Extensions to IVX Methods of Inference for Return Predictability
Matei Demetrescu, Iliyan Georgiev, Paulo M. M. Rodrigues, A M Robert Taylor
Journal of Econometrics, vol. 237, 2023, p. .

Survival of the Fittest: Tourism Exposure and Firm Survival
Filipe B. Caires, Hugo Reis, Paulo M. M. Rodrigues
Applied Economics, vol. 55, 2023, p. 7150-7177.

Tail Index Estimation in the Presence of Covariates: Stock Returns' Tail Risk Dynamics
João Nicolau, Paulo M. M. Rodrigues, Marian Z. Stoykov
Journal of Econometrics, vol. 235, 2023, p. 2266-2284.

The Persistence of Wages
Anabela Carneiro, Pedro Portugal, Pedro Raposo, Paulo M. M. Rodrigues
Journal of Econometrics, vol. 233, 2023, p. 596-611.

Transformed Regression-Based Long-Horizon Predictability Tests
Matei Demetrescu, Paulo M. M. Rodrigues, A M Robert Taylor
Journal of Econometrics, vol. 237, 2023, p. .

Forgetting Approaches to Improve Forecasting
Robert A. Hill, Paulo M. M. Rodrigues
Journal Of Forecasting, vol. 41, 2022, p. 1356-1371.

Residual-Augmented IVX Predictive Regression
Matei Demetrescu, Paulo M. M. Rodrigues
Journal of Econometrics, vol. 227, 2022, p. 429-460.

Testing for Episodic Predictability in Stock Returns
Matei Demetrescu, Iliyan Georgiev, Paulo M. M. Rodrigues, A M Robert Taylor
Journal of Econometrics, vol. 227, 2022, p. 85-113.

Tests for Segmented Cointegration: An Application to US Governments Budgets
Luís Filipe Martins, Paulo M. M. Rodrigues
Empirical Economics, vol. 63, 2022, p. 567-600.

A Re-examination of Inflation Persistence Dynamics in OECD Countries: A New Approach
Gabriel Zsurkis, João Nicolau, Paulo M. M. Rodrigues
Oxford Bulletin of Economics and Statistics, vol. 83, 2021, p. 935-959.

Multivariate Fractional Integration Tests Allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume
Marina Balboa, Paulo M. M. Rodrigues, António Rua, A M Robert Taylor
Journal of Applied Econometrics, vol. 36, 2021, p. 544-565.

The Expected Time to Cross a Threshold and Its Determinants: A Simple and Flexible Framework
Gabriel Zsurkis, João Nicolau, Paulo M. M. Rodrigues
Journal of Economic Dynamics and Control, vol. 122, 2021, p. .

A New Regression-Based Tail Index Estimator
João Nicolau, Paulo M. M. Rodrigues
Review of Economics and Statistics, vol. 101, 2019, p. 667-680.

Market Integration and the Persistence of Electricity Prices
João Pedro Pereira, Vasco Pesquita, Paulo M. M. Rodrigues, António Rua
Empirical Economics, vol. 57, 2019, p. 1495-1514.

Forecasting Banking Crises with Dynamic Panel Probit Models
António Antunes, Diana Bonfim, Nuno Monteiro, Paulo M. M. Rodrigues
International Journal Of Forecasting, vol. 34, 2018, p. 249-275.

Persistence of Travel and Leisure Sector Equity Indices
Jorge Andraz, Raul F. C. Guerreiro, Paulo M. M. Rodrigues
Empirical Economics, vol. 54, 2018, p. 1801-1825.

Semi-parametric Seasonal Unit Root Tests
Tomás Barrio Castro, Paulo M. M. Rodrigues, A M Robert Taylor
Econometric Theory, vol. 34, 2018, p. 447-476.

A Mixed Frequency Approach to the Forecasting of Private Consumption with ATM/POS Data
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
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
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
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
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
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
Carla Soares, Paulo M. M. Rodrigues
Manchester School, vol. 81, 2013, p. 82-110.

Research Note: The Importance of Online Tourism Demand
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
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
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
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
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
Tiago M. T. Nunes, Paulo M. M. Rodrigues
International Journal Of Finance And Economics, vol. 16, 2011, p. 393-407.

Calendar effects in daily ATM withdrawals
Paulo M. M. Rodrigues, Paulo Soares Esteves
Economics Bulletin, vol. 30, 2010, p. 2587-2597.

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

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

What Causes Economic Growth in Portugal: Exports or Inward FDI?
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
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
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
Paulo M. M. Rodrigues, Antonio Rubia
Statistical Papers, vol. 49, 2008, p. 581-593.

Efficient Tests of the Seasonal Unit Root Hypothesis
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
Paulo M. M. Rodrigues, Antonio Rubia
Economics Letters, vol. 97, 2007, p. 133-137.

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

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

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

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

Alternative Estimators and Unit Root Tests for Seasonal Autoregressive Processes
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
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
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
Paulo M. M. Rodrigues, A M Robert Taylor
Econometric Theory, vol. 20, 2004, p. 95-115.

Threshold Cointegration and the PPP Hypothesis
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
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
Paulo M. M. Rodrigues
Econometrics Journal, vol. 5, 2002, p. 176-195.

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

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

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