance Journal, Elsevier, vol. 54(C).
    13. Yongyou Nie & Jinbu Zhao & Yiyi Zhang & Jizhi Zhou, 2020. "Risk Evaluation of “Not-In-My-Back-Yard” Conflict Potential in Facilities Group: A Case Study of Chemical Park in Xuwei New District, China," Sustainability, MDPI, vol. 12(7), pages 1-18, March.
    14. Bekirova, Olga & Zubarev, Andrey, 2022. "Факторы Риска, Прибыльности И Вероятности Дефолта В Российском Банковском Секторе [Determinants of risk, profitability and probability of default for Russian banking sector]," MPRA Paper 115164, University Library of Munich, Germany.
    15. Bekirova, Olga & Zubarev, Andrey, 2023. "Determinants of risk, profitability and default probability of Russian banks," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 71, pages 20-38.

  14. António Rua & Paulo M.M. Rodrigues & João Pedro Pereira, 2016. "Market integration and the persistence of electricity prices," Working Papers w201609, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Martin-Valmayor, Miguel A. & Gil-Alana, Luis A. & Infante, Juan, 2023. "Energy prices in Europe. Evidence of persistence across markets," Resources Policy, Elsevier, vol. 82(C).
    2. Macedo, Daniela Pereira & Marques, António Cardoso & Damette, Olivier, 2022. "The role of electricity flows and renewable electricity production in the behaviour of electricity prices in Spain," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 885-900.

  15. Cláudia Duarte, 2016. "A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data," Working Papers w201601, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Gurgul Henryk & Suder Marcin, 2016. "Calendar and Seasonal Effects on the Size of Withdrawals from Atms Managed By Euronet," Statistics in Transition New Series, Polish Statistical Association, vol. 17(4), pages 691-722, December.

  16. Paulo M.M. Rodrigues & Matei Demetrescu, 2016. "Residual-augmented IVX predictive regression," Working Papers w201605, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Xiaosai Liao & Xinjue Li & Qingliang Fan, 2024. "Robust Inference for Multiple Predictive Regressions with an Application on Bond Risk Premia," Papers 2401.01064, arXiv.org.
    2. Bingduo Yang & Xiaohui Liu & Liang Peng & Zongwu Cai, 2018. "Unified Tests for a Dynamic Predictive Regression," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201808, University of Kansas, Department of Economics, revised Sep 2018.

  17. Paulo M.M. Rodrigues & João Nicolau, 2015. "A New Regression-Based Tail Index Estimator: An Application to Exchange Rates," Working Papers w201514, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. João Nicolau & Paulo M. M. Rodrigues, 2019. "A New Regression-Based Tail Index Estimator," The Review of Economics and Statistics, MIT Press, vol. 101(4), pages 667-680, October.
    2. Ankudinov, Andrei & Ibragimov, Rustam & Lebedev, Oleg, 2017. "Heavy tails and asymmetry of returns in the Russian stock market," Emerging Markets Review, Elsevier, vol. 32(C), pages 200-219.

  18. Paulo M.M. Rodrigues & Rita Fradique Lourenço, 2015. "House prices: bubbles, exuberance or something else? Evidence from euro area countries," Working Papers w201517, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Stephane Auray & Aurelien Eyquem, 2017. "Heterogeneity, Convergence and Imbalances in the Euro Area," Working Papers 2017-64, Center for Research in Economics and Statistics.
    2. Barbosa, Luciana & Bonfim, Diana & Costa, Sónia & Everett, Mary, 2018. "Cross-border spillovers of monetary policy: What changes during a financial crisis?," Journal of International Money and Finance, Elsevier, vol. 89(C), pages 154-174.
    3. Sudipto Karmakar & Diogo Lima, 2019. "Global Capital Flows and the Role of Macroprudential Policy," Working Papers REM 2019/87, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    4. Kennedy, Gerard & O'Brien, Eoin & Woods, Maria, 2016. "Assessing the sustainability of Irish residential property prices: 1980Q1-2016Q2," Economic Letters 11/EL/16, Central Bank of Ireland.
    5. Edoardo M. Acabbi & Ettore Panetti & Alessandro Sforza, 2019. "The Financial Channels of Labor Rigidities: Evidence from Portugal," GEE Papers 0138, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Dec 2019.
    6. Roth, Markus, 2020. "Partial pooling with cross-country priors: An application to house price shocks," Discussion Papers 06/2020, Deutsche Bundesbank.
    7. Alessandro Sforza, 2020. "Shocks and the Organization of the Firm: Who Pays the Bill?," CESifo Working Paper Series 8084, CESifo.

  19. Del Barrio Castro, T & Rodrigues, PMM & Taylor, AMR, 2015. "Semi-Parametric Seasonal Unit Root Tests," Essex Finance Centre Working Papers 16807, University of Essex, Essex Business School.

    Cited by:

    1. Tomás del Barrio Castro & Gianluca Cubadda & Denise R. Osborn, 2022. "On cointegration for processes integrated at different frequencies," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(3), pages 412-435, May.
    2. Zou, Nan & Politis, Dimitris N., 2021. "Bootstrap seasonal unit root test under periodic variation," Econometrics and Statistics, Elsevier, vol. 19(C), pages 1-21.
    3. Kemal Çag̃lar Gög̃ebakan & Burak Alparslan Eroglu, 2022. "Non-parametric seasonal unit root tests under periodic non-stationary volatility," Computational Statistics, Springer, vol. 37(5), pages 2581-2636, November.
    4. del Barrio Castro, Tomás & Osborn, Denise R., 2023. "Periodic Integration and Seasonal Unit Roots," MPRA Paper 117935, University Library of Munich, Germany, revised 2023.
    5. Alain Hecq & Sean Telg & Lenard Lieb, 2017. "Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?," Econometrics, MDPI, vol. 5(4), pages 1-22, October.
    6. Sheng-Hung Chen & Song-Zan Chiou-Wei & Zhen Zhu, 2022. "Stochastic seasonality in commodity prices: the case of US natural gas," Empirical Economics, Springer, vol. 62(5), pages 2263-2284, May.

  20. Alessi, Lucia & Antunes, Antonio & Babecky, Jan & Baltussen, Simon & Behn, Markus & Bonfim, Diana & Bush, Oliver & Detken, Carsten & Frost, Jon & Guimaraes, Rodrigo & Havranek, Tomas & Joy, Mark & Kau, 2015. "Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network," MPRA Paper 62194, University Library of Munich, Germany.

    Cited by:

    1. Martin Bruns & Mr. Tigran Poghosyan, 2016. "Leading Indicators of Fiscal Distress: Evidence from the Extreme Bound Analysis," IMF Working Papers 2016/028, International Monetary Fund.
    2. Lukasz, Rachel & Fisher, Jack, 2016. "Assessing vulnerabilities to financial shocks in some key global economies," Bank of England working papers 636, Bank of England.
    3. Mathonnat, Clément & Minea, Alexandru, 2018. "Financial development and the occurrence of banking crises," Journal of Banking & Finance, Elsevier, vol. 96(C), pages 344-354.
    4. du Plessis, Emile & Fritsche, Ulrich, 2022. "New forecasting methods for an old problem: Predicting 147 years of systemic financial crises," WiSo-HH Working Paper Series 67, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
    5. Caggiano, Giovanni & Calice, Pietro & Leonida, Leone & Kapetanios, George, 2016. "Comparing logit-based early warning systems: Does the duration of systemic banking crises matter?," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 104-116.
    6. Piotr Bańbuła & Marcin Pietrzak, 2021. "Early Warning Models of Banking Crises: VIX and High Profits," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(4), pages 381-403, December.
    7. Niall Conroy & Eddie Casey, 2019. "The Current Account, a Real-Time Signal of Economic Imbalances or 20/20 Hindsight?," The Economic and Social Review, Economic and Social Studies, vol. 50(1), pages 77-102.
    8. Elias Aptus & Volker Britz & Hans Gersbach, 2020. "Crisis Contracts," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(1), pages 121-164, July.
    9. Tölö, Eero, 2020. "Predicting systemic financial crises with recurrent neural networks," Journal of Financial Stability, Elsevier, vol. 49(C).
    10. Markus Behn & Carsten Detken & Tuomas Peltonen & Willem Schudel, 2017. "Predicting Vulnerabilities in the EU Banking Sector: The Role of Global and Domestic Factors," International Journal of Central Banking, International Journal of Central Banking, vol. 13(4), pages 147-189, December.
    11. Gernát, Peter & Košťálová, Zuzana & Lyócsa, Štefan, 2020. "What drives U.S. financial sector volatility? A Bayesian model averaging perspective," Research in International Business and Finance, Elsevier, vol. 51(C).
    12. Ellis, Scott & Sharma, Satish & Brzeszczyński, Janusz, 2022. "Systemic risk measures and regulatory challenges," Journal of Financial Stability, Elsevier, vol. 61(C).
    13. Figini, Silvia & Maggi, Mario & Uberti, Pierpaolo, 2020. "The market rank indicator to detect financial distress," Econometrics and Statistics, Elsevier, vol. 14(C), pages 63-73.
    14. Berlinger, Edina, 2017. "Implicit rating: A potential new method to alert crisis on the interbank lending market," Finance Research Letters, Elsevier, vol. 21(C), pages 277-283.
    15. Kollar, Miroslav & Schmieder, Christian, 2019. "Macro-based asset allocation: An empirical analysis," EIB Working Papers 2019/11, European Investment Bank (EIB).
    16. Fabrizio Ferriani & Wanda Cornacchia & Paolo Farroni & Eliana Ferrara & Francesco Guarino & Francesco Pisanti, 2019. "An early warning system for less significant Italian banks," Questioni di Economia e Finanza (Occasional Papers) 480, Bank of Italy, Economic Research and International Relations Area.
    17. Mr. Jorge A Chan-Lau, 2020. "UnFEAR: Unsupervised Feature Extraction Clustering with an Application to Crisis Regimes Classification," IMF Working Papers 2020/262, International Monetary Fund.
    18. Mathias Drehmann & Anamaria Illes & Mikael Juselius & Marjorie Santos, 2015. "How much income is used for debt payments? A new database for debt service ratios," BIS Quarterly Review, Bank for International Settlements, September.
    19. Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2018. "Can bubble theory foresee banking crises?," Journal of Financial Stability, Elsevier, vol. 36(C), pages 66-81.
    20. Alessandro Bitetto & Paola Cerchiello & Charilaos Mertzanis, 2021. "A data-driven approach to measuring financial soundness throughout the world," DEM Working Papers Series 199, University of Pavia, Department of Economics and Management.
    21. Ons Jedidi & Jean-Sébastien Pentecôte, 2015. "Prédire les crises bancaires : un système d’alerte robuste," Revue française d'économie, Presses de Sciences-Po, vol. 0(3), pages 189-225.
    22. Filippopoulou, Chryssanthi & Galariotis, Emilios & Spyrou, Spyros, 2020. "An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach," Journal of Economic Behavior & Organization, Elsevier, vol. 172(C), pages 344-363.
    23. du Plessis, Emile, 2022. "Multinomial modeling methods: Predicting four decades of international banking crises," Economic Systems, Elsevier, vol. 46(2).
    24. Markus Holopainen & Peter Sarlin, 2015. "Toward robust early-warning models: A horse race, ensembles and model uncertainty," Papers 1501.04682, arXiv.org, revised Apr 2016.
    25. Tomáš, Domonkos & Filip, Ostrihoň & Ivana, Šikulová & Mária, Širaňová, 2017. "Analysing the Relevance of the MIP Scoreboard's Indicators," National Institute Economic Review, National Institute of Economic and Social Research, vol. 239, pages 32-52, February.
    26. Ermanno Catullo & Antonio Palestrini & Ruggero Grilli & Mauro Gallegati, 2018. "Early warning indicators and macro-prudential policies: a credit network agent based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 81-115, April.

  21. Paulo M.M. Rodrigues & Uwe Hassler, 2014. "Persistence in the Banking Industry: Fractional integration and breaks in memory," Working Papers w201406, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Kim, Jae H. & Ji, Philip Inyeob, 2015. "Significance testing in empirical finance: A critical review and assessment," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 1-14.
    2. Kruse, Robinson, 2015. "A modified test against spurious long memory," Economics Letters, Elsevier, vol. 135(C), pages 34-38.
    3. Gil-Alana, Luis A. & Mudida, Robert & Yaya, OlaOluwa S & Osuolale, Kazeem & Ogbonna, Ephraim A, 2019. "Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach," MPRA Paper 93941, University Library of Munich, Germany.
    4. Giorgio Canarella & Stephen M. Miller, 2016. "Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US," Working papers 2016-21, University of Connecticut, Department of Economics.
    5. Luis A. Gil‐Alana & Robert Mudida & OlaOluwa S. Yaya & Kazeem A. Osuolale & Ahamuefula E. Ogbonna, 2021. "Mapping US presidential terms with S&P500 index: Time series analysis approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1938-1954, April.
    6. Jorge M. L. Andraz & Raúl F. C. Guerreiro & Paulo M. M. Rodrigues, 2018. "Persistence of travel and leisure sector equity indices," Empirical Economics, Springer, vol. 54(4), pages 1801-1825, June.
    7. Todea, Alexandru, 2016. "Cross-correlations between volatility, volatility persistence and stock market integration: the case of emergent stock markets," Chaos, Solitons & Fractals, Elsevier, vol. 87(C), pages 208-215.

  22. Paulo M.M. Rodrigues & Nuno Sobreira, 2013. "Characterizing economic growth paths based on new structural change tests," Working Papers w201313, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Russo, Emanuele & Foster-McGregor, Neil & Verspagen, Bart, 2019. "Characterizing growth instability: new evidence on unit roots and structural breaks in long run time series," MERIT Working Papers 2019-026, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    2. Sobreira, Nuno & Nunes, Luis C., 2012. "Tests for Multiple Breaks in the Trend with Stationary or Integrated Shocks," Insper Working Papers wpe_290, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    3. Emanuele Russo & Neil Foster-McGregor, 2022. "Characterizing growth instability: new evidence on unit roots and structural breaks in countries’ long run trajectories," Journal of Evolutionary Economics, Springer, vol. 32(2), pages 713-756, April.

  23. Tomás del Barrio Castro & Paulo M.M. Rodrigues & A.M. Robert Taylor, 2013. "On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles," CEFAGE-UE Working Papers 2013_11, University of Evora, CEFAGE-UE (Portugal).

    Cited by:

    1. Benedict Belobo Ateba & Johannes Jurgens Prinsloo, 2018. "The Electricity Security in South Africa: Analysing Significant Determinants to the Grid Reliability," International Journal of Energy Economics and Policy, Econjournals, vol. 8(6), pages 70-79.
    2. Yii, Kwang-Jing & Tan, Chai-Thing & Ho, Wing-Ken & Kwan, Xiao-Hui & Nerissa, Feng-Ting Shim & Tan, Yan-Yi & Wong, Kar-Horn, 2022. "Land availability and housing price in China: Empirical evidence from nonlinear autoregressive distributed lag (NARDL)," Land Use Policy, Elsevier, vol. 113(C).
    3. Koutmos, Dimitrios, 2019. "Asset pricing factors and bank CDS spreads," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 19-41.
    4. Dimitrios Koutmos, 2018. "Interdependencies between CDS spreads in the European Union: Is Greece the black sheep or black swan?," Annals of Operations Research, Springer, vol. 266(1), pages 441-498, July.
    5. Ricardo Quineche & Gabriel Rodríguez, 2017. "Selecting the Lag Length for the M GLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations," Econometrics, MDPI, vol. 5(2), pages 1-10, April.

