Paulo M.M. Rodrigues

Banco de Portugal

Economist

R. do Ouro, 27

Lisboa, 1100-150

Portugal

  • Banco de Portugal

SCHOLARLY PAPERS

4

DOWNLOADS

722

SSRN CITATIONS
Rank 26,348

SSRN RANKINGS

Top 26,348

in Total Papers Citations

9

CROSSREF CITATIONS

32

Scholarly Papers (4)

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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
Lucia Alessi, Antonio Antunes, Jan Babecký, Simon Baltussen, Markus Behn, Diana Bonfim, Oliver Bush, Oliver Bush, Carsten Detken, Jon Frost, Rodrigo Guimaraes, Tomas Havranek, Mark Joy, Karlo Kauko, Jakub Mateju, Nuno Monteiro, Benjamin Neudorfer, Tuomas A. Peltonen, Marek Rusnak, Paulo M.M. Rodrigues, Willem Schudel, Michael Sigmund, Hanno Stremmel, Katerina Smidkova, Ruben van Tilburg, Borek Vasicek, Diana Zigraiova and Diana Zigraiova
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)Bank of England, 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 PragueEuropean Stability Mechanism
Downloads 460 (108,780)
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 126 (381,484)
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 107 (430,016)
Citation 2

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

4.

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, Nova School of Business and Economics, Banco de Portugal and Bank of Portugal - Economic Research Department
Downloads 29 (803,125)

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electricity prices, market integration, persistence change, long memory