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Personal profile

Personal information

Paulo M. M. Rodrigues is a senior research economist at the Economics and Research Department of the Bank of Portugal and Professor of Econometrics at Nova School of Business and Economics.  Before moving to Lisbon in 2008 he was Associate Professor at the Faculty of Economics of the University of Algarve, where he held several academic positions including vice-dean and dean of Faculty. His research interests include time-series econometrics, financial econometrics and empirical macroeconomics and finance.  He has published a number of peer-reviewed articles in several internationally renowned scientific journals, including Journal of Econometrics, Econometric Theory, Journal of Financial Econometrics, Econometrics Reviews, International Journal of Forecasting and Oxford Bulletin of Economics and Statistics. He also serves on the editorial board of several scientific journals.

Current research interests include: Time-series econometrics, financial econometrics and empirical macroeconomics and finance.

Education/Academic qualification

Management, Bachelor, Universidade do Algarve

Econometrics, Doctorate, University of Manchester

Econometrics, Master, University of Manchester

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Research Output at NOVA 2009 2019

A new regression-based tail index estimator

Nicolau, J. & Rodrigues, P. M. M., 1 Oct 2019, In : Review of Economics and Statistics. 101, 4, p. 667-680

Research output: Contribution to journalArticle

regression
trend
Estimator
Tail index
time

Editors’ note

Costa, L. F. & Rodrigues, P. M. M., 8 Feb 2019, In : Portuguese Economic Journal. 18, 1, p. 1-3

Research output: Contribution to journalEditorial

3 Downloads (Pure)

Market integration and the persistence of electricity prices

Pereira, J. P., Pesquita, V., Rodrigues, P. M. M. & Rua, A., Nov 2019, In : Empirical Economics. 57, 5, p. 1495-1514 20 p.

Research output: Contribution to journalArticle

Open Access
File
Electricity
Persistence
electricity
persistence
market

Temporal aggregation of seasonally near-integrated processes

Barrio Castro, T. D., Rodrigues, P. M. M. & Robert Taylor, A. M., Nov 2019, In : Journal Of Time Series Analysis. 40, 6, p. 872-886

Research output: Contribution to journalArticle

Temporal Aggregation
Integrated Process
Agglomeration
Unit Root
Sampling
2 Citations (Scopus)

Forecasting banking crises with dynamic panel probit models

Antunes, A., Bonfim, D., Monteiro, N. & Rodrigues, P. M. M., 1 Apr 2018, In : International Journal of Forecasting. 34, 2, p. 249-275 27 p.

Research output: Contribution to journalArticle

Early warning
Banking crisis
Probit model
Dynamic panel
Toolkit