  24. Paulo M.M. Rodrigues & Uwe Hassler, 2012. "Quantile regression for long memory testing: A case of realized volatility," Working Papers w201207, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. José M. Belbute & Alfredo Marvão Pereira, 2015. "Does Final Energy Demand in Portugal Exhibit Long Memory? A Fractional Integration Analysis," Working Papers 163, Department of Economics, College of William and Mary.
    2. Belbute, José M. & Pereira, Alfredo M., 2022. "ARFIMA Reference Forecasts for Worldwide CO2 Emissions and the National Dimension of the Policy Efforts to Meet IPCC Targets," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, vol. 47(1), pages 1-27, March.
    3. Belbute, José M. & Pereira, Alfredo M., 2020. "Reference forecasts for CO2 emissions from fossil-fuel combustion and cement production in Portugal," Energy Policy, Elsevier, vol. 144(C).
    4. Paulo M.M. Rodrigues & Matei Demetrescu, 2018. "Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility," Working Papers w201817, Banco de Portugal, Economics and Research Department.
    5. Marina Balboa & Paulo M. M. Rodrigues & Antonio Rubia & A. M. Robert Taylor, 2021. "Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 544-565, August.
    6. Hiroyuki Kawakatsu, 2021. "Information in daily data volatility measurements," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1642-1656, April.
    7. Paulo M.M. Rodrigues & Uwe Hassler, 2014. "Persistence in the Banking Industry: Fractional integration and breaks in memory," Working Papers w201406, Banco de Portugal, Economics and Research Department.
    8. Jorge M. L. Andraz & Raúl F. C. Guerreiro & Paulo M. M. Rodrigues, 2018. "Persistence of travel and leisure sector equity indices," Empirical Economics, Springer, vol. 54(4), pages 1801-1825, June.
    9. Luca Barbaglia & Christophe Croux & Ines Wilms, 2017. "Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach," Papers 1708.02073, arXiv.org.
    10. Gonçalves Mazzeu, Joao Henrique & González-Rivera, Gloria & Ruiz Ortega, Esther & Veiga, Helena, 2016. "A Bootstrap Approach for Generalized Autocontour Testing," DES - Working Papers. Statistics and Econometrics. WS 23457, Universidad Carlos III de Madrid. Departamento de Estadística.
    11. Yalama, Abdullah & Celik, Sibel, 2013. "Real or spurious long memory characteristics of volatility: Empirical evidence from an emerging market," Economic Modelling, Elsevier, vol. 30(C), pages 67-72.
    12. Barbaglia, Luca & Croux, Christophe & Wilms, Ines, 2020. "Volatility spillovers in commodity markets: A large t-vector autoregressive approach," Energy Economics, Elsevier, vol. 85(C).

  25. Paulo M.M. Rodrigues & Fernando A. F. Ferreira, 2012. "How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example," Working Papers w201213, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Marcel-Ioan Boloș & Ioana-Alexandra Bradea & Camelia Delcea, 2021. "Optimization of Financial Asset Neutrosophic Portfolios," Mathematics, MDPI, vol. 9(11), pages 1-36, May.
    2. Abuabara, Leila & Paucar-Caceres, Alberto, 2021. "Surveying applications of Strategic Options Development and Analysis (SODA) from 1989 to 2018," European Journal of Operational Research, Elsevier, vol. 292(3), pages 1051-1065.
    3. Fernando A. F. Ferreira & Sérgio P. Santos, 2021. "Two decades on the MACBETH approach: a bibliometric analysis," Annals of Operations Research, Springer, vol. 296(1), pages 901-925, January.
    4. Santos, Sérgio P. & Belton, Valerie & Howick, Susan & Pilkington, Martin, 2018. "Measuring organisational performance using a mix of OR methods," Technological Forecasting and Social Change, Elsevier, vol. 131(C), pages 18-30.
    5. Shivani Guru & D. K. Mahalik, 2019. "A comparative study on performance measurement of Indian public sector banks using AHP-TOPSIS and AHP-grey relational analysis," OPSEARCH, Springer;Operational Research Society of India, vol. 56(4), pages 1213-1239, December.
    6. Faramondi, Luca & Oliva, Gabriele & Setola, Roberto & Bozóki, Sándor, 2023. "Robustness to rank reversal in pairwise comparison matrices based on uncertainty bounds," European Journal of Operational Research, Elsevier, vol. 304(2), pages 676-688.
    7. Manuel D. N. T. Oliveira & Fernando A. F. Ferreira & Guillermo O. Pérez-Bustamante Ilander & Marjan S. Jalali, 2017. "Integrating cognitive mapping and MCDA for bankruptcy prediction in small- and medium-sized enterprises," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(9), pages 985-997, September.

  26. 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.

    Cited by:

    1. Liang-Ching Lin & Li-Hsien Sun, 2019. "Modeling financial interval time series," PLOS ONE, Public Library of Science, vol. 14(2), pages 1-20, February.
    2. Sun, Yuying & Han, Ai & Hong, Yongmiao & Wang, Shouyang, 2018. "Threshold autoregressive models for interval-valued time series data," Journal of Econometrics, Elsevier, vol. 206(2), pages 414-446.
    3. Liang-Ching Lin & Hsiang-Lin Chien & Sangyeol Lee, 2021. "Symbolic interval-valued data analysis for time series based on auto-interval-regressive models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(1), pages 295-315, March.

  27. 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.

    Cited by:

    1. Hernandis, Lucía & Torró, Hipòlit, 2013. "The information content of Eonia swap rates before and during the financial crisis," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5316-5328.
    2. Olivier Brossard & Susanna Saroyan, 2016. "Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market," Post-Print hal-01293693, HAL.
    3. Janak Raj & Joice John, 0. "Steering interest rates amidst large structural surplus liquidity: a tale of three central banks," Indian Economic Review, Springer, vol. 0, pages 1-24.
    4. Ciccarelli, Matteo & Maddaloni, Angela & Peydró, José-Luis, 2013. "Heterogeneous transmission mechanism: monetary policy and financial fragility in the euro area," Working Paper Series 1527, European Central Bank.
    5. Renne, J-P., 2012. "A model of the euro-area yield curve with discrete policy rates," Working papers 395, Banque de France.
    6. Piotr Fiszeder & Ilona Pietryka, 2018. "Monetary policy in steering the EONIA and POLONIA rates in the Eurosystem and Poland: a comparative analysis," Empirical Economics, Springer, vol. 55(2), pages 445-470, September.
    7. Sunil Kumar & Anand Prakash & Krishna M. Kushawaha, 2017. "What Explains Call Money Rate Spread in India?," Working Papers id:11975, eSocialSciences.
    8. Krzysztof Jajuga & Lucjan T. Orlowski & Karsten Staehr (ed.), 2017. "Contemporary Trends and Challenges in Finance," Springer Proceedings in Business and Economics, Springer, number 978-3-319-54885-2, June.
    9. Janak Raj & Joice John, 2020. "Steering interest rates amidst large structural surplus liquidity: a tale of three central banks," Indian Economic Review, Springer, vol. 55(1), pages 93-116, June.

  28. Paulo M.M. Rodrigues & Tomás del Barrio Castro, 2011. "The Impact of Persistent Cycles on Zero Frequency Unit Root Tests," Working Papers w201124, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. António Rua, 2016. "A wavelet-based multivariate multiscale approach for forecasting," Working Papers w201612, Banco de Portugal, Economics and Research Department.
    2. Tomás del Barrio Castro & Paulo M.M. Rodrigues & A.M. Robert Taylor, 2013. "On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles," CEFAGE-UE Working Papers 2013_11, University of Evora, CEFAGE-UE (Portugal).
    3. Ricardo Quineche & Gabriel Rodríguez, 2017. "Selecting the Lag Length for the M GLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations," Econometrics, MDPI, vol. 5(2), pages 1-10, April.

  29. Paulo M.M. Rodrigues & Fernando A. F. Ferreira, 2011. "Evaluating retail banking quality service and convenience with MCDA techniques: a case study at the bank branch level," Working Papers w201131, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Aliasghar Aliakbarzadeh & Akbar Alem Tabriz, 2014. "Performance Evaluation and Ranking the Branches of Bank using FAHP and TOPSIS Case study: Tose Asr Shomal Interest-free Loan Fund," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 4(12), pages 199-217, December.
    2. Fernando A. F. Ferreira & Sérgio P. Santos & Paulo M. M. Rodrigues & Ronald W. Spahr, 2014. "How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 15(4), pages 708-728, September.

  30. 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.

    Cited by:

    1. Demetrescu, Matei & Rodrigues, Paulo M.M., 2022. "Residual-augmented IVX predictive regression," Journal of Econometrics, Elsevier, vol. 227(2), pages 429-460.
    2. Demetrescu, Matei, 2014. "Enhancing the local power of IVX-based tests in predictive regressions," Economics Letters, Elsevier, vol. 124(2), pages 269-273.

  31. Paulo M.M. Rodrigues & Luis F. Martins, 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.

    Cited by:

    1. João Pedro Pereira & Vasco Pesquita & Paulo M. M. Rodrigues & António Rua, 2019. "Market integration and the persistence of electricity prices," Empirical Economics, Springer, vol. 57(5), pages 1495-1514, November.
    2. Assaf, Ata & Bhandari, Avishek & Charif, Husni & Demir, Ender, 2022. "Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19," International Review of Financial Analysis, Elsevier, vol. 82(C).
    3. Süleyman Bolat & Aviral Kumar Tiwari & Phouphet Kyophilavong, 2017. "Testing the inflation rates in MENA countries: Evidence from quantile regression approach and seasonal unit root test," Post-Print hal-02000695, HAL.
    4. Gabriel Zsurkis & JoÃo Nicolau & Paulo M. M. Rodrigues, 2021. "A Re‐Examination of Inflation Persistence Dynamics in OECD Countries: A New Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(4), pages 935-959, August.
    5. C. Vladimir Rodríguez-Caballero & J. Eduardo Vera-Valdés, 2020. "Long-Lasting Economic Effects of Pandemics:Evidence on Growth and Unemployment," Econometrics, MDPI, vol. 8(3), pages 1-16, September.
    6. Massimiliano Caporin & Rangan Gupta, 2017. "Time-varying persistence in US inflation," Empirical Economics, Springer, vol. 53(2), pages 423-439, September.
    7. Rodrigues, Paulo M.M. & Sibbertsen, Philipp & Voges, Michelle, 2019. "Testing for breaks in the cointegrating relationship: On the stability of government bond markets' equilibrium," Hannover Economic Papers (HEP) dp-656, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    8. Wingert, Simon & Mboya, Mwasi Paza & Sibbertsen, Philipp, 2020. "Distinguishing between breaks in the mean and breaks in persistence under long memory," Economics Letters, Elsevier, vol. 193(C).
    9. Lena Dräger & Theoplasti Kolaiti & Philipp Sibbertsen, 2023. "Measuring macroeconomic convergence and divergence within EMU using long memory," Empirical Economics, Springer, vol. 65(5), pages 2333-2356, November.
    10. Gil-Alana, Luis A. & Mudida, Robert & Yaya, OlaOluwa S & Osuolale, Kazeem & Ogbonna, Ephraim A, 2019. "Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach," MPRA Paper 93941, University Library of Munich, Germany.
    11. Paulo M.M. Rodrigues & Uwe Hassler, 2014. "Persistence in the Banking Industry: Fractional integration and breaks in memory," Working Papers w201406, Banco de Portugal, Economics and Research Department.
    12. Daiqing Xi & Tianxiao Pang, 2021. "Estimating multiple breaks in mean sequentially with fractionally integrated errors," Statistical Papers, Springer, vol. 62(1), pages 451-494, February.
    13. Antonakakis, Nikolaos & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2016. "Is inflation persistence different in reality?," Economics Letters, Elsevier, vol. 148(C), pages 55-58.
    14. Luis F. Martins & Paulo M. M. Rodrigues, 2022. "Tests for segmented cointegration: an application to US governments budgets," Empirical Economics, Springer, vol. 63(2), pages 567-600, August.
    15. Giorgio Canarella & Stephen M. Miller, 2016. "Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US," Working papers 2016-21, University of Connecticut, Department of Economics.
    16. Shyh-Wei Chen & Chi-Sheng Hsu & Cyun-Jhen Pen, 2016. "Are Inflation Rates Mean-reverting Processes? Evidence from Six Asian Countries," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 12(1), pages 119-155, February.
    17. Vera-Valdés, J. Eduardo, 2022. "The persistence of financial volatility after COVID-19," Finance Research Letters, Elsevier, vol. 44(C).
    18. Robinson Kruse & Daniel Ventosa-Santaulària & Antonio E. Noriega, 2013. "Changes in persistence, spurious regressions and the Fisher hypothesis," CREATES Research Papers 2013-11, Department of Economics and Business Economics, Aarhus University.
    19. Jorge M. L. Andraz & Raúl F. C. Guerreiro & Paulo M. M. Rodrigues, 2018. "Persistence of travel and leisure sector equity indices," Empirical Economics, Springer, vol. 54(4), pages 1801-1825, June.
    20. Theoplasti Kolaiti & Mwasi Mboya & Philipp Sibbertsen, 2020. "Volatility Transmission across Financial Markets: A Semiparametric Analysis," JRFM, MDPI, vol. 13(8), pages 1-13, July.
    21. Godday Uwawunkonye Ebuh & Afees Salisu & Victor Oboh & Nuruddeen Usman, 2023. "A test for the contributions of urban and rural inflation to inflation persistence in Nigeria," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 16(2), pages 222-246, May.
    22. Martins, Luis F. & Rodrigues, Paulo M.M., 2014. "Testing for persistence change in fractionally integrated models: An application to world inflation rates," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 502-522.
    23. Chen, Shyh-Wei & Hsu, Chi-Sheng, 2016. "Threshold, smooth transition and mean reversion in inflation: New evidence from European countries," Economic Modelling, Elsevier, vol. 53(C), pages 23-36.
    24. Chen, Zhanshou & Xing, Yuhong & Li, Fuxiao, 2016. "Sieve bootstrap monitoring for change from short to long memory," Economics Letters, Elsevier, vol. 140(C), pages 53-56.
    25. Assaf, Ata & Mokni, Khaled & Yousaf, Imran & Bhandari, Avishek, 2023. "Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19," Research in International Business and Finance, Elsevier, vol. 64(C).

  32. 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.

    Cited by:

    1. Amélie Charles & Olivier Darné, 2012. "Volatility Persistence in Crude Oil Markets," Working Papers hal-00719387, HAL.
    2. Charles, Amélie & Darné, Olivier, 2014. "Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 188-199.
    3. Amélie Charles & Olivier Darné & Laurent Ferrara, 2014. "Does the Great Recession imply the end of the Great Moderation? International evidence," Working Papers hal-04141344, HAL.
    4. Charles, Amélie & Darné, Olivier & Pop, Adrian, 2015. "Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes," Research in International Business and Finance, Elsevier, vol. 35(C), pages 33-56.
    5. Reese, Simon & Li, Yushu, 2013. "Testing for Structural Breaks in the Presence of Data Perturbations: Impacts and Wavelet Based Improvements," Working Papers 2013:36, Lund University, Department of Economics.
    6. Amélie Charles & Olivier Darné, 0. "Econometric history of the growth–volatility relationship in the USA: 1919–2017," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 0, pages 1-24.

  33. Paulo M.M. Rodrigues & Fernando A. F. Ferreira, 2010. "A Multiple Criteria Framework to Evaluate Bank Branch Potential Attractiveness," Working Papers w201010, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Vieira, Fabiana C. & Ferreira, Fernando A.F. & Govindan, Kannan & Ferreira, Neuza C.M.Q.F. & Banaitis, Audrius, 2022. "Measuring urban digitalization using cognitive mapping and the best worst method (BWM)," Technology in Society, Elsevier, vol. 71(C).

  34. Paulo Esteves & Paulo M.M. Rodrigues, 2010. "Calendar Effects in Daily ATM Withdrawals," Working Papers w201012, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. J. Ignacio Conde-Ruiz & Manu García & Luis A. Puch & Jesús Ruiz, 2019. "Calendar effects in daily aggregate employment creation and destruction in Spain," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 10(1), pages 25-63, March.
    2. Duarte, Cláudia & Rodrigues, Paulo M.M. & Rua, António, 2017. "A mixed frequency approach to the forecasting of private consumption with ATM/POS data," International Journal of Forecasting, Elsevier, vol. 33(1), pages 61-75.
    3. Guerino Ardizzi & Simone Emiliozzi & Juri Marcucci & Libero Monteforte, 2019. "News and consumer card payments," Temi di discussione (Economic working papers) 1233, Bank of Italy, Economic Research and International Relations Area.
    4. Alexandre Garel & Benjamin Le pendeven, 2021. "Calendar effects and crowdfunded projects," Economics Bulletin, AccessEcon, vol. 41(3), pages 1407-1417.
    5. Kosse, Anneke, 2013. "Do newspaper articles on card fraud affect debit card usage?," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5382-5391.
    6. Cláudia Duarte, 2016. "A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data," Working Papers w201601, Banco de Portugal, Economics and Research Department.
    7. Geoffrey R. Dunbar, 2019. "Demographics and the demand for currency," Empirical Economics, Springer, vol. 57(4), pages 1375-1409, October.
    8. Nicole Jonker & Mirjam Plooij & Johan Verburg, 2017. "Did a Public Campaign Influence Debit Card Usage? Evidence from the Netherlands," Journal of Financial Services Research, Springer;Western Finance Association, vol. 52(1), pages 89-121, October.
    9. Wegmüller, Philipp & Glocker, Christian & Guggia, Valentino, 2023. "Weekly economic activity: Measurement and informational content," International Journal of Forecasting, Elsevier, vol. 39(1), pages 228-243.
    10. Gurgul, Henryk & Suder, Marcin, 2013. "Modeling of Withdrawals from Selected ATMs of the “Euronet” Network," MPRA Paper 68598, University Library of Munich, Germany, revised 2013.
    11. Gurgul Henryk & Suder Marcin, 2016. "Calendar and Seasonal Effects on the Size of Withdrawals from Atms Managed By Euronet," Statistics in Transition New Series, Polish Statistical Association, vol. 17(4), pages 691-722, December.
    12. Alexandre Garel & Benjamin Le Pendeven, 2021. "Calendar effects and crowdfunded projects," Post-Print hal-03377772, HAL.

