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Paulo Manuel Marques Rodrigues. Obteve o grau de Agregado em Econometria em 2005 na Universidade do Algarve Faculdade de Economia; O doutoramento em Econometria em 1998 na The University of Manchester. É Professor Catedrático Convidado na Universidade Nova de Lisboa. Publicou e Investigador Consultor no Departamento de Estudos Económicos do Banco de Portugal. Recebeu 3 prémio(s) e/ou homenagens. Tem artigos publicados em várias revistas académicas internacionais e também faz parte do corpo editorial de algumas.
Identificação

Identificação pessoal

Nome completo
Paulo Manuel Marques Rodrigues

Nomes de citação

  • Rodrigues, Paulo
  • Paulo M. M. Rodrigues
  • Rodrigues, P.M.M.

Identificadores de autor

Ciência ID
971D-0B18-AD8A
ORCID iD
0000-0002-6469-4959

Endereços de correio eletrónico

  • prodrig@novasbe.pt.pt (Profissional)

Moradas

  • Nova School of Business and Economics, Universidade Nova de Lisboa. Campus de Carcavelos, Rua da Holanda, 1, 2775-405, Carcavelos, Lisboa, Portugal (Profissional)

Websites

Domínios de atuação

  • Ciências Sociais - Economia e Gestão - Econometria

Idiomas

Idioma Conversação Leitura Escrita Compreensão Peer-review
Inglês Utilizador proficiente (C2) Utilizador proficiente (C2) Utilizador proficiente (C2) Utilizador proficiente (C2)
Alemão Utilizador proficiente (C2) Utilizador proficiente (C2) Utilizador independente (B2) Utilizador proficiente (C2)
Projetos

Projeto

Designação Financiadores
2008/01/01 - 2011/03/31 Macroeconomic Modelling of the Portuguese Economy
PTDC/ECO/64595/2006
Universidade do Algarve, Portugal
 Fundação para a Ciência e a Tecnologia
Concluído
Produções

