Bem-vindo / Pessoas / Membros não integrados / Associados / Rodrigues, Paulo Manuel Marques
Paulo Manuel Marques Rodrigues
Economista Sénior (Banco de Portugal)

Doutorado em Econometria (University of Manchester, 1998), Mestre em Economia e Econometria (University of Manchester, 1995), Licenciado em Gestão de Empresas (Universidade do Algarve, 1993).

Áreas de investigação:

Business Cycle Analysis, Modelling and Monitorisation; Forecasting Techniques and Forecast Combinations; Macro-economic Modelling and Forecasting; Impact of Outliers and Measurement Errors on CUSUM type Tests; Nonstationarity and Volatility; Structural Breaks.

Artigos publicados em revistas científicas seleccionadas (indexadas no ranking do CEFAGE)

Andraz, J., R. Guerreiro, P.M.M. Rodrigues (2018), "Persistence of Travel and Leisure Sector Equity Indices", Empirical Economics, 54(4), 1801-1825.
Hassler, U., P.M.M. Rodrigues, A. Rubia (2014), "Persistence in the banking industry: Fractional integration and breaks in memory", Journal of Empirical Finance, 29, 95-112.
Sobreira, N., L.C. Nunes, P.M.M. Rodrigues (2014), "Characterizing economic growth paths based on new structural change tests", Economic Inquiry, 52(2), 845-861.
Castro, B.T., P.M.M. Rodrigues, A.M.R. Taylor (2013), "The impact of persistent cycles on zero frequency unit root tests", Econometric Theory, 29(6), 1289-1313.
Rodrigues, P.M.M. (2013), "Recursive adjustment, unit root tests and structural breaks", Journal of Time Series Analysis, 34(1), 62-82.
Soares, C., P.M.M. Rodrigues (2013), "Determinants of the EONIA Spread and the Financial Crisis", Manchester School, 81(S3), 82-110.
Rodrigues, P.M.M., A.M.R. Taylor (2012), "The flexible Fourier form and local generalised least squares de-trended unit root tests", Oxford Bulletin of Economics and Statistics, 74(5), 736-759.
Daniel, A.C.M., P.M.M. Rodrigues (2012), "Assessing the impact of shocks on international tourism demand for Portugal", Tourism Economics, 18(3), 617-634.
Nunes, T.M.T., P.M.M. Rodrigues (2011), "Threshold effects in credit risk and stress scenarios", International Journal of Finance & Economics, 16(4), 393-407.
Rodrigues, P.M.M., A. Rubia (2011), "The effect of additive outliers and measurement errors when testing for structural breaks in variance", Oxford Bulletin of Economics and Statistics, 73(4), 449-468.
Nunes, L.C., P.M.M. Rodrigues (2011), "On LM-type tests for seasonal unit roots in the presence of a break in trend", Journal of Time Series Analysis, 32(2), 108-134.
Ferreira, F.A.F., S.P. Santos, P.M.M. Rodrigues (2011), "Adding value to bank branch performance evaluation using cognitive maps and MCDA: a case study", Journal of the Operational Research Society, 62, 1320-1333.
Andraz, J., P.M.M. Rodrigues (2010), "What causes economic growth in Portugal: exports or inward FDI?", Journal of Economic Studies, 37(3), 267-287.
Andraz, J., P.M.M. Rodrigues (2010), "Persistence change in tourism data", Tourism Economics, 16(2), 303-319.
Andraz, J., P.M.M. Rodrigues (2010), "Events that marked tourism in Portugal", Applied Economic Letters, 17, 761-766.
Rodrigues, P.M.M., P. Esteves (2010), "Calendar effects in daily ATM withdrawals", Economics Bulletin, 30(4), 2587-2597.
Hassler, U., P.M.M. Rodrigues, A. Rubia (2009), "Testing for the general fractional integration hypothesis in the time domain", Econometric Theory, 25, 1793-1828.
Andraz, J., P. Gouveia, P.M.M. Rodrigues (2009), "Modelling and forecasting the UK tourism growth cycle in Algarve", Tourism Economics, 15(2), 323-338.
Rodrigues, P.M.M., A. Rubia (2007), "Testing for causality in variance under nonstationarity in variance", Economics Letters, 97(2), 133-137.
Rodrigues, P.M.M., A.M.R. Taylor (2007), "Efficient tests of the seasonal unit root hypothesis", Journal of Econometrics, 141(2), 548 -573.
Rodrigues, P.M.M. (2006), "Properties of recursive trend-adjusted unit root tests", Economics Letters, 91(3), 413-419.
Rodrigues, P.M.M., A. Rubia (2005), "The performance of unit root tests under level-dependent heteroskedasticity", Economics Letters, 89(3), 262-268.
Gouveia, P., P.M.M. Rodrigues (2005), "Dating and synchronizing tourism growth cycles", Tourism Economics, 11(4), 501-515.
Rodrigues, P.M.M., P.H. Franses (2005), "A sequential approach to testing seasonal unit roots in high frequency data", Journal of Applied Statistics, 32, 555-569.
Gouveia, P., P.M.M. Rodrigues (2004), "Threshold cointegration and the PPP hypothesis", Journal of Applied Statistics, 31, 115-127.
Hassler, U., P.M.M. Rodrigues (2004), "Seasonal unit root tests under structural breaks", Journal of Time Series Analysis, 25, 33-53.
Rodrigues, P.M.M., A.M.R. Taylor (2004), "On tests for double differencing: methods of demeaning and detrending and the role of initial values", Econometric Theory, 20(1), 95-115.
Rodrigues, P.M.M., A. Tremayne (2004), "F versus t tests for unit roots: A Comment", Economics Bulletin, 3(12), 1-7.
Rodrigues, P.M.M., A.M.R. Taylor (2004), "Asymptotic distributions for regression-based seasonal unit root test statistics in a near-integrated model", Econometric Theory, 20(4), 645-670.
Rodrigues, P.M.M., P. Gouveia (2004), "An application of PAR models for tourism forecasting", Tourism Economics, 10(3), 281-303.
Rodrigues, P.M.M., A.M.R. Taylor (2004), "Alternative estimators and unit root tests for seasonal autoregressive processes", Journal of Econometrics, 120(1), 35-73.
Rodrigues, P.M.M. (2002), "The behaviour of seasonal unit root tests under neglected local drifts", Portuguese Economic Journal, 1(1), 27-46.
Rodrigues, P.M.M. (2002), "On LM type tests for seasonal unit roots in quarterly data", Econometrics Journal, 5(1), 176-195.
Rodrigues, P.M.M. (2001), "Near seasonal integration", Econometric Theory, 17(1), 70-86.
Osborn, D.R., P.M.M. Rodrigues (2001), "Asymptotic distributions of seasonal unit root tests: a unifying approach", Econometric Reviews, 21(2), 221-241.
Rodrigues, P.M.M., D.R. Osborn (1999), "Performance of seasonal unit root tests for monthly data", Journal of Applied Statistics, 26(8), 985-1004.

