Autor

Nome:
Paulo M. M. Rodrigues
Habilitações:
Doutoramento: U Manchester, Econometrics, 1998
Licenciatura: U Algarve, Management, 1993
e-mail:
paulo.m.m.rodrigues@novasbe.pt
URL:
https://novaresearch.unl.pt/en/persons/paulo-rodrigues
Centro FCT:
Nova School of Business and Economics (2015)
Instituição REBIDES:
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
Artigos 52:
Ranking: CEF.UP+NIPE (average of all rankings) (2012).

Extensions to IVX Methods of Inference for Return Predictability 14.01
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 8.64
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 18.67
João Nicolau, Paulo M. M. Rodrigues, Marian Z. Stoykov
Journal of Econometrics, vol. 235, 2023, p. 2266-2284.

The Persistence of Wages 14.01
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 18.67
Matei Demetrescu, Paulo M. M. Rodrigues, A M Robert Taylor
Journal of Econometrics, vol. 237, 2023, p. .

Forgetting Approaches to Improve Forecasting 14.09
Robert A. Hill, Paulo M. M. Rodrigues
Journal Of Forecasting, vol. 41, 2022, p. 1356-1371.

Residual-Augmented IVX Predictive Regression 28.01
Matei Demetrescu, Paulo M. M. Rodrigues
Journal of Econometrics, vol. 227, 2022, p. 429-460.

Testing for Episodic Predictability in Stock Returns 14.01
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 9.58
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 12.46
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 10.48
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 13.08
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 30.19
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 4.79
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 8.66
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 6.39
Jorge Andraz, Raul F. C. Guerreiro, Paulo M. M. Rodrigues
Empirical Economics, vol. 54, 2018, p. 1801-1825.

Semi-parametric Seasonal Unit Root Tests 13.8
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 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.

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.

Voltar