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José António Ferreira Machado
José António Ferreira Machado
Professor
Economics
Research Track
Web site
Ciência ID: C31E-FB80-4621
ORCID ID: 0000-0002-9005-8796

José Machado is a member of the Editorial Boards of Empirical Economics and the Portuguese Economic Journal and has published his scientific research in some of the top journals of his field namely; Journal of the American Statistical Society; Journal of Econometrics; Journal of Applied Econometrics; Econometric Theory; European Economic Review; Empirical Economics; Economic Letters and Oxford Bulletin of Economics and Statistics. His most influential piece of research is ""? Counterfactual Decomposition of Changes in Wage Distributions using Quantile Regression""?; (joint work with José Mata); published in Journal of Applied Econometrics 20; 2005.

He taught Econometrics, Statistics and Macroeconomics

He was a consultant of the Bank of Portugal between 1992 and 2015.

José Machado was Vice-Rector of Universidade Nova de Lisboa and was Dean at Nova School of Business and Economics (Lisbon-Portugal) from 2005 to 2015 and of Angola Business School (Luanda-Angola) from 2010 to 2015.

1994 - "Agregação" (Habilitation) in Statistics and Econometrics, Universidade NOVA de Lisboa

1989 - PhD in Economics, University of Illinois at Urbana-Champaign, U.S.A. 

1980 - Bachelor's in Economics, Universidade Técnica de Lisboa

  • Machado, José A. F., Santos Silva, J. M.C. (2019). Quantiles via moments. Journal of Econometrics, 213 (1), 145-173.
  • Machado, José A. F., Santos Silva, J. M.C., Wei, Kehai (2016). Quantiles, corners, and the extensive margin of trade. European Economic Review, 89, 73-84.
  • Addison, John T., Machado, José A. F., Portugal, Pedro (2013). The reservation wage unemployment duration nexus. Oxford Bulletin of Economics and Statistics, 75 (6), 980-987.
  • Machado, José A. F., Silva, J. M C Santos (2006). A note on identification with averaged data. Econometric Theory, 22 (3), 537-541.
  • Machado, José A. F., Parente, Paulo (2005). Bootstrap estimation of covariance matrices via the percentile method. Econometrics Journal, 8 (1), 70-78.
  • Machado, José A. F., Mata, José (2005). Counterfactual decomposition of changes in wage distributions using quantile regression. Journal Of Applied Econometrics, 20 (4), 445-465.
  • Machado, José A. F., Santos Silva, J. M.C. (2005). Quantiles for counts. Journal of the American Statistical Association, 100 (472), 1226-1237.
  • Martins, Fernando, Machado, José A. F., Esteves, Paulo Soares (2004). Modelling Taylor rule uncertainty: an application to the euro area. Economic Modelling, 21 (3), 561-572.
  • Machado, José A. F., Mata, José (2001). Earning functions in Portugal 1982-1994: evidence from quantile regressions. Empirical Economics, 26 (1), 115-134.
  • Machado, José A. F., Mata, José (2000). Box-cox quantile regression and the distribution of firm sizes. Journal Of Applied Econometrics, 15 (3), 253-274.
  • Machado, José A. F., Santos Silva, J. M.C. (2000). Glejser’s test revisited. Journal of Econometrics, 97 (1), 189-202.
  • Koenker, Roger, Machado, José A. F. (1999). GMM inference when the number of moment conditions is large. Journal of Econometrics, 93 (2), 327-344.
  • Koenker, Roger, Machado, José A. F. (1999). Goodness of fit and related inference processes for quantile regression. Journal of the American Statistical Association, 94 (448), 1296-1310.
  • Koenker, Roger, Machado, José A. F. (1998). The Falstaff estimator. Economics Letters, 61 (1), 23-28.
  • Machado, José A. F., McCrorie, J. Roderick, Penzer, Jeremy (1998). Estimation of Time-Series Regressions with Autoregressive Disturbances and Missing Observations. Econometric Theory, 14 (5), 689-691.
  • Dias, Francisco C., Machado, José A. F., Pinheiro, Maximiano R. (1996). Structural VAR estimation with exogeneity restrictions. Oxford Bulletin of Economics and Statistics, 58 (1), 417-422.
  • Mata, José, Machado, José A. F. (1996). Firm start-up size: a conditional quantile approach. European Economic Review, 40 (6), 1305-1323.
  • Koenker, Roger, Machado, José A. F., Skeels, Christopher L., Welsh, Alan H. (1994). Momentary lapses: moment expansions and the robustness of minimum distance estimation. Econometric Theory, 10 (1), 172-197.
  • Koenker, Roger, Machado, José A. F., Skeels, Christopher L., Welsh, A. H. (1993). Amemiya's form of the weighted least squares estimator. Australian Journal of Statistics, 35 (2), 155-174.
  • Machado, José A. F. (1993). Robust model selection and M-estimation. Econometric Theory, 9 (3), 478-493.
  • Machado, José A. F., Portugal, Pedro (2002). Exploring Transition Data through Quantile Regression Methods: An Application to U.S. Unemployment Duration. Statistical Data Analysis Based on the L1-Norm and Related Methods. Dodge, Yadolah (Eds.), Birkhäuser Basel, Chapter 7. 77-94.
  • Bera, Anil k., Machado, José A. F. (1992). Estimation of systematic risk using bayesian analysis with hierarchical and non-normal priors. Contributions to economic analysis. Elsevier, 143-157.