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.