Artigos publicados em revistas científicas indexadas na base ISI (não indexadas no ranking do CEFAGE)

Martins, L., P.M.M. Rodrigues (2014), "Testing for persistence change in fractionally integrated models: An application to world inflation rates", Computational Statistics and Data Analysis, 76, 502-522.
Ferreira, F., S.P. Santos, P.M.M. Rodrigues, R. Spahr (2014), "How to create indices for bank branch financial performance measurement using MCDA techniques: an illustrative example", Journal of Business Economics and Management, 15(4), 708-728.
Ferreira, F., S. Santos, P.M.M. Rodrigues, R. Spahr (2014), "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), 1-21.
Rodrigues, P.M.M, A. Rubia, J.V. Azevedo (2013), "Finite sample performance of frequency and time domain tests for seasonal fractional integration", Journal of Statistical Computation and Simulation, 83(7), 1373-1384.
Ferreira, F.A., R.W. Spahr, S.P. Santos, P.M.M. Rodrigues (2012), "A multiple criteria framework to evaluate bank branch potential attractiveness", International Journal of Strategic Property Management, 16(3), 254-276.
Pinto, H., P.M.M. Rodrigues (2010), "Knowledge production in European regions: the impact of regional strategies and regionalization of innovation", European Planning Studies, 18, 1729-1748.
Silva, J.A., P.M.M. Rodrigues, J. Mendes, L.N. Pereira (2009), "A tourism research agenda for Portugal", International Journal of Tourism Research, 12, 90-101.
Rodrigues, P.M.M. (1999), "A note on the application of the DF test to seasonal data", Statistics and Probability Letters, 47, 171-175.

