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Paulo Rodrigues
Paulo Rodrigues
Professor Catedrático Convidado
Economia
Web site
Ciência ID: 971D-0B18-AD8A
ORCID ID: 0000-0002-6469-4959

Paulo M. M. Rodrigues é um economista investigador sénior no Departamento de Economia e Investigação do Banco de Portugal e Professor de Econometria na Nova Escola de Negócios e Economia. Antes de se mudar para Lisboa em 2008 foi Professor Associado na Faculdade de Economia da Universidade do Algarve, onde ocupou vários cargos académicos, incluindo o de vice-reitor e reitor da Faculdade. Os seus interesses de investigação incluem a econometria temporal, a econometria financeira e a macroeconometria empírica e financeira. Publicou vários artigos revistos por pares em várias revistas científicas de renome internacional, incluindo Journal of Econometrics, Econometric Theory, Journal of Financial Econometrics, Econometrics Reviews, International Journal of Forecasting e Oxford Bulletin of Economics and Statistics. Também faz parte do conselho editorial de várias revistas científicas.

2015 - Agregação - Universidade do Algarve

1998 - Doutoramento em Econometria - Universidade de Manchester

1995 - Mestrado em Economia e Econometria - Universidade de Manchester

1993 - Licenciatura em Gestão de Empresas - Universidade do Algarve

Série temporal econométrica, econométrica financeira e macroeconómica e financeira empírica. 

  • Zsurkis, Gabriel, Nicolau, João, Rodrigues, Paulo M.M. (2024). First passage times in portfolio optimization: A novel nonparametric approach. European Journal of Operational Research, 312 (3), 1074-1085.
  • Caires, Filipe B., Reis, Hugo, Rodrigues, Paulo Manuel Marques (2023). Survival of the fittest: Tourism exposure and firm survival. Applied Economics, 55 (60), 7150-7177.
  • Carneiro, Anabela, Portugal, Pedro, Raposo, Pedro, Rodrigues, Paulo M.M. (2023). The persistence of wages. Journal of Econometrics, 233 (2), 596-611.
  • Demetrescu, Matei, Georgiev, Iliyan, Rodrigues, Paulo M.M., Taylor, A. M.Robert (2023). Extensions to IVX methods of inference for return predictability. Journal of Econometrics, 237 (2).
  • Demetrescu, Matei, Rodrigues, Paulo M.M., Taylor, A. M.Robert (2023). Transformed regression-based long-horizon predictability tests. Journal of Econometrics, 237 (2).
  • Nicolau, João, Raposo, Pedro, Rodrigues, Paulo M.M. (2023). Measuring wage inequality under right censoring. Economic Inquiry, 61 (2), 377-401.
  • Nicolau, João, Rodrigues, Paulo M.M., Stoykov, Marian Z. (2023). Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics. Journal of Econometrics, 235 (2), 2266-2284.
  • Demetrescu, Matei, Rodrigues, Paulo M.M. (2022). Residual-augmented IVX predictive regression. Journal of Econometrics, 227 (2), 429-460.
  • Demetrescu, Matei, Georgiev, Iliyan, Rodrigues, Paulo M.M., Taylor, A. M.Robert (2022). Testing for episodic predictability in stock returns. Journal of Econometrics, 227 (1), 85-113.
  • Hill, Robert A., Rodrigues, Paulo M.M. (2022). Forgetting approaches to improve forecasting. Journal Of Forecasting, 41 (7), 1356-1371.
  • Martins, Luis F., Rodrigues, Paulo M.M. (2022). Tests for segmented cointegration: An application to US governments budgets. Empirical Economics, 63 (2), 567-600.
  • Balboa, Marina, Rodrigues, Paulo M. M., Rubia, Antonio, Taylor, A. M Robert (2021). Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume. Journal Of Applied Econometrics, 36 (5), 544 - 565.
  • Cruz, João, Nicolau, João, Rodrigues, Paulo (2021). Structural changes in the duration of bull markets and business cycle dynamics. Asia-Pacific Financial Markets, 28 (3), 333-352.
