Paulo M.M. Rodrigues - Central Bank Research Hub

Papers by year: All | 2016 | 2015 | 2014 | 2011 | 2010 | 2009

Title Other author(s)

Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns

Bank of Portugal Working papers [View] (Paper: 646, 13.10.2016)

JEL: C12, C22, C52, C53

Market integration and the persistence of electricity prices

Bank of Portugal Working papers [View] (Paper: 919, 16.03.2016)

A New Regression-Based Tail Index Estimator: An Application to Exchange Rates

Bank of Portugal Working papers [View] (Paper: 902, 22.05.2015)

JEL: C58

Persistence in the Banking Industry: Fractional integration and breaks in memory

Bank of Portugal Working papers [View] (Paper: 201406, 03.05.2014)

JEL: C22, G21, G32

Determinants of the EONIA spread and the financial crisis

Bank of Portugal Working papers [View] (Paper: 201112, 03.05.2011)

Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates

Bank of Portugal Working papers [View] (Paper: 201030, 11.01.2011)

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

Bank of Portugal Working papers [View] (Paper: 201011, 23.06.2010)

JEL: C12, C15, C52

Calendar Effects in Daily ATM Withdrawals

Bank of Portugal Working papers [View] (Paper: 201012, 15.06.2010)

JEL: C32, C51

A Multiple Criteria Framework to Evaluate Bank Branch Potential Attractiveness

Bank of Portugal Working papers [View] (Paper: 201010, 15.06.2010)

JEL: C44, G21, L25, M10

Adding Value to Bank Branch Performance Evaluation Using Cognitive Maps and MCDA: A Case Study

Bank of Portugal Working papers [View] (Paper: 200923, 14.10.2009)

JEL: C44, G21, L25, M10

The Flexible Fourier Form and Local GLS De-trended Unit Root Tests

Bank of Portugal Working papers [View] (Paper: 200919, 11.09.2009)

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

Bank of Portugal Working papers [View] (Paper: 200920, 11.09.2009)

Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration

Bank of Portugal Working papers [View] (Paper: 200902, 22.01.2009)

JEL: C20, C22

Papers by year: All | 2016 | 2015 | 2014 | 2011 | 2010 | 2009