???global.info.a_carregar???
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.
Identification

Personal identification

Full name
Paulo Manuel Marques Rodrigues

Citation names

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

Author identifiers

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

Email addresses

  • prodrig@novasbe.pt.pt (Professional)

Addresses

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

Websites

Knowledge fields

  • Social Sciences - Economics and Business - Econometrics

Languages

Language Speaking Reading Writing Listening Peer-review
English Proficiency (C2) Proficiency (C2) Proficiency (C2) Proficiency (C2)
German Proficiency (C2) Proficiency (C2) Upper intermediate (B2) Proficiency (C2)
Outputs

Publications

Book
  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
Conference paper
  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. Camargo, M.E.; Rodrigues, P.M.M.. "Control charts for monitoring autocorrelated processes based on transfer function and neural networks models". 2006.
  4. Russo, S.; Rodrigues, P.M.M.. "The performance of control charts using transfer function". 2006.
Journal article
  1. 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
  2. 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.
    Published • 10.1016/j.jeconom.2022.02.007
  3. 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
  4. 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.
    Published • 10.1016/j.jeconom.2023.04.002
  5. 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
  6. 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
  7. 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
  8. 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
  9. 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
  10. 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
  11. 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
  12. 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
  13. 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
  14. 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
  15. 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
  16. 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
  17. 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
  18. 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.
    Published • 10.1162/rest_a_00768
  19. 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
  20. 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
  21. 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
  22. 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
  23. 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
  24. 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
  25. 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
  26. 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
  27. 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
  28. 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
  29. Rodrigues, Paulo. "Monitoring tourism flows and destination management: Empirical evidence for Portugal". Tourism Management (2016):
    10.1016/j.tourman.2016.03.019
  30. 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
  31. 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
  32. 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
  33. 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
  34. 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
  35. 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
  36. 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
  37. 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
  38. 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
  39. 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
  40. 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
  41. 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
  42. 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
  43. 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
  44. 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
  45. 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
  46. 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
  47. 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
  48. 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
  49. 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
  50. 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
  51. 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
  52. 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
  53. 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
  54. 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.
  55. 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
  56. 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
  57. 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
  58. 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
  59. 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
  60. 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
  61. 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
  62. 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
  63. 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
  64. 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
  65. 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
  66. 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
  67. 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
  68. 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
  69. Rodrigues, PMM. "Properties of recursive trend-adjusted unit root tests". Economics Letters 91 3 (2006): 413-419.
    10.1016/j.econlet.2005.12.026
  70. 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
  71. 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
  72. 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
  73. 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
  74. 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
  75. 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
  76. 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
  77. 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
  78. Gouveia, PMDCB; Rodrigues, PMM. "Threshold cointegration and the PPP hypothesis". Journal of Applied Statistics 31 1 (2004): 115-127.
    10.1080/0266476032000148984
  79. 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.
  80. 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
  81. Rodrigues, PMM. "Near seasonal integration". Econometric Theory 17 1 (2001): 70-86.
    10.1017/S0266466601171033
  82. 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
  83. 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
Preprint
  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

Other

Dataset
  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
Activities

Supervision

Thesis Title
Role 		Degree Subject (Type)
Institution / Organization
2016/10/01 - 2023/10/01 Essays in Financial Econometrics
Supervisor
Universidade Nova de Lisboa Nova School of Business and Economics, Portugal
2016/06/01 - 2021/06/01 Essays on Econometrics: Nonlinearities and Nonnormalities.
Supervisor
ISEG Lisbon School of Economics and Management, Portugal
2011/09/01 - 2016/09/01 Modelling and and Forecasting with MIDAS.
Supervisor
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.
Supervisor
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
Supervisor
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.
Supervisor
Universidade do Algarve Faculdade de Economia, Portugal
2006/09/01 - 2011/09/01 Análise e Modelação do Ciclo Económico Português
Supervisor
Universidade do Algarve Faculdade de Economia, Portugal
2005/09/01 - 2010/09/01 Procura Turística: Modelação e Previsão – Aplicação ao Caso Português
Supervisor
Universidade do Algarve Faculdade de Economia, Portugal
2004/09/01 - 2009/09/01 Modelação e Previsão de Séries do Turismo: Aplicações ao Caso Português
Supervisor
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.
Co-supervisor
Universidade do Algarve Faculdade de Economia, Portugal
Distinctions

Award

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