Publicações

Artigo em conferência
  1. Pereira, J.P.; Pesquita, V.; Rodrigues, P.M.M.. "The effect of hydro and wind generation on the mean and volatility of electricity prices in Spain". 2017.
    10.1109/EEM.2017.7981915
  2. Pereira, J.P.; Rodrigues, P.M.M.. "The impact of wind generation on the mean and volatility of electricity prices in Portugal". 2015.
    10.1109/EEM.2015.7216714
  3. Andraz, Jorge Miguel; Rodrigues, Paulo M. M.; Andraz, Jorge; Rodrigues, Paulo. "A new approach in the analysis of european countries convergence: Lessons for the economies of central and eastern europe". 2010.
  4. Andraz, Jorge Miguel; Rodrigues, Paulo M. M.; Andraz, Jorge; Rodrigues, Paulo. "Os determinantes do crescimento económico português: significância e causalidade". 2007.
  5. Camargo, M.E.; Rodrigues, P.M.M.. "Control charts for monitoring autocorrelated processes based on transfer function and neural networks models". 2006.
  6. Russo, S.; Rodrigues, P.M.M.. "The performance of control charts using transfer function". 2006.
Artigo em revista
  1. Antonia Correia; Paulo Manuel Marques Rodrigues; Metin Kozak; Pedro Raposo. "Determinants of Citations in Tourism and Hospitality Studies". Tourism (2024): https://doi.org/10.37741/t.72.3.8.
    10.37741/t.72.3.8
  2. Demetrescu, Matei; Rodrigues, Paulo M.M.; Taylor, A.M. Robert. "Transformed regression-based long-horizon predictability tests". Journal of Econometrics (2023): https://doi.org/10.1016/j.jeconom.2022.06.006.
    10.1016/j.jeconom.2022.06.006
  3. Demetrescu, Matei; Georgiev, Iliyan; Rodrigues, Paulo M.M.; Taylor, A.M. Robert. "Extensions to IVX methods of inference for return predictability". Journal of Econometrics (2023): https://doi.org/10.1016/j.jeconom.2022.02.007.
    Publicado • 10.1016/j.jeconom.2022.02.007
  4. Gabriel Zsurkis; João Nicolau; Paulo M.M. Rodrigues. "First passage times in portfolio optimization: A novel nonparametric approach". European Journal of Operational Research (2023): https://doi.org/10.1016/j.ejor.2023.07.044.
    10.1016/j.ejor.2023.07.044
  5. Nicolau, João; Rodrigues, Paulo M.M.; Stoykov, Marian Z.. "Tail index estimation in the presence of covariates: Stock returns' tail risk dynamics". Journal of Econometrics 235 2 (2023): 2266-2284. https://doi.org/10.1016/j.jeconom.2023.04.002.
    Publicado • 10.1016/j.jeconom.2023.04.002
  6. Filipe B. Caires; Hugo Reis; Paulo M. M. Rodrigues. "Survival of the fittest: tourism exposure and firm survival". Applied Economics (2023): https://doi.org/10.1080/00036846.2023.2208858.
    10.1080/00036846.2023.2208858
  7. Robert A. Hill; Paulo M. M. Rodrigues. "Forgetting approaches to improve forecasting". Journal of Forecasting (2022): https://doi.org/10.1002/for.2877.
    10.1002/for.2877
  8. Nicolau, João; Raposo, Pedro; Rodrigues, Paulo M. M.; Nicolau, J.; Raposo, P.; Rodrigues, P.M.M.. "Measuring wage inequality under right censoring". Economic Inquiry (2022): http://dx.doi.org/10.1111/ecin.13119.
    10.1111/ecin.13119
  9. Demetrescu, M.; Georgiev, I.; Rodrigues, P.M.M.; Taylor, A.M.R.. "Testing for episodic predictability in stock returns". Journal of Econometrics 227 1 (2022): 85-113. http://www.scopus.com/inward/record.url?eid=2-s2.0-85079556243&partnerID=MN8TOARS.
    10.1016/j.jeconom.2020.01.001
  10. Carneiro, A.; Portugal, P.; Raposo, P.; Rodrigues, P.M.M.. "The persistence of wages". Journal of Econometrics (2022): http://www.scopus.com/inward/record.url?eid=2-s2.0-85122947674&partnerID=MN8TOARS.
    10.1016/j.jeconom.2021.11.014
  11. Gabriel Zsurkis; João Nicolau; Paulo M. M. Rodrigues. "A Re-Examination of Inflation Persistence Dynamics in OECD Countries: A New Approach*". Oxford Bulletin of Economics and Statistics (2021): https://doi.org/10.1111/obes.12419.
    10.1111/obes.12419
  12. Gabriel Zsurkis; João Nicolau; Paulo M. M Rodrigues. "The expected time to cross a threshold and its determinants: a simple and flexible framework". Journal of Economic Dynamics and Control 122 (2021): 104047-104047. https://doi.org/10.1016/j.jedc.2020.104047.
