CURRICULUM VITAE
JOSÉ A. F. MACHADO
Personal
Birth: 1957.06.22
Status: Married
Citizenship: Portuguese
Address
Faculdade de Economia, Universidade NOVA de Lisboa
Campus de Campolide, 1099-032 Lisboa, Portugal
Tel.: (351) 213801615
Fax: (351) 213870933
Email: jafm @ fe.unl.pt
DEGREES
“Agregação” in Statistics and Econometrics, Universidade Nova de Lisboa, 1994.
Ph. D. in Economics, University of Illinois at Urbana-Champaign, 1989.
Master of Sciences in Economics, University of Illinois at Urbana-Champaign, 1987.
“Licenciatura” in Economics, Universidade Técnica de Lisboa, 1980
SPECIALIZATION
Econometric Theory and Labor Economics
EXPERIENCE
Dean, Faculdade de Economia, Universidade Nova de Lisboa, since 2005.
Professor of Economics (“Professor Catedrático”), Universidade Nova de Lisboa, since 2000.
Vice Dean, Faculdade de Economia, Universidade Nova de Lisboa, 1999-2002.
Associate Professor, Universidade Nova de Lisboa, 1993-2000.
Director of Graduate Studies, Faculdade de Economia da Universidade Nova de Lisboa, 1993-1996
and 1997-1999.
Assistant Professor, Universidade Nova de Lisboa, 1990-1993.
Visiting Assistant Professor, University of Illinois at Urbana Champaign, 1990.
Visiting Lecturer, University of Illinois at Urbana Champaign, 1988/89.
Teaching Assistant, University of Illinois at Urbana Champaign, 1987/88.
Teaching Assistant, Universidade Nova de Lisboa, 1981-1985.
Economist, Bank of Portugal, 1984-1985.
Economist, Portuguese Telecom, 1980-1981.
EDITORIAL AND ACADEMIC BOARD’S MEMBERSHIP
Editorial Board of Empirical Economics and Portuguese Economic Journal.
European Foundation for Management Development (EFMD), EQUIS Awarding Body.
Advisory Board, Forum para a Competitividade, since 2008.
Co-editor of a special issue of Empirical Economics on Economic Applications of Quantile Regression
(Empirical Economics, 26(1), 2001).
Member of the Scientific Committee of ESEM 03 and ESEM 04.
CONSULTANCY
Consultant for the Research Department of the Bank of Portugal, since 1992.
Advisory Board of Instituito de Gestão de Crédito Público (IGCP), 2000-2008,
Consultant for GANEC since 1990. In that capacity I have participated in numerous projects namely:
“Impact of the EURO in the Portuguese Economy”, Secretaria de Estado do Planeamento e
Desenvolvimento Regional (1991); “National Water Plan: Economic and demographic aspects”,
Instituto Nacional da Água; “Macroeconomic Analysis” Banco Mello (1991 to 1995);” A system of
coincident indicators”, Banco Nacional Ultramarino (1994); “Audit on ANACOM’s statistical systems”,
ANACOM (2006).
PUBLICATIONS
Journals and Chapters in Books
“A note on identification with averaged data”, (with J. Santos Silva), Econometric Theory 22, 2006..
“Quantiles for Counts”, (with J. Santos Silva), Journal of the American Statistical Association 100,
2005.
“Counterfactual Decomposition of Changes in Wage Distributions using Quantile Regression”, (with J.
Mata), Journal of Applied Econometrics 20, 2005.
“Bootstrap Estimation of Covariance Matrices via the Percentile Method”, (with P. Parente),
Econometrics Journal 8, 2005.
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“Modelling Taylor rule uncertainty: an application to the euro area”, (with F. Martins and P. Esteves).
Economic Modelling 21, 2004.
Economic Applications of Quantile Regression, B. Fitzenberger, R. Koenker , J.A.F. Machado Editors,
Physica-Verlag, 2002.
“Exploring Transition Data Through Quantile Regression Methods: An Application to U.S.
Unemployment Duration”, (with P.Portugal), Y. Dodge Ed., Statistical Data Analysis Based on the L1Norm and Related Methods, Birkhäuser, Basel, 2002.
“Earning Functions in Portugal 1982-94: Evidence from Quantile Regressions”, (with J. Mata),
Empirical Economics 26, 2001.
“Glejser's test revisited”, (with J. Santos Silva), Journal of Econometrics 97, 2000.
“Box-Cox Quantile Regression and the Distribution of Firm Sizes”, (with J. Mata), Journal of Applied
Econometrics 15, 2000.
“Goodness of Fit and Related Inference Processes for Quantile Regression”, (with R. Koenker), Journal
of the American Statistical Association 94, 1999.
“GMM inference when the number of moment conditions is large”, (with R. Koenker), Journal of
Econometrics 93, 1999.
“Estimation of Time-Series Regressions with Autoregressive Disturbances and Missing Observations”,
(solução de “Problem 97.5.1”) Econometric Theory 14(5), 1998.
“The Falstaff Estimator”, (with Roger Koenker), Economic Letters (61), 1998.