Artigos publicados noutras revistas científicas

Serra, J., A. Correia, P.M.M. Rodrigues (2014), "A comparative analysis of tourism destination demand in Portugal", Journal of Destination Marketing and Management, 2, 221-227.
Romão, J., J. Guerreiro, P. Rodrigues (2013), "Tourism Area Life-Cycle and Regional Tourism Attractiveness", Current Issues in Tourism, 16(6), 517-534.
Ramos, C.M.Q, P.M.M. Rodrigues (2013), "Research note: the importance of online tourism demand", Tourism Economics, 19(6), 1443-1447.
Romão, J., J. Guerreiro, P.M.M. Rodrigues (2013), "Regional tourism development: culture, nature, life cycle and attractiveness", Current Issues in Tourism, 16(6), 517-534.
Ferreira, F.A.F., S.P. Santos, P.M.M. Rodrigues (2011), "From traditional operational research to multiple criteria decision analysis: basic ideas on an evolving field", Problems and Perspectives in Management, 9(3), 114-121.
Ramos C., P.M.M. Rodrigues, F. Perna (2009), "Sistemas e tecnologias de informação no sector turístico", Revista Turismo e Desenvolvimento, 21(32), 21-32.
Ramos, C., P.M.M. Rodrigues, F. Perna (2008), "Sistemas de informação para apoio ao turismo, o caso dos Dynamic Packaging", RISTI – Revista Ibérica de Sistemas e Tecnologias de Informação, 2, 28-39.
Daniel, A.C.M., P.M.M. Rodrigues (2007), "Modelling and forecasting tourism demand in Portugal: Past, present and future", Revista Turismo e Desenvolvimento, 7, 173-182.
Russo, S., P.M.M. Rodrigues, M.E. Camargo (2006), "Aplicação de séries temporais na série teor de humidade da área de fundição da indústria FUNDIMISA", Revista Gestão Industrial, 2(1), 36-46.

Book/Software reviews

Rodrigues, P.M.M. (1997), "Book review: modern regression methods by T.R. Ryan", The Statistician, 47(3).

Editoriais

Garcia, R., E. Ghysels, E. Renault, P.M.M. Rodrigues (2009), "Special issue on 'Multivariate Volatility Models", Journal of Financial Econometrics, 7(4), 339-340.
Lütkepohl, H, Paulo M.M. Rodrigues (2008), "Unit root and cointegration testing: guest editors' introduction", Econometric Theory, 24(1), 1-6.

Artigos e capítulos em livros

Ramos, C.M.Q., P.M.M. Rodrigues (2013), "The importance of ICT for tourism demand: a dynamic panel data analysis", in A. Matias, P. Nijkamp, M. Sarmento (eds.), Quantitative Methods in Tourism Economics Physica-Verlag, 97-111.
Romão, J., J. Guerreiro, P.M.M. Rodrigues (2013), "Territorial differentiation, competitiveness and sustainability of tourism", in A. Matias, P. Nijkamp, M. Sarmento (eds.), Quantitative Methods in Tourism Economics, Berlin: Springer-Verlag, 271-286 (ISBN: 978-3-7908-2879-5).
Romão, J., J. Guerreiro, P. Rodrigues (2013), "Competitiveness and Sustainability in Tourism Destinations", in Matias, J. Nijkamp, Sarmento (eds.), Advances in Tourism Economics Springer-Verlag (ISBN: 978-3-7908-2879-5).
Romão, J., J. Guerreiro, P.M.M. Rodrigues (2012), "Regional tourism development: competiveness and sustainability", in E. Fayos-Sola, J.A.M. Silva, J. Jafari (eds.), Knowledge Management in Tourism: Policy and Governance Applications Emerald, 55-75 (ISBN: 9781780529806).
Romão, J., J. Guerreiro, P. Rodrigues (2012), "Regional Tourism Development", in Jafari, Fayos-Solá, Albino (eds.), Knowledge Management in Tourism: Policy and Governance Applications (Bridging Tourism Theory and Practice Emerald Group Publishing Limited, 55 - 75.
Salish, N., P.M.M. Rodrigues (2011), "Panel seasonal unit root tests: an application to tourism", in in A. Matias, P. Nijkamp. M. Sarmento (eds.), Tourism Economics: Impact Analysis Springer-Verlag (ISBN: 978-3-7908-2724-8).
Daniel A., P.M.M. Rodrigues (2011), "Modelling tourism demand in Portugal", in A. Matias, P. Nijkamp, M. Sarmento (eds.), Tourism Economics: Impact Analysis Springer-Verlag (ISBN: 978-3-7908-2724-8).
Daniel, A.C.M., P.M.M. Rodrigues (2009), "O turismo em Portugal: evolução histórica, caracterização e perspectivas", in A. Matias, R. Sardinha (eds.), Avanços em Economia e Gestão do Turismo. Novas Tendências, Sustentabilidade e Desenvolvimento Regional Instituto Piaget, 61-78 (ISBN: 9789896590314).
Ghysels, E., D.R. Osborn, P.M.M. Rodrigues (2006), "Forecasting seasonal time series", in G. Elliott, C.W.J. Granger, A. Timmermann (eds.), Handbook of Economic Forecasting Elsevier, 659-713 (ISBN: 978-0-444-51395-3).
Ghysels, E., D.R. Osborn, P.M.M. Rodrigues (2001), "Seasonal nonstationarity and near-nonstationarity", in B. Baltagi (eds.), A Companion to Theoretical Econometrics Blackwell Publishing, 655-677 (ISBN: 0-631-21254-X).