    10.1016/j.jedc.2020.104047
  13. Cruz, João; Nicolau, João; Rodrigues, Paulo M.M.. "Structural changes in the duration of bull markets and business cycle dynamics". (2021): http://hdl.handle.net/10362/112874.
    https://doi.org/10.1007/s10690-020-09324-2
  14. Martins, L.F.; Rodrigues, P.M.M.. "Tests for segmented cointegration: an application to US governments budgets". Empirical Economics (2021): http://www.scopus.com/inward/record.url?eid=2-s2.0-85119116449&partnerID=MN8TOARS.
    10.1007/s00181-021-02156-7
  15. Balboa, M.; Rodrigues, P.M.M.; Rubia, A.; Taylor, A.M.R.. "Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume". Journal of Applied Econometrics 36 5 (2021): 544-565. http://www.scopus.com/inward/record.url?eid=2-s2.0-85109394916&partnerID=MN8TOARS.
    10.1002/jae.2829
  16. Martins, L.F.; Rodrigues, P.M.M.. "Correction to: Tests for segmented cointegration: an application to US governments budgets (Empirical Economics, (2021), 10.1007/s00181-021-02156-7)". Empirical Economics (2021): http://www.scopus.com/inward/record.url?eid=2-s2.0-85121722857&partnerID=MN8TOARS.
    10.1007/s00181-021-02187-0
  17. Demetrescu, M.; Rodrigues, P.M.M.. "Residual-augmented IVX predictive regression". Journal of Econometrics (2020): http://www.scopus.com/inward/record.url?eid=2-s2.0-85099495323&partnerID=MN8TOARS.
    10.1016/j.jeconom.2020.11.007
  18. Correia, A.; Rodrigues, P.M.M.; Smeral, E.. "Special issue on advanced methods to measure tourism impacts. Editors’ introduction". Portuguese Economic Journal 19 3 (2020): 171-172. http://www.scopus.com/inward/record.url?eid=2-s2.0-85089475757&partnerID=MN8TOARS.
    10.1007/s10258-020-00182-4
  19. Nicolau, João; Rodrigues, Paulo M. M.. "A New Regression-Based Tail Index Estimator". The Review of Economics and Statistics 101 4 (2019): 667-680. http://dx.doi.org/10.1162/rest_a_00768.
    Publicado • 10.1162/rest_a_00768
  20. Costa, L.F.; Rodrigues, P.M.M.. "Editors’ note". Portuguese Economic Journal 18 1 (2019): http://www.scopus.com/inward/record.url?eid=2-s2.0-85060620212&partnerID=MN8TOARS.
    10.1007/s10258-019-00155-2
  21. Barrio Castro, T.D.; Rodrigues, P.M.M.; Robert Taylor, A.M.. "Temporal Aggregation of Seasonally Near-Integrated Processes". Journal of Time Series Analysis (2019): http://www.scopus.com/inward/record.url?eid=2-s2.0-85062372322&partnerID=MN8TOARS.
    10.1111/jtsa.12453
  22. Rodrigues, P.. "EDITORIAL COMMENT". Urology 123 (2019): 124-124. http://www.scopus.com/inward/record.url?eid=2-s2.0-85059112467&partnerID=MN8TOARS.
    10.1016/j.urology.2018.06.055
  23. Pereira, J.P.; Pesquita, V.; Rodrigues, P.M.M.; Rua, A.. "Market integration and the persistence of electricity prices". Empirical Economics (2018): 1-20. http://www.scopus.com/inward/record.url?eid=2-s2.0-85049618691&partnerID=MN8TOARS.
    10.1007/s00181-018-1520-x
  24. Antunes, A.; Bonfim, D.; Monteiro, N.; Rodrigues, P.M.M.. "Forecasting banking crises with dynamic panel probit models". International Journal of Forecasting 34 2 (2018): 249-275. http://www.scopus.com/inward/record.url?eid=2-s2.0-85041418997&partnerID=MN8TOARS.
    10.1016/j.ijforecast.2017.12.003
  25. Del Barrio Castro, T.; Rodrigues, P.M.M.; Taylor, A.M.R.. "Semi-parametric seasonal unit root tests". Econometric Theory 34 2 (2018): 447-476. http://www.scopus.com/inward/record.url?eid=2-s2.0-85017462205&partnerID=MN8TOARS.
    10.1017/S0266466617000135
  26. Andraz, J.M.L.; Guerreiro, R.F.C.; Rodrigues, P.M.M.. "Persistence of travel and leisure sector equity indices". Empirical Economics 54 4 (2018): 1801-1825. http://www.scopus.com/inward/record.url?eid=2-s2.0-85021729117&partnerID=MN8TOARS.
    10.1007/s00181-017-1276-8