  • Zsurkis, Gabriel, Nicolau, João, Rodrigues, Paulo (2021). A re-examination of inflation persistence dynamics in OECD countries: a new approach*. Oxford Bulletin of Economics and Statistics, 83 (4), 935-959.
  • Zsurkis, Gabriel, Nicolau, João, Rodrigues, Paulo M.M. (2021). The expected time to cross a threshold and its determinants: a simple and flexible framework. Journal of Economic Dynamics and Control, 122.
  • Barrio Castro, Tomás del, Rodrigues, Paulo M.M., Robert Taylor, A. M. (2019). Temporal aggregation of seasonally near-integrated processes. Journal Of Time Series Analysis, 40 (6), 872-886.
  • Nicolau, João, Rodrigues, Paulo M. M. (2019). A new regression-based tail index estimator. Review of Economics and Statistics, 101 (4), 667-680.
  • Pereira, João Pedro, Pesquita, Vasco, Rodrigues, Paulo M.M., Rua, António (2019). Market integration and the persistence of electricity prices. Empirical Economics, 57 (5), 1495-1514.
  • Andraz, Jorge M. L. G., Guerreiro, Raúl F.C., Rodrigues, Paulo M.M. (2018). Persistence of travel and leisure sector equity indices. Empirical Economics, 54 (4), 1801-1825.
  • Antunes, António, Bonfim, Diana, Monteiro, Nuno, Rodrigues, Paulo M.M. (2018). Forecasting banking crises with dynamic panel probit models. International Journal of Forecasting, 34 (2), 249-275.
  • Del Barrio Castro, Tomás, Rodrigues, Paulo M.M., Taylor, A. M Robert (2018). Semi-parametric seasonal unit root tests. Econometric Theory, 34 (2), 447-476.
  • Duarte, Cláudia, Rodrigues, Paulo M M, Rua, António (2017). A mixed frequency approach to the forecasting of private consumption with ATM/POS data. International Journal of Forecasting, 33 (1), 61-75.
  • Georgiev, Iliyan, Rodrigues, Paulo M M, Robert Taylor, A. M. (2017). Unit root tests and heavy-tailed innovations. Journal Of Time Series Analysis, 38 (5), 733-768.
  • Romão, João, Guerreiro, João, Rodrigues, Paulo M.M. (2017). Territory and sustainable tourism development: a space-time analysis on european regions. Region, 4 (3), 1-17.
  • Andraz, Jorge M., Rodrigues, Paulo M.M. (2016). Monitoring tourism flows and destination management: empirical evidence for Portugal. Tourism Management, 56, 1-7.
  • Hassler, Uwe, Rodrigues, Paulo M M, Rubia, Antonio (2016). Quantile regression for long memory testing: A case of realized volatility. Journal of Financial Econometrics, 14 (4), 693-724.
  • Romão, João, Guerreiro, João, Rodrigues, Paulo M.M. (2016). Tourism growth and regional resilience: the 'beach disease' and the consequences of the global crisis of 2007. Tourism Economics, 22 (4), 699-714.
  • Del Barrio Castro, Tomás, Rodrigues, Paulo M M, Taylor, A. M Robert (2015). On the behaviour of Phillips-Perron tests in the presence of persistent cycles. Oxford Bulletin of Economics and Statistics, 77 (4), 495-511.
  • Ramos, Célia M. Q., Rodrigues, Paulo M. M., Rodrigues, João M. F. (2015). Opportunities, emerging features, and trends in electronic distribution in tourism. International Journal of Information Systems and Social Change, 6 (4), 17-32.
  • Rodrigues, Paulo M. M., Salish, Nazarii (2015). Modeling and forecasting interval time series with threshold models. Advances in data analysis and classification, 9 (1), 41-57.
  • Serra, Jaime, Correia, Antónia, Rodrigues, Paulo M M (2015). Tourist spending dynamics in the Algarve: A cross-sectional analysis. Tourism Economics, 21 (3), 475-500.
  • Ferreira, Fernando A. F., Santos, Sergio P., Rodrigues, Paulo M. M., Spahr, Ronald W. (2014). Evaluating retail banking service quality and convenience with MCDA techniques: a case study at the bank branch level. Journal of Business Economics and Management, 15 (1), 1-21.
