Paulo M.M. Rodrigues

Banco de Portugal

Economist

R. do Ouro, 27

Lisboa, 1100-150

Portugal

SCHOLARLY PAPERS

13

DOWNLOADS

549

SSRN CITATIONS
Rank 23,330

SSRN RANKINGS

Top 23,330

in Total Papers Citations

9

CROSSREF CITATIONS

32

Scholarly Papers (13)

1.

Comparing Different Early Warning Systems: Results from a Horse Race Competition Among Members of the Macro-Prudential Research Network

Number of pages: 27 Posted: 18 Feb 2015
European Central Bank (ECB), Bank of Portugal - Department of Economics, Czech National Bank (CNB), De Nederlandsche Bank, European Central Bank (ECB), Banco de Portugal, London School of Economics & Political Science (LSE), European Central Bank (ECB), Bank for International Settlements, Bank of England, Charles University in Prague, University of Glasgow - Department of Economics, Bank of Finland, Charles University in Prague - CERGE-EI, Bank of Portugal, Oesterreichische Nationalbank (OeNB), European Central Bank (ECB), Czech National Bank (CNB), Banco de Portugal, European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), WHU - Otto Beisheim School of Management, Czech National Bank (Deceased), De Nederlandsche Bank, Czech National Bank (CNB) and Charles University in Prague
Downloads 337 (107,432)
Citation 28

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Early warning systems, financial crisis, Bayesian model averaging

2.

On the Small Sample Properties of Dickey-Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates

Number of pages: 39 Posted: 18 Jul 2004
Paulo M.M. Rodrigues and Antonio Rubia Serrano
Banco de Portugal and University of Alicante, Department of Financial Economics
Downloads 116 (284,078)
Citation 2

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Unit root, interest rates, CKLS model

3.

Forecasting Banking Crises with Dynamic Panel Probit Models

Banco de Portugal Working Papers 2016
Number of pages: 49 Posted: 06 Sep 2016
Antonio Antunes, Diana Bonfim, Nuno Monteiro and Paulo M.M. Rodrigues
Bank of Portugal - Department of Economics, Banco de Portugal, Bank of Portugal and Banco de Portugal
Downloads 72 (383,455)
Citation 2

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banking crisis, binary data, dynamic probit models, early warning models.

4.

Seasonal Unit Root Tests Under Structural Breaks

Number of pages: 21 Posted: 26 Apr 2004
Uwe Hassler and Paulo M.M. Rodrigues
Goethe University Frankfurt - Faculty of Economics and Business Administration and Banco de Portugal
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5.

Market Integration and the Persistence of Electricity Prices

Number of pages: 22 Posted: 19 Jun 2018
João Pedro Pereira, Vasco Pesquita, Paulo M.M. Rodrigues and Antonio Rua
Nova School of Business and Economics, New University of Lisbon - Nova School of Business and Economics, Banco de Portugal and Bank of Portugal - Economic Research Department
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electricity prices, market integration, persistence change, long memory

6.

On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend

Journal of Time Series Analysis, Vol. 32, Issue 2, pp. 108-134, 2010
Number of pages: 27 Posted: 14 Feb 2011
Luis C. Nunes and Paulo M.M. Rodrigues
Universidade Nova de Lisboa - Faculdade de Economia and Banco de Portugal
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Seasonal unit roots, structural change, trend breaks, LM-type unit root tests

7.

Characterizing Economic Growth Paths Based on New Structural Change Tests

Economic Inquiry, Vol. 52, Issue 2, pp. 845-861, 2014
Number of pages: 17 Posted: 26 Feb 2014
Nuno Sobreira, Luis C. Nunes and Paulo M.M. Rodrigues
Technical University of Lisbon (UTL) - Centre for Applied Mathematics and Economics (CEMAPRE), Universidade Nova de Lisboa - Faculdade de Economia and Banco de Portugal
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8.

Recursive Adjustment, Unit Root Tests and Structural Breaks

Journal of Time Series Analysis, Vol. 34, Issue 1, pp. 62-82, 2013
Number of pages: 21 Posted: 23 Dec 2012
Paulo M.M. Rodrigues
Banco de Portugal
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Recursive adjustment, quasi‐differencing, unit root tests, structural breaks

9.

The Effects of Additive Outliers and Measurement Errors When Testing for Structural Breaks in Variance

Oxford Bulletin of Economics and Statistics, Vol. 73, Issue 4, pp. 449-468, 2011
Number of pages: 20 Posted: 22 Jun 2011
Paulo M.M. Rodrigues and Antonio Rubia Serrano
Banco de Portugal and University of Alicante, Department of Financial Economics
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C12, C15, C52

10.

Unit Root Tests and Heavy‐Tailed Innovations

Journal of Time Series Analysis, Vol. 38, Issue 5, pp. 733-768, 2017
Number of pages: 36 Posted: 21 Aug 2017
Iliyan Georgiev, Paulo M.M. Rodrigues and A. M. Robert Taylor
University of Bologna, Banco de Portugal and University of Essex
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Infinite variance, ‐stable distribution, Eicker–White standard errors, asymptotic local power functions

11.

On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles

Oxford Bulletin of Economics and Statistics, Vol. 77, Issue 4, pp. 495-511, 2015
Number of pages: 17 Posted: 06 Jul 2015
Tomás del Barrio Castro, Paulo M.M. Rodrigues and Robert Taylor
University of Barcelona - Department of Econometrics, Banco de Portugal and University of Essex - Essex Business SchoolUniversity of Essex
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12.

Determinants of the EONIA Spread and the Financial Crisis

The Manchester School, Vol. 81, pp. 82-110, 2013
Number of pages: 29 Posted: 31 Oct 2013
Carla Soares and Paulo M.M. Rodrigues
Bank of Portugal and Banco de Portugal
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13.

The Flexible Fourier Form and Local Generalised Least Squares De‐Trended Unit Root Tests

Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 5, pp. 736-759, 2012
Number of pages: 24 Posted: 12 Sep 2012
Paulo M.M. Rodrigues and Robert Taylor
Banco de Portugal and University of Essex - Essex Business SchoolUniversity of Essex
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Citation 2
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