Research
Published
2021
- The expected time to cross a threshold and its determinants: a simple and flexible framework
G. Zsurkis, João Nicolau, Paulo M. M. Rodrigues
• 2021-01-01 - Tests for segmented cointegration: an application to US governments budgets
L. Martins, Paulo M. M. Rodrigues
Empirical Economics • 2021-01-01 - Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume
Marina Balboa, Paulo M. M. Rodrigues, A. Rubia, A. Taylor
Journal of Applied Econometrics • 2021-01-01 - Correction to: Tests for segmented cointegration: an application to US governments budgets
L. Martins, Paulo M. M. Rodrigues
Empirical Economics • 2021-01-01 - A Re‐Examination of Inflation Persistence Dynamics in OECD Countries: A New Approach*
G. Zsurkis, João Nicolau, Paulo M. M. Rodrigues
• 2021-01-01 - Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics
João Cruz, João Nicolau, Paulo M. M. Rodrigues
• 2021-01-01
2020
- Testing for episodic predictability in stock returns
M. Demetrescu, Iliyan Georgiev, Paulo M. M. Rodrigues, A. Taylor
• 2020-01-01 - Measuring wage inequality under right censoring
João Nicolau, P. Raposo, Paulo M. M. Rodrigues
• 2020-01-01 - Special issue on advanced methods to measure tourism impacts. Editors’ introduction
A. Correia, Paulo M. M. Rodrigues, E. Smeral
Portuguese Economic Journal • 2020-01-01
2019
- A New Regression-Based Tail Index Estimator
João Nicolau, Paulo M. M. Rodrigues
Review of Economics and Statistics • 2019-01-01 - Testing for breaks in the cointegrating relationship: On the stability of government bond markets’ equilibrium
Paulo M. M. Rodrigues, P. Sibbertsen, Michelle Voges
• 2019-01-01 - Temporal Aggregation of Seasonally Near‐Integrated Processes
Tomás Barrio Castro, Paulo M. M. Rodrigues, A. Taylor
Journal of Time Series Analysis • 2019-01-01
2018
- Persistence of travel and leisure sector equity indices
J. L. Andraz, Raul Filipe Guerreiro, Paulo M. M. Rodrigues
• 2018-01-01 - Forecasting Banking Crises with Dynamic Panel Probit Models
António R. Antunes, Diana Bonfim, N. Monteiro, Paulo M. M. Rodrigues
• 2018-01-01 - Market integration and the persistence of electricity prices
J. Pereira, V. Pesquita, Paulo M. M. Rodrigues, Antonio Rúa
Empirical Economics • 2018-01-01 - Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility
Paulo M. M. Rodrigues, M. Demetrescu, A. Rubia
• 2018-01-01
2017
- Market Integration and the Persistence of Electricity Prices
J. Pereira, V. Pesquita, Paulo M. M. Rodrigues, Antonio Rúa
• 2017-01-01 - A Work Project, presented as part of the requirements for the Award of a Master Degree in Finance from the NOVA – School of Business and Economics The Impact of Quantitative Easing on Commercial Banks Evidence from the Euro Area
F. Montez, Paulo M. M. Rodrigues
• 2017-01-01 - Unit Root Tests and Heavy‐Tailed Innovations
Iliyan Georgiev, Paulo M. M. Rodrigues, A. Robert Taylor
• 2017-01-01 - SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS
Tomás del Barrio Castro, Paulo M. M. Rodrigues, A. Robert Taylor
Econometric Theory • 2017-01-01 - Territory and Sustainable Tourism Development: a Space-Time Analysis on European Regions
João Romão, Jo√£o Guerreiro, Paulo M. M. Rodrigues
• 2017-01-01 - House prices in Portugal - what happened since the crisis?
Paulo M. M. Rodrigues, Rita Fradique Lourenço
• 2017-01-01 - A mixed frequency approach to the forecasting of private consumption with ATM/POS data
C. Duarte, Paulo M. M. Rodrigues, Antonio Rúa
• 2017-01-01
2016
- Forecasting Banking Crises with Dynamic Panel Probit Models
António R. Antunes, Diana Bonfim, N. Monteiro, Paulo M. M. Rodrigues
• 2016-01-01
2015
- The effect of hydro and wind generation on the mean and volatility of electricity prices in Spain
J. Pereira, V. Pesquita, Paulo M. M. Rodrigues
2017 14th International Conference on the European Energy Market (EEM) • 2015-01-01