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Paulo M. M. Rodrigues

Personal Details

First Name:Paulo
Middle Name:M. M.
Last Name:Rodrigues
Suffix:
RePEc Short-ID:pro11
https://www.bportugal.pt/en/economista/paulo-mm-rodrigues
Banco de Portugal Economic Research Department Av. Almirante Reis, 71-6th floor 1150-012 Lisbon, Portugal
+351 21 3130831
Terminal Degree:1998 School of Economics; University of Manchester (from RePEc Genealogy)

Affiliation

(50%) Banco de Portugal

Lisboa, Portugal
http://www.bportugal.pt/

21 321 32 00
21 346 48 43
R. do Ouro, 27, 1100 LISBOA
RePEc:edi:bdpgvpt (more details at EDIRC)

(50%) School of Business and Economics
Universidade Nova de Lisboa

Lisboa, Portugal
http://www.novasbe.unl.pt/

(351) 21 3801638
(351) 21 3870933
Campus de Campolide, 1099-032 Lisboa
RePEc:edi:feunlpt (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Paulo M.M. Rodrigues & Marina Balboa & Antonio Rubia & A. M. Robert Taylor, 2021. "Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume," Working Papers w202102, Banco de Portugal, Economics and Research Department.
  2. Paulo M.M. Rodrigues & Gabriel Zsurkis & João Nicolau, 2020. "The expected time to cross a threshold and its determinants: A simple and flexible framework," Working Papers w202006, Banco de Portugal, Economics and Research Department.
  3. Jo~ao Nicolau & Pedro Raposo & Paulo M. M. Rodrigues, 2020. "Measuring wage inequality under right censoring," Papers 2004.12856, arXiv.org.
  4. 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.
  5. Paulo M.M. Rodrigues & Gabriel Zsurkis & João Nicolau, 2019. "A reexamination of inflation persistence dynamics in OECD countries: A new approach," Working Papers w201909, Banco de Portugal, Economics and Research Department.
  6. 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.
  7. Tomás del Barrio Castro & Paulo M.M. Rodrigues & A. M. Robert Taylor, 2018. "Temporal Aggregation of Seasonally Near-Integrated Processes," DEA Working Papers 86, Universitat de les Illes Balears, Departament d'Economía Aplicada.
  8. Paulo M.M. Rodrigues & João Cruz & João Nicolau, 2018. "Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics," Working Papers w201814, Banco de Portugal, Economics and Research Department.
  9. Paulo M.M. Rodrigues & Matei Demetrescu & Antonio Rubia, 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.
  10. 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.
  11. 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.
  12. António Rua & Paulo M.M. Rodrigues & João Pedro Pereira & Vasco Pesquita, 2016. "Market integration and the persistence of electricity prices," Working Papers w201609, Banco de Portugal, Economics and Research Department.
  13. 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).
  14. 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.
  15. Paulo M.M. Rodrigues & Matei Demetrescu, 2016. "Residual-augmented IVX predictive regression," Working Papers w201605, Banco de Portugal, Economics and Research Department.
  16. Tomás del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor, 2015. "Semi-Parametric Seasonal Unit Root Tests," DEA Working Papers 72, Universitat de les Illes Balears, Departament d'Economía Aplicada.
  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.
  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.
  19. 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.
  20. Paulo M.M. Rodrigues & Uwe Hassler & Antonio Rubia, 2014. "Persistence in the Banking Industry: Fractional integration and breaks in memory," Working Papers w201406, Banco de Portugal, Economics and Research Department.
  21. Paulo M.M. Rodrigues & Nuno Sobreira & Luís Catela Nunes, 2013. "Characterizing economic growth paths based on new structural change tests," Working Papers w201313, Banco de Portugal, Economics and Research Department.
  22. 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).
  23. Paulo M.M. Rodrigues & Fernando A. F. Ferreira & Sérgio P. Santos & Ronald W. Spahr, 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.
  24. Paulo M.M. Rodrigues & Uwe Hassler & Antonio Rubia, 2012. "Quantile regression for long memory testing: A case of realized volatility," Working Papers w201207, Banco de Portugal, Economics and Research Department.
  25. 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.
  26. Paulo M.M. Rodrigues & Tomás del Barrio Castro & A. M. Robert Taylor, 2011. "The Impact of Persistent Cycles on Zero Frequency Unit Root Tests," Working Papers w201124, Banco de Portugal, Economics and Research Department.
  27. 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.
  28. Paulo M.M. Rodrigues & Fernando A. F. Ferreira & Sérgio P. Santos & Ronald W. Spahr, 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.
  29. 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.
  30. 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.
  31. Paulo M.M. Rodrigues & Fernando A. F. Ferreira & Ronald W. Spahr & Sérgio P. Santos, 2010. "A Multiple Criteria Framework to Evaluate Bank Branch Potential Attractiveness," Working Papers w201010, Banco de Portugal, Economics and Research Department.
  32. Paulo Esteves & Paulo M.M. Rodrigues, 2010. "Calendar Effects in Daily ATM Withdrawals," Working Papers w201012, Banco de Portugal, Economics and Research Department.
  33. 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.
  34. 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.
  35. 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.
  36. Paulo M.M. Rodrigues & Fernando A. F. Ferreira & Sérgio P. Santos, 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.
  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.
  38. Pedro M.D.C.B. Gouveia & Denise R. Osborn & Paulo M.M. Rodrigues, 2008. "Comparing Seasonal Forecasts of Industrial Production," Centre for Growth and Business Cycle Research Discussion Paper Series 102, Economics, The Univeristy of Manchester.
  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," Econometrics 0405004, University Library of Munich, Germany.
  40. Paulo M. M. Rodrigues, 2004. "Properties of Recursive Trend-Adjusted Unit Root Tests," Economics Working Papers ECO2004/31, European University Institute.
  41. 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.
  42. Paulo M. M. Rodrigues & A. M. Robert Taylor, 2003. "On Tests for Double Differencing: Some Extensions and the Role of Initial Values," Economic Working Papers at Centro de Estudios Andaluces E2003/23, Centro de Estudios Andaluces.
  43. 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.
  44. 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).
  45. Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues, 1999. "Seasonal Nonstationarity and Near-Nonstationarity," CIRANO Working Papers 99s-05, CIRANO.