  • Ferreira, Fernando A.F., Santos, Sérgio P., Rodrigues, Paulo M.M., Spahr, Ronald W. (2014). How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example. Journal of Business Economics and Management, 15 (4), 708-728.
  • Hassler, Uwe, Rodrigues, Paulo M. M., Rubia, Antonio (2014). Persistence in the banking industry: Fractional integration and breaks in memory. Journal Of Empirical Finance, 29 (SI), 95-112.
  • Martins, Luis F., Rodrigues, Paulo M. M. (2014). Testing for persistence change in fractionally integrated models: An application to world inflation rates. Computational Statistics & Data Analysis, 76, 502-522.
  • Serra, Jaime, Correia, Antonia, Rodrigues, Paulo M. M. (2014). A comparative analysis of tourism destination demand in Portugal. Journal of destination marketing & management, 2 (4), 221-227.
  • Sobreira, Nuno, Nunes, Luís Catela, Rodrigues, Paulo M M (2014). Characterizing economic growth paths based on new structural change tests. Economic Inquiry, 52 (2), 845-861.
  • Del Barrio Castro, Tomás, Rodrigues, Paulo M.M., Taylor, A. M.Robert (2013). The impact of persistent cycles on zero frequency unit root tests. Econometric Theory, 29 (6), 1289-1313.
  • Ramos, Celia M. Q., Rodrigues, Paulo M. M. (2013). Research note: The importance of online tourism demand. Tourism Economics, 19 (6), 1443-1447.
  • Rodrigues, Paulo, Rubia, Antonio, Valle e Azevedo, João (2013). Finite sample performance of frequency and time domain tests for seasonal fractional integration. Journal of Statistical Computation and Simulation, 83 (7), 1373-1384.
  • Rodrigues, Paulo M. M. (2013). Recursive adjustment, unit root tests and structural breaks. Journal Of Time Series Analysis, 34 (1), 62-82.
  • Soares, Carla, Rodrigues, Paulo M. M. (2013). Determinants of the EONIA spread and the financial crisis. Manchester School, 81, 82-110.
  • Daniel, Ana C. M., Rodrigues, Paulo M. M. (2012). Assessing the impact of shocks on international tourism demand for Portugal. Tourism Economics, 18 (3), 617-634.
  • Ferreira, Fernando A. F., Spahr, Ronald W., Santos, Sergio P., Rodrigues, Paulo M. M. (2012). A multiple criteria framework to evaluate bank branch potential attractiveness. International journal of strategic property management, 16 (3), 254-276.
  • Pinto, R.M., Dias, A.A., Levita, G., Rodrigues, P., Barros, M.T., Dyke, J.M., Costa, M.L. (2012). Pyrolysis of 3-azidopropionitrile studied by UV photoelectron and matrix-isolation IR spectroscopies: Formation of ketenimine H 2CCNH. Journal Of Molecular Structure.
  • Rodrigues, Paulo M. M., Taylor, A. M. Robert (2012). The flexible Fourier Form and local generalised least squares de-trended unit root tests. Oxford Bulletin of Economics and Statistics, 74 (5), 736-759.
  • Almeida, Ana Paula, Girão, Luis Miguel, Gehlhaar, Rolf, Rodrigues, Helena, Rodrigues, Paulo Maria, Neto, Paulo, Mónica, Maria (2011). Sound=Space Opera: Choreographing life within an interactive musical environment. International Journal on Disability and Human Development, 10 (1), 49-53.
  • Ferreira, F. A. F., Santos, S. P., Rodrigues, P. M. M. (2011). Adding value to bank branch performance evaluation using cognitive maps and MCDA: a case study. Journal of the Operational Research Society, 62 (7), 1320-1333.
  • Ferreira, F. A.F., Santos, S. P., Rodrigues, P. M.M. (2011). Adding value to bank branch performance evaluation using cognitive maps and MCDA: A case study. Development and Learning in Organizations: An International Journal, 25 (6), 215-218.
