Author

Name:
Paulo M. M. Rodrigues
Educations:
Ph D: U Manchester, Econometrics, 1998
Bachelor: U Algarve, Management, 1993
e-mail:
prodrig@ualg.pt
URL:
http://www.ualg.pt/feua/www/prodrig/Paulo.html
FCT research center:
Nova School of Business and Economics (2015)
REBIDES institution:
Universidade Nova de Lisboa - Faculdade de Economia (2015)
Ideas:
http://ideas.repec.org/e/pro11.html
Researcher id:
http://www.researcherid.com/rid/B-5854-2009
Articles 36:
Ranking: CEF.UP+NIPE (average of all rankings) (2012). Institution: U Nova.

A Mixed Frequency Approach to the Forecasting of Private Consumption with ATM/POS Data 11.55
Claudia Duarte, Paulo M. M. Rodrigues, António Rua
International Journal Of Forecasting, vol. 33, 2017, p. 61-75.

Quantile Regression for Long Memory Testing: A Case of Realized Volatility 6.32
Uwe Hassler, Paulo M. M. Rodrigues, Antonio Rubia
Journal Of Financial Econometrics, vol. 14, 2016, p. 693-724.

On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles 12.46
Tomás Barrio Castro, Paulo M. M. Rodrigues, A M Robert Taylor
Oxford Bulletin of Economics and Statistics, vol. 77, 2015, p. 495-511.

Tourist Spending Dynamics in the Algarve: A Cross-Sectional Analysis 4.44
Jaime Serra, Antónia Correia, Paulo M. M. Rodrigues
Tourism Economics, vol. 21, 2015, p. 475-500.

Characterizing Economic Growth Paths Based on New Structural Change Tests 11.34
Nuno Sobreira, Luis Catela Nunes, Paulo M. M. Rodrigues
Economic Inquiry, vol. 52, 2014, p. 845-861.

Persistence in the Banking Industry: Fractional Integration and Breaks in Memory 10.53
Uwe Hassler, Paulo M. M. Rodrigues, Antonio Rubia
Journal Of Empirical Finance, vol. 29, 2014, p. 95-112.

Determinants of the EONIA spread and the financial crisis 11.44
Carla Soares, Paulo M. M. Rodrigues
Manchester School, vol. 81, 2013, p. 82-110.

Determinants of the EONIA Spread and the Financial Crisis 11.44
Carla Soares, Paulo M. M. Rodrigues
Manchester School, vol. 81, 2013, p. 82-110.

Research Note: The Importance of Online Tourism Demand 6.66
Paulo M. M. Rodrigues, Célia M. Q. Ramos
Tourism Economics, vol. 19, 2013, p. 1443-1447.

The Impact of Persistent Cycles on Zero Frequency Unit Root Tests 13.8
Paulo M. M. Rodrigues, A M Robert Taylor, Tomás Barrio Castro
Econometric Theory, vol. 29, 2013, p. 1289-1313.

Assessing the Impact of Shocks on International Tourism Demand for Portugal 6.66
Paulo M. M. Rodrigues, Ana C. M. Daniel
Tourism Economics, vol. 18, 2012, p. 617-634.

The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests 18.69
Paulo M. M. Rodrigues, A M Robert Taylor
Oxford Bulletin of Economics and Statistics, vol. 74, 2012, p. 736-759.

The Effects of Additive Outliers and Measurement Errors When Testing for Structural Breaks in Variance 18.69
Paulo M. M. Rodrigues, Antonio Rubia
Oxford Bulletin of Economics and Statistics, vol. 73, 2011, p. 449-468.

Threshold Effects in Credit Risk and Stress Scenarios 12.07
Tiago M. T. Nunes, Paulo M. M. Rodrigues
International Journal Of Finance And Economics, vol. 16, 2011, p. 393-407.

Events That Marked Tourism in Portugal 6.07
Jorge Andraz, Paulo M. M. Rodrigues
Applied Economics Letters, vol. 17, 2010, p. 761-766.

Persistence Change in Tourism Data 6.66
Jorge Andraz, Paulo M. M. Rodrigues
Tourism Economics, vol. 16, 2010, p. 303-319.

