José Machado é membro do Quadro Editorial de Economia Empírica e do Revista de Economia Portuguesa, tendo publicado a sua investigação científica numa série de revistas de topo na sua área, particularmente: Journal of the American Statistical Society; Journal of Econometrics; Journal of Applied Econometrics; Econometric Theory; European Economic Review; Empirical Economics; Economic Letters and Oxford Bulletin of Economics and Statistics. A sua obra de maior influência é ""? Counterfactual Decomposition of Changes in Wage Distributions using Quantile Regression""?; (em conjunto com José Mata), publicado no Journal of Applied Econometrics 20, 2005.

Ensinou Econometria, Estatística e Macroeconomia.

Foi consultor do Banco de Portugal entre 1992 e 2015.

José Machado é atualmente Vice-Reitor da Universidade Nova de Lisboa e foi Diretor da Nova School of Business and Economics, de 2005 a 2015 e da Angola Business School (Luanda-Angola) de 2010 a 2015.

1994 - "Agregação" (Habilitação) em Estatística e Econometria, Universidade NOVA de Lisboa

1989 - Doutoramento em Economia, Universidade de Illinois em Urbana-Champaign, E.U.A.

1980 - Licenciatura em Economia, Universidade Técnica de Lisboa

• Machado, José A.F., Santos Silva, J. M.C. (2019). Quantiles via moments. Journal of Econometrics, 213 (1), 145-173.
• Machado, José A.F., Santos Silva, J. M.C., Wei, Kehai (2016). Quantiles, corners, and the extensive margin of trade. European Economic Review, 89, 73-84.
• Addison, John T., Machado, José A. F., Portugal, Pedro (2013). The reservation wage unemployment duration nexus. Oxford Bulletin of Economics and Statistics, 75 (6), 980-987.
• Machado, José A F, Silva, J. M C Santos (2006). A note on identification with averaged data. Econometric Theory, 22 (3), 537-541.
• Machado, J. A. F., Parente, Paulo (2005). Bootstrap estimation of covariance matrices via the percentile method. Econometrics Journal, 8 (1), 70-78.
• Machado, José A. F., Mata, José (2005). Counterfactual decomposition of changes in wage distributions using quantile regression. Journal Of Applied Econometrics, 20 (4), 445-465.
• Machado, José A. F., Santos Silva, J. M.C. (2005). Quantiles for counts. Journal of the American Statistical Association, 100 (472), 1226-1237.
• Martins, Fernando, Machado, José A. F., Esteves, Paulo Soares (2004). Modelling Taylor rule uncertainty: an application to the euro area. Economic Modelling, 21 (3), 561-572.
• Machado, José A. F., Mata, José (2001). Earning functions in Portugal 1982-1994: evidence from quantile regressions. Empirical Economics, 26 (1), 115-134.
• Machado, José A. F., Mata, José (2000). Box-cox quantile regression and the distribution of firm sizes. Journal Of Applied Econometrics, 15 (3), 253-274.
• Machado, José A. F., Santos Silva, J. M.C. (2000). Glejser’s test revisited. Journal of Econometrics, 97 (1), 189-202.
• Koenker, Roger, Machado, José A. F. (1999). GMM inference when the number of moment conditions is large. Journal of Econometrics, 93 (2), 327-344.
• Koenker, Roger, Machado, José A. F. (1999). Goodness of fit and related inference processes for quantile regression. Journal of the American Statistical Association, 94 (448), 1296-1310.
• Koenker, Roger, Machado, José A. F. (1998). The Falstaff estimator. Economics Letters, 61 (1), 23-28.
• Machado, José A. F., McCrorie, J. Roderick, Penzer, Jeremy (1998). Estimation of Time-Series Regressions with Autoregressive Disturbances and Missing Observations. Econometric Theory, 14 (5), 689-691.
• Dias, Francisco C., Machado, José A. F., Pinheiro, Maximiano R. (1996). Structural VAR estimation with exogeneity restrictions. Oxford Bulletin of Economics and Statistics, 58 (1), 417-422.
• Mata, José, Machado, José A. F. (1996). Firm start-up size: a conditional quantile approach. European Economic Review, 40 (6), 1305-1323.
• Koenker, Roger, Machado, José A. F., Skeels, Christopher L., Welsh, Alan H. (1994). Momentary lapses: moment expansions and the robustness of minimum distance estimation. Econometric Theory, 10 (1), 172-197.
• Koenker, Roger, Machado, José A. F., Skeels, Christopher L., Welsh, A. H. (1993). Amemiya's form of the weighted least squares estimator. Australian Journal of Statistics, 35 (2), 155-174.
• Machado, José A. F. (1993). Robust model selection and M-estimation. Econometric Theory, 9 (3), 478-493.

• Machado, José a. f., Portugal, Pedro (2002). Exploring Transition Data through Quantile Regression Methods: An Application to U.S. Unemployment Duration. Statistical Data Analysis Based on the L1-Norm and Related Methods. Dodge, Yadolah (Eds.), Birkhäuser Basel, Chapter 7. 77-94.
• Bera, Anil k., Machado, José a.f. (1992). Estimation of Systematic Risk Using Bayesian Analysis with Hierarchical and Non-Normal Priors* *We would like to thank Bill Griffiths for numerous suggestions which improved the paper. Thanks are also due to an anonymous referee, Paul Newbold, Sidhartha Chib and Kim Sawyer for helpful comments and Pin Ng for drawing the figures. Earlier versions of this paper were presented at a Bayesian Conference in Econometrics and the Sixth World Congress of the Econometric Society. Responsibility for any errors and omissions is naturally solely ours. Financial support from the Bureau of Economic and Business Research and the Research Board of the University of Illinois is gratefully acknowledged.. Contributions to Economic Analysis. Elsevier, 143-157.