  27. Duarte, C.; Rodrigues, P.M.M.; Rua, A.. "A mixed frequency approach to the forecasting of private consumption with ATM/POS data". International Journal of Forecasting 33 1 (2017): 61-75. http://www.scopus.com/inward/record.url?eid=2-s2.0-84990898872&partnerID=MN8TOARS.
    10.1016/j.ijforecast.2016.08.003
  28. Romão, J.; Guerreiro, J.; Rodrigues, P.M.M.. "Territory and sustainable tourism development: A space-time analysis on european regions". Region 4 3 (2017): 1-17. http://www.scopus.com/inward/record.url?eid=2-s2.0-85040967808&partnerID=MN8TOARS.
    10.18335/region.v4i3.142
  29. Georgiev, I.; Rodrigues, P.M.M.; Robert Taylor, A.M.. "Unit Root Tests and Heavy-Tailed Innovations". Journal of Time Series Analysis 38 5 (2017): 733-768. http://www.scopus.com/inward/record.url?eid=2-s2.0-85016579362&partnerID=MN8TOARS.
    10.1111/jtsa.12233
  30. Rodrigues, Paulo. "Monitoring tourism flows and destination management: Empirical evidence for Portugal". Tourism Management (2016):
    10.1016/j.tourman.2016.03.019
  31. Hassler, U.; Rodrigues, P.M.M.; Rubia, A.. "Quantile regression for long memory testing: A case of realized volatility". Journal of Financial Econometrics 14 4 (2016): 693-724. http://www.scopus.com/inward/record.url?eid=2-s2.0-84994008698&partnerID=MN8TOARS.
    10.1093/jjfinec/nbw001
  32. Romão, J.; Guerreiro, J.; Rodrigues, P.M.M.. "Tourism growth and regional resilience: The 'beach disease' and the consequences of the global crisis of 2007". Tourism Economics 22 4 (2016): 699-714. http://www.scopus.com/inward/record.url?eid=2-s2.0-84986581731&partnerID=MN8TOARS.
    10.1177/1354816616654243
  33. Rodrigues, P.M.M.; Salish, N.. "Modeling and forecasting interval time series with threshold models". Journal of Cardiovascular Translational Research 8 1 (2015): 41-57. http://www.scopus.com/inward/record.url?eid=2-s2.0-84925497672&partnerID=MN8TOARS.
    10.1007/s11634-014-0170-x
  34. Serra, J.; Correia, A.; Rodrigues, P.M.M.. "Tourist spending dynamics in the Algarve: A cross-sectional analysis". Tourism Economics 21 3 (2015): 475-500. http://www.scopus.com/inward/record.url?eid=2-s2.0-84936116938&partnerID=MN8TOARS.
    10.5367/te.2015.0482
  35. Del Barrio Castro, T.; Rodrigues, P.M.M.; Taylor, A.M.R.. "On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles". Oxford Bulletin of Economics and Statistics 77 4 (2015): 495-511. http://www.scopus.com/inward/record.url?eid=2-s2.0-84934444106&partnerID=MN8TOARS.
    10.1111/obes.12091
  36. Hassler, U.; Rodrigues, P.M.M.; Rubia, A.. "Persistence in the banking industry: Fractional integration and breaks in memory". Journal of Empirical Finance 29 (2014): 95-112. http://www.scopus.com/inward/record.url?eid=2-s2.0-85027948711&partnerID=MN8TOARS.
    10.1016/j.jempfin.2014.03.004
  37. Martins, L.F.; Rodrigues, P.M.M.. "Testing for persistence change in fractionally integrated models: An application to world inflation rates". Computational Statistics and Data Analysis 76 (2014): 502-522. http://www.scopus.com/inward/record.url?eid=2-s2.0-84901586791&partnerID=MN8TOARS.
    10.1016/j.csda.2012.07.021
  38. Ferreira, F.A.F.; Santos, S.P.; Rodrigues, P.M.M.; Spahr, R.W.. "How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example". Journal of Business Economics and Management 15 4 (2014): 708-728. http://www.scopus.com/inward/record.url?eid=2-s2.0-84925967932&partnerID=MN8TOARS.
    10.3846/16111699.2012.701230
  39. Ferreira, Fernando A. F.; Santos, Sergio P.; Rodrigues, Paulo M. M.; Spahr, Ronald W.. "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 (2014): 1-21.
    10.3846/16111699.2012.673504
  40. Sobreira, Nuno; Nunes, Luis C.; Rodrigues, Paulo M. M.. "CHARACTERIZING ECONOMIC GROWTH PATHS BASED ON NEW STRUCTURAL CHANGE TESTS". Economic Inquiry 52 2 (2014): 845-861.
    10.1111/ecin.12076
  41. Serra, J.; Correia, A.; Rodrigues, P.M.M.. "A comparative analysis of tourism destination demand in Portugal". Journal of Destination Marketing and Management 2 4 (2014): 221-227. http://www.scopus.com/inward/record.url?eid=2-s2.0-84891359286&partnerID=MN8TOARS.
