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Paulo M. M. Rodrigues

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Personal Details

First Name:Paulo
Middle Name:M. M.
Last Name:Rodrigues
Suffix:
RePEc Short-ID:pro11
Email:
Homepage:
Postal Address:Banco de Portugal Economic Research Department Av. Almirante Reis, 71-6th floor 1150-012 Lisbon, Portugal
Phone:+351 21 3130831
Location: Lisboa, Portugal
Homepage: http://www.bportugal.pt/
Email:
Phone: 21 321 32 00
Fax: 21 346 48 43
Postal: R. do Ouro, 27, 1100 LISBOA
Handle: RePEc:edi:bdpgvpt (more details at EDIRC)
Location: Lisboa, Portugal
Homepage: http://www.fe.unl.pt/
Email:
Phone: (351) 21 3801638
Fax: (351) 21 3870933
Postal: Campus de Campolide, 1099-032 Lisboa
Handle: RePEc:edi:feunlpt (more details at EDIRC)

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

  1. Portuguese Economists
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  1. 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.
  2. Uwe Hassler & Antonio Rubia & Paulo M.M. Rodrigues, 2014. "Persistence in the Banking Industry: Fractional integration and breaks in memory," Working Papers w201406, Banco de Portugal, Economics and Research Department.
  3. 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).
  4. Nuno Sobreira & Luís Catela Nunes & Paulo M.M. Rodrigues, 2013. "Characterizing economic growth paths based on new structural change tests," Working Papers w201313, Banco de Portugal, Economics and Research Department.
  5. Uwe Hassler & Paulo M.M. Rodrigues & Antonio Rubia, 2012. "Quantile regression for long memory testing: A case of realized volatility," Working Papers w201207, Banco de Portugal, Economics and Research Department.
  6. Fernando A. F. Ferreira & Paulo M.M. Rodrigues & 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.
  7. 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.
  8. Fernando A. F. Ferreira & Sérgio P. Santos & Paulo M.M. Rodrigues & 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.
  9. 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.
  10. 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.
  11. Tomás del Barrio Castro & Paulo M.M. Rodrigues & A. M. Robert Taylor, 2011. "The Impact of Persistent Cycles on Zero Frequency Unit Root Tests," Working Papers w201124, Banco de Portugal, Economics and Research Department.
  12. Luis F. Martins & Paulo M.M. Rodrigues, 2010. "Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates," Working Papers w201030, Banco de Portugal, Economics and Research Department.
  13. Paulo Soares Esteves & Paulo M.M. Rodrigues, 2010. "Calendar Effects in Daily ATM Withdrawals," Working Papers w201012, Banco de Portugal, Economics and Research Department.
  14. Fernando A. F. Ferreira & Ronald W. Spahr & Sérgio P. Santos & Paulo M.M. Rodrigues, 2010. "A Multiple Criteria Framework to Evaluate Bank Branch Potential Attractiveness," Working Papers w201010, Banco de Portugal, Economics and Research Department.
  15. 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.
  16. 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.
  17. Luís Catela Nunes & Paulo M.M. Rodrigues, 2009. "On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend," Working Papers w200920, Banco de Portugal, Economics and Research Department.
  18. Fernando A. F. Ferreira & Sérgio P. Santos & Paulo M.M. Rodrigues, 2009. "Adding Value to Bank Branch Performance Evaluation Using Cognitive Maps and MCDA: A Case Study," Working Papers w200923, Banco de Portugal, Economics and Research Department.
  19. Paulo M.M. Rodrigues & Antonio Rubia & João Valle e Azevedo, 2009. "Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration," Working Papers w200902, Banco de Portugal, Economics and Research Department.
  20. 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.
  21. Paulo M. M. Rodrigues, 2004. "Properties of Recursive Trend-Adjusted Unit Root Tests," Economics Working Papers ECO2004/31, European University Institute.
  22. 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.
  23. Paulo M. M. Rodrigues & Antonio Rubia, 2004. "On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates," Econometrics 0405004, EconWPA.
  24. 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.
  25. 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.
  26. Hassler, Uwe & Rodrigues, Paulo M. M., 2002. "Seasonal Unit Root Tests under Structural Breaks," Darmstadt Discussion Papers in Economics 37696, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL).
  27. Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues, 1999. "Seasonal Nonstationarity and Near-Nonstationarity," CIRANO Working Papers 99s-05, CIRANO.
  1. Paulo Rodrigues & Nazarii Salish, 2015. "Modeling and forecasting interval time series with threshold models," Advances in Data Analysis and Classification, Springer, vol. 9(1), pages 41-57, March.
  2. 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.
  3. 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, 04.
  4. 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.
  5. 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.
  6. 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.
  7. 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, Banco de Portugal, Economics and Research Department.
  8. 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(06), pages 1289-1313, December.
  9. 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, 01.
  10. 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.