What Causes Economic Growth in Portugal: Exports or Inward FDI? 13.33
Jorge Andraz, Paulo M. M. Rodrigues
Journal Of Economic Studies, vol. 37, 2010, p. 267-287.

Modelling and Forecasting the UK Tourism Growth Cycle in Algarve 4.44
Jorge Andraz, Pedro Gouveia, Paulo M. M. Rodrigues
Tourism Economics, vol. 15, 2009, p. 323-338.

Testing for General Fractional Integration in the Time Domain 13.8
Uwe Hassler, Paulo M. M. Rodrigues, Antonio Rubia
Econometric Theory, vol. 25, 2009, p. 1793-1828.

A Note on Testing for Nonstationarity in Autoregressive Processes with Level Dependent Conditional Heteroskedasticity 3.37
Paulo M. M. Rodrigues, Antonio Rubia
Statistical Papers, vol. 49, 2008, p. 581-593.

Efficient Tests of the Seasonal Unit Root Hypothesis 28.01
Paulo M. M. Rodrigues, A M Robert Taylor
Journal of Econometrics, vol. 141, 2007, p. 548-573.

Testing for Causality in Variance under Nonstationarity in Variance 16.4
Paulo M. M. Rodrigues, Antonio Rubia
Economics Letters, vol. 97, 2007, p. 133-137.

Properties of Recursive Trend-Adjusted Unit Root Tests 32.81
Paulo M. M. Rodrigues
Economics Letters, vol. 91, 2006, p. 413-419.

A Sequential Approach to Testing Seasonal Unit Roots in High Frequency Data 9.78
Paulo M. M. Rodrigues, Philip Hans Franses
Journal Of Applied Statistics, vol. 32, 2005, p. 555-569.

Dating and Synchronizing Tourism Growth Cycles 6.66
Pedro Gouveia, Paulo M. M. Rodrigues
Tourism Economics, vol. 11, 2005, p. 501-515.

The Performance of Unit Root Tests under Level-Dependent Heteroskedasticity 16.4
Paulo M. M. Rodrigues, Antonio Rubia
Economics Letters, vol. 89, 2005, p. 262-268.

Alternative Estimators and Unit Root Tests for Seasonal Autoregressive Processes 28.01
Paulo M. M. Rodrigues, A M Robert Taylor
Journal of Econometrics, vol. 120, 2004, p. 35-73.

An Application of PAR Models for Tourism Forecasting 6.66
Paulo M. M. Rodrigues, Pedro Gouveia
Tourism Economics, vol. 10, 2004, p. 281-303.

Asymptotic Distributions for Regression-Based Seasonal Unit Root Test Statistics in a Near-Integrated Model 20.71
Paulo M. M. Rodrigues, A M Robert Taylor
Econometric Theory, vol. 20, 2004, p. 645-670.

On Tests for Double Differencing: Methods of Demeaning and Detrending and the Role of Initial Values 20.71
Paulo M. M. Rodrigues, A M Robert Taylor
Econometric Theory, vol. 20, 2004, p. 95-115.

Threshold Cointegration and the PPP Hypothesis 9.78
Pedro Gouveia, Paulo M. M. Rodrigues
Journal Of Applied Statistics, vol. 31, 2004, p. 115-127.

Asymptotic Distributions of Seasonal Unit Root Tests: A Unifying Approach 15.03
Denise Osborne, Paulo M. M. Rodrigues
Econometric Reviews, vol. 21, 2002, p. 221-241.

On LM Type Tests for Seasonal Unit Roots in Quarterly Data 28.93
Paulo M. M. Rodrigues
Econometrics Journal, vol. 5, 2002, p. 176-195.

The Behaviour of Seasonal Unit Root Tests under Neglected Local Drifts 3.83
Paulo M. M. Rodrigues
Portuguese Economic Journal, vol. 1, 2002, p. 27-46.

Near Seasonal Integration 41.41
Paulo M. M. Rodrigues
Econometric Theory, vol. 17, 2001, p. 70-86.

Performance of Seasonal Unit Root Tests for Monthly Data 9.78
Paulo M. M. Rodrigues, Denise Osborne
Journal Of Applied Statistics, vol. 26, 1999, p. 985-1004.

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