    10.1016/j.jdmm.2013.10.002
  42. Castro, Tomas del Barrio; Rodrigues, Paulo M. M.; Taylor, A. M. Robert. "THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS". Econometric Theory 29 6 (2013): 1289-1313.
    10.1017/S0266466613000066
  43. Ramos, Celia M. Q.; Rodrigues, Paulo M. M.. "Research note: The importance of online tourism demand". Tourism Economics 19 6 (2013): 1443-1447.
    10.5367/te.2013.0253
  44. Rodrigues, Paulo M. M.. "Recursive adjustment, unit root tests and structural breaks". Journal of Time Series Analysis 34 1 (2013): 62-82.
    10.1111/j.1467-9892.2012.00813.x
  45. Rodrigues, Paulo M. M.; Rubia, Antonio; Valle e Azevedo, Joao. "Finite sample performance of frequency- and time-domain tests for seasonal fractional integration". Journal of Statistical Computation and Simulation 83 7 (2013): 1373-1384.
    10.1080/00949655.2012.660489
  46. Soares, Carla; Rodrigues, Paulo M. M.. "DETERMINANTS OF THE EONIA SPREAD AND THE FINANCIAL CRISIS". Manchester School 81 (2013): 82-110.
    10.1111/manc.12010
  47. Rodrigues, Paulo M. M.. "Improved forecasting of autoregressive series by weighted least squares approximate REML estimation: Comment". International Journal of Forecasting 28 1 (2012): 44-45.
    10.1016/j.ijforecast.2011.02.013
  48. Daniel, Ana C. M.; Rodrigues, Paulo M. M.. "Assessing the impact of shocks on international tourism demand for Portugal". Tourism Economics 18 3 (2012): 617-634.
    10.5367/te.2012.0128
  49. Ferreira, Fernando A. F.; Spahr, Ronald W.; Santos, Sergio P.; Rodrigues, Paulo M. M.. "A MULTIPLE CRITERIA FRAMEWORK TO EVALUATE BANK BRANCH POTENTIAL ATTRACTIVENESS". International Journal of Strategic Property Management 16 3 (2012): 254-276.
    10.3846/1648715X.2012.707629
  50. Rodrigues, Paulo M. M.; Taylor, A. M. Robert. "The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests". Oxford Bulletin of Economics and Statistics 74 5 (2012): 736-759.
    10.1111/j.1468-0084.2011.00665.x
  51. Salish, Nazarii; Rodrigues, Paulo M. M.; Matias, A; Nijkamp, P; Sarmento, M. "Panel Seasonal Unit Root Tests: An Application to Tourism". Tourism Economics: Impact Analysis (2011): 183-210.
    10.1007/978-3-7908-2725-5_12
  52. Nunes, Luis C.; Rodrigues, Paulo M. M.. "On LM-type tests for seasonal unit roots in the presence of a break in trend". Journal of Time Series Analysis 32 2 (2011): 108-134.
    10.1111/j.1467-9892.2010.00687.x
  53. Daniel, Ana C. M.; Rodrigues, Paulo M. M.; Matias, A; Nijkamp, P; Sarmento, M. "Modelling Tourism Demand in Portugal". Tourism Economics: Impact Analysis (2011): 79-93.
    10.1007/978-3-7908-2725-5_6
  54. Ferreira, F.A.F.; Santos, S.P.; Rodrigues, P.M.M.; Ferreira, F. A. F.; Santos, S. P.; Rodrigues, P. M. M.. "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 (2011): 215-218. http://www.scopus.com/inward/record.url?eid=2-s2.0-84996126186&partnerID=MN8TOARS.
    10.1108/dlo.2011.08125faa.012
  55. Ferreira, F.A.F.; Santos, S.P.; Rodrigues, P.M.M.. "From traditional operational research to multiple criteria decision analysis: Basic ideas on an evolving field". Problems and Perspectives in Management 9 3 (2011): 114-121. http://www.scopus.com/inward/record.url?eid=2-s2.0-84891867626&partnerID=MN8TOARS.
  56. Nunes, Tiago M. T.; Rodrigues, Paulo M. M.. "THRESHOLD EFFECTS IN CREDIT RISK AND STRESS SCENARIOS". International Journal of Finance & Economics 16 4 (2011): 393-407.
    10.1002/ijfe.436
  57. Rodrigues, Paulo M. M.; Rubia, Antonio. "The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance". Oxford Bulletin of Economics and Statistics 73 4 (2011): 449-468.
    10.1111/j.1468-0084.2010.00621.x
  58. Guerreiro, Raul; Rodrigues, Paulo; Andraz, Jorge Miguel Lopo Gonçalves. "Comparing the portuguese cyclical evolution with other reference regions". Boletim Económico do Banco de Portugal Inverno (2011): 41-54. http://www.bportugal.pt/en-US/BdP%20Publications%20Research/AB200813_e.pdf.
