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Paulo Manuel Marques Rodrigues

Professor Catedrático Convidado
Department
Matemática
Scientific Area
Econometria
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Publications & Citations

Journal article
Year Title / Publication Link
2023 The persistence of wages
Journal of Econometrics
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2022 Tests for segmented cointegration: an application to US governments budgets
Empirical Economics
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2022 Testing for episodic predictability in stock returns
Journal of Econometrics
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2022 Residual-augmented IVX predictive regression
Journal of Econometrics
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2022 Extensions to IVX methods of inference for return predictability
Journal of Econometrics
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2021 Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics
Asian-Pacific Financial Markets
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2021 A reexamination of inflation persistence dynamics in OECD countries: A new approach.
Oxford Bulletin of Economics and Statistics
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2021 The expected time to cross a threshold and its determinants: A simple and flexible framework.
Journal of Economic Dynamics & Control
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2021 Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume
Journal of Applied Econometrics
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2019 A New Regression-Based Tail Index Estimator
Review of Economics and Statistics
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2019 Temporal Aggregation of Seasonally Near‐Integrated Processes
Journal of Time Series Analysis
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2019 Market integration and the persistence of electricity prices
Empirical Economics
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2018 Persistence of travel and leisure sector equity indices
Empirical Economics
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2018 SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS
Econometric Theory
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2018 Forecasting banking crises with dynamic panel probit models
International Journal of Forecasting
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2017 Territory and Sustainable Tourism Development: a Space-Time Analysis on European Regions
REGION
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2017 Unit Root Tests and Heavy-Tailed Innovations
Journal of Time Series Analysis
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2017 A mixed frequency approach to the forecasting of private consumption with ATM/POS data
International Journal of Forecasting
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Teaching

Semester Course Degree Coordinator
Macroeconometria I Mestrado Bolonha em Economia - Economia, Mestrado Bolonha em Econometria Aplicada e Previsão - Econometria Aplicada e Previsão Yes
Macroeconometria I Mestrado Bolonha em Economia - Economia, Mestrado Bolonha em Econometria Aplicada e Previsão - Econometria Aplicada e Previsão Yes
Econometria Financeira Mestrado Bolonha em Economia Monetária e Financeira - Economia Monetária e Financeira, Mestrado Bolonha em Mathematical Finance - Mathematical Finance Yes
Macroeconometria I Mestrado Bolonha em Econometria Aplicada e Previsão - Econometria Aplicada e Previsão Yes

Year Student Name / Title / Institution Supervision Type Link
2023/2024 DHRUV AKSHAY PANDIT
A LOCAL PROJECTION APPROACH TO THE IMPACT OF CLIMATE SHOCKS: EVIDENCE FROM A PORTUGUESE PANEL OF MUNICIPALITIES
Master Ver