Name	Paulo M.M. Rodrigues
	Title	Associate Professor of Econometrics
	Address	Faculty of Economics
		University of Algarve
		Campus de Gambelas
		8005-139 Faro, Portugal
	Telephone	(+0351) 289 800 915
	Fax	(+0351) 289 815 937

 

Education and Qualifications

	Sep. 2004 – Feb.2005	Jean Monnet Fellow at the Department of Economics of the European University Institute
	1995-1998	University of Manchester
		PhD Econometrics: Inference in Seasonal Nonstationary Processes.
		Awarded the Jon Stewart Prize in Econometrics.
	1994-1995	University of Manchester
		MA in Economics and Econometrics (with Distinction).
	1988-1993	University of Algarve
		Licenciatura in Business Management (equiv. to 5-yr BA honours degree). First Class Honours.

 

Present Employment Position

Associate Professor of Econometrics. Appointed November 2002.
Vice-dean of the Faculty of Economics. Appointed March 2002.

 

Conferences

• Co-organiser, Portuguese Statistical Society Conference, at the Faculty of Economics, University of Algarve, 24-27 September 2003.
• Co-organiser, Seasonality in Financial and Economic Variables, at the Faculty of Economics, University of Algarve, October 2000.
• Organiser, Course on Empirical Modelling of Trending Variables. Lectures by Professor Uwe Hassler, 25-27 March 2002 (Free University of Berlin), at the Faculty of Economics, Universidade do Algarve.
• Organiser, Course on Empirical Modelling of Consumer Choice. Lectures by Professor Andrew Tremayne (University of Newcastle), September 2001, at the Faculty of Economics, Universidade do Algarve.

 

Referee Work

Active referee for: Econometric Theory, Journal of the American Statistical Association, Journal of Econometrics, Journal of Business and Economic Statistics, Journal of Time Series Analysis, The Econometrics Journal, Econometric Reviews, Empirical Economics, Portuguese Economic Journal and, The Portuguese Statistical Society.

 

Publications in Refereed Journals

 

Publications in Refereed Conference Proceedings

Assimetria no Mecanismo de Taxas de Câmbio do SME [Asymmetry in the Mechanisms of SME’s Rate of Exchange], September 2002, 10th Annual Portuguese Statistical Society Conference Proceedings (with P. Gouveia and E. Rebelo).

Cointegração em Modelos SETAR [Cointegration in SETAR Models], September 2001, 9th Annual Portuguese Statistical Society Conference Proceedings, 273-284 (with P. Gouveia).

 

Working Papers

Recent Conference Presentations

ESRC Econometrics conference in Bristol, July 2004, University of Bristol, UK.

Economic Forecasting Conference, April 2004, UCSD, San Diego, EUA.  

Endogeneity, Instruments and Identification in Econometrics, 14th (EC)2 Conference, December 2003 - University College London, UK.

ESRC Econometrics conference in Bristol, Junho 2003, University of Bristol, UK.

International Symposium on Forecasting, Trinity College, Dezembro 2002, Dublin, Irland.

Seasonal Unit Root Tests under Structural Breaks, presented at the 56th Econometric Society European Meeting, Lausanne, Switzerland (August 2001).

On LM Type Tests for Seasonal Unit Roots, presented at the 10th (EC)2 Conference, Trinity College, Dublin, Irland (December 2000).

Asymptotic Distributions of Seasonal Unit Root Tests: A Unifying Approach, presented at the 4th ERC/METU International Conference in Economics, Middle East University, Ankara, Turkey (September 2000).

Asymptotic Confidence Intervals and Seasonal Unit Root Statistics, presented at the 8th Econometric Society World Congress, University of Washington, Seattle, EUA (August 2000).

Near Seasonal Integration, presented at the 55th Econometric Society European Meeting, University of Santiago de Compostela, Santiago de Compostela, Spain (August 1999).

Near Seasonal Integration presented at the 9th (EC)2 Conference, Stockholm School of Economics, Stockholm, Sweden (December 1998).

The Asymptotic Distributions of Seasonal Unit Root Tests: A Unifying Approach, presented at the Royal Economic Society Meeting, University of Warwick, Warwick, UK (March 1998).

The Performance of Seasonal Unit Root Tests for Monthly Data, presented at the 8th (EC)2 Conference, University of Amsterdam, Amsterdam, Holland (December 1997).

 

Recent Research Seminars

Research Seminar at the Department of Economics, University of Huelva (December 2002).

Research Seminar at the Faculty of Sciences and Technology, University of Algarve (December 2001).

Research Seminar at ISEG, Technical University of Lisbon (November 2001).

Research Seminar at the Free University of Berlin, Germany (July 2001).

Research Seminar at Humboldt-University, Germany (July 2001).

Research Seminar at the Department of Economics, Manchester Metropolitan University, UK (February 1999).

 

Recent Projects

Seasonality and Structural Changes in the Portuguese and European Economies, Project financed by the Foundation for Science and Technology under the Scientific Research and Technological Development Act (with C.B.S Lopes from ISEG, Technical University of Lisbon).

Survey of Professional Training Needs in West Algarve, Project financed by the Employment and Professional Training Institute.