    Publicado
  59. Andraz, J.M.; Rodrigues, P.M.M.. "What causes economic growth in Portugal: Exports or inward FDI?". Journal of Economic Studies 37 3 (2010): 267-287. http://www.scopus.com/inward/record.url?eid=2-s2.0-77955300638&partnerID=MN8TOARS.
    10.1108/01443581011061276
  60. Silva, Joao Albino; Rodrigues, Paulo M. M.; Mendes, Julio; Pereira, Luis N.. "A Tourism Research Agenda for Portugal". International Journal of Tourism Research 12 1 (2010): 90-101.
    10.1002/jtr.740
  61. Andraz, J.M.L.G.; Rodrigues, P.M.M.. "Persistence change in tourism data". Tourism Economics 16 2 (2010): 303-319. http://www.scopus.com/inward/record.url?eid=2-s2.0-77952688982&partnerID=MN8TOARS.
    10.5367/000000010791305590
  62. Pinto, Hugo; Rodrigues, Paulo M. M.. "Knowledge Production in European Regions: The Impact of Regional Strategies and Regionalization on Innovation". European Planning Studies 18 10 (2010): 1731-1748.
    10.1080/09654313.2010.504352
  63. Andraz, Jorge L. M.; Rodrigues, Paulo M. M.. "Events that marked tourism in Portugal". Applied Economics Letters 17 8 (2010): 761-766.
    10.1080/13504850802314445
  64. Garcia, R.; Ghysels, E.; Renault, E.; Rodrigues, P.. "Special issue on 'multivariate volatility models'". Journal of Financial Econometrics 7 4 (2009): 339-340. http://www.scopus.com/inward/record.url?eid=2-s2.0-70349631181&partnerID=MN8TOARS.
    10.1093/jjfinec/nbp017
  65. Hassler, Uwe; Rodrigues, Paulo M. M.; Rubia, Antonio. "TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN". Econometric Theory 25 6 (2009): 1793-1828.
    10.1017/S0266466609990338
  66. Andraz, J.L.M.; Gouveia, P.M.D.C.B.; Rodrigues, P.M.M.. "Modelling and forecasting the UK tourism growth cycle in Algarve". Tourism Economics 15 2 (2009): 323-338. http://www.scopus.com/inward/record.url?eid=2-s2.0-67649827671&partnerID=MN8TOARS.
    10.5367/000000009788254386
  67. Ramos, C.M.Q.; Rodrigues, P.M.M.; Perna, Fernando. "Sistemas e Tecnologias de Informação no Sector Turístico.". Revista Turismo & Desenvolvimento 12 (2009):
    Publicado
  68. Lutkepohl, Helmut; Rodrigues, Paulo M. M.; Lütkepohl, H.; Rodrigues, P.M.M.. "Unit root and cointegration testing: Guest editors' introduction". Econometric Theory 24 1 (2008): 1-6. http://www.scopus.com/inward/record.url?eid=2-s2.0-38349084085&partnerID=MN8TOARS.
    10.1017/S0266466608080013
  69. Rodrigues, Paulo M. M.; Rubia, Antonio. "A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity". Statistical Papers 49 3 (2008): 581-593.
    10.1007/s00362-006-0035-2
  70. Rodrigues, Paulo M. M.; Taylor, A. M. Robert. "Efficient tests of the seasonal unit root hypothesis". Journal of Econometrics 141 2 (2007): 548-573.
    10.1016/j.jeconom.2006.10.007
  71. Rodrigues, Paulo M. M.; Rubia, Antonio. "Testing for causality in variance under nonstationarity in variance". Economics Letters 97 2 (2007): 133-137.
    10.1016/j.econlet.2007.02.032
  72. Rodrigues, PMM. "Properties of recursive trend-adjusted unit root tests". Economics Letters 91 3 (2006): 413-419.
    10.1016/j.econlet.2005.12.026
  73. Andraz, Jorge Miguel; Rodrigues, Paulo M. M.; Andraz, Jorge; Rodrigues, Paulo. "Convergir para um novo paradigma de ensino". Cadernos de Economia 1 (2006): 35-38. http://hdl.handle.net/10400.1/4308.
    Publicado
  74. Gouveia, P.M.D.C.B.; Rodrigues, P.M.M.. "Dating and synchronizing tourism growth cycles". Tourism Economics 11 4 (2005): 501-515. http://www.scopus.com/inward/record.url?eid=2-s2.0-31744432683&partnerID=MN8TOARS.
    10.5367/000000005775108746
  75. Rodrigues, PMM; Rubia, A. "The performance of unit root tests under level-dependent heteroskedasticity". Economics Letters 89 3 (2005): 262-268.
    10.1016/j.econlet.2005.05.035
  76. Rodrigues, PMM; Franses, PH. "A sequential approach to testing seasonal unit roots in high frequency data". Journal of Applied Statistics 32 6 (2005): 555-569.
    10.1080/02664760500078912
