Paulo Rodrigues

Paulo Rodrigues

Paulo M. M. Rodrigues obtained his PhD in Econometrics from the School of Economic Studies of the University of Manchester. He is a professor of economics at Nova School of Business and Economics, a senior research economist at the Bank of Portugal, and a fellow of both the Clive Granger Centre for Time Series Analysis of the University of Nottingham and  the University of Essex´s Centre for Financial Econometrics. Paulo was Jean Monnet Fellow at the European University Institute in Florence and visiting Scholar at the Institute for Advanced Studies in Vienna and the University of British Columbia, in Vancouver.  His research interests span time-series econometrics, financial econometrics, and empirical macroeconomics.  Paulo has published in the Review of Economics and Statistics, the Journal of Econometrics, Econometric Theory, among other refereed journals.

Featured Projects

FFMS- Estudo sobre Mercado Imobiliário

November 27, 2020 Paulo Rodrigues Author/Coordinator

Research Papers

Measuring wage inequality under right censoring

August 26, 2022 Paulo Rodrigues Author/Coordinator

Transformed regression-based long-horizon predictability tests

August 4, 2022 Paulo Rodrigues Author/Coordinator

Tests for segmented cointegration: An application to US governments budgets

August 1, 2022 Paulo Rodrigues Author/Coordinator

Forgetting approaches to improve forecasting

June 8, 2022 Paulo Rodrigues Author/Coordinator

Extensions to IVX methods of inference for return predictability

April 18, 2022 Paulo Rodrigues Author/Coordinator

Residual-augmented IVX predictive regression

February 22, 2022 Paulo Rodrigues Author/Coordinator

The persistence of wages

February 14, 2022 Paulo Rodrigues Author/Coordinator

Testing for episodic predictability in stock returns

October 5, 2019 Paulo Rodrigues Author/Coordinator

A new regression-based tail index estimator

September 5, 2019 Paulo Rodrigues Author/Coordinator