Paulo M. M. Rodrigues

Global rank #3174 96%

Institution: Universidade Nova de Lisboa

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://www.bportugal.pt/en/economista/paulo-mm-rodrigues

First Publication: 2001

Most Recent: 2025

RePEc ID: pro11 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	A (2x)	B (1x)	Total
Last 5 Years	4.52	1.84	11.56
Last 10 Years	5.53	3.69	15.42
All Time	7.54	11.73	29.83

Publication Statistics

Raw Publications 30

Coauthorship-Adjusted Count 25.41

Publications (30)

Year	Article	Journal	Tier	Authors
2025	Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach	Journal of Econometrics	A	3
2023	The persistence of wages	Journal of Econometrics	A	4
2023	Extensions to IVX methods of inference for return predictability	Journal of Econometrics	A	4
2023	Transformed regression-based long-horizon predictability tests	Journal of Econometrics	A	3
2023	Measuring wage inequality under right censoring	Economic Inquiry	C	3
2023	Survival of the fittest: tourism exposure and firm survival	Applied Economics	C	3
2023	Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics	Journal of Econometrics	A	3
2022	Testing for episodic predictability in stock returns	Journal of Econometrics	A	4
2022	Residual-augmented IVX predictive regression	Journal of Econometrics	A	2
2021	A Re‐Examination of Inflation Persistence Dynamics in OECD Countries: A New Approach	Oxford Bulletin of Economics and Statistics	B	3
2021	The expected time to cross a threshold and its determinants: a simple and flexible framework	Journal of Economic Dynamics and Control	B	3
2021	Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume	Journal of Applied Econometrics	B	4
2019	A New Regression-Based Tail Index Estimator	Review of Economics and Statistics	A	2
2018	Forecasting banking crises with dynamic panel probit models	International Journal of Forecasting	B	4
2018	SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS	Econometric Theory	B	3
2017	A mixed frequency approach to the forecasting of private consumption with ATM/POS data	International Journal of Forecasting	B	3
2015	On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles	Oxford Bulletin of Economics and Statistics	B	3
2014	CHARACTERIZING ECONOMIC GROWTH PATHS BASED ON NEW STRUCTURAL CHANGE TESTS	Economic Inquiry	C	3
2013	THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS	Econometric Theory	B	3
2012	The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests-super-	Oxford Bulletin of Economics and Statistics	B	2
2011	The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance	Oxford Bulletin of Economics and Statistics	B	2
2009	TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN	Econometric Theory	B	3
2007	Testing for causality in variance under nonstationarity in variance	Economics Letters	C	2
2007	Efficient tests of the seasonal unit root hypothesis	Journal of Econometrics	A	2
2006	Properties of recursive trend-adjusted unit root tests	Economics Letters	C	1
2005	The performance of unit root tests under level-dependent heteroskedasticity	Economics Letters	C	2
2004	ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES	Econometric Theory	B	2
2004	ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL	Econometric Theory	B	2
2004	Alternative estimators and unit root tests for seasonal autoregressive processes	Journal of Econometrics	A	2
2001	NEAR SEASONAL INTEGRATION	Econometric Theory	B	1