  77. Andraz, Jorge Miguel; Rodrigues, Paulo M. M.; Andraz, Jorge; Rodrigues, Paulo. "Complementaridade de Funções". Cadernos de Economia 1 (2005): 84-88. http://hdl.handle.net/10400.1/4312.
    Publicado
  78. Rodrigues, P.M.M.; Gouveia, P.M.D.C.B.. "An application of PAR models for tourism forecasting". Tourism Economics 10 3 (2004): 281-303. http://www.scopus.com/inward/record.url?eid=2-s2.0-5144227161&partnerID=MN8TOARS.
    10.5367/0000000041895085
  79. Hassler, U; Rodrigues, PMM. "Seasonal unit root tests under structural breaks". Journal of Time Series Analysis 25 1 (2004): 33-53.
    10.1111/j.1467-9892.2004.00336.x
  80. Rodrigues, PMM; Taylor, AMR. "On tests for double differencing: Methods of demeaning and detrending and the role of initial values". Econometric Theory 20 1 (2004): 95-115.
    10.1017/S0266466604201049
  81. Rodrigues, PMM; Taylor, AMR. "Asymptotic distributions for regression-based seasonal unit root test statistics in a near-integrated model". Econometric Theory 20 4 (2004): 645-670.
    10.1017/S0266466604204029
  82. Rodrigues, PMM; Taylor, AMR. "Alternative estimators and unit root tests for seasonal autoregressive processes". Journal of Econometrics 120 1 (2004): 35-73.
    10.1016/S0304-4076(03)00206-9
  83. Gouveia, PMDCB; Rodrigues, PMM. "Threshold cointegration and the PPP hypothesis". Journal of Applied Statistics 31 1 (2004): 115-127.
    10.1080/0266476032000148984
  84. Rodrigues, P.M.M.; Tremayne, A.. "F versus t tests for unit roots: A comment". Economics Bulletin 3 1 (2003): http://www.scopus.com/inward/record.url?eid=2-s2.0-84891755450&partnerID=MN8TOARS.
  85. Osborn, D.R.; Rodrigues, P.M.M.. "Asymptotic distributions of seasonal unit root tests: A unifying approach". Econometric Reviews 21 2 (2002): 221-241. http://www.scopus.com/inward/record.url?eid=2-s2.0-1542666628&partnerID=MN8TOARS.
    10.1081/ETC-120014350
  86. Rodrigues, PMM. "Near seasonal integration". Econometric Theory 17 1 (2001): 70-86.
    10.1017/S0266466601171033
  87. Rodrigues, PMM; Rodrigues, P.M.M.. "A note on the application of the DF test to seasonal data". Statistics & Probability Letters 47 2 (2000): 171-175. http://www.scopus.com/inward/record.url?eid=2-s2.0-0043281066&partnerID=MN8TOARS.
    10.1016/S0167-7152(99)00154-6
  88. Rodrigues, P.M.M.; Osborn, D.R.. "Performance of seasonal unit root tests for monthly data". Journal of Applied Statistics 26 8 (1999): 985-1004. http://www.scopus.com/inward/record.url?eid=2-s2.0-0038200612&partnerID=MN8TOARS.
    10.1080/02664769921981
Capítulo de livro
  1. Andraz, Jorge Miguel Lopo Gonçalves; Rodrigues, Paulo. "Sectoral Dynamics in the Algarve". In Estudo de Caracterização da Estrutura Económica do Algarve, 142-161. Faro, Portugal: NERA, 2009.
    Publicado
Livro
  1. Serra, J.; Correia, A.; Rodrigues, P.M.M.. Yielding tourists preferences. 2015.
    10.1108/S1871-317320150000010020
  2. Serra, J.; Correia, A.; Rodrigues, P.M.M.. Heterogeneity in tourism motivations: The case of the Algarve. 2014.
    10.1108/S1871-317320140000009010
  3. Romaõ, J.; Guerreiro, J.; Rodrigues, P.M.M.. Territorial differentiation, competitiveness and sustainability of tourism. 2013.
  4. Ramos, C.M.Q.; Rodrigues, P.M.M.. The importance of ICT for tourism demand: A dynamic panel data analysis. 2013.
  5. Romão, J.; Guerreiro, J.; Rodrigues, P.M.M.. Regional tourism development: Competitiveness and sustainability. 2012.
    10.1108/S2042-1443(2012)0000004006
  6. Ghysels, E.; Osborn, D.R.; Rodrigues, P.M.M.. Seasonal Nonstationarity and Near-Nonstationarity. 2007.
  7. Ghysels, E.; Osborn, D.R.; Rodrigues, P.M.M.. Chapter 13 Forecasting Seasonal Time Series. 2006.
    10.1016/S1574-0706(05)01013-X
Pré-impressão
  1. Antonia Correia; Paulo Manuel Marques Rodrigues; Metin Kozak; Pedro Raposo. "Determinants of citations in tourism and hospitality studies". 2023. https://doi.org/10.21203/rs.3.rs-2942280/v1.
    10.21203/rs.3.rs-2942280/v1