  35. Paulo M.M. Rodrigues & Luís Catela Nunes, 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.

    Cited by:

    1. Junsoo Lee & Mark C. Strazicich, 2004. "Minimum LM Unit Root Test with One Structural Break," Working Papers 04-17, Department of Economics, Appalachian State University.
    2. Tomás Barrio & Mariam Camarero & Cecilio Tamarit, 2019. "Testing for Periodic Integration with a Changing Mean," Computational Economics, Springer;Society for Computational Economics, vol. 54(1), pages 45-75, June.

  36. Paulo M.M. Rodrigues & Fernando A. F. Ferreira, 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.

    Cited by:

    1. Fernando A. F. Ferreira & Sérgio P. Santos, 2021. "Two decades on the MACBETH approach: a bibliometric analysis," Annals of Operations Research, Springer, vol. 296(1), pages 901-925, January.
    2. Ayfer Basar & Özgür Kabak & Y. Ilker Topcu, 2017. "A Decision Support Methodology for Locating Bank Branches: A Case Study in Turkey," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 16(01), pages 59-86, January.
    3. Santos, Sérgio P. & Belton, Valerie & Howick, Susan & Pilkington, Martin, 2018. "Measuring organisational performance using a mix of OR methods," Technological Forecasting and Social Change, Elsevier, vol. 131(C), pages 18-30.
    4. Fernando A. F. Ferreira & Marjan S. Jalali & Paulo Bento & Carla S. E. Marques & João J. M. Ferreira, 0. "Enhancing individual entrepreneurial orientation measurement using a metacognitive decision making-based framework," International Entrepreneurship and Management Journal, Springer, vol. 0, pages 1-20.
    5. Paulo M.M. Rodrigues & Fernando A. F. Ferreira, 2011. "Evaluating retail banking quality service and convenience with MCDA techniques: a case study at the bank branch level," Working Papers w201131, Banco de Portugal, Economics and Research Department.
    6. Maria Franca Norese & Diana Rolando & Rocco Curto, 2023. "DIKEDOC: a multicriteria methodology to organise and communicate knowledge," Annals of Operations Research, Springer, vol. 325(2), pages 1049-1082, June.
    7. Ferreira, Fernando A.F. & Marques, Carla S.E. & Bento, Paulo & Ferreira, João J.M. & Jalali, Marjan S., 2015. "Operationalizing and measuring individual entrepreneurial orientation using cognitive mapping and MCDA techniques," Journal of Business Research, Elsevier, vol. 68(12), pages 2691-2702.
    8. Roger Chapman Burk & Richard M. Nehring, 2023. "An Empirical Comparison of Rank-Based Surrogate Weights in Additive Multiattribute Decision Analysis," Decision Analysis, INFORMS, vol. 20(1), pages 55-72, March.
    9. Fernando A. F. Ferreira & Sérgio P. Santos & Paulo M. M. Rodrigues & Ronald W. Spahr, 2014. "Evaluating retail banking service quality and convenience with MCDA techniques: a case study at the bank branch level," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 15(1), pages 1-21, February.
    10. Carayannis, Elias G. & Ferreira, Fernando A.F. & Bento, Paulo & Ferreira, João J.M. & Jalali, Marjan S. & Fernandes, Bernardo M.Q., 2018. "Developing a socio-technical evaluation index for tourist destination competitiveness using cognitive mapping and MCDA," Technological Forecasting and Social Change, Elsevier, vol. 131(C), pages 147-158.
    11. Gomes, Luís S. & Santos, Sérgio P. & Coelho, Luís Serra & Rebelo, Efigénio L., 2023. "Using MCDA to assist an Intermunicipal community develop a resilience strategy in face of the pandemic caused by the SARS-CoV-2," Socio-Economic Planning Sciences, Elsevier, vol. 87(PB).
    12. Ferreira, Fernando A.F. & Spahr, Ronald W. & Sunderman, Mark A. & Govindan, Kannan & Meidutė-Kavaliauskienė, Ieva, 2022. "Urban blight remediation strategies subject to seasonal constraints," European Journal of Operational Research, Elsevier, vol. 296(1), pages 277-288.
    13. Mital, Monika & Del Giudice, Manlio & Papa, Armando, 2018. "Comparing supply chain risks for multiple product categories with cognitive mapping and Analytic Hierarchy Process," Technological Forecasting and Social Change, Elsevier, vol. 131(C), pages 159-170.
    14. Manuel D. N. T. Oliveira & Fernando A. F. Ferreira & Guillermo O. Pérez-Bustamante Ilander & Marjan S. Jalali, 2017. "Integrating cognitive mapping and MCDA for bankruptcy prediction in small- and medium-sized enterprises," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(9), pages 985-997, September.
    15. Francis Marleau Donais & Irène Abi-Zeid & E. Owen D. Waygood & Roxane Lavoie, 2021. "A Framework for Post-Project Evaluation of Multicriteria Decision Aiding Processes from the Stakeholders’ Perspective: Design and Application," Group Decision and Negotiation, Springer, vol. 30(5), pages 1161-1191, October.
    16. Fernando A. F. Ferreira & Ronald W. Spahr & Irina F. M. D. Gavancha & Amali Çipi, 2013. "Readjusting trade-offs among criteria in internal ratings of credit-scoring: an empirical essay of risk analysis in mortgage loans," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 14(4), pages 715-740, September.
    17. Fernando A. F. Ferreira & Sérgio P. Santos & Paulo M. M. Rodrigues & Ronald W. Spahr, 2014. "How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 15(4), pages 708-728, September.

  37. 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.

    Cited by:

    1. Tolga Omay & Muhammad Shahbaz & Chris Stewart, 2021. "Is there really hysteresis in the OECD unemployment rates? New evidence using a Fourier panel unit root test," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(4), pages 875-901, November.
    2. Omay, Tolga & Shahbaz, Muhammad & Stewart, Chris, 2021. "Is There Really Hysteresis in OECD Countries’ Unemployment Rates? New Evidence Using a Fourier Panel Unit Root Test," MPRA Paper 107691, University Library of Munich, Germany, revised 10 May 2021.
    3. Christopoulos, Dimitris K. & León-Ledesma, Miguel A., 2010. "Smooth breaks and non-linear mean reversion: Post-Bretton Woods real exchange rates," Journal of International Money and Finance, Elsevier, vol. 29(6), pages 1076-1093, October.
    4. Fumitaka FURUOKA, 2014. "Does Hysteresis Exist in Unemployment? New Findings from Fourteen Regions of the Czech Republic," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(1), pages 59-78, February.
    5. Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2019. "Does U.K.’s Real GDP have a Unit Root? Evidence from a Multi-Century Perspective," Working Papers 201926, University of Pretoria, Department of Economics.
    6. Saban Nazlioglu & Rangan Gupta & Elie Bouri, 2019. "Movements in International Bond Markets: The Role of Oil Prices," Working Papers 201935, University of Pretoria, Department of Economics.
    7. Jing-Ping Li & Omid Ranjbar & Tsangyao Chang, 2017. "Unemployment Hysteresis In Piigs Countries: A New Test With Both Sharp And Smooth Breaks," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(05), pages 1165-1177, December.
    8. Landajo, Manuel & Presno, María José, 2010. "Nonparametric pseudo-Lagrange multiplier stationarity testing," MPRA Paper 25659, University Library of Munich, Germany.

  38. 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.

    Cited by:

    1. Atle Oglend & Frank Asche, 2016. "Cyclical non-stationarity in commodity prices," Empirical Economics, Springer, vol. 51(4), pages 1465-1479, December.
    2. Jansson Michael & Nielsen Morten Ørregaard, 2011. "Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-21, February.
    3. Del Barrio Castro, T & Rodrigues, PMM & Taylor, AMR, 2015. "Semi-Parametric Seasonal Unit Root Tests," Essex Finance Centre Working Papers 16807, University of Essex, Essex Business School.
    4. Eroğlu, Burak Alparslan & Göğebakan, Kemal Çağlar & Trokić, Mirza, 2018. "Powerful nonparametric seasonal unit root tests," Economics Letters, Elsevier, vol. 167(C), pages 75-80.
    5. Tomas del Barrio Castro & Mariam Camarero & Cecilio Tamarit, 2013. "The trade balance in euro countries: a natural case study of periodic integration with a changing mean," Working Papers 1321, Department of Applied Economics II, Universidad de Valencia.
    6. Chambers, Marcus J. & Ercolani, Joanne S. & Taylor, A.M. Robert, 2014. "Testing for seasonal unit roots by frequency domain regression," Journal of Econometrics, Elsevier, vol. 178(P2), pages 243-258.
    7. Tomás Barrio Castro & Andrii Bodnar & Andreu Sansó, 2017. "Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending," Computational Statistics, Springer, vol. 32(4), pages 1533-1568, December.
    8. Ikerne Valle & Kepa Astorkiza & Ignacio Díaz-Emparanza, 2017. "Measuring species concentration, diversification and dependency in a macro-fishery," Empirical Economics, Springer, vol. 52(4), pages 1689-1713, June.
    9. Anton Skrobotov, 2013. "On GLS-detrending for deterministic seasonality testing," Working Papers 0073, Gaidar Institute for Economic Policy, revised 2014.
    10. Paulo M.M. Rodrigues & A.M. Robert Taylor, 2006. "Efficient Tests of the Seasonal Unit Root Hypothesis," Discussion Papers 06/12, University of Nottingham, School of Economics.
    11. Tomas del Barrio Castro & Mariam Camarero & Cecilio Tamarit, 2013. "An analysis of the trade balance for OECD countries using periodic integration and cointegration," Working Papers 1320, Department of Applied Economics II, Universidad de Valencia.
    12. Tomás del Barrio Castro & Denise R. Osborn & A.M. Robert Taylor, 2011. "On Augmented HEGY Tests for Seasonal Unit Roots," Economics Discussion Paper Series 1121, Economics, The University of Manchester.
    13. Tomás del Barrio Castro & Alain Hecq, 2016. "Testing for Deterministic Seasonality in Mixed-Frequency VARs," DEA Working Papers 76, Universitat de les Illes Balears, Departament d'Economía Aplicada.
    14. Giuseppe Cavaliere & Anton Skrobotov & A. M. Robert Taylor, 2019. "Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility," Econometric Reviews, Taylor & Francis Journals, vol. 38(5), pages 509-532, May.
    15. Tomás Barrio & Mariam Camarero & Cecilio Tamarit, 2019. "Testing for Periodic Integration with a Changing Mean," Computational Economics, Springer;Society for Computational Economics, vol. 54(1), pages 45-75, June.
    16. Tom�s del Barrio Castro & Denise R. Osborn & A.M. Robert Taylor, 2016. "The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests," Econometric Reviews, Taylor & Francis Journals, vol. 35(1), pages 122-168, January.
    17. Luis Gil-Alana, 2010. "A seasonal fractional multivariate model. A testing procedure and impulse responses for the analysis of GDP and unemployment dynamics," Empirical Economics, Springer, vol. 38(2), pages 471-501, April.
    18. Tang, Ling & Yu, Lean & He, Kaijian, 2014. "A novel data-characteristic-driven modeling methodology for nuclear energy consumption forecasting," Applied Energy, Elsevier, vol. 128(C), pages 1-14.
    19. del Barrio Castro, Tomás & Osborn, Denise R., 2023. "Periodic Integration and Seasonal Unit Roots," MPRA Paper 117935, University Library of Munich, Germany, revised 2023.
    20. Maxwell L. King & Sivagowry Sriananthakumar, 2015. "Point Optimal Testing: A Survey of the Post 1987 Literature," Monash Econometrics and Business Statistics Working Papers 5/15, Monash University, Department of Econometrics and Business Statistics.
    21. Bauer, Dietmar, 2019. "Periodic and seasonal (co-)integration in the state space framework," Economics Letters, Elsevier, vol. 174(C), pages 165-168.

  39. 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).

    Cited by:

    1. Olan T. Henry & Sandy Suardi, 2004. "Testing for a Level Effect in Short-Term Interest Rates," Department of Economics - Working Papers Series 924, The University of Melbourne.

  40. Paulo M. M. Rodrigues, 2004. "Properties of Recursive Trend-Adjusted Unit Root Tests," Economics Working Papers ECO2004/31, European University Institute.

    Cited by:

    1. Smeekes, S., 2009. "Detrending bootstrap unit root tests," Research Memorandum 056, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    2. Cláudia Duarte, 2015. "Covariate-augmented unit root tests with mixed-frequency data," Working Papers w201507, Banco de Portugal, Economics and Research Department.
    3. Meng, Ming & Lee, Hyejin & Cho, Myeong Hyeon & Lee, Junsoo, 2013. "Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures," Economics Letters, Elsevier, vol. 120(2), pages 195-199.
    4. Matei Demetrescu, 2010. "On the Dickey–Fuller test with White standard errors," Statistical Papers, Springer, vol. 51(1), pages 11-25, January.
    5. Paulo M. M. Rodrigues, 2013. "Recursive adjustment, unit root tests and structural breaks," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(1), pages 62-82, January.
    6. Lee, Hyejin & Meng, Ming & Lee, Junsoo, 2012. "Performance of nonlinear instrumental variable unit root tests using recursive detrending methods," Economics Letters, Elsevier, vol. 117(1), pages 214-216.
    7. Rodrigues, Paulo M.M., 2006. "Properties of recursive trend-adjusted unit root tests," Economics Letters, Elsevier, vol. 91(3), pages 413-419, June.
    8. Westerlund, Joakim, 2015. "The effect of recursive detrending on panel unit root tests," Journal of Econometrics, Elsevier, vol. 185(2), pages 453-467.

  41. Rodrigues, P.M.M. & Franses, Ph.H.B.F., 2003. "A sequential approach to testing seasonal unit roots in high frequency data," Econometric Institute Research Papers EI 2003-14, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Roberto Martinez Espineira, 2004. "An Estimation of Residential Water Demand Using Co-integration and Error Correction Techniques," Others 0410002, University Library of Munich, Germany.
    2. Okrent, Abigail M. & Alston, Julian M., 2010. "The Demand for Food in the United States: A Review of the Literature, Evaluation of Previous Estimates, and Presentation of New Estimates of Demand," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61674, Agricultural and Applied Economics Association.
    3. Jani Beko & Timotej Jagric, 2009. "Demand models for direct mail and periodicals delivery services: results for a transition economy," Applied Economics, Taylor & Francis Journals, vol. 43(9), pages 1125-1138.
    4. Gabriel Pons, 2006. "Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(2), pages 191-209, March.
    5. Ridderstaat, Jorge & Oduber, Marck & Croes, Robertico & Nijkamp, Peter & Martens, Pim, 2014. "Impacts of seasonal patterns of climate on recurrent fluctuations in tourism demand: Evidence from Aruba," Tourism Management, Elsevier, vol. 41(C), pages 245-256.
    6. Gabriel Pons Rotger, 2004. "Seasonal Unit Root Testing Based on the Temporal Aggregation of Seasonal Cycles," Economics Working Papers 2004-1, Department of Economics and Business Economics, Aarhus University.
    7. Andres Silva & Senarath Dharmasena, 2016. "Considering seasonal unit root in a demand system: an empirical approach," Empirical Economics, Springer, vol. 51(4), pages 1443-1463, December.

  42. Hassler, Uwe & Rodrigues, Paulo M. M., 2002. "Seasonal unit root tests under structural breaks," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 18290, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).

    Cited by:

    1. 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, March.
    2. Junsoo Lee & Mark C. Strazicich, 2004. "Minimum LM Unit Root Test with One Structural Break," Working Papers 04-17, Department of Economics, Appalachian State University.
    3. Artur C. B. da Silva Lopes & Antonio Montañés, 2004. "The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts," Econometrics 0411010, University Library of Munich, Germany.
    4. Artur C. B. Da Silva Lopes, 2008. "Finite Sample Effects Of Pure Seasonal Mean Shifts On Dickey–Fuller Tests: A Simulation Study," Manchester School, University of Manchester, vol. 76(5), pages 528-538, September.
    5. Ghassen El Montasser & Talel Boufateh & Fakhri Issaoui, 2013. "The Seasonal KPSS Test When Neglecting Seasonal Dummies: A Monte Carlo analysis," EERI Research Paper Series EERI RP 2013/07, Economics and Econometrics Research Institute (EERI), Brussels.
    6. Gabriel Pons, 2006. "Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(2), pages 191-209, March.
    7. Tomás Barrio & Mariam Camarero & Cecilio Tamarit, 2019. "Testing for Periodic Integration with a Changing Mean," Computational Economics, Springer;Society for Computational Economics, vol. 54(1), pages 45-75, June.
    8. B. da Silva Lopes, Artur C., 2005. "Finite sample effects of pure seasonal mean shifts on Dickey-Fuller tests," MPRA Paper 125, University Library of Munich, Germany, revised May 2006.

