Carlos Santos
Personal Details
First Name: | Carlos |
Middle Name: | |
Last Name: | Santos |
Suffix: | |
RePEc Short-ID: | psa248 |
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Affiliation
(60%) Centre for Business and Economics Research (CeBER)
Faculdade de Economia
Universidade do Coimbra
Coimbra, Portugalhttp://www.uc.pt/go/ceber
RePEc:edi:cebucpt (more details at EDIRC)
(40%) Unidade de Investigação em Ciências Empresariais e Sustentabilidade (UNICES)
Instituto Universitário da Maia
Maia, Portugalhttp://unices.ismai.pt/
RePEc:edi:unmaipt (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Carlos Santos, 2011.
"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)
02, Católica Porto Business School, Universidade Católica Portuguesa.
- Santos, Carlos, 2011. "The euro sovereign debt crisis, determinants of default probabilities and implied ratings in the CDS market: an econometric analysis," MPRA Paper 31341, University Library of Munich, Germany.
- David Hendry & Carlos Santos, 2010. "An Automatic Test of Super Exogeneity," Economics Series Working Papers 476, University of Oxford, Department of Economics.
- Maria Teresa Mota & Mariana Alves da Cunha & Carlos Santos, 2008. "Looking for a break in Spanish Inflation Data in the early eighties and assessing persistence," Working Papers de Economia (Economics Working Papers) 022008, Católica Porto Business School, Universidade Católica Portuguesa.
- Carlos Santos, 2008. "Selection on the basis of prior testing," Working Papers de Economia (Economics Working Papers) 062008, Católica Porto Business School, Universidade Católica Portuguesa.
- João Coelho & Carlos Santos, 2008. "The Budgeting of Portuguese Public Museums: a dynamic panel data analysis," Working Papers de Economia (Economics Working Papers) 032008, Católica Porto Business School, Universidade Católica Portuguesa.
- Carlos Santos, 2008. "A note on the Monte Carlo assessment of Impulse Saturation with fat tailed distribution," Working Papers de Economia (Economics Working Papers) 052008, Católica Porto Business School, Universidade Católica Portuguesa.
- David Hendry & Carlos Santos, 2007. "AUTOMATIC TESTS for SUPER EXOGENEITY," Working Papers de Economia (Economics Working Papers) 11, Católica Porto Business School, Universidade Católica Portuguesa.
- Carlos Santos, 2007. "Discriminating mean and variance shifts," Working Papers de Economia (Economics Working Papers) 14, Católica Porto Business School, Universidade Católica Portuguesa.
- Carlos Santos & Maria Alberta Oliveira, 2007.
"Assessing French Inflation Persistence with Impulse Saturation Break Tests and Automatic General-to-Specific Modelling,"
Working Papers de Economia (Economics Working Papers)
10, Católica Porto Business School, Universidade Católica Portuguesa.
- Carlos Santos & Maria Alberta Oliveira, 2010. "Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling," Applied Economics, Taylor & Francis Journals, vol. 42(12), pages 1577-1589.
- David F. Hendry & Søren Johansen & Carlos Santos, 2007.
"Selecting a Regression Saturated by Indicators,"
Discussion Papers
07-26, University of Copenhagen. Department of Economics.
- Søren Johansen & David F. Hendry & Carlos Santos, 2007. "Selecting a Regression Saturated by Indicators," CREATES Research Papers 2007-36, Department of Economics and Business Economics, Aarhus University.
- David F. Hendry & Carlos Santos, 2004.
"Regression Models with Data-based Indicator Variables,"
Economics Papers
2004-W04, Economics Group, Nuffield College, University of Oxford.
- David F. Hendry & Carlos Santos, 2005. "Regression Models with Data‐based Indicator Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(5), pages 571-595, October.
- David F. Hendry & Carlos Santos, 2004. "Regression Models with Data-based Indicator Variables," Economics Papers 2004-W13, Economics Group, Nuffield College, University of Oxford.
Articles
- Carlos Santos & Maria Alberta Oliveira, 2010.
"Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling,"
Applied Economics, Taylor & Francis Journals, vol. 42(12), pages 1577-1589.
- Carlos Santos & Maria Alberta Oliveira, 2007. "Assessing French Inflation Persistence with Impulse Saturation Break Tests and Automatic General-to-Specific Modelling," Working Papers de Economia (Economics Working Papers) 10, Católica Porto Business School, Universidade Católica Portuguesa.
- Maria Alberta Oliveira & Carlos Santos, 2010. "Looking for a change point in French monetary policy in the early eighties," Applied Economics Letters, Taylor & Francis Journals, vol. 17(4), pages 387-392.
- Santos, Carlos, 2008. "Impulse saturation break tests," Economics Letters, Elsevier, vol. 98(2), pages 136-143, February.
- Carlos Santos & David Hendry & Soren Johansen, 2008.
"Automatic selection of indicators in a fully saturated regression,"
Computational Statistics, Springer, vol. 23(2), pages 317-335, April.
- David Hendry & Søren Johansen & Carlos Santos, 2008. "Automatic selection of indicators in a fully saturated regression," Computational Statistics, Springer, vol. 23(2), pages 337-339, April.
- Carlos Santos, 2007. "A pitfall in joint stationarity, weak exogeneity and autoregressive distributed lag models," Economics Bulletin, AccessEcon, vol. 3(53), pages 1-5.
- SANTOS, Carlos & OLIVEIRA, Maria Alberta, 2007. "Modelling The German Yield Curve And Testing The Lucas Critique, 1975-2001," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 7(1).
- Carlos Santos & David Hendry, 2006. "Saturation in Autoregressive Models," Notas Económicas, Faculty of Economics, University of Coimbra, issue 24, pages 8-19, December.
- Maria Alberta Oliveira & Carlos Santos, 2005. "Assessing school efficiency in Portugal using FDH and bootstrapping," Applied Economics, Taylor & Francis Journals, vol. 37(8), pages 957-968.
- David F. Hendry & Carlos Santos, 2005.
"Regression Models with Data‐based Indicator Variables,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(5), pages 571-595, October.
- David F. Hendry & Carlos Santos, 2004. "Regression Models with Data-based Indicator Variables," Economics Papers 2004-W13, Economics Group, Nuffield College, University of Oxford.
- David F. Hendry & Carlos Santos, 2004. "Regression Models with Data-based Indicator Variables," Economics Papers 2004-W04, Economics Group, Nuffield College, University of Oxford.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
Featured entries
This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (7) 2004-03-03 2004-07-17 2007-06-23 2007-10-06 2007-11-17 2008-09-13 2008-09-20. Author is listed
- NEP-CBA: Central Banking (2) 2007-06-23 2008-03-01
- NEP-ETS: Econometric Time Series (2) 2007-06-23 2007-10-06
- NEP-MAC: Macroeconomics (2) 2007-06-23 2008-03-01
- NEP-CMP: Computational Economics (1) 2007-06-23
- NEP-CUL: Cultural Economics (1) 2008-05-24
- NEP-EEC: European Economics (1) 2011-06-18
- NEP-LAB: Labour Economics (1) 2008-05-24
- NEP-MON: Monetary Economics (1) 2008-03-01
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