Details about Carlos Santos

Access statistics for papers by Carlos Santos.

Last updated 2011-10-28. Update your information in the RePEc Author Service.

Short-id: psa248

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), Faculdade de Economia e Gestão, Universidade Católica Portuguesa (Porto)
   Also in MPRA Paper, University Library of Munich, Germany (2011)
   See also Journal Article in Journal of Advanced Studies in Finance (2011)

2010

2. An Automatic Test of Super Exogeneity
   Economics Series Working Papers, University of Oxford, Department of Economics View citations (15)

2008

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

2007

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

2004

11. Regression Models with Data-based Indicator Variables
    Economics Papers, Economics Group, Nuffield College, University of Oxford
    Also in Economics Papers, Economics Group, Nuffield College, University of Oxford (2004) View citations (14)
    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
   See also Working Paper (2011)

2010

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

2008

4. Automatic selection of indicators in a fully saturated regression
   Computational Statistics, 2008, 23, (2), 317-335 View citations (35)
   Also in Computational Statistics, 2008, 23, (2), 337-339 (2008) View citations (28)
5. Impulse saturation break tests
   Economics Letters, 2008, 98, (2), 136-143 View citations (6)

2007

6. MODELLING THE GERMAN YIELD CURVE AND TESTING THE LUCAS CRITIQUE, 1975-2001
   Applied Econometrics and International Development, 2007, 7, (1) View citations (1)

2006

7. Saturation in Autoregressive Models
   Notas Económicas, 2006, (24), 8-19 View citations (2)

2005

8. Assessing school efficiency in Portugal using FDH and bootstrapping
   Applied Economics, 2005, 37, (8), 957-968 View citations (5)
9. Regression Models with Data-based Indicator Variables
   Oxford Bulletin of Economics and Statistics, 2005, 67, (5), 571-595 View citations (3)
   See also Working Paper (2004)