  • Nunes, Luis C., Rodrigues, Paulo M.M. (2011). On LM-type tests for seasonal unit roots in the presence of a break in trend. Journal Of Time Series Analysis, 32 (2), 108-134.
  • Nunes, Tiago M. T., Rodrigues, Paulo M. M. (2011). Threshold effects in credit risk and stress scenarios. International journal of finance & economics, 16 (4), 393-407.
  • Rodrigues, Paulo M. M., Rubia, Antonio (2011). The effects of additive outliers and measurement errors when testing for structural breaks in variance. Oxford Bulletin of Economics and Statistics, 73 (4), 449-468.
  • Ferreira, Fernando A F, Santos, Sérgio P., Rodrigues, Paulo M M (2011). From traditional operational research to multiple criteria decision analysis: Basic ideas on an evolving field. Problems & Perspectives In Management, 9 (3), 114-121.
  • Andraz, Jorge L. M., Rodrigues, Paulo M. M. (2010). Events that marked tourism in Portugal. Applied Economics Letters, 17 (8), 761-766.
  • Andraz, Jorge M.L.G., Rodrigues, Paulo M.M. (2010). Persistence change in tourism data. Tourism Economics, 16 (2), 303-319.
  • Andraz, Jorge M., Rodrigues, Paulo M M (2010). What causes economic growth in Portugal: exports or inward FDI?. Journal of Economic Studies, 37 (3), 267-287.
  • Pinto, Hugo, Rodrigues, Paulo M. M. (2010). Knowledge Production in European Regions: The Impact of Regional Strategies and Regionalization on Innovation. European Planning Studies, 18 (10), 1731-1748.
  • Silva, Joao Albino, Rodrigues, Paulo M. M., Mendes, Julio, Pereira, Luis N. (2010). A Tourism Research Agenda for Portugal. International journal of tourism research, 12 (1), 90-101.
  • Andraz, Jorge L.M., Gouveia, Pedro M.D.C.B., Rodrigues, Paulo M.M. (2009). Modelling and forecasting the UK tourism growth cycle in Algarve. Tourism Economics, 15 (2), 323-338.
  • Hassler, Uwe, Rodrigues, Paulo M. M., Rubia, Antonio (2009). Testing for general fractional integration in the time domain. Econometric Theory, 25 (6), 1793-1828.
  • Rodrigues, Paulo M. M., Rubia, Antonio (2008). A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity. Statistical Papers, 49 (3), 581-593.
  • Rodrigues, Paulo M. M., Taylor, A. M. Robert (2007). Efficient tests of the seasonal unit root hypothesis. Journal of Econometrics, 141 (2), 548-573.
  • Rodrigues, Paulo M. M., Rubia, Antonio (2007). Testing for causality in variance under nonstationarity in variance. Economics Letters, 97 (2), 133-137.
  • Rodrigues, PMM (2006). Properties of recursive trend-adjusted unit root tests. Economics Letters, 91 (3), 413-419.
  • Gouveia, Pedro M.D.C.B., Rodrigues, Paulo M.M. (2005). Dating and synchronizing tourism growth cycles. Tourism Economics, 11 (4), 501-515.
  • Rodrigues, PMM, Franses, PH (2005). A sequential approach to testing seasonal unit roots in high frequency data. Journal of Applied Statistics, 32 (6), 555-569.
  • Rodrigues, PMM, Rubia, A (2005). The performance of unit root tests under level-dependent heteroskedasticity. Economics Letters, 89 (3), 262-268.
  • Gouveia, PMDCB, Rodrigues, PMM (2004). Threshold cointegration and the PPP hypothesis. Journal of Applied Statistics, 31 (1), 115-127.
  • Hassler, U, Rodrigues, PMM (2004). Seasonal unit root tests under structural breaks. Journal Of Time Series Analysis, 25 (1), 33-53.
  • Rodrigues, PMM, Taylor, AMR (2004). Alternative estimators and unit root tests for seasonal autoregressive processes. Journal of Econometrics, 120 (1), 35-73.