Outros

Conjunto de dados
  1. Rodrigues, Paulo. us_to_euro.tab.
    10.7910/dvn/x3p3wr/epfxdr
  2. Rodrigues, Paulo. Replication Data for: "A New Regression-Based Tail Index Estimator".
    10.7910/dvn/x3p3wr
  3. Rodrigues, Paulo. NR_Monte_Carlo_codes.gss.
    10.7910/dvn/x3p3wr/o71srm
  4. Rodrigues, Paulo. readme_NR.txt.
    10.7910/dvn/x3p3wr/2of9f6
  5. Rodrigues, Paulo. NR_Empirical_Analisys_codes.gss.
    10.7910/dvn/x3p3wr/e5agt2
Outra produção
  1. Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume (replication data). 2021. Marina Balboa; Paulo M.M. Rodrigues; Antonio Rubia; A. M. Robert Taylor.
    10.15456/jae.2022327.0717586704
  2. Inflation Persistence in OECD and non-OECD Economies. 2010. Andraz, Jorge; Rodrigues, Paulo; Andraz, Jorge Miguel; Rodrigues, Paulo M. M..
  3. Threshold Effects in Monetary Policy: Evidence for the EMU. 2008. Andraz, Jorge; Gouveia, Pedro; Pimpão, Adriano; Rodrigues, Paulo; Andraz, Jorge Miguel; Rodrigues, Paulo M. M..
Atividades

Orientação

Título / Tema
Papel desempenhado 		Curso (Tipo)
Instituição / Organização
2016/10/01 - 2023/10/01 Essays in Financial Econometrics
Orientador
Universidade Nova de Lisboa Nova School of Business and Economics, Portugal
2016/06/01 - 2021/06/01 Essays on Econometrics: Nonlinearities and Nonnormalities.
Orientador
ISEG Lisbon School of Economics and Management, Portugal
2011/09/01 - 2016/09/01 Modelling and and Forecasting with MIDAS.
Orientador
ISEG Lisbon School of Economics and Management, Portugal
2009/09/01 - 2014/09/01 Heterogeneity and Dynamics in tourist Motivations: Evidences from the Algarve Tourists’ Preferences.
Orientador
Universidade do Algarve Faculdade de Economia, Portugal
2007/09/01 - 2012/09/01 A Influência das Tecnologias de Informação e de Comunicação naProcura Turística: Uma Abordagem com Dados em Macro Painel
Orientador
Universidade do Algarve Faculdade de Economia, Portugal
2007/09/01 - 2012/09/01 Tourism and territorial Differentiation: An Analysis of the Competitiveness and Sustainability of Tourism.
Orientador
Universidade do Algarve Faculdade de Economia, Portugal
2006/09/01 - 2011/09/01 Análise e Modelação do Ciclo Económico Português
Orientador
Universidade do Algarve Faculdade de Economia, Portugal
2005/09/01 - 2010/09/01 Procura Turística: Modelação e Previsão – Aplicação ao Caso Português
Orientador
Universidade do Algarve Faculdade de Economia, Portugal
2004/09/01 - 2009/09/01 Modelação e Previsão de Séries do Turismo: Aplicações ao Caso Português
Orientador
Universidade do Algarve Faculdade de Economia, Portugal
2004/09/01 - 2009/09/01 Concepção de um Modelo Multicritério de Suporte à Racionalização Geográfica da Rede de Balcões da Caixa Geral de Depósitos.
Coorientador
Universidade do Algarve Faculdade de Economia, Portugal
Distinções

Prémio

2010 Multa Scripsit - Econometric Theory Award
2006 Award for Journal Article Excelence - Tourism Economics
1995 Jon Stewart em Econometria
The University of Manchester Economics, Reino Unido