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

    Cited by:

    1. 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, March.
    2. Artur C. B. da Silva Lopes & Antonio Montañés, 2004. "The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts," Econometrics 0411010, University Library of Munich, Germany.
    3. John W. Galbraith, 1999. "Content Horizons For Forecasts Of Economic Time Series," Departmental Working Papers 1999-01, McGill University, Department of Economics.
    4. Jérôme Foulon & Paul Lanoie & Benoit Laplante, 1999. "Incentives for Pollution Control: Regulation or (and?) Information," CIRANO Working Papers 99s-11, CIRANO.
    5. Psaradakis, Zacharias, 2000. "Bootstrap tests for unit roots in seasonal autoregressive models," Statistics & Probability Letters, Elsevier, vol. 50(4), pages 389-395, December.
    6. Patrice Roussel & Michel Tremblay, 1999. "Modelling the Role of Organizational Justice: Effects on Satisfaction and Unionization Propensity of Canadian Managers," CIRANO Working Papers 99s-16, CIRANO.
    7. Ngo Van Long & Antoine Soubeyran, 1999. "Cost Manipulation Games in Oligopoly, with Costs of Manipulating," CIRANO Working Papers 99s-13, CIRANO.

Articles

  1. Filipe B. Caires & Hugo Reis & Paulo M. M. Rodrigues, 2023. "Survival of the fittest: tourism exposure and firm survival," Applied Economics, Taylor & Francis Journals, vol. 55(60), pages 7150-7177, December.
    See citations under working paper version above.
  2. Nicolau, João & Rodrigues, Paulo M.M. & Stoykov, Marian Z., 2023. "Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics," Journal of Econometrics, Elsevier, vol. 235(2), pages 2266-2284.
    See citations under working paper version above.
  3. Carneiro, Anabela & Portugal, Pedro & Raposo, Pedro & Rodrigues, Paulo M.M., 2023. "The persistence of wages," Journal of Econometrics, Elsevier, vol. 233(2), pages 596-611.
    See citations under working paper version above.
  4. Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2023. "Extensions to IVX methods of inference for return predictability," Journal of Econometrics, Elsevier, vol. 237(2).
    See citations under working paper version above.
  5. Demetrescu, Matei & Rodrigues, Paulo M.M., 2022. "Residual-augmented IVX predictive regression," Journal of Econometrics, Elsevier, vol. 227(2), pages 429-460.
    See citations under working paper version above.
  6. Robert A. Hill & Paulo M. M. Rodrigues, 2022. "Forgetting approaches to improve forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1356-1371, November.
    See citations under working paper version above.
  7. Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2022. "Testing for episodic predictability in stock returns," Journal of Econometrics, Elsevier, vol. 227(1), pages 85-113.
    See citations under working paper version above.
  8. João Cruz & João Nicolau & Paulo M. M. Rodrigues, 2021. "Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(3), pages 333-352, September.
    See citations under working paper version above.
  9. João Nicolau & Paulo M. M. Rodrigues, 2019. "A New Regression-Based Tail Index Estimator," The Review of Economics and Statistics, MIT Press, vol. 101(4), pages 667-680, October.

    Cited by:

    1. Yannic Rehm & Lucas Chancel, 2022. "Measuring the Carbon Content of Wealth Evidence from France and Germany," Working Papers halshs-03828939, HAL.
    2. Paulo M.M. Rodrigues & Matei Demetrescu, 2019. "Testing for Episodic Predictability in Stock Returns," Working Papers w201906, Banco de Portugal, Economics and Research Department.
    3. Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2023. "“Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series”," AQR Working Papers 202305, University of Barcelona, Regional Quantitative Analysis Group, revised Jul 2023.
    4. Yannic Rehm & Lucas Chancel, 2022. "Measuring the Carbon Content of Wealth Evidence from France and Germany," PSE Working Papers halshs-03828939, HAL.
    5. Yannic Rehm & Lucas Chancel, 2022. "Measuring the Carbon Content of Wealth Evidence from France and Germany," World Inequality Lab Working Papers halshs-03828939, HAL.
    6. Nicolau, João & Rodrigues, Paulo M.M. & Stoykov, Marian Z., 2023. "Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics," Journal of Econometrics, Elsevier, vol. 235(2), pages 2266-2284.
    7. Paulo M.M. Rodrigues & Gabriel Zsurkis, 2023. "First passage times in portfolio optimization: a novel nonparametric approach," Working Papers w202309, Banco de Portugal, Economics and Research Department.
    8. Paulo M.M. Rodrigues & João Nicolau, 2020. "Measuring wage inequality under right censoring," Working Papers w202008, Banco de Portugal, Economics and Research Department.
    9. Lahr, Henry, 2023. "Fat tails in private equity fund returns: The smooth double Pareto distribution," International Review of Financial Analysis, Elsevier, vol. 86(C).

  10. João Pedro Pereira & Vasco Pesquita & Paulo M. M. Rodrigues & António Rua, 2019. "Market integration and the persistence of electricity prices," Empirical Economics, Springer, vol. 57(5), pages 1495-1514, November.
    See citations under working paper version above.
  11. Tomás del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor, 2019. "Temporal Aggregation of Seasonally Near‐Integrated Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 40(6), pages 872-886, November.
    See citations under working paper version above.
  12. Antunes, António & Bonfim, Diana & Monteiro, Nuno & Rodrigues, Paulo M.M., 2018. "Forecasting banking crises with dynamic panel probit models," International Journal of Forecasting, Elsevier, vol. 34(2), pages 249-275.
    See citations under working paper version above.
  13. del Barrio Castro, Tomás & Rodrigues, Paulo M.M. & Robert Taylor, A.M., 2018. "Semi-Parametric Seasonal Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 34(2), pages 447-476, April.
    See citations under working paper version above.
  14. Jorge M. L. Andraz & Raúl F. C. Guerreiro & Paulo M. M. Rodrigues, 2018. "Persistence of travel and leisure sector equity indices," Empirical Economics, Springer, vol. 54(4), pages 1801-1825, June.

    Cited by:

    1. Luis A Gil-Alana & James E Payne, 2022. "Persistence, seasonality, and fractional integration within a nonlinear framework: Evidence from US citizens’ overseas travel," Tourism Economics, , vol. 28(3), pages 654-660, May.
    2. James E Payne & Junsoo Lee, 2024. "Global perspective on the permanent or transitory nature of shocks to tourist arrivals: Evidence from new unit root tests with structural breaks and factors," Tourism Economics, , vol. 30(1), pages 67-103, February.

  15. Duarte, Cláudia & Rodrigues, Paulo M.M. & Rua, António, 2017. "A mixed frequency approach to the forecasting of private consumption with ATM/POS data," International Journal of Forecasting, Elsevier, vol. 33(1), pages 61-75.

    Cited by:

    1. Andrii Babii & Eric Ghysels & Jonas Striaukas, 2022. "Machine Learning Time Series Regressions With an Application to Nowcasting," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1094-1106, June.
    2. Ali B. Barlas & Seda Guler Mert & Berk Orkun Isa & Alvaro Ortiz & Tomasa Rodrigo & Baris Soybilgen & Ege Yazgan, 2024. "Big data financial transactions and GDP nowcasting: The case of Turkey," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(2), pages 227-248, March.
    3. Galbraith, John W. & Tkacz, Greg, 2018. "Nowcasting with payments system data," International Journal of Forecasting, Elsevier, vol. 34(2), pages 366-376.
    4. Hassani, Hossein & Rua, António & Silva, Emmanuel Sirimal & Thomakos, Dimitrios, 2019. "Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1263-1272.
    5. Raquel Nadal Cesar Gonçalves, 2022. "Nowcasting Brazilian GDP with Electronic Payments Data," Working Papers Series 564, Central Bank of Brazil, Research Department.
    6. Knut Are Aastveit & Tuva Marie Fastbø & Eleonora Granziera & Kenneth Sæterhagen Paulsen & Kjersti Næss Torstensen, 2020. "Nowcasting Norwegian household consumption with debit card transaction data," Working Paper 2020/17, Norges Bank.
    7. Dean Croushore & Stephanie M. Wilshusen, 2020. "Forecasting Consumption Spending Using Credit Bureau Data," Working Papers 20-22, Federal Reserve Bank of Philadelphia.
    8. Valadkhani, Abbas & Smyth, Russell, 2017. "How do daily changes in oil prices affect US monthly industrial output?," Energy Economics, Elsevier, vol. 67(C), pages 83-90.
    9. Zhang, Yue-Jun & Wang, Jin-Li, 2019. "Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models," Energy Economics, Elsevier, vol. 78(C), pages 192-201.
    10. Bonino-Gayoso, Nicolás & García-Hiernaux, Alfredo, 2019. "TF-MIDAS: a new mixed-frequency model to forecast macroeconomic variables," MPRA Paper 93366, University Library of Munich, Germany.
    11. James T. E. Chapman & Ajit Desai, 2023. "Macroeconomic Predictions Using Payments Data and Machine Learning," Forecasting, MDPI, vol. 5(4), pages 1-32, November.
    12. Anete Brinke & Ludmila Fadejeva & Boriss Siliverstovs & Kārlis Vilerts, 2023. "Assessing the informational content of card transactions for nowcasting retail trade: Evidence for Latvia," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 566-577, April.
    13. Guillermo Carlomagno & Nicolas Eterovic & L. G. Hernández-Román, 2023. "Disentangling Demand and Supply Inflation Shocks from Chilean Electronic Payment Data," Working Papers Central Bank of Chile 986, Central Bank of Chile.
    14. Ali B. Barlas & Seda Guler Mert & Berk Orkun Isa & Alvaro Ortiz & Tomasa Rodrigo & Baris Soybilgen & Ege Yazgan, 2021. "Big Data Information and Nowcasting: Consumption and Investment from Bank Transactions in Turkey," Papers 2107.03299, arXiv.org.
    15. María Gil & Javier J. Pérez & Alberto Urtasun, 2019. "Nowcasting private consumption: traditional indicators, uncertainty measures, credit cards and some internet data," IFC Bulletins chapters, in: Bank for International Settlements (ed.), The use of big data analytics and artificial intelligence in central banking, volume 50, Bank for International Settlements.
    16. Ludmila Fadejeva & Boriss Siliverstovs & Karlis Vilerts & Anete Brinke, 2022. "Consumer Spending in the Covid-19 Pandemic: Evidence from Card Transactions in Latvia," Discussion Papers 2022/01, Latvijas Banka.
    17. Lourenço, Nuno & Rua, António, 2021. "The Daily Economic Indicator: tracking economic activity daily during the lockdown," Economic Modelling, Elsevier, vol. 100(C).
    18. García, Juan R. & Pacce, Matías & Rodrigo, Tomasa & Ruiz de Aguirre, Pep & Ulloa, Camilo A., 2021. "Measuring and forecasting retail trade in real time using card transactional data," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1235-1246.
    19. Timo Wollmershäuser & Stefan Ederer & Maximilian Fell & Friederike Fourné & Max Lay & Robert Lehmann & Sebastian Link & Sascha Möhrle & Ann-Christin Rathje & Radek Šauer & Moritz Schasching & Marcus S, 2023. "ifo Konjunkturprognose Sommer 2023: Inflation flaut langsam ab – aber Konjunktur lahmt noch," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 76(Sonderaus), pages 01-53, June.
    20. Diego Bodas & Juan R. García López & Tomasa Rodrigo López & Pep Ruiz de Aguirre & Camilo A. Ulloa & Juan Murillo Arias & Juan de Dios Romero Palop & Heribert Valero Lapaz & Matías J. Pacce, 2019. "Measuring retail trade using card transactional data," Working Papers 1921, Banco de España.
    21. James Chapman & Ajit Desai, 2021. "Using Payments Data to Nowcast Macroeconomic Variables During the Onset of COVID-19," Staff Working Papers 21-2, Bank of Canada.
    22. Andrianady, Josué R. & Rajaonarison, Njakanasandratra R. & Razanajatovo, Yves H., 2023. "Estimating Madagascar economic growth using the Mixed Data Sampling (MIDAS) approach," MPRA Paper 118267, University Library of Munich, Germany.
    23. Santiago Etchegaray Alvarez, 2022. "Proyecciones macroeconómicas con datos en frecuencias mixtas. Modelos ADL-MIDAS, U-MIDAS y TF-MIDAS con aplicaciones para Uruguay," Documentos de trabajo 2022004, Banco Central del Uruguay.
    24. Qifa Xu & Zezhou Wang & Cuixia Jiang & Yezheng Liu, 2023. "Deep learning on mixed frequency data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(8), pages 2099-2120, December.
    25. Alberto Urtasun & Mara Gil & Javier J. Perez, 2017. "Nowcasting private consumption: traditional indicators, uncertainty measures, and the role of internet search query data," EcoMod2017 10745, EcoMod.
    26. Xu, Qifa & Zhuo, Xingxuan & Jiang, Cuixia & Liu, Xi & Liu, Yezheng, 2018. "Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth," Economic Modelling, Elsevier, vol. 75(C), pages 221-236.
    27. Maghyereh Aktham & Sweidan Osama & Awartani Basel, 2020. "Asymmetric Responses of Economic Growth to Daily Oil Price Changes: New Global Evidence from Mixed-data Sampling Approach," Review of Economics, De Gruyter, vol. 71(2), pages 81-99, August.
    28. Gurgul Henryk & Suder Marcin, 2016. "Calendar and Seasonal Effects on the Size of Withdrawals from Atms Managed By Euronet," Statistics in Transition New Series, Polish Statistical Association, vol. 17(4), pages 691-722, December.
    29. Valentina Aprigliano & Guerino Ardizzi & Alessia Cassetta & Alessandro Cavallero & Simone Emiliozzi & Alessandro Gambini & Nazzareno Renzi & Roberta Zizza, 2021. "Exploiting payments to track Italian economic activity: the experience at Banca d’Italia," Questioni di Economia e Finanza (Occasional Papers) 609, Bank of Italy, Economic Research and International Relations Area.
    30. Mahmut Gunay, 2020. "Nowcasting Turkish GDP with MIDAS: Role of Functional Form of the Lag Polynomial," Working Papers 2002, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.

  16. João Romão & João Guerreiro & Paulo M. M. Rodrigues, 2017. "Territory and Sustainable Tourism Development: a Space-Time Analysis on European Regions," REGION, European Regional Science Association, vol. 4, pages 1-17.

    Cited by:

    1. Ina Sabalenka & Yuliya Krupenka & Uladzimir Ganski & Weidi Zhou, 2021. "Regional Tourism Clusters Sustainability Modeling Taking into Account Sociocultural Factors," Management Theory and Studies for Rural Business and Infrastructure Development, Sciendo, vol. 43(4), pages 457-467, December.
    2. Giovanni Millo, 2022. "The generalized spatial random effects model in R," Journal of Spatial Econometrics, Springer, vol. 3(1), pages 1-18, December.
    3. Nermin Kişi, 2019. "A Strategic Approach to Sustainable Tourism Development Using the A’WOT Hybrid Method: A Case Study of Zonguldak, Turkey," Sustainability, MDPI, vol. 11(4), pages 1-19, February.
    4. Dimitrios TSIOTAS & Thomas KRABOKOUKIS & Serafeim POLYZOS, 2020. "Detecting Interregional Patterns In Tourism Seasonality Of Greece: A Principal Components Analysis Approach," Regional Science Inquiry, Hellenic Association of Regional Scientists, vol. 0(2), pages 91-112, June.
    5. Maria Liliana Druiu, 2021. "Specific Aspects Regarding Tourism and Travel in European Union," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 267-273, December.
    6. Valentina Della Corte & Giovanna Del Gaudio & Fabiana Sepe & Fabiana Sciarelli, 2019. "Sustainable Tourism in the Open Innovation Realm: A Bibliometric Analysis," Sustainability, MDPI, vol. 11(21), pages 1-18, November.
    7. Jiao, Xiaoying & Li, Gang & Chen, Jason Li, 2020. "Forecasting international tourism demand: a local spatiotemporal model," Annals of Tourism Research, Elsevier, vol. 83(C).
    8. Michał Roman & Monika Roman & Arkadiusz Niedziółka, 2020. "Spatial Diversity of Tourism in the Countries of the European Union," Sustainability, MDPI, vol. 12(7), pages 1-16, March.
    9. Adi Weidenfeld, 2018. "Tourism Diversification and Its Implications for Smart Specialisation," Sustainability, MDPI, vol. 10(2), pages 1-24, January.
    10. Zinchenko Olha, 2018. "Development of mechanism for formation and activation of territorial image potential," Technology audit and production reserves, 4(42) 2018, Socionet;Technology audit and production reserves, vol. 4(5), pages 4-10.
    11. Thomas KRABOKOUKIS & Serafeim POLYZOS, 2022. "Drawing An Indicator Of Tourism Competitiveness And Examining Its Relationship With Tourism Seasonality For The Greek Prefectures," Regional Science Inquiry, Hellenic Association of Regional Scientists, vol. 0(2), pages 55-70, June.
    12. Batista e Silva, Filipe & Barranco, Ricardo & Proietti, Paola & Pigaiani, Cristian & Lavalle, Carlo, 2021. "A new European regional tourism typology based on hotel location patterns and geographical criteria," Annals of Tourism Research, Elsevier, vol. 89(C).
    13. De Siano, Rita & Canale, Rosaria Rita, 2022. "Controversial effects of tourism on economic growth: A spatial analysis on Italian provincial data," Land Use Policy, Elsevier, vol. 117(C).
    14. Comerio, Niccolò & Pacicco, Fausto & Serati, Massimiliano, 2020. "An analysis of sub-national tourism in Japan: Tourist and economic spillovers and their determinants," Annals of Tourism Research, Elsevier, vol. 85(C).