Articles

  1. Zsurkis, Gabriel & Nicolau, João & Rodrigues, Paulo M. M, 2021. "The expected time to cross a threshold and its determinants: a simple and flexible framework," Journal of Economic Dynamics and Control, Elsevier, vol. 122(C).
  2. Paulo M.M. Rodrigues & Rita Fradique Lourenço & Robert Hill, 2020. "House price forecasting and uncertainty: Examining Portugal and Spain," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  3. Antónia Correia & Paulo M. M. Rodrigues & Egon Smeral, 2020. "Special issue on advanced methods to measure tourism impacts. Editors’ introduction," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 19(3), pages 171-172, September.
  4. 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.
  5. 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.
  6. 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.
  7. Luís F. Costa & Paulo M. M. Rodrigues, 2019. "Editors’ note," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 18(1), pages 1-3, February.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. Romão, João & Guerreiro, João & Rodrigues, Paulo M. M., 2017. "Territory and Sustainable Tourism Development: a Space-Time Analysis on European Regions," REGION, European Regional Science Association, vol. 4, pages 1-17.
  13. Paulo M.M. Rodrigues & Rita Fradique Lourenço, 2017. "House prices in Portugal - what happened since the crisis?," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  14. 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.
  15. João Romão & João Guerreiro & Paulo M. M. Rodrigues, 2016. "Tourism growth and regional resilience," Tourism Economics, , vol. 22(4), pages 699-714, August.
  16. 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.
  17. Uwe Hassler & Paulo M.M. Rodrigues & Antonio Rubia, 2016. "Quantile Regression for Long Memory Testing: A Case of Realized Volatility," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 14(4), pages 693-724.
  18. 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.
  19. 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.
  20. Célia M. Q. Ramos & Paulo M. M. Rodrigues & João M. F. Rodrigues, 2015. "Opportunities, Emerging Features, and Trends in Electronic Distribution in Tourism," International Journal of Information Systems and Social Change (IJISSC), IGI Global, vol. 6(4), pages 17-32, October.
  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.
  22. Paulo M.M. Rodrigues & Jorge M. L. G. Andraz, 2015. "A Reappraisal of Eurozone Countries Output Differentials," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. António R. Antunes & Diana Bonfim & Nuno Monteiro & Paulo M.M. Rodrigues, 2014. "Early Warning Indicators of Banking Crises: Exploring new Data and Tools," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  28. 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.
  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.
  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.
  31. Paulo M.M. Rodrigues & P.M.D.C.B. Gouveia & Raul Filipe C. Guerreiro, 2013. "The world tourism exports cycle," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  32. 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.
  33. 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.
  34. Paulo Rodrigues & Paulo Rodrigues, 2012. "Robust Econometric Methods for Modelling Economic and Financial Variables," Economics Bulletin, AccessEcon, vol. 32(2), pages 1-22.
  35. 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.
  36. 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.
  37. Fernando A. F Ferreira & Ronald W. Spahr & Sérgio P. Santos & Paulo M. M. Rodrigues, 2012. "A multiple criteria framework to evaluate bank branch potential attractiveness," International Journal of Strategic Property Management, Taylor & Francis Journals, vol. 16(3), pages 254-276, February.
  38. 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.
  39. 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.
  40. 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.
  41. Jorge M. Andraz & Paulo M.M. Rodrigues, 2010. "What causes economic growth in Portugal: exports or inward FDI?," Journal of Economic Studies, Emerald Group Publishing, vol. 37(3), pages 267-287, August.
  42. Carla Soares & Paulo M.M. Rodrigues, 2010. "Determinants of the EONIA spread and the financial turmoil of 2007-2009," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  43. Jorge M.L.G. Andraz & Paulo M.M. Rodrigues, 2010. "Persistence Change in Tourism Data," Tourism Economics, , vol. 16(2), pages 303-319, June.
  44. Paulo M.M. Rodrigues & Ana C. M. Daniel, 2010. "Volatility and Seasonality of Tourism Demand in Portugal," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  45. Paulo Rodrigues & Paulo Esteves, 2010. "Calendar effects in daily ATM withdrawals," Economics Bulletin, AccessEcon, vol. 30(4), pages 2587-2597.
  46. Jorge Andraz & Paulo Rodrigues, 2010. "Events that marked tourism in Portugal," Applied Economics Letters, Taylor & Francis Journals, vol. 17(8), pages 761-766.
  47. 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.
  48. 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.
  49. 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.
  50. 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.
  51. 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.
  52. Paulo Rodrigues, 2007. "Multivariate Volatility Models," Economics Bulletin, AccessEcon, vol. 28(32), pages 1.
  53. Paulo Rodrigues & Paulo Rodrigues, 2007. "Ec2 Conference On Advances In Econometric Time Series Analysis," Economics Bulletin, AccessEcon, vol. 28(34), pages 1.
  54. 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.
  55. Paulo Rodrigues, 2007. "Asset Pricing: Theory and Empirical Evidence," Economics Bulletin, AccessEcon, vol. 28(37), pages 1.
  56. Rodrigues, Paulo M.M., 2006. "Properties of recursive trend-adjusted unit root tests," Economics Letters, Elsevier, vol. 91(3), pages 413-419, June.
  57. 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.
  58. 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.
  59. 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.
  60. Pedro Gouveia & Paulo Rodrigues, 2004. "Threshold Cointegration and the PPP Hypothesis," Journal of Applied Statistics, Taylor & Francis Journals, vol. 31(1), pages 115-127.
  61. 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.
  62. 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.
  63. 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.
  64. 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.
  65. 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.
  66. 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.
  67. 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.
  68. 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.
  69. 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.
  70. Rodrigues, Paulo M.M., 2001. "Near Seasonal Integration," Econometric Theory, Cambridge University Press, vol. 17(1), pages 70-86, February.
  71. 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.
  72. 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.

