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Details about Carlos Santos

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Workplace:Unidade de Investigação em Ciências Empresariais e Sustentabilidade (UNICES) (Research Unit for Management and Sustainability), Instituto Universitário da Maia (Maia University Institute), (more information at EDIRC)

Access statistics for papers by Carlos Santos.

Last updated 2017-02-26. Update your information in the RePEc Author Service.

Short-id: psa248


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Working Papers

2011

  1. The Euro Sovereign Debt Crisis, Determinants of Default Probabilities and Implied Ratings in the CDS Market: An Econometric Analysis
    Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2011) Downloads

    See also Journal Article in Journal of Advanced Studies in Finance (2011)

2010

  1. An Automatic Test of Super Exogeneity
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads View citations (49)

2008

  1. A note on the Monte Carlo assessment of Impulse Saturation with fat tailed distribution
    Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa Downloads
  2. Looking for a break in Spanish Inflation Data in the early eighties and assessing persistence
    Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa Downloads
  3. Selection on the basis of prior testing
    Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa Downloads
  4. The Budgeting of Portuguese Public Museums: a dynamic panel data analysis
    Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa Downloads

2007

  1. AUTOMATIC TESTS for SUPER EXOGENEITY
    Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa Downloads View citations (6)
  2. Assessing French Inflation Persistence with Impulse Saturation Break Tests and Automatic General-to-Specific Modelling
    Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa Downloads View citations (1)
    See also Journal Article in Applied Economics (2010)
  3. Discriminating mean and variance shifts
    Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa Downloads View citations (1)
  4. Selecting a Regression Saturated by Indicators
    Discussion Papers, University of Copenhagen. Department of Economics Downloads
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2007) Downloads View citations (2)

2004

  1. Regression Models with Data-based Indicator Variables
    Economics Papers, Economics Group, Nuffield College, University of Oxford Downloads View citations (18)
    Also in Economics Papers, Economics Group, Nuffield College, University of Oxford (2004) Downloads

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2005)

Journal Articles

2011

  1. THE EURO SOVEREIGN DEBT CRISIS, DETERMINANTS OF DEFAULT PROBABILITIES AND IMPLIED RATINGS IN THE CDS MARKET: AN ECONOMETRIC ANALYSIS
    Journal of Advanced Studies in Finance, 2011, II, (1), 53-61 Downloads
    See also Working Paper (2011)

2010

  1. Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling
    Applied Economics, 2010, 42, (12), 1577-1589 Downloads View citations (5)
    See also Working Paper (2007)
  2. Looking for a change point in French monetary policy in the early eighties
    Applied Economics Letters, 2010, 17, (4), 387-392 Downloads View citations (4)

2008

  1. Automatic selection of indicators in a fully saturated regression
    Computational Statistics, 2008, 23, (2), 337-339 Downloads View citations (99)
    Also in Computational Statistics, 2008, 23, (2), 317-335 (2008) Downloads View citations (112)
  2. Impulse saturation break tests
    Economics Letters, 2008, 98, (2), 136-143 Downloads View citations (13)

2007

  1. A pitfall in joint stationarity, weak exogeneity and autoregressive distributed lag models
    Economics Bulletin, 2007, 3, (53), 1-5 Downloads
  2. MODELLING THE GERMAN YIELD CURVE AND TESTING THE LUCAS CRITIQUE, 1975-2001
    Applied Econometrics and International Development, 2007, 7, (1) Downloads View citations (1)

2006

  1. Saturation in Autoregressive Models
    Notas Económicas, 2006, (24), 8-19 Downloads View citations (5)

2005

  1. Assessing school efficiency in Portugal using FDH and bootstrapping
    Applied Economics, 2005, 37, (8), 957-968 Downloads View citations (15)
  2. Regression Models with Data-based Indicator Variables
    Oxford Bulletin of Economics and Statistics, 2005, 67, (5), 571-595 Downloads View citations (15)
    See also Working Paper (2004)
 
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