Projectos financiados por instituições nacionais de apoio à investigação

FCT

10/2007-02/2010
40 000 €

Teses de doutoramento

Autor: João Romão
Orientador(es): João Guerreiro, Paulo M. M. Rodrigues
Grau: Ph.D. (Tourism)
Instituição: Universidade do Algarve
Ano: 2012
Autor: Célia Ramos
Orientador(es): Fernando Perna, Paulo M. M. Rodrigues
Grau: Ph.D. (Quantitative Methods Applied to Economics and Management)
Instituição: Universidade do Algarve
Ano: 2012
Autor: Raul Filipe da Conceição Guerreiro
Orientador(es): Paulo M. M. Rodrigues, Jorge Andraz
Grau: Ph.D. (Quantitative Methods Applied to Economics and Management)
Instituição: Universidade do Algarve
Ano: 2011
Autor: Ana Daniel
Orientador(es): Paulo M.M. Rodrigues
Grau: Ph.D. (Quantitative Methods Applied to Economics and Management)
Instituição: Universidade do Algarve
Ano: 2010
Autor: Pedro Gouveia
Orientador(es): Paulo M.M. Rodrigues
Grau: Ph.D. (Quantitative Methods Applied to Economics and Management)
Instituição: Universidade do Algarve
Ano: 2009
Autor: Fernando A.F. Ferreira
Orientador(es): Paulo M.M. Rodrigues, Sérgio P. Santos
Grau: Ph.D. (Quantitative Methods Applied to Economics and Management)
Instituição: Universidade do Algarve
Ano: 2008

Teses de mestrado

Autor: Nazarii Salish
Orientador(es): Paulo M.M. Rodrigues
Grau: M.Sc. (Economics)
Instituição: Universidade do Algarve
Ano: 2010
Autor: Marta P.A.O. Rocha
Orientador(es): Paulo M.M. Rodrigues
Grau: M.Sc. (Economics)
Instituição: Universidade do Algarve
Ano: 2009
Autor: Tiago M.T. Nunes
Orientador(es): Paulo M.M. Rodrigues
Grau: M.Sc. (Applied Econometrics)
Instituição: Universidade do Algarve
Ano: 2009
Autor: Osvaldo M.C. Afonso
Orientador(es): Paulo M.M. Rodrigues, Cristina Viegas
Grau: M.Sc. (Finance)
Instituição: Universidade do Algarve
Ano: 2009
Autor: António J.P. Simões
Orientador(es): Paulo M.M. Rodrigues
Grau: M.Sc. (Tourism)
Instituição: Universidade do Algarve
Ano: 2006
Autor: Francisco R. Pereira
Orientador(es): Paulo M.M. Rodrigues
Grau: M.Sc. (Economics and Management Sciences)
Instituição: Universidade do Algarve
Ano: 2002
Autor: Vitor Teixeira
Orientador(es): Paulo M.M. Rodrigues
Grau: M.Sc. (Economics and Management Sciences)
Instituição: Universidade do Algarve
Ano: 2001
Autor: Pedro Gouveia
Orientador(es): Paulo M.M. Rodrigues
Grau: M.Sc. (Economics and Management Sciences)
Instituição: Universidade do Algarve
Ano: 2000