Paulo M. M. Rodrigues

Paulo M. M. Rodrigues is a Full Professor at the Nova School of Business and Economics, Universidade Nova de Lisboa, and a senior research economist at the Department of Economic Studies, Bank of Portugal, where he has been employed since 2008. He previously served as Associate Professor and held leadership roles including vice-dean and dean at the Faculty of Economics, University of Algarve.

Education

• Agregação, University of Algarve (2015)
• PhD in Econometrics, University of Manchester (1998)
• Masters in Economics and Econometrics, University of Manchester (1995)
• Degree in Business Management, University of Algarve (1993)

His primary research interests lie in time-series econometrics, financial econometrics, and empirical macroeconomics and finance. His work emphasizes methodological innovation in nonstationary and seasonal time series, long memory processes, predictive regression, and quantile-based modeling. He has made significant contributions to the development and application of unit root tests, cointegration analysis, and forecasting techniques under structural breaks and heteroskedasticity.

The recent trends in his publications show a strong focus on advanced econometric methods, including IVX and residual-augmented approaches for predictive regression, fractional integration in multivariate settings, tail risk modeling in financial markets, and applications in tourism and labor economics. His work frequently appears in top journals such as the Journal of Econometrics, Econometric Theory, and Review of Economics and Statistics.

Editorial and Professional Service

• Serves on the editorial board of several scientific journals.

Advising and Grants
While specific details on PhD students or grant funding are not provided in the text, his extensive collaborative research—particularly with scholars like Matei Demetrescu, João Nicolau, and A.M. Robert Taylor—indicates a strong record of academic mentorship and collaborative research leadership. His position at the Bank of Portugal also suggests involvement in policy-relevant research projects and potential funding from central bank or national research agencies.

Laboratories and Research Teams
He is affiliated with the Economics and Research Department at the Bank of Portugal, a leading institution for economic research in Portugal. This affiliation provides a collaborative environment for empirical macroeconomic and financial research with policy implications.