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Special Issue on advanced methods to measure tourism impacts : editors' introduction

Correia, Antónia; Rodrigues, Paulo M. M.; Smeral, Egon - In: Portuguese economic journal 19 (2020) 3, pp. 171-172

Persistent link: https://www.econbiz.de/10012498820

Quantile regression for long memory testing : a case of realized volatility

Hassler, Uwe; Rodrigues, Paulo M. M.; Rubia, Antonio - In: Journal of financial econometrics : official journal of … 14 (2016) 4, pp. 693-724

Persistent link: https://www.econbiz.de/10011623824

Testing for breaks in the cointegrating relationship : on the stability of government bond markets' equilibrium

Rodrigues, Paulo M. M.; Sibbertsen, Philipp; Voges, Michelle - 2019 - This version: June 25, 2019

In this paper, test procedures for no fractional cointegration against possible breaks in the persistence structure of a fractional cointegrating relationship are introduced. The tests proposed are based on the supremum of the Hassler and Breitung (2006) test statistic for no cointegration over...

Persistent link: https://www.econbiz.de/10012026947

Forecasting banking crises with dynamic panel probit models

Antunes, António R.; Bonfim, Diana; Monteiro, Nuno; … - In: International journal of forecasting 34 (2018) 2, pp. 249-275

Persistent link: https://www.econbiz.de/10012030901

Persistence of travel and leisure sector equity indices

Andraz, Jorge M.; Guerreiro, Raúl F. C.; Rodrigues, … - In: Empirical economics : a journal of the Institute for … 54 (2018) 4, pp. 1801-1825

Persistent link: https://www.econbiz.de/10011949694

Semi-parametric seasonal unit root tests

Barrio Castro, Tomás del; Rodrigues, Paulo M. M.; … - In: Econometric theory 34 (2018) 2, pp. 447-476

Persistent link: https://www.econbiz.de/10011950979

A new regression-based tail index estimator

Nicolau, João; Rodrigues, Paulo M. M. - In: The review of economics and statistics 101 (2019) 4, pp. 667-680

Persistent link: https://www.econbiz.de/10012116628

Market integration and the persistence of electricity prices

Pereira, João; Pesquita, Vasco; Rodrigues, Paulo M. M.; … - In: Empirical economics : a journal of the Institute for … 57 (2019) 5, pp. 1495-1514

Persistent link: https://www.econbiz.de/10012215801

A mixed frequency approach to the forecasting of private consumption with ATM/POS data

Duarte, Cláudia; Rodrigues, Paulo M. M.; Rua, António - In: International journal of forecasting 33 (2017) 1, pp. 61-75

Persistent link: https://www.econbiz.de/10011754684

Tests for segmented cointegration : an application to US governments budgets

Martins, Luís Filipe; Rodrigues, Paulo M. M. - In: Empirical economics : a quarterly journal of the … 63 (2022) 2, pp. 567-600

Persistent link: https://www.econbiz.de/10013440317