  11. P.M.D.C.B. Gouveia & Raul Filipe C. Guerreiro & Paulo M.M. Rodrigues, 2013. "The world tourism exports cycle," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  12. 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.
  13. 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.
  14. Paulo Rodrigues & Paulo Rodrigues, 2012. "Robust Econometric Methods for Modelling Economic and Financial Variables," Economics Bulletin, AccessEcon, vol. 32(2), pages A22.
  15. Raul Filipe C. Guerreiro & Paulo C. Rodrigues & Jorge M. L. G. Andraz, 2011. "A comparison of the cyclical evolution of various geographic areas of reference with Portugal," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  16. Luis C. Nunes & Paulo M. M. Rodrigues, 2011. "On LM‐type tests for seasonal unit roots in the presence of a break in trend," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(2), pages 108-134, 03.
  17. Paulo M. M. Rodrigues & Antonio Rubia, 2011. "The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(4), pages 449-468, 08.
  18. 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.
  19. Ana C. M. Daniel & Paulo M.M. Rodrigues, 2010. "Volatility and Seasonality of Tourism Demand in Portugal," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  20. Jorge Andraz & Paulo Rodrigues, 2010. "Events that marked tourism in Portugal," Applied Economics Letters, Taylor & Francis Journals, vol. 17(8), pages 761-766.
  21. 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.
  22. Paulo Rodrigues & Paulo Esteves, 2010. "Calendar effects in daily ATM withdrawals," Economics Bulletin, AccessEcon, vol. 30(4), pages 2587-2597.
  23. Jorge M. Andraz & Paulo M.M. Rodrigues, 2010. "What causes economic growth in Portugal: exports or inward FDI?," Journal of Economic Studies, Emerald Group Publishing, vol. 37(3), pages 267-287, September.
  24. Carla Soares & Paulo M.M. Rodrigues, 2010. "Determinants of the EONIA spread and the financial turmoil of 2007-2009," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  25. Hassler, Uwe & Rodrigues, Paulo M.M. & Rubia, Antonio, 2009. "Testing For General Fractional Integration In The Time Domain," Econometric Theory, Cambridge University Press, vol. 25(06), pages 1793-1828, December.
  26. L tkepohl, Helmut & Rodrigues, Paulo M.M., 2008. "Unit Root And Cointegration Testing: Guest Editors' Introduction," Econometric Theory, Cambridge University Press, vol. 24(01), pages 1-6, February.
  27. 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.
  28. 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.
  29. Paulo Rodrigues & Paulo Rodrigues, 2007. "Ec2 Conference On Advances In Econometric Time Series Analysis," Economics Bulletin, AccessEcon, vol. 28(34), pages A0.
  30. Paulo Rodrigues, 2007. "Multivariate Volatility Models," Economics Bulletin, AccessEcon, vol. 28(32), pages A0.
  31. Paulo Rodrigues, 2007. "Asset Pricing: Theory and Empirical Evidence," Economics Bulletin, AccessEcon, vol. 28(37), pages A0.
  32. 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.
  33. Rodrigues, Paulo M.M., 2006. "Properties of recursive trend-adjusted unit root tests," Economics Letters, Elsevier, vol. 91(3), pages 413-419, June.
  34. 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.
  35. 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.
  36. Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2004. "Asymptotic Distributions For Regression-Based Seasonal Unit Root Test Statistics In A Near-Integrated Model," Econometric Theory, Cambridge University Press, vol. 20(04), pages 645-670, August.
  37. Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2004. "On Tests For Double Differencing: Methods Of Demeaning And Detrending And The Role Of Initial Values," Econometric Theory, Cambridge University Press, vol. 20(01), pages 95-115, February.
  38. Pedro Gouveia & Paulo Rodrigues, 2004. "Threshold Cointegration and the PPP Hypothesis," Journal of Applied Statistics, Taylor & Francis Journals, vol. 31(1), pages 115-127.
  39. 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.
  40. Uwe Hassler & Paulo M. M. Rodrigues, 2004. "Seasonal Unit Root Tests Under Structural Breaks," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(1), pages 33-53, 01.
  41. 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.
  42. 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.
  43. 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.
  44. Rodrigues, Paulo M.M., 2001. "Near Seasonal Integration," Econometric Theory, Cambridge University Press, vol. 17(01), pages 70-86, February.
  45. 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.
  46. 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.
  1. Ghysels, Eric & Osborn, Denise R. & Rodrigues, Paulo M.M., 2006. "Forecasting Seasonal Time Series," Handbook of Economic Forecasting, Elsevier.
19 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2010-11-20 2012-06-25
  2. NEP-CBA: Central Banking (2) 2011-05-14 2015-02-28
  3. NEP-CMP: Computational Economics (1) 2003-05-15
  4. NEP-ECM: Econometrics (14) 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. Author is listed
  5. NEP-EEC: European Economics (1) 2011-05-14
  6. NEP-ETS: Econometric Time Series (11) 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. Author is listed
  7. NEP-FDG: Financial Development & Growth (1) 2013-11-02
  8. NEP-FMK: Financial Markets (1) 2011-11-07
  9. NEP-FOR: Forecasting (2) 2008-05-31 2011-11-07
  10. NEP-MAC: Macroeconomics (3) 2006-02-19 2008-05-31 2011-05-14
  11. NEP-MON: Monetary Economics (1) 2011-05-14
This author is among the top 5% authors according to these criteria:
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