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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)
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. 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.
Artigo em revista
  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.
    Publicado • 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.
    Publicado • 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.
    Publicado • 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
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
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