Details about Carlos Santos

Access statistics for papers by Carlos Santos.

Last updated 2022-02-11. 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), Católica Porto Business School, Universidade Católica Portuguesa
   Also in MPRA Paper, University Library of Munich, Germany (2011)

2010

2. An Automatic Test of Super Exogeneity
   Economics Series Working Papers, University of Oxford, Department of Economics View citations (81)

2008

3. 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
4. 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
5. Selection on the basis of prior testing
   Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa
6. 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

2007

7. AUTOMATIC TESTS for SUPER EXOGENEITY
   Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa View citations (7)
8. 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 View citations (5)
   See also Journal Article Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling, Applied Economics, Taylor & Francis Journals (2010) View citations (6) (2010)
9. Discriminating mean and variance shifts
   Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa View citations (1)
10. Selecting a Regression Saturated by Indicators
    Discussion Papers, University of Copenhagen. Department of Economics
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2007) View citations (2)

2004

11. Regression Models with Data-based Indicator Variables
    Economics Papers, Economics Group, Nuffield College, University of Oxford View citations (18)
    Also in Economics Papers, Economics Group, Nuffield College, University of Oxford (2004)
    See also Journal Article Regression Models with Data‐based Indicator Variables, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2005) View citations (20) (2005)

Journal Articles

2010

1. Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling
   Applied Economics, 2010, 42, (12), 1577-1589 View citations (6)
   See also Working Paper Assessing French Inflation Persistence with Impulse Saturation Break Tests and Automatic General-to-Specific Modelling, Working Papers de Economia (Economics Working Papers) (2007) View citations (5) (2007)
2. Looking for a change point in French monetary policy in the early eighties
   Applied Economics Letters, 2010, 17, (4), 387-392 View citations (4)

2008

3. Automatic selection of indicators in a fully saturated regression
   Computational Statistics, 2008, 23, (2), 337-339 View citations (202)
   Also in Computational Statistics, 2008, 23, (2), 317-335 (2008) View citations (209)
4. Impulse saturation break tests
   Economics Letters, 2008, 98, (2), 136-143 View citations (15)

2007

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

2006

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

2005

8. Assessing school efficiency in Portugal using FDH and bootstrapping
   Applied Economics, 2005, 37, (8), 957-968 View citations (29)
9. Regression Models with Data‐based Indicator Variables
   Oxford Bulletin of Economics and Statistics, 2005, 67, (5), 571-595 View citations (20)
   See also Working Paper Regression Models with Data-based Indicator Variables, Economics Papers (2004) View citations (18) (2004)