  17. Pierre Perron & Eduardo Zorita & Iliyan Georgiev & Paulo M. M. Rodrigues & A. M. Robert Taylor, 2017. "Unit Root Tests and Heavy-Tailed Innovations," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(5), pages 733-768, September.
    See citations under working paper version above.
  18. João Romão & João Guerreiro & Paulo M. M. Rodrigues, 2016. "Tourism growth and regional resilience," Tourism Economics, , vol. 22(4), pages 699-714, August.

    Cited by:

    1. Kožić, Ivan, 2019. "Can tourism development induce deterioration of human capital?," Annals of Tourism Research, Elsevier, vol. 77(C), pages 168-170.
    2. João Romão & Peter Nijkamp, 2017. "Spatial-economic impacts of tourism on regional development: challenges for Europe," CEFAGE-UE Working Papers 2017_01, University of Evora, CEFAGE-UE (Portugal).
    3. Giotis Georgios, 2022. "Preliminary Results on the Employment Effect of Tourism. A meta-analysis," Papers 2206.00174, arXiv.org.
    4. Romão, João, 2020. "Tourism, smart specialisation, growth, and resilience," Annals of Tourism Research, Elsevier, vol. 84(C).
    5. Blesilda P. Badoc-Gonzales & Ma. Belinda S. Mandigma & Jackson J. Tan, 2022. "SME resilience as a catalyst for tourism destinations: a literature review," Journal of Global Entrepreneurship Research, Springer;UNESCO Chair in Entrepreneurship, vol. 12(1), pages 23-44, December.
    6. Luis Delfim Santos & Ana Catarina Vieira, 2020. "Tourism and regional development: a spatial econometric model for Portugal at municipal level," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 19(3), pages 285-299, September.

  19. Uwe Hassler & Paulo M.M. Rodrigues & Antonio Rubia, 2016. "Quantile Regression for Long Memory Testing: A Case of Realized Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 14(4), pages 693-724.
    See citations under working paper version above.
  20. Andraz, Jorge M. & Rodrigues, Paulo M.M., 2016. "Monitoring tourism flows and destination management: Empirical evidence for Portugal," Tourism Management, Elsevier, vol. 56(C), pages 1-7.
    See citations under working paper version above.
  21. Tomás Del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor, 2015. "On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(4), pages 495-511, August.
    See citations under working paper version above.
  22. Paulo Rodrigues & Nazarii Salish, 2015. "Modeling and forecasting interval time series with threshold models," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 9(1), pages 41-57, March.

    Cited by:

    1. Gloria Gonzalez-Rivera & Wei Lin, 2015. "Interval-valued Time Series Models: Estimation based on Order Statistics. Exploring the Agriculture Marketing Service Data," Working Papers 201505, University of California at Riverside, Department of Economics.
    2. Miguel de Carvalho & Gabriel Martos, 2022. "Modeling interval trendlines: Symbolic singular spectrum analysis for interval time series," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(1), pages 167-180, January.
    3. Wei Lin & Gloria González‐Rivera, 2019. "Extreme returns and intensity of trading," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1121-1140, November.
    4. Leandro Maciel, 2020. "Technical analysis based on high and low stock prices forecasts: evidence for Brazil using a fractionally cointegrated VAR model," Empirical Economics, Springer, vol. 58(4), pages 1513-1540, April.
    5. Sun, Yuying & Han, Ai & Hong, Yongmiao & Wang, Shouyang, 2018. "Threshold autoregressive models for interval-valued time series data," Journal of Econometrics, Elsevier, vol. 206(2), pages 414-446.
    6. Sun, Yuying & Zhang, Xinyu & Wan, Alan T.K. & Wang, Shouyang, 2022. "Model averaging for interval-valued data," European Journal of Operational Research, Elsevier, vol. 301(2), pages 772-784.
    7. Davide Astolfi & Francesco Castellani, 2019. "Wind Turbine Power Curve Upgrades: Part II," Energies, MDPI, vol. 12(8), pages 1-20, April.
    8. González-Rivera, Gloria & Luo, Yun & Ruiz Ortega, Esther, 2019. "Prediction regions for interval-valued time series," DES - Working Papers. Statistics and Econometrics. WS 29054, Universidad Carlos III de Madrid. Departamento de Estadística.
    9. T.S. Tuang Buansing & Amos Golan & Aman Ullah, 2019. "Information-Theoretic Approach for Forecasting Interval-Valued SP500 Daily Returns," Working Papers 201922, University of California at Riverside, Department of Economics.
    10. Gloria Gonzalez-Rivera & Wei Lin, 2014. "Interval-valued Time Series: Model Estimation based on Order Statistics," Working Papers 201429, University of California at Riverside, Department of Economics.
    11. Leandro Maciel & Rosangela Ballini, 2021. "Functional Fuzzy Rule-Based Modeling for Interval-Valued Data: An Empirical Application for Exchange Rates Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 57(2), pages 743-771, February.
    12. Huang, Wenyang & Gao, Tianxiao & Hao, Yun & Wang, Xiuqing, 2023. "Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices," Energy Economics, Elsevier, vol. 127(PA).

  23. Jaime Serra & Antónia Correia & Paulo M.M. Rodrigues, 2015. "Tourist Spending Dynamics in the Algarve: A Cross-Sectional Analysis," Tourism Economics, , vol. 21(3), pages 475-500, June.

    Cited by:

    1. Jose I Castillo-Manzano & Mercedes Castro-Nuño & Lourdes Lopez-Valpuesta & à lvaro Zarzoso, 2021. "Quality versus quantity: An assessment of the impact of Michelin-starred restaurants on tourism in Spain," Tourism Economics, , vol. 27(5), pages 1166-1174, August.
    2. Mayer Marius & Vogt Luisa, 2016. "Economic effects of tourism and its influencing factors: An overview focusing on the spending determinants of visitors," Zeitschrift für Tourismuswissenschaft, De Gruyter, vol. 8(2), pages 169-198, November.

  24. Martins, Luis F. & Rodrigues, Paulo M.M., 2014. "Testing for persistence change in fractionally integrated models: An application to world inflation rates," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 502-522.
    See citations under working paper version above.
  25. Nuno Sobreira & Luis C. Nunes & Paulo M. M. Rodrigues, 2014. "Characterizing Economic Growth Paths Based On New Structural Change Tests," Economic Inquiry, Western Economic Association International, vol. 52(2), pages 845-861, April.
    See citations under working paper version above.
  26. Hassler, Uwe & Rodrigues, Paulo M.M. & Rubia, Antonio, 2014. "Persistence in the banking industry: Fractional integration and breaks in memory," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 95-112.
    See citations under working paper version above.
  27. Fernando A. F. Ferreira & Sérgio P. Santos & Paulo M. M. Rodrigues & Ronald W. Spahr, 2014. "How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 15(4), pages 708-728, September.
    See citations under working paper version above.
  28. Fernando A. F. Ferreira & Sérgio P. Santos & Paulo M. M. Rodrigues & Ronald W. Spahr, 2014. "Evaluating retail banking service quality and convenience with MCDA techniques: a case study at the bank branch level," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 15(1), pages 1-21, February.

    Cited by:

    1. Panagiotis Mitropoulos & Ioannis Mitropoulos, 2020. "Performance evaluation of retail banking services: Is there a trade‐off between production and quality?," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 41(7), pages 1237-1250, October.
    2. Fernando A. F. Ferreira & Sérgio P. Santos, 2021. "Two decades on the MACBETH approach: a bibliometric analysis," Annals of Operations Research, Springer, vol. 296(1), pages 901-925, January.
    3. Santos, Sérgio P. & Belton, Valerie & Howick, Susan & Pilkington, Martin, 2018. "Measuring organisational performance using a mix of OR methods," Technological Forecasting and Social Change, Elsevier, vol. 131(C), pages 18-30.
    4. Ferreira, Fernando A.F. & Jalali, Marjan S. & Ferreira, João J.M., 2016. "Integrating qualitative comparative analysis (QCA) and fuzzy cognitive maps (FCM) to enhance the selection of independent variables," Journal of Business Research, Elsevier, vol. 69(4), pages 1471-1478.
    5. Yeh, Cheng-Ta, 2019. "An improved NSGA2 to solve a bi-objective optimization problem of multi-state electronic transaction network," Reliability Engineering and System Safety, Elsevier, vol. 191(C).
    6. Fernando A. F. Ferreira & Ieva Meidutė-Kavaliauskienė & Edmundas K. Zavadskas & Marjan S. Jalali & Sandra M. J. Catarino, 2019. "A Judgment-Based Risk Assessment Framework for Consumer Loans," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 18(01), pages 7-33, January.
    7. Ferreira, Fernando A.F. & Jalali, Marjan S. & Ferreira, João J.M., 2016. "Experience-focused thinking and cognitive mapping in ethical banking practices: From practical intuition to theory," Journal of Business Research, Elsevier, vol. 69(11), pages 4953-4958.
    8. Fernando A. F. Ferreira & Marjan S. Jalali & Paulo Bento & Carla S. E. Marques & João J. M. Ferreira, 0. "Enhancing individual entrepreneurial orientation measurement using a metacognitive decision making-based framework," International Entrepreneurship and Management Journal, Springer, vol. 0, pages 1-20.
    9. Aliasghar Aliakbarzadeh & Akbar Alem Tabriz, 2014. "Performance Evaluation and Ranking the Branches of Bank using FAHP and TOPSIS Case study: Tose Asr Shomal Interest-free Loan Fund," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 4(12), pages 199-217, December.
    10. Fernando A. F. Ferreira & Ronald W. Spahr & Mark A. Sunderman & Audrius Banaitis & João J. M. Ferreira, 2017. "A learning-oriented decision-making process for real estate brokerage service evaluation," Service Business, Springer;Pan-Pacific Business Association, vol. 11(3), pages 453-474, September.
    11. Carayannis, Elias G. & Ferreira, Fernando A.F. & Bento, Paulo & Ferreira, João J.M. & Jalali, Marjan S. & Fernandes, Bernardo M.Q., 2018. "Developing a socio-technical evaluation index for tourist destination competitiveness using cognitive mapping and MCDA," Technological Forecasting and Social Change, Elsevier, vol. 131(C), pages 147-158.
    12. Marjan S. Jalali & Fernando A. F. Ferreira & João J. M. Ferreira & Ieva Meidutė-Kavaliauskienė, 2016. "Integrating Metacognitive and Psychometric Decision-Making Approaches for Bank Customer Loyalty Measurement," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 15(04), pages 815-837, July.
    13. Yi-Kuei Lin & Hsien-Chang Chou & Ping-Chen Chang, 2017. "Reliability and sensitivity analysis for a banking company transmission system," Journal of Risk and Reliability, , vol. 231(2), pages 146-154, April.
    14. García Cabello, Julia & Lobillo, F.J., 2017. "Sound branch cash management for less: A low-cost forecasting algorithm under uncertain demand," Omega, Elsevier, vol. 70(C), pages 118-134.
    15. Manuel D. N. T. Oliveira & Fernando A. F. Ferreira & Guillermo O. Pérez-Bustamante Ilander & Marjan S. Jalali, 2017. "Integrating cognitive mapping and MCDA for bankruptcy prediction in small- and medium-sized enterprises," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(9), pages 985-997, September.

  29. Paulo M. M. Rodrigues, 2013. "Recursive adjustment, unit root tests and structural breaks," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(1), pages 62-82, January.

    Cited by:

    1. Born Benjamin & Demetrescu Matei, 2015. "Recursive Adjustment for General Deterministic Components and Improved Cointegration Rank Tests," Journal of Time Series Econometrics, De Gruyter, vol. 7(2), pages 143-179, July.
    2. Paulo M.M. Rodrigues & Nuno Sobreira, 2013. "Characterizing economic growth paths based on new structural change tests," Working Papers w201313, Banco de Portugal, Economics and Research Department.
    3. Wang, Shaoping & Li, Yanglin & Wen, Kuangyu, 2021. "Recursive adjusted unit root tests under non-stationary volatility," Economics Letters, Elsevier, vol. 205(C).
    4. Westerlund, Joakim, 2015. "The effect of recursive detrending on panel unit root tests," Journal of Econometrics, Elsevier, vol. 185(2), pages 453-467.
    5. Meligkotsidou, Loukia & Tzavalis, Elias & Vrontos, Ioannis, 2017. "On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks," Econometrics and Statistics, Elsevier, vol. 4(C), pages 70-90.

  30. Célia M.Q. Ramos & Paulo M.M. Rodrigues, 2013. "Research Note: The Importance of Online Tourism Demand," Tourism Economics, , vol. 19(6), pages 1443-1447, December.

    Cited by:

    1. Jose I Castillo-Manzano & Mercedes Castro-Nuño & Lourdes Lopez-Valpuesta & à lvaro Zarzoso, 2021. "Quality versus quantity: An assessment of the impact of Michelin-starred restaurants on tourism in Spain," Tourism Economics, , vol. 27(5), pages 1166-1174, August.
    2. Jorge M. Andraz & Nélia M. Norte & Hugo S. Gonçalves, 2016. "Do tourism spillovers matter in regional economic analysis? An application to Portugal," Tourism Economics, , vol. 22(5), pages 939-963, October.
    3. Ramos, Célia M.Q. & Casado-Molina, Ana-María, 2021. "Online corporate reputation: A panel data approach and a reputation index proposal applied to the banking sector," Journal of Business Research, Elsevier, vol. 122(C), pages 121-130.
    4. Davide Provenzano & Rodolfo Baggio, 2020. "E-tourism economics: Editorial for the special issue," Tourism Economics, , vol. 26(6), pages 847-852, September.
    5. Hoonsawat Ratidanai, 2016. "Information Searching: The Case of Tourism Promoted Through the Internet," Global Economy Journal, De Gruyter, vol. 16(1), pages 33-47, March.
    6. Iwona Bak & Emilia Barej-Kaczmarek & Piotr Sulikowski, 2022. "Impact of Information and Communication Technologies on the Tourism Sector," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 595-606.
    7. Ani Wijayanti & Janianton Damanik & Chafid Fandeli & Sudarmadji, 2017. "Analysis of Supply and Demand to Enhance Educational Tourism Experience in the Smart Park of Yogyakarta, Indonesia," Economies, MDPI, vol. 5(4), pages 1-13, November.
    8. Tingting Fan & Zhongxuan Lin, 2022. "Toward Tourists–Media–Cities Tourism: Xi’an as a Wanghong City," Sustainability, MDPI, vol. 14(19), pages 1-18, September.
    9. Lin, Vera Shanshan & Qin, Yuan & Li, Gang & Jiang, Fan, 2022. "Multiple effects of “distance” on domestic tourism demand: A comparison before and after the emergence of COVID-19," Annals of Tourism Research, Elsevier, vol. 95(C).
    10. Chien-Chiang Lee & Mei-Ping Chen & Wenmin Wu & Wenwu Xing, 2021. "The impacts of ICTs on tourism development: International evidence based on a panel quantile approach," Information Technology & Tourism, Springer, vol. 23(4), pages 509-547, December.
    11. Ratidanai Hoonsawat, 2016. "Information Searching: The Case of Tourism Promoted Through the Internet," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 16(1), pages 33-47, March.
    12. Rui Zhang & Yuqin Sun & Jiecao Jiang, 2023. "Factors Influencing the Spatial Spillovers of the Interprovincial Tourism Economy Based on Three-dimensional Distance: Evidence From China," SAGE Open, , vol. 13(3), pages 21582440231, August.

