• 695 Citations
  • 15 h-Index

Research output per year

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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

Special issue on advanced methods to measure tourism impacts. Editors’ introduction

Correia, A., Rodrigues, P. M. M. & Smeral, E., Sep 2020, In : Portuguese Economic Journal. 19, 3, p. 171-172

Research output: Contribution to journalEditorial

Open Access

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

  • 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

    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
  • 1 Citation (Scopus)
    6 Downloads (Pure)

    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

  • 1 Citation (Scopus)