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.

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NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 38 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (26) 1999-05-17 2003-05-16 2004-06-09 2005-08-13 2005-08-13 2006-02-19 2008-05-31 2010-07-31 2010-12-18 2011-09-22 2011-11-01 2011-11-07 2012-06-25 2013-06-24 2013-11-02 2015-11-21 2015-12-08 2016-10-02 2017-01-29 2018-03-26 2018-08-20 2019-03-11 2019-07-08 2019-09-02 2020-06-08 2021-02-08. Author is listed
  2. NEP-ETS: Econometric Time Series (22) 1999-05-17 2003-05-15 2004-06-02 2005-08-13 2005-08-13 2006-02-19 2010-07-31 2010-12-18 2011-09-22 2011-11-07 2012-06-25 2013-06-24 2015-11-21 2016-06-14 2017-01-29 2018-03-26 2018-08-20 2018-08-20 2019-03-11 2019-07-08 2019-09-02 2021-02-08. Author is listed
  3. NEP-MAC: Macroeconomics (7) 2006-02-19 2008-05-31 2011-05-14 2016-02-23 2016-10-02 2017-04-02 2020-06-08. Author is listed
  4. NEP-EEC: European Economics (4) 2011-05-14 2015-12-08 2019-07-08 2019-09-02
  5. NEP-FOR: Forecasting (4) 2008-05-31 2011-11-07 2016-02-23 2016-10-02
  6. NEP-ORE: Operations Research (3) 2015-12-08 2018-08-20 2021-02-08
  7. NEP-BAN: Banking (2) 2010-11-20 2012-06-25
  8. NEP-CBA: Central Banking (2) 2011-05-14 2015-02-28
  9. NEP-EUR: Microeconomic European Issues (2) 2015-12-08 2016-10-02
  10. NEP-FMK: Financial Markets (2) 2011-11-07 2019-03-11
  11. NEP-CMP: Computational Economics (1) 2003-05-15
  12. NEP-ENE: Energy Economics (1) 2016-10-02
  13. NEP-FDG: Financial Development & Growth (1) 2013-11-02
  14. NEP-LMA: Labor Markets - Supply, Demand, & Wages (1) 2020-06-08
  15. NEP-MON: Monetary Economics (1) 2011-05-14
  16. NEP-PAY: Payment Systems & Financial Technology (1) 2016-02-23
  17. NEP-REG: Regulation (1) 2016-10-02
  18. NEP-SBM: Small Business Management (1) 2018-08-20
  19. NEP-TUR: Tourism Economics (1) 2017-04-02
  20. NEP-URE: Urban & Real Estate Economics (1) 2015-12-08

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