  31. Castro, Tomás del Barrio & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2013. "The Impact Of Persistent Cycles On Zero Frequency Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 29(6), pages 1289-1313, December.
    See citations under working paper version above.
  32. Carla Soares & Paulo M. M. Rodrigues, 2013. "Determinants of the EONIA Spread and the Financial Crisis," Manchester School, University of Manchester, vol. 81, pages 82-110, October.
    See citations under working paper version above.
  33. João Romão & João Guerreiro & Paulo Rodrigues, 2013. "Regional tourism development: culture, nature, life cycle and attractiveness," Current Issues in Tourism, Taylor & Francis Journals, vol. 16(6), pages 517-534.

    Cited by:

    1. Korinth Bartosz, 2023. "From resilience to collapse: a cross-country study of tourist spending in Europe during the COVID-19 pandemic," Environmental & Socio-economic Studies, Sciendo, vol. 11(3), pages 54-64, September.
    2. Ali Uyar & Cemil Kuzey & Mehmet Ali Koseoglu & Abdullah S Karaman, 2023. "Travel and tourism competitiveness index and the tourism sector development," Tourism Economics, , vol. 29(4), pages 1005-1031, June.

  34. Paulo M. M. Rodrigues & A. M. Robert Taylor, 2012. "The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests-super-," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(5), pages 736-759, October.

    Cited by:

    1. Karasoy, Alper, 2022. "Is innovative technology a solution to Japan's long-run energy insecurity? Dynamic evidence from the linear and nonlinear methods," Technology in Society, Elsevier, vol. 70(C).
    2. Winkelried, Diego, 2015. "Unit Roots, Flexible Trends and the Prebisch-Singer Hypothesis," Working Papers 2015-007, Banco Central de Reserva del Perú.
    3. Phiri, Andrew, 2018. "How sustainable are fiscal budgets in the Kingdom of Swaziland?," MPRA Paper 85149, University Library of Munich, Germany.
    4. Yilanci, Veli & Aydin, Mücahit & Aydin, Mehmet, 2019. "Residual Augmented Fourier ADF Unit Root Test," MPRA Paper 96797, University Library of Munich, Germany.
    5. Andrew Phiri, 2018. "Is Swaziland on a path of convergence towards her main trading partners?," Working Papers 1830, Department of Economics, Nelson Mandela University.
    6. Enders Walter & Jones Paul, 2016. "Grain prices, oil prices, and multiple smooth breaks in a VAR," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 399-419, September.
    7. Gabriel Zsurkis & JoÃo Nicolau & Paulo M. M. Rodrigues, 2021. "A Re‐Examination of Inflation Persistence Dynamics in OECD Countries: A New Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(4), pages 935-959, August.
    8. Dieu Nsenga & Mirada Nach & Hlalefang Khobai & Clement Moyo & Andrew Phiri, 2018. "Is it the natural rate or hysteresis hypothesis for unemployment in Newly Industrialized Economies?," Working Papers 1817, Department of Economics, Nelson Mandela University, revised Apr 2018.
    9. Andrew Phiri, 2018. "Robust analysis of convergence in per capita GDP in BRICS economies," Working Papers 1822, Department of Economics, Nelson Mandela University.
    10. Tolga Omay & Rangan Gupta & Giovanni Bonaccolto, 2015. "The US Real GNP is Trend-Stationary After All," Working Papers 201581, University of Pretoria, Department of Economics.
    11. Phiri, Andrew, 2018. "Fiscal sustainability in BRICS countries: Evidence from asymmetric unit root tests augmented with Fourier fucntion," MPRA Paper 85501, University Library of Munich, Germany.
    12. Phiri, Andrew, 2019. "Fiscal sustainability in BRICS countries: evidence from asymmetric unit root test augmented with Fourier function," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 15(2).
    13. Yeonwoo Rho & Yun Liu & Hie Joo Ahn, 2020. "Revealing Cluster Structures Based on Mixed Sampling Frequencies," Papers 2004.09770, arXiv.org, revised Feb 2021.
    14. Pierre Perron & Mototsugu Shintaniz & Tomoyoshi Yabu, 2020. "Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise," Boston University - Department of Economics - Working Papers Series WP2020-012, Boston University - Department of Economics.
    15. Tolga Omay & Muhammad Shahbaz & Chris Stewart, 2021. "Is there really hysteresis in the OECD unemployment rates? New evidence using a Fourier panel unit root test," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(4), pages 875-901, November.
    16. Natalya Apopo & Andrew Phiri, 2019. "On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?," Working Papers 1904, Department of Economics, Nelson Mandela University, revised Jun 2019.
    17. Silva Lopes, Artur C., 2021. "Most likely you go your way (and I'll go mine): non-convergent incomes with a new DF-Fourier test," MPRA Paper 107676, University Library of Munich, Germany, revised 19 Mar 2021.
    18. Faryal, & Faisal, Faisal & Amin, Muhammad Yusuf & Haq, Zahoor Ul & Rahman, Sami Ur & Ali, Adnan, 2023. "Natural resources revenues, shadow economy and financial institutions depth: The way forward," Resources Policy, Elsevier, vol. 85(PB).
    19. Tsong, Ching-Chuan & Wu, Chien-Wei & Chiu, Hsien-Hung & Lee, Cheng-Feng, 2013. "Covariate unit root tests under structural change and asymmetric STAR dynamics," Economic Modelling, Elsevier, vol. 33(C), pages 101-112.
    20. S. M. Woahid Murad, 2021. "Asymmetric Effects of Economic Uncertainty on Money Demand Function in Bangladesh: A Nonlinear ARDL and Cumulative Fourier Causality Approach," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 20(2), pages 187-199, September.
    21. Ali, Adnan & Ramakrishnan, Suresh & Faisal,, 2022. "Financial development and natural resources. Is there a stock market resource curse?," Resources Policy, Elsevier, vol. 75(C).
    22. Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu, 2015. "Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component," Vanderbilt University Department of Economics Working Papers 15-00001, Vanderbilt University Department of Economics.
    23. Balsalobre-Lorente, Daniel & Driha, Oana M. & Bekun, Festus & Sinha, Avik & Fatai Adedoyin, Festus, 2020. "Consequences of COVID-19 on the social isolation of the Chinese economy: accounting for the role of reduction in carbon emissions," MPRA Paper 102894, University Library of Munich, Germany, revised 2020.
    24. Lutho Mbekeni & Andrew Phiri, 2019. "Can the South African Reserve Bank (SARB) protect the purchasing power of citizens? A new look at Fisher’s hypothesis," Working Papers 1906, Department of Economics, Nelson Mandela University, revised Sep 2019.
    25. Seda Yıldırım & Durmuş Çağrı Yıldırım & Seda H. Bostancı & Elif Nur Tarı, 2022. "Winner or loser? The asymmetric role of natural resource rents on financial development among resource‐rich countries," Sustainable Development, John Wiley & Sons, Ltd., vol. 30(6), pages 1921-1933, December.
    26. Paulo M. M. Rodrigues, 2013. "Recursive adjustment, unit root tests and structural breaks," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(1), pages 62-82, January.
    27. Luis A. Gil-Alana & OlaOluwa S. Yaya, 2021. "Testing fractional unit roots with non-linear smooth break approximations using Fourier functions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 48(13-15), pages 2542-2559, November.
    28. Saban Nazlioglu & Rangan Gupta & Elie Bouri, 2019. "Movements in International Bond Markets: The Role of Oil Prices," Working Papers 201935, University of Pretoria, Department of Economics.
    29. Omay, Tolga, 2015. "Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing," Economics Letters, Elsevier, vol. 134(C), pages 123-126.
    30. Saban Nazlioglu & Rangan Gupta & Alper Gormus & Ugur Soytas, 2019. "Price and Volatility Linkages between International REITs and Oil Markets," Working Papers 201954, University of Pretoria, Department of Economics.
    31. Silva Lopes, Artur, 2020. "Revisiting income convergence with DF-Fourier tests: old evidence with a new test," MPRA Paper 102208, University Library of Munich, Germany.
    32. Durusu-Ciftci, Dilek & Ispir, M. Serdar & Kok, Dundar, 2019. "Do stock markets follow a random walk? New evidence for an old question," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 165-175.
    33. Nazlioglu, Saban & Gormus, N. Alper & Soytas, Uğur, 2016. "Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis," Energy Economics, Elsevier, vol. 60(C), pages 168-175.
    34. Tiwari, Aviral Kumar & Albulescu, Claudiu Tiberiu, 2016. "Renewable-to-total electricity consumption ratio: Estimating the permanent or transitory fluctuations based on flexible Fourier stationarity and unit root tests," Renewable and Sustainable Energy Reviews, Elsevier, vol. 57(C), pages 1409-1427.
    35. Nsenga, Dieu & Nach, Mirada & Khobai, Hlalefang & Moyo, Clement & Phiri, Andrew, 2018. "Is it the natural rate or hysteresis hypothesis for unemployment rates in Newly Industrialized Economies?," MPRA Paper 86274, University Library of Munich, Germany.
    36. Silva Lopes, Artur, 2021. "Non-convergent incomes with a new DF-Fourier test: most likely you go your way (and I'll go mine)," MPRA Paper 120171, University Library of Munich, Germany, revised 09 Oct 2023.
    37. Fatih Kaplan & Ayşe E. Ünal, 2020. "Industrial Production Index - Crude Oil Price Nexus: Russia, Kazakhstan And Azerbaijan," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 65(227), pages 119-142, October –.
    38. David De Villiers & Andrew Phiri, 2022. "Towards resolving the purchasing power parity (PPP) ‘Puzzle’ in newly industrialized countries (NIC’s)," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 31(2), pages 161-180, February.
    39. Yifei Cai & Tolga Omay, 2022. "Using Double Frequency in Fourier Dickey–Fuller Unit Root Test," Computational Economics, Springer;Society for Computational Economics, vol. 59(2), pages 445-470, February.
    40. Melike Dedeoglu, 2021. "Examination of Unemployment in the Framework of Hysteresis and Natural Rate in OECD Countries: Evidence from Alternative Panel Unit Root Tests," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 0(35), pages 129-145, December.
    41. S. M. Woahid Murad, 2021. "Asymmetric Effects of Economic Uncertainty on Money Demand Function in Bangladesh: A Nonlinear ARDL and Cumulative Fourier Causality Approach," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 20(3), pages 201-213, December.
    42. Veli Yılancı & Emel İslamoğlu & Sinem Yıldırımalp & Gökçe Candan, 2020. "The Relationship between Unemployment Rates and Renewable Energy Consumption: Evidence from Fourier ADL Cointegration Test," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 8(1), pages 17-28, June.
    43. Takamitsu Kurita & Mototsugu Shintani, 2023. "Johansen Test with Fourier-Type Smooth Nonlinear Trends in Cointegrating Relations," CIRJE F-Series CIRJE-F-1216, CIRJE, Faculty of Economics, University of Tokyo.
    44. Li, Haiqi & Zheng, Chaowen, 2018. "Unit root quantile autoregression testing with smooth structural changes," Finance Research Letters, Elsevier, vol. 25(C), pages 83-89.
    45. Ghoshray, Atanu & Pundit, Madhavi, 2016. "The Impact of a People’s Republic of China Slowdown on Commodity Prices and Detecting the Asymmetric Responses of Economic Activity in Asian Countries to Commodity Price Shocks," ADB Economics Working Paper Series 493, Asian Development Bank.
    46. Yilanci, Veli, 2019. "A Residual-Based Cointegration test with a Fourier Approximation," MPRA Paper 95395, University Library of Munich, Germany.
    47. Nazlioglu, Saban & Payne, James E. & Lee, Junsoo & Rayos-Velazquez, Marco & Karul, Cagin, 2021. "Convergence in OPEC carbon dioxide emissions: Evidence from new panel stationarity tests with factors and breaks," Economic Modelling, Elsevier, vol. 100(C).
    48. Su, Jen-Je & Nguyen, Jeremy K., 2013. "Alternative unit root testing strategies using the Fourier approximation," Economics Letters, Elsevier, vol. 121(1), pages 8-11.
    49. Gormus, Alper & Nazlioglu, Saban & Soytas, Ugur, 2018. "High-yield bond and energy markets," Energy Economics, Elsevier, vol. 69(C), pages 101-110.

  35. Ana C.M. Daniel & Paulo M.M. Rodrigues, 2012. "Assessing the Impact of Shocks on International Tourism Demand for Portugal," Tourism Economics, , vol. 18(3), pages 617-634, June.

    Cited by:

    1. Manuela, Wilfred S. & de Vera, Manuel J., 2015. "The impact of government failure on tourism in the Philippines," Transport Policy, Elsevier, vol. 43(C), pages 11-22.
    2. Andraz, Jorge M. & Norte, Nélia M. & Gonçalves, Hugo S., 2015. "Effects of tourism on regional asymmetries: Empirical evidence for Portugal," Tourism Management, Elsevier, vol. 50(C), pages 257-267.

  36. 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.

    Cited by:

    1. Chau Le & Aleksandar Šević & Panayiotis G. Tzeremes & Trong Ngo, 2022. "Bank efficiency in Vietnam: Do scale expansion strategies and non‐performing loans matter?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 822-843, January.

  37. 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, August.
    See citations under working paper version above.
  38. 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, March.
    See citations under working paper version above.
  39. 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 Limited, vol. 37(3), pages 267-287, August.

    Cited by:

    1. Paula Gracinda Santos & Ana Paula Ribeiro & Vitor Manuel Carvalho, 2013. "Export-led growth in Europe: Where and what to export?," FEP Working Papers 479, Universidade do Porto, Faculdade de Economia do Porto.
    2. Sunde, Tafirenyika & Muzindutsi, Paul-Francois, 2016. "Determinants of House Prices and New Construction Activity: An Empirical Investigation of the Namibian Housing Market," MPRA Paper 86582, University Library of Munich, Germany.
    3. Stojcic, Nebojsa & Orlic, Edvard, 2016. "Foreign direct investment and structural transformation of exports," MPRA Paper 109127, University Library of Munich, Germany.
    4. Ana Paula Ribeiro & Vitor Carvalho & Paula Santos, 2016. "Export-Led Growth in the EU: Where and What to Export?," The International Trade Journal, Taylor & Francis Journals, vol. 30(4), pages 319-344, August.
    5. Maru?a Pescu (Beca) & Camelia ?tefan (Baraba?), 2016. "The Effects of Gaps and Disparities on Economic Growth. A Study of 10 Former Socialist Countries from the CEE, Members of the EU," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 18(43), pages 592-592, August.
    6. Naudé, Wim & Cameron, Martin, 2020. "Export-Led Growth after COVID-19: The Case of Portugal," IZA Discussion Papers 13875, Institute of Labor Economics (IZA).
    7. Aurora A. C. Teixeira & Ana Sofia Loureiro, 2019. "FDI, income inequality and poverty: a time series analysis of Portugal, 1973–2016," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 18(3), pages 203-249, October.
    8. Carlos Figueira, 2017. "Determinants of the Portuguese GDP stagnation during the 2001-2014 period: an empirical investigation," GEE Papers 0068, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Mar 2017.
    9. Hussain Ali Bekhet, 2013. "Examining the Equilibrium Relationships between Foreign Direct Investment Inflows and Employment in Manufacturing and Services Sectors: Evidence from Malaysia," Journal of Social and Development Sciences, AMH International, vol. 4(1), pages 32-38.
    10. Umar Farooq & Jaleel Ahmed & Shamshair Khan, 2021. "Do the macroeconomic factors influence the firm's investment decisions? A generalized method of moments (GMM) approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 790-801, January.
    11. Tânia Pinto & Aurora Teixeira, 2023. "Does scientific research output matter for Portugal’s economic growth?," GEE Papers 0174, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Jul 2023.
    12. Beata Udvari, 2016. "The Aid for Trade initiative and the export performance of the Iberian EU-countries," IWE Working Papers 225, Institute for World Economics - Centre for Economic and Regional Studies.
    13. Bhatt, P.R., 2014. "Foreign Direct Investment In Asean Countries, 1990-2012," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., vol. 23(4).
    14. Radovan Kastratović, 2020. "The impact of foreign direct investment on host country exports: A meta‐analysis," The World Economy, Wiley Blackwell, vol. 43(12), pages 3142-3183, December.