  • Rodrigues, Paulo M.M., Gouveia, Pedro M.D.C.B. (2004). An application of PAR models for tourism forecasting. Tourism Economics, 10 (3), 281-303.
  • Rodrigues, PMM, Taylor, AMR (2004). Asymptotic distributions for regression-based seasonal unit root test statistics in a near-integrated model. Econometric Theory, 20 (4), 645-670.
  • Rodrigues, PMM, Taylor, AMR (2004). On tests for double differencing: Methods of demeaning and detrending and the role of initial values. Econometric Theory, 20 (1), 95-115.
  • Rodrigues, Paulo M.M., Tremayne, Andrew (2003). F versus t tests for unit roots: a comment. Economics Bulletin, 3 (1).
  • Osborn, Denise R., Rodrigues, Paulo M.M. (2002). Asymptotic distributions of seasonal unit root tests: a unifying approach. Econometric Reviews, 21 (2), 221-241.
  • Rodrigues, PMM (2001). Near seasonal integration. Econometric Theory, 17 (1), 70-86.
  • Rodrigues, PMM (2000). A note on the application of the DF test to seasonal data. Statistics & Probability Letters, 47 (2), 171-175.
  • Rodrigues, PMM, Osborn, Denise R. (1999). Performance of seasonal unit root tests for monthly data. Journal of Applied Statistics, 26 (8), 985-1004.
  • Rodrigues, Paulo M. M. (2022). O mercado imobiliário em Portugal. Fundação Francisco Manuel dos Santos.
  • Huget, René, Lourenço, Rita F., Rodrigues, Paulo M. M. (2022). Exuberance and contagion in the Portuguese housing market: A perspective on disaggregate local residential prices. The real estate market in Portugal. : Prices, rents, tourism and accessibility. Rodrigues, Paulo M. M. (Eds.), Fundação Francisco Manuel dos Santos, 27-48.
  • Serra, Jaime, Correia, Antónia, Rodrigues, Paulo M M (2015). Yielding tourists preferences. Advances in Culture, Tourism and Hospitality Research. Vol. 10, 281-292.
  • Serra, Jaime, Correia, Antónia, Rodrigues, Paulo M M (2014). Heterogeneity in tourism motivations: The case of the Algarve. Tourists’ Behaviors and Evaluations. : (Advances in Culture, Tourism and Hospitality Research). Woodside, Arch G., Kozak, Metin (Eds.), Emerald Group Publishing Limited, Vol. 9, 85-95.
  • Ramos, Célia M Q, Rodrigues, Paulo M M (2013). The importance of ICT for tourism demand: A dynamic panel data analysis. Quantitative Methods in Tourism Economics. Physica-Verlag, Vol. 9783790828795, 97-111.
  • Romão, João, Guerreiro, João, Rodrigues, Paulo M.M. (2013). Territorial differentiation, competitiveness and sustainability of tourism. Quantitative Methods in Tourism Economics. Matias, Álvaro (Eds.), Physica-Verlag, Vol. 9783790828795, 271-285.
  • Romão, João, Guerreiro, João, Rodrigues, Paulo M M (2012). Regional tourism development: Competitiveness and sustainability. Knowledge Management in Tourism: Policy and Governance Applications. Vol. 4, 55-75.
  • Ghysels, Eric, Osborn, Denise R., Rodrigues, Paulo M M (2007). Seasonal Nonstationarity and Near-Nonstationarity. A Companion to Theoretical Econometrics. Wiley, 655-677.
  • Ghysels, Eric, Osborn, Denise R., Rodrigues, Paulo M.M. (2006). Forecasting Seasonal Time Series. Handbook of Economic Forecasting. Elliott, G., Granger, C.W.J., Timmermann, Granger (Eds.), Vol. 1, 659-711.
  • Demetrescu, Matei, Hosseinkouchack, Mehdi, Rodrigues, Paulo M. M. (out 2022), Cross-sectional error dependence in panel quantile regressions.
  • Carneiro, Anabela, Portugal, Pedro, Raposo, Pedro, Rodrigues, Paulo M. M. (out 2021), 38 p., (IZA Institute of Labor Economics, n. 14798), The persistence of wages.