“Firm Start-up Size: A Conditional Quantile Approach”, (with J. Mata), European Economic Review 40,
1996.
“Structural VAR Estimation with Exogeneity Restrictions”, (with F. Dias e M. Pinheiro), Oxford
Bulletin of Economics and Statistics 58(2), 1996.
“Momentary Lapses: Moment Expansions and the Robustness of Minimum Distance Estimators”,
(with R. Koenker, C. Skeels and A. Welsh), Econometric Theory 10(2), 1994.
“A Note on Ameniya's Form of the Weighted Least Squares Estimator” (with Roger Koenker,
Christopher L. Skeels and A. H. Welsh), Australian Journal of Statistics 35(2), 1993.
“Robust Model Selection and M-Estimation”, Econometric Theory 9(3), 1993.
“Estimation of Systematic Risk using Bayesian Analysis with Hierarchical and Non-Normal Priors”,
(with Anil Bera), em Readings in Econometric Theory and Practice: A Volume in Honor of George
Judge, W. Griffiths, H. Lütkepohl and M.E. Bock eds., North-Holland, 1993.
Other works
Joblessness, (with P. Portugal and P. Raposo), mimeo, August 2010.
“Quantiles with Corners”, (with J. Santos Silva), submitted for publication, July 2010.
“The Reservation Wage Unemployment Duration Nexus”, (with J. Addison and P. Portugal), IZA DP
No. 5077, July 2010.
“Job (In)Stability”, (with P. Portugal and P. Raposo), mimeo, June 2010.
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“Simulating Quantile Models with Applications to Economics and Mangement”, Proceedings of ISCM
II and EPMESC XII, Hong-Kong-Macau, December 2009.
“Inferences About the Mean of Renewal Processes under Stock Sampling”, (with P. Portugal), mimeo,
July 2008.
“Quantiles for Fractions and Other Mixed Data”, (with J. Santos Silva), mimeo, August 2008.
“U.S. Unemployment Duration: Has Long Become Longer or Short Become Shorter”, (with P. Portugal
and J. Guimarães), IZA Discussion Paper no. 2174, 2006.
“Identifying Asset Price Booms and Bust with Quantile Regressions”, (with J. Sousa), Working Paper 8,
Banco de Portugal, 2006.
“50 Anos de ensino da Econometria em Portugal”, (with J. Santos Silva), Economia, Outubro 2002 (in
portuguese).
“Quantile Regression Analysis of Transition Data”, (with Pedro Portugal), Working Paper, Banco de
Portugal, Março 2002.
“Identification with averaged data and implications for hedonic regression studies”, (with J. Santos
Silva), Working Paper 10/01, Banco de Portugal, 2001.
“Theoretical Irregularities on the Spanish and Portuguese Inflations”, (with L. C. Cunha), in: Ensaios de
Homenagem a Manuel Jacinto Nunes, ISEG/UTL, 1996.
“Real Convergence and Real Appreciation”, (com L. C. Cunha), Working Paper nº210, Faculdade de
Economia UNL, 1993.
“A PPP Model of Real Appreciation”, (com L. C. Cunha), Working Paper nº210, Faculdade de Economia
UNL, 1993.
“Testing for Mean and Variance Breaks with Dependent Data”, Working Paper do Banco de Portugal
16/92, 1992.
“Competitividade e Política Cambial: uma Análise Empírica”, (with L. C. Cunha), Economia XV(2), 1992
(in portuguese).
“Aritmética da Dívida Pública: Portugal e a UEM”, (with L. C. Cunha), Economia XV(2), 1991 (in
portuguese).
REFEREE
Biometrika, Econometric Theory, Journal of Econometrics , Economia e Probability Theory and
Related Fields, Brazilian Journal of Probability and Statistics, Journal of the American Statistical
Association, The Econometrics Journal, Portuguese Economics Journal, Econometrica , Empirical
Economics, Labour and Journal of Applied Econometrics
CONFERENCES
Meeting of the Brazilian Econometric Society, Bahia 2007, Global Management Education Conference,
Shanghai, October 2006, Meeting of the Brazilian Econometric Society, Natal 2005, SOLE-EALE
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Meetings, San Francisco 2005, Meeting of the Brazilian Econometric Society, João Pessoa 2004,
Australasian Meetings of the Econometric Society, Sydney 2003; EALE Meetings, Paris 2002; 4th
International Conference on Statistical Data Analysis based on the L1-Norm and Related Methods,
Neuchâtel in 2002; European Meetings of the Econometric Society, Lausanne 2001; World Meetings
of the Econometric Society, Seattle 2000; ASSET, Telaviv 1999; Econometric Study Group Conference,
University of Bristol, 1998; European Meetings of the Economic Society, Berlim 1998; Econometric
Study Group Conference, University of Bristol, 1997;European Meetings of the Economic Society,
Istambul, 1996; Texas Econometrics Camp, USA, 1996; Econometric Study Group Conference,
University of Bristol, 1996; CEMAPRE, Lisbon, 1994; European Meetings of the Economic Society,
Bruxelas, 1992; ASSET, Touluse, 1992; ASSET, Florence, 1989.
2010-08-06
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