  40. Paulo Rodrigues & Paulo Esteves, 2010. "Calendar effects in daily ATM withdrawals," Economics Bulletin, AccessEcon, vol. 30(4), pages 2587-2597.
    See citations under working paper version above.
  41. Jorge Andraz & Paulo Rodrigues, 2010. "Events that marked tourism in Portugal," Applied Economics Letters, Taylor & Francis Journals, vol. 17(8), pages 761-766.

    Cited by:

    1. Jorge M. Andraz & Nélia M. Norte & Hugo S. Gonçalves, 2016. "Do tourism spillovers matter in regional economic analysis? An application to Portugal," Tourism Economics, , vol. 22(5), pages 939-963, October.
    2. Martinho, Vítor João Pereira Domingues, 2013. "Spatial analysis of the tourism supply, in Portugal, at NUTs III level," EconStor Preprints 71762, ZBW - Leibniz Information Centre for Economics.

  42. Hugo Pinto & Paulo M. M. Rodrigues, 2010. "Knowledge Production in European Regions: The Impact of Regional Strategies and Regionalization on Innovation," European Planning Studies, Taylor & Francis Journals, vol. 18(10), pages 1731-1748, October.

    Cited by:

    1. Hugo Pinto, 2011. "Knowledge Production in European Union: Evidence From A National Level Panel Data," Economic Research Guardian, Weissberg Publishing, vol. 1(2), pages 72-87, December.
    2. Peter Warda & Urban Gråsjö & Charlie Karlsson, 2012. "Spatial Knowledge Spillovers in Europe: A Meta-Analysis," ERSA conference papers ersa12p622, European Regional Science Association.
    3. Francisco A. Blanco & Francisco J. Delgado & Maria J. Presno, 2018. "R&D Expenditure in the EU: Convergence or Divergence?," Working Papers. Collection B: Regional and sectoral economics 1804, Universidade de Vigo, GEN - Governance and Economics research Network.

  43. 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(6), pages 1793-1828, December.

    Cited by:

    1. João Pedro Pereira & Vasco Pesquita & Paulo M. M. Rodrigues & António Rua, 2019. "Market integration and the persistence of electricity prices," Empirical Economics, Springer, vol. 57(5), pages 1495-1514, November.
    2. Uwe Hassler & Matei Demetrescu & Adina Tarcolea, 2011. "Asymptotic normal tests for integration in panels with cross-dependent units," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(2), pages 187-204, June.
    3. Giuseppe Cavaliere & Morten Ørregaard Nielsen & A.M. Robert Taylor, 2014. "Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets," CREATES Research Papers 2014-22, Department of Economics and Business Economics, Aarhus University.
    4. Hassler, Uwe & Meller, Barbara, 2011. "Detecting multiple breaks in long memory: The case of US inflation," Discussion Paper Series 1: Economic Studies 2011,26, Deutsche Bundesbank.
    5. Uwe Hassler & Paulo M.M. Rodrigues & Antonio Rubia, 2016. "Quantile Regression for Long Memory Testing: A Case of Realized Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 14(4), pages 693-724.
    6. Giuseppe Cavaliere & Morten Ørregaard Nielsen & Robert Taylor, 2017. "Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form," CREATES Research Papers 2017-02, Department of Economics and Business Economics, Aarhus University.
    7. Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020. "Modeling US historical time-series prices and inflation using alternative long-memory approaches," Empirical Economics, Springer, vol. 58(4), pages 1491-1511, April.
    8. Leschinski, Christian & Sibbertsen, Philipp, 2014. "Model Order Selection in Seasonal/Cyclical Long Memory Models," Hannover Economic Papers (HEP) dp-535, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    9. Yuliya Lovcha & Alejandro Perez-Laborda & Luis Gil-Alana, 2018. "On the invertibility of seasonally adjusted series," Computational Statistics, Springer, vol. 33(1), pages 443-465, March.
    10. Rodrigues, Paulo M.M. & Sibbertsen, Philipp & Voges, Michelle, 2019. "Testing for breaks in the cointegrating relationship: On the stability of government bond markets' equilibrium," Hannover Economic Papers (HEP) dp-656, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    11. Paulo M.M. Rodrigues & Uwe Hassler, 2014. "Persistence in the Banking Industry: Fractional integration and breaks in memory," Working Papers w201406, Banco de Portugal, Economics and Research Department.
    12. João Valle e Azevedo & Paulo M.M. Rodrigues & Antonio Rubia, 2009. "Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration," Working Papers w200902, Banco de Portugal, Economics and Research Department.
    13. Jorge M. L. Andraz & Raúl F. C. Guerreiro & Paulo M. M. Rodrigues, 2018. "Persistence of travel and leisure sector equity indices," Empirical Economics, Springer, vol. 54(4), pages 1801-1825, June.
    14. Martins, Luis F. & Rodrigues, Paulo M.M., 2014. "Testing for persistence change in fractionally integrated models: An application to world inflation rates," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 502-522.
    15. Leschinski, Christian & Sibbertsen, Philipp, 2019. "Model order selection in periodic long memory models," Econometrics and Statistics, Elsevier, vol. 9(C), pages 78-94.

  44. Jorge L.M. Andraz & Pedro M.D.C.B. Gouveia & Paulo M.M. Rodrigues, 2009. "Modelling and Forecasting the UK Tourism Growth Cycle in Algarve," Tourism Economics, , vol. 15(2), pages 323-338, June.

    Cited by:

    1. Jorge Andraz & Paulo Rodrigues, 2016. "Monitoring tourism flows and destination management: Empirical evidence for Portugal," CEFAGE-UE Working Papers 2016_04, University of Evora, CEFAGE-UE (Portugal).
    2. Jorge M. Andraz & Nélia M. Norte & Hugo S. Gonçalves, 2016. "Do tourism spillovers matter in regional economic analysis? An application to Portugal," Tourism Economics, , vol. 22(5), pages 939-963, October.
    3. Jorge M. L. Andraz & Raúl F. C. Guerreiro & Paulo M. M. Rodrigues, 2018. "Persistence of travel and leisure sector equity indices," Empirical Economics, Springer, vol. 54(4), pages 1801-1825, June.

  45. 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.
    See citations under working paper version above.
  46. 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.

    Cited by:

    1. Stolbov, Mikhail, 2014. "The causal linkages between sovereign CDS prices for the BRICS and major European economies," Economics Discussion Papers 2014-9, Kiel Institute for the World Economy (IfW Kiel).
    2. Korkmaz, Turhan & Çevik, Emrah İ. & Atukeren, Erdal, 2012. "Return and volatility spillovers among CIVETS stock markets," Emerging Markets Review, Elsevier, vol. 13(2), pages 230-252.
    3. Dimitrios Kartsonakis-Mademlis & Nikolaos Dritsakis, 2022. "Asymmetric volatility transmission in Japanese stock market in the presence of structural breaks," The Japanese Economic Review, Springer, vol. 73(4), pages 647-677, October.
    4. Yıldırım, Durmuş Çağrı & Cevik, Emrah Ismail & Esen, Ömer, 2020. "Time-varying volatility spillovers between oil prices and precious metal prices," Resources Policy, Elsevier, vol. 68(C).
    5. Ahmed, Walid M.A., 2018. "On the interdependence of natural gas and stock markets under structural breaks," The Quarterly Review of Economics and Finance, Elsevier, vol. 67(C), pages 149-161.
    6. Emrah Ismail Cevik & Sel Dibooglu & Atif Awad Abdallah & Eisa Abdulrahman Al-Eisa, 2021. "Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia," International Economics and Economic Policy, Springer, vol. 18(1), pages 157-175, February.
    7. Caporin, Massimiliano & Malik, Farooq, 2020. "Do structural breaks in volatility cause spurious volatility transmission?," Journal of Empirical Finance, Elsevier, vol. 55(C), pages 60-82.
    8. Ahmed, Walid M.A., 2019. "Islamic and conventional equity markets: Two sides of the same coin, or not?," The Quarterly Review of Economics and Finance, Elsevier, vol. 72(C), pages 191-205.
    9. Papież, Monika & Śmiech, Sławomir, 2013. "Causality-in-mean and causality-in-variance within the international steam coal market," Energy Economics, Elsevier, vol. 36(C), pages 594-604.
    10. Dimitrios Kartsonakis‐Mademlis & Nikolaos Dritsakis, 2021. "Asymmetric volatility spillovers between world oil prices and stock markets of the G7 countries in the presence of structural breaks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3930-3944, July.
    11. Mustafa Okur & Emrah Cevik, 2013. "Testing Intraday Volatility Spillovers in Turkish Capital Markets: Evidence from Ise," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 26(3), pages 99-116, January.
    12. Bouri, Elie & Awartani, Basel & Maghyereh, Aktham, 2016. "Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010," Energy Economics, Elsevier, vol. 56(C), pages 205-214.
    13. Cevik, Nuket Kirci & Cevik, Emrah I. & Dibooglu, Sel, 2020. "Oil prices, stock market returns and volatility spillovers: Evidence from Turkey," Journal of Policy Modeling, Elsevier, vol. 42(3), pages 597-614.
    14. González, Mariano, 2016. "Asymmetric causality in-mean and in-variance among equity markets indexes," The North American Journal of Economics and Finance, Elsevier, vol. 36(C), pages 49-68.
    15. Emrah İ. Çevik & Erdal Atukeren & Turhan Korkmaz, 2018. "Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis," Energies, MDPI, vol. 11(10), pages 1-22, October.
    16. Güloğlu, Bülent & Kaya, Pınar & Aydemir, Resul, 2016. "Volatility transmission among Latin American stock markets under structural breaks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 330-340.

  47. Rodrigues, Paulo M.M., 2006. "Properties of recursive trend-adjusted unit root tests," Economics Letters, Elsevier, vol. 91(3), pages 413-419, June.
    See citations under working paper version above.
  48. 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.

    Cited by:

    1. 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.
    2. Cavaliere, Giuseppe & Xu, Fang, 2014. "Testing for unit roots in bounded time series," Journal of Econometrics, Elsevier, vol. 178(P2), pages 259-272.
    3. Mariam Camarero & Juan Carlos Cuestas & Javier Ordonez, 2008. "Nonlinear trend stationarity of real exchange rates: the case of the Mediterranean countries," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(1), pages 30-46.
    4. Canepa, Alessandra, 2022. "Ination Dynamics and Time-Varying Persistence: The Importance of the Uncertainty Channel," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202211, University of Turin.
    5. Neil Kellard & Denise Osborn & Jerry Coakley & Christian Conrad & Menelaos Karanasos, 2015. "On the Transmission of Memory in Garch-in-Mean Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(5), pages 706-720, September.
    6. Francq, Christian & Makarova, Svetlana & Zakoi[diaeresis]an, Jean-Michel, 2008. "A class of stochastic unit-root bilinear processes: Mixing properties and unit-root test," Journal of Econometrics, Elsevier, vol. 142(1), pages 312-326, January.

  49. Paulo Rodrigues & Philip Hans Franses, 2005. "A sequential approach to testing seasonal unit roots in high frequency data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(6), pages 555-569.
    See citations under working paper version above.
  50. Pedro M.D.C.B. Gouveia & Paulo M.M. Rodrigues, 2005. "Dating and Synchronizing Tourism Growth Cycles," Tourism Economics, , vol. 11(4), pages 501-515, December.

    Cited by:

    1. Cem Işık & Ercan Sirakaya-Turk & Serdar Ongan, 2020. "Testing the efficacy of the economic policy uncertainty index on tourism demand in USMCA: Theory and evidence," Tourism Economics, , vol. 26(8), pages 1344-1357, December.
    2. Gore, Surabhi & Borde, Nilesh & Desai, Purva Hegde & George, Babu, 2022. "A Structured Literature Review of the Tourism Area Life Cycle Concept," Journal of Tourism, Sustainability and Well-being, Cinturs - Research Centre for Tourism, Sustainability and Well-being, University of Algarve, vol. 10(1), pages 1-20.
    3. Vatsa, Puneet, 2020. "Comovement amongst the demand for New Zealand tourism," Annals of Tourism Research, Elsevier, vol. 83(C).
    4. Jorge Andraz & Paulo Rodrigues, 2016. "Monitoring tourism flows and destination management: Empirical evidence for Portugal," CEFAGE-UE Working Papers 2016_04, University of Evora, CEFAGE-UE (Portugal).
    5. Guizzardi, Andrea & Mazzocchi, Mario, 2010. "Tourism demand for Italy and the business cycle," Tourism Management, Elsevier, vol. 31(3), pages 367-377.
    6. Dogru, Tarik & Sirakaya-Turk, Ercan & Crouch, Geoffrey I., 2017. "Remodeling international tourism demand: Old theory and new evidence," Tourism Management, Elsevier, vol. 60(C), pages 47-55.
    7. Gu, Xinhua & Wu, Jie & Guo, Haizhen & Li, Guoqiang, 2018. "Local tourism cycle and external business cycle," Annals of Tourism Research, Elsevier, vol. 73(C), pages 159-170.
    8. Mayers, Sherry-Ann & Jackman, Mahalia, 2011. "Investigating the business cycle properties of tourist flows to Barbados," MPRA Paper 38646, University Library of Munich, Germany.
    9. Robertico Croes & Jorge Ridderstaat, 2017. "The effects of business cycles on tourism demand flows in small island destinations," Tourism Economics, , vol. 23(7), pages 1451-1475, November.
    10. Wan, Shui Ki & Song, Haiyan, 2018. "Forecasting turning points in tourism growth," Annals of Tourism Research, Elsevier, vol. 72(C), pages 156-167.

  51. 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.

    Cited by:

    1. Peter E. Kennedy & John Elder, 2004. "More on F versus t tests for unit roots when there is no trend," Economics Bulletin, AccessEcon, vol. 3(37), pages 1-6.

  52. 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(1), pages 95-115, February.

    Cited by:

    1. Anton Skrobotov, 2013. "Double Unit Roots Testing, GLS-detrending and Uncertainty over the Initial Conditions," Working Papers 0083, Gaidar Institute for Economic Policy, revised 2013.

  53. Pedro Gouveia & Paulo Rodrigues, 2004. "Threshold Cointegration and the PPP Hypothesis," Journal of Applied Statistics, Taylor & Francis Journals, vol. 31(1), pages 115-127.

    Cited by:

    1. Arnade, Carlos & Hoffman, Linwood, 2016. "Maize Price Relationships in a Changing International Market: Have Brazil and/or Ukraine Crossed a Threshold?," 2017 Allied Social Sciences Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois 250116, Agricultural and Applied Economics Association.
    2. Jun Lee & Miguel I. Gómez, 2013. "Impacts of the End of the Coffee Export Quota System on International-to-Retail Price Transmission," Journal of Agricultural Economics, Wiley Blackwell, vol. 64(2), pages 343-362, June.
    3. Dong-Yop Oh & Hyejin Lee & Ming Meng, 2018. "More powerful threshold cointegration tests," Empirical Economics, Springer, vol. 54(3), pages 887-911, May.
    4. Katja Funke & Isabell Koske, 2008. "Does the Law of One Price Hold within the EU? A Panel Analysis," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 14(1), pages 11-24, February.
    5. Penelope Smith, 2006. "Bayesian Inference for a Threshold Autoregression with a Unit Root," Melbourne Institute Working Paper Series wp2006n20, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    6. Yunus Aksoy & Miguel A. Leon-Ledesma, 2007. "Non-linearities and Unit Roots in G7 Macroeconomic Variables," Birkbeck Working Papers in Economics and Finance 0710, Birkbeck, Department of Economics, Mathematics & Statistics.
    7. Kanjilal, Kakali & Ghosh, Sajal, 2017. "Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model," Resources Policy, Elsevier, vol. 52(C), pages 358-365.

  54. 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(4), pages 645-670, August.

    Cited by:

    1. Atle Oglend & Frank Asche, 2016. "Cyclical non-stationarity in commodity prices," Empirical Economics, Springer, vol. 51(4), pages 1465-1479, December.
    2. Jansson Michael & Nielsen Morten Ørregaard, 2011. "Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-21, February.
    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, March.
    4. Del Barrio Castro, T & Rodrigues, PMM & Taylor, AMR, 2015. "Semi-Parametric Seasonal Unit Root Tests," Essex Finance Centre Working Papers 16807, University of Essex, Essex Business School.
    5. Chambers, Marcus J. & Ercolani, Joanne S. & Taylor, A.M. Robert, 2014. "Testing for seasonal unit roots by frequency domain regression," Journal of Econometrics, Elsevier, vol. 178(P2), pages 243-258.
    6. Tomas del Barrio Castro, 2007. "Using the HEGY Procedure When Not All Roots Are Present," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(6), pages 910-922, November.
    7. Paulo M.M. Rodrigues & A.M. Robert Taylor, 2006. "Efficient Tests of the Seasonal Unit Root Hypothesis," Discussion Papers 06/12, University of Nottingham, School of Economics.
    8. Tomás del Barrio Castro & Denise R. Osborn & A.M. Robert Taylor, 2011. "On Augmented HEGY Tests for Seasonal Unit Roots," Economics Discussion Paper Series 1121, Economics, The University of Manchester.
    9. Giuseppe Cavaliere & Anton Skrobotov & A. M. Robert Taylor, 2019. "Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility," Econometric Reviews, Taylor & Francis Journals, vol. 38(5), pages 509-532, May.
    10. Sheng-Hung Chen & Song-Zan Chiou-Wei & Zhen Zhu, 2022. "Stochastic seasonality in commodity prices: the case of US natural gas," Empirical Economics, Springer, vol. 62(5), pages 2263-2284, May.

  55. Paulo M.M. Rodrigues & Pedro M.D.C.B. Gouveia, 2004. "An Application of PAR Models for Tourism Forecasting," Tourism Economics, , vol. 10(3), pages 281-303, September.

    Cited by:

    1. Khalid Khan & Chi-Wei Su & Yi-Dong Xiao & Haotian Zhu & Xiaoyan Zhang, 2021. "Trends in tourism under economic uncertainty," Tourism Economics, , vol. 27(4), pages 841-858, June.
    2. Biljana Petrevska, 2014. "Measuring Seasonal Concentration Of Tourism Demand: Comparative Study Of See Countries," Journal Articles, Center For Economic Analyses, pages 45-53, December.

  56. 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, January.
    See citations under working paper version above.
  57. 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.

    Cited by:

    1. Wang, Dabin & Tomek, William G., 2004. "Commodity Prices And Unit Root Tests," 2004 Annual meeting, August 1-4, Denver, CO 20141, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Tomas del Barrio Castro, 2007. "Using the HEGY Procedure When Not All Roots Are Present," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(6), pages 910-922, November.
    3. Paulo M.M. Rodrigues & A.M. Robert Taylor, 2006. "Efficient Tests of the Seasonal Unit Root Hypothesis," Discussion Papers 06/12, University of Nottingham, School of Economics.
    4. Tomás del Barrio Castro & Denise R. Osborn & A.M. Robert Taylor, 2011. "On Augmented HEGY Tests for Seasonal Unit Roots," Economics Discussion Paper Series 1121, Economics, The University of Manchester.
    5. del Barrio Castro Tomás & Osborn Denise R, 2011. "Nonparametric Tests for Periodic Integration," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-35, February.
    6. Tom�s del Barrio Castro & Denise R. Osborn & A.M. Robert Taylor, 2016. "The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests," Econometric Reviews, Taylor & Francis Journals, vol. 35(1), pages 122-168, January.
    7. Burridge, P. & Gjorstrup, F. & Robert Taylor, A. M., 2004. "Robust Inference on Seasonal Unit Roots via a Bootstrap Applied to OECD Macroeconomic Series," Working Papers 04/08, Department of Economics, City University London.
    8. del Barrio Castro, Tomás & Osborn, Denise R., 2023. "Periodic Integration and Seasonal Unit Roots," MPRA Paper 117935, University Library of Munich, Germany, revised 2023.
    9. del Barrio Castro, Tomas, 2006. "On the performance of the DHF tests against nonstationary alternatives," Statistics & Probability Letters, Elsevier, vol. 76(3), pages 291-297, February.
    10. Wang, Dabin & Tomek, William G., 2004. "Commodity Prices And Unit Root Tests," Working Papers 127145, Cornell University, Department of Applied Economics and Management.
    11. Bauer, Dietmar, 2019. "Periodic and seasonal (co-)integration in the state space framework," Economics Letters, Elsevier, vol. 174(C), pages 165-168.

  58. 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.

    Cited by:

    1. 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, March.
    2. 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.
    3. Paulo M.M. Rodrigues & A.M. Robert Taylor, 2006. "Efficient Tests of the Seasonal Unit Root Hypothesis," Discussion Papers 06/12, University of Nottingham, School of Economics.
    4. Hassler, Uwe & Rodrigues, Paulo M. M., 2002. "Seasonal Unit Root Tests under Structural Breaks," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 37696, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    5. Dillon Alleyne, 2006. "Can Seasonal Unit Root Testing Improve the Forecasting Accuracy of Tourist Arrivals?," Tourism Economics, , vol. 12(1), pages 45-64, March.
    6. Gabriel Pons, 2006. "Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(2), pages 191-209, March.
    7. Taylor, A. M. Robert, 2005. "Variance ratio tests of the seasonal unit root hypothesis," Journal of Econometrics, Elsevier, vol. 124(1), pages 33-54, January.

  59. Denise Osborn & Paulo Rodrigues, 2002. "Asymptotic Distributions Of Seasonal Unit Root Tests: A Unifying Approach," Econometric Reviews, Taylor & Francis Journals, vol. 21(2), pages 221-241.

    Cited by:

    1. Del Barrio Castro, T & Rodrigues, PMM & Taylor, AMR, 2015. "Semi-Parametric Seasonal Unit Root Tests," Essex Finance Centre Working Papers 16807, University of Essex, Essex Business School.
    2. 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.
    3. Norman Swanson & Richard Urbach, 2013. "Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality," Departmental Working Papers 201323, Rutgers University, Department of Economics.
    4. Tomas del Barrio Castro, 2007. "Using the HEGY Procedure When Not All Roots Are Present," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(6), pages 910-922, November.
    5. Sandra G. Feltham & David E.A. Giles, 1999. "Testing for Unit Roots in Semi-Annual Data," Econometrics Working Papers 9912, Department of Economics, University of Victoria.
    6. Haldrup, Niels Prof. & Montanes, Antonio & Sansó, Andreu, 2000. "Measurement Errors and Outliers in Seasonal Unit Root Testing," University of California at San Diego, Economics Working Paper Series qt0gw7q9hk, Department of Economics, UC San Diego.
    7. Tomás del Barrio Castro & Denise R. Osborn & A.M. Robert Taylor, 2011. "On Augmented HEGY Tests for Seasonal Unit Roots," Economics Discussion Paper Series 1121, Economics, The University of Manchester.
    8. Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues, 1999. "Seasonal Nonstationarity and Near-Nonstationarity," CIRANO Working Papers 99s-05, CIRANO.
    9. Zou, Nan & Politis, Dimitris N., 2021. "Bootstrap seasonal unit root test under periodic variation," Econometrics and Statistics, Elsevier, vol. 19(C), pages 1-21.
    10. del Barrio Castro, Tomas, 2006. "On the performance of the DHF tests against nonstationary alternatives," Statistics & Probability Letters, Elsevier, vol. 76(3), pages 291-297, February.
    11. da Silva Lopes, Artur C. B., 2001. "The robustness of tests for seasonal differencing to structural breaks," Economics Letters, Elsevier, vol. 71(2), pages 173-179, May.
    12. 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.

  60. Paulo M. M. Rodrigues, 2002. "The behaviour of seasonal unit root tests under neglected local drifts," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 1(1), pages 27-46, March.

    Cited by:

    1. Zou, Nan & Politis, Dimitris N., 2021. "Bootstrap seasonal unit root test under periodic variation," Econometrics and Statistics, Elsevier, vol. 19(C), pages 1-21.

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

    Cited by:

    1. Del Barrio Castro, T & Rodrigues, PMM & Taylor, AMR, 2015. "Semi-Parametric Seasonal Unit Root Tests," Essex Finance Centre Working Papers 16807, University of Essex, Essex Business School.
    2. 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.
    3. Norman Swanson & Richard Urbach, 2013. "Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality," Departmental Working Papers 201323, Rutgers University, Department of Economics.
    4. Paulo M.M. Rodrigues & A.M. Robert Taylor, 2006. "Efficient Tests of the Seasonal Unit Root Hypothesis," Discussion Papers 06/12, University of Nottingham, School of Economics.
    5. Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues, 1999. "Seasonal Nonstationarity and Near-Nonstationarity," CIRANO Working Papers 99s-05, CIRANO.
    6. Stephen Leybourne & A. M. Robert Taylor, 2003. "Seasonal Unit Root Tests Based on Forward and Reverse Estimation," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(4), pages 441-460, July.
    7. Taylor, A. M. Robert, 2005. "Variance ratio tests of the seasonal unit root hypothesis," Journal of Econometrics, Elsevier, vol. 124(1), pages 33-54, January.

  62. 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.

    Cited by:

    1. Artur Da Silva Lopes, 2004. "Deterministic Seasonality In Dickey-Fuller Tests: Should We Care?," Royal Economic Society Annual Conference 2004 75, Royal Economic Society.
    2. Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues, 1999. "Seasonal Nonstationarity and Near-Nonstationarity," CIRANO Working Papers 99s-05, CIRANO.
    3. Noriega Antonio E. & Ramos Francia Manuel & Rodríguez-Pérez Cid Alonso, 2015. "Money Demand Estimations in Mexico and of its Stability 1986-2010, as well as Some Examples of its Uses," Working Papers 2015-13, Banco de México.

  63. Paulo Rodrigues & Denise Osborn, 1999. "Performance of seasonal unit root tests for monthly data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(8), pages 985-1004.

    Cited by:

    1. Anna Serena Vergori, 2012. "Forecasting Tourism Demand: The Role of Seasonality," Tourism Economics, , vol. 18(5), pages 915-930, October.
    2. Norman Swanson & Richard Urbach, 2013. "Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality," Departmental Working Papers 201323, Rutgers University, Department of Economics.
    3. Hampel, Katharina & Kunz, Marcus & Schanne, Norbert & Wapler, Rüdiger & Weyh, Antje, 2007. "Regional employment forecasts with spatial interdependencies," IAB-Discussion Paper 200702, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    4. Pami Dua & Lokendra Kumawat, 2005. "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working papers 136, Centre for Development Economics, Delhi School of Economics.
    5. Capistrán, Carlos & Constandse, Christian & Ramos-Francia, Manuel, 2010. "Multi-horizon inflation forecasts using disaggregated data," Economic Modelling, Elsevier, vol. 27(3), pages 666-677, May.
    6. Artur Da Silva Lopes, 2004. "Deterministic Seasonality In Dickey-Fuller Tests: Should We Care?," Royal Economic Society Annual Conference 2004 75, Royal Economic Society.
    7. Roberto Martinez Espineira, 2004. "An Estimation of Residential Water Demand Using Co-integration and Error Correction Techniques," Others 0410002, University Library of Munich, Germany.
    8. Rodrigues, P.M.M. & Franses, Ph.H.B.F., 2003. "A sequential approach to testing seasonal unit roots in high frequency data," Econometric Institute Research Papers EI 2003-14, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    9. Capistrán Carlos & Constandse Christian & Ramos Francia Manuel, 2009. "Using Seasonal Models to Forecast Short-Run Inflation in Mexico," Working Papers 2009-05, Banco de México.
    10. Méndez Parra, Maximiliano, 2015. "Futures prices, trade and domestic supply of agricultural commodities," Economics PhD Theses 0115, Department of Economics, University of Sussex Business School.
    11. Gabriel Pons Rotger, 2004. "Seasonal Unit Root Testing Based on the Temporal Aggregation of Seasonal Cycles," Economics Working Papers 2004-1, Department of Economics and Business Economics, Aarhus University.
    12. Denise Osborn & Paulo Rodrigues, 2002. "Asymptotic Distributions Of Seasonal Unit Root Tests: A Unifying Approach," Econometric Reviews, Taylor & Francis Journals, vol. 21(2), pages 221-241.
    13. del Barrio Castro, Tomas, 2006. "On the performance of the DHF tests against nonstationary alternatives," Statistics & Probability Letters, Elsevier, vol. 76(3), pages 291-297, February.
    14. da Silva Lopes, Artur C. B., 2001. "The robustness of tests for seasonal differencing to structural breaks," Economics Letters, Elsevier, vol. 71(2), pages 173-179, May.
    15. Mendez Parra, Maximiliano, 2015. "Seasonal Unit Roots and Structural Breaks in agricultural time series: Monthly exports and domestic supply in Argentina," MPRA Paper 63831, University Library of Munich, Germany, revised 06 Apr 2015.
    16. Caroline Elliott & Yingqi Wei & Pamela Lenton, 2010. "The Effect Of Government Policy On Tobacco Advertising Strategies," Bulletin of Economic Research, Wiley Blackwell, vol. 62(3), pages 243-258, July.

Chapters

  1. Ghysels, Eric & Osborn, Denise R. & Rodrigues, Paulo M.M., 2006. "Forecasting Seasonal Time Series," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 13, pages 659-711, Elsevier.

    Cited by:

    1. Nicolas Chanut & Mario Marcel & Carlos Medel, 2018. "Can Economic Perception Surveys Improve Macroeconomic Forecasting in Chile?," Working Papers Central Bank of Chile 824, Central Bank of Chile.
    2. Pablo M. Pincheira & Carlos A. Medel, 2016. "Forecasting with a Random Walk," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(6), pages 539-564, December.
    3. Medel, Carlos A., 2017. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," MPRA Paper 78439, University Library of Munich, Germany.
    4. Andrawis, Robert R. & Atiya, Amir F. & El-Shishiny, Hisham, 2011. "Forecast combinations of computational intelligence and linear models for the NN5 time series forecasting competition," International Journal of Forecasting, Elsevier, vol. 27(3), pages 672-688, July.
    5. Capistrán, Carlos & Constandse, Christian & Ramos-Francia, Manuel, 2010. "Multi-horizon inflation forecasts using disaggregated data," Economic Modelling, Elsevier, vol. 27(3), pages 666-677, May.
    6. Pablo Pincheira & Carlos A. Medel, 2012. "Forecasting Inflation with a Simple and Accurate Benchmark: a Cross-Country Analysis," Working Papers Central Bank of Chile 677, Central Bank of Chile.
    7. Franses,Philip Hans & Dijk,Dick van & Opschoor,Anne, 2014. "Time Series Models for Business and Economic Forecasting," Cambridge Books, Cambridge University Press, number 9780521817707.
    8. Daniel Dzikowski & Carsten Jentsch, 2024. "Structural Periodic Vector Autoregressions," Papers 2401.14545, arXiv.org.
    9. Pincheira, Pablo, 2013. "A Bunch of Models, a Bunch of Nulls and Inference about Predictive Ability," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 26-43, October.
    10. Marcus Cobb, 2009. "Forecasting Chilean Inflation From Disaggregate Components," Working Papers Central Bank of Chile 545, Central Bank of Chile.
    11. Pablo Pincheira B., 2014. "Predictive Evaluation of Sectoral and Total Employment Based on Entrepreneurial Confidence Indicators," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 17(1), pages 66-87, April.
    12. Capistrán Carlos & Constandse Christian & Ramos Francia Manuel, 2009. "Using Seasonal Models to Forecast Short-Run Inflation in Mexico," Working Papers 2009-05, Banco de México.
    13. Medel, Carlos A., 2012. "How informative are in-sample information criteria to forecasting? the case of Chilean GDP," MPRA Paper 35949, University Library of Munich, Germany.
    14. Carlos Medel, 2021. "Searching for the Best Inflation Forecasters within a Consumer Perceptions Survey: Microdata Evidence from Chile," Working Papers Central Bank of Chile 899, Central Bank of Chile.
    15. Pablo Pincheira & Carlos Medel, 2012. "Forecasting Inflation With a Random Walk," Working Papers Central Bank of Chile 669, Central Bank of Chile.
    16. Medel, Carlos A., 2015. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," MPRA Paper 67081, University Library of Munich, Germany.
    17. Alexander Vosseler & Enzo Weber, 2018. "Forecasting seasonal time series data: a Bayesian model averaging approach," Computational Statistics, Springer, vol. 33(4), pages 1733-1765, December.
    18. Pablo Pincheira Brown & Álvaro García Marín, 2009. "Forecasting Inflation in Chile With an Accurate Benchmark," Working Papers Central Bank of Chile 514, Central Bank of Chile.
    19. Carlos Medel, 2021. "Forecasting Brazilian Inflation with the Hybrid New Keynesian Phillips Curve: Assessing the Predictive Role of Trading Partners," Working Papers Central Bank of Chile 900, Central Bank of Chile.
    20. Phillip M. Yelland & Shinji Kim & Renée Stratulate, 2010. "A Bayesian Model for Sales Forecasting at Sun Microsystems," Interfaces, INFORMS, vol. 40(2), pages 118-129, April.
    21. Pablo M. Pincheira & Carlos A. Medel, 2015. "Forecasting Inflation with a Simple and Accurate Benchmark: The Case of the US and a Set of Inflation Targeting Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(1), pages 2-29, January.

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