Jorge Vicente Pérez Rodríguez

Full Professor.
Director of Research Group.

Research Group:


General Information

Current Teaching

Research Interest

Applied Econometrics (specially, Microeconometrics and Panel Data Analysis), Financial Econometrics, Productivity Analysis, Quantitative Finance, Time Series Econometrics (specially, Nonlinear Time Series Modelling and Forecasting).

Visitors Map 

Curriculum Vitae:

Professor Dr. Jorge V. Pérez-Rodríguez was head of the Department of Quantitative Methods for Economics and Management (DMCEG) at University of Las Palmas de Gran Canaria since 2009 to 2015. He studied Economics at the University of La Laguna (Spain, 1989) and received his PhD in Economics from the University of Barcelona (Spain) in 1995. He has also obtained a MSc in Quantitative Economics at University of Barcelona in 1990 and MSc in Economics at University of La Laguna in 1991.
 
Since 1990 he has taught full-time teaching in the area of ​​Applied Economics with profile of Quantitative Methods for Economics: Statistics, Econometrics and Operations Research.
 
He was a Research Assistant between 1989-1990, Teaching Assistant between 1990-1992 and Assistant Professor between 1990-1996 in the Department of Econometrics, Statistics and Spanish Economy at the University of Barcelona. In 1996, he move to the University of Las Palmas de Gran Canaria where he become Assistant Professor in the Department of Applied Economics, and move up to Associate Professor (Profesor Titular de Universidad) in 1998. Now, he is Professor (Catedrático de Universidad) since 2016.
 
His research focuses on the financial statistics and econometrics and tourism economics. He has widely published in peer-reviewed national and international journals on these topics. Since 2002 he is a senior research fellow in the research group "Quantitative and Computational Finance" at the University of Las Palmas de Gran Canaria, and he is also associate senior research fellow in the group "International Economics" at the University of La Laguna since 2009.

 


Contact Details

Edificio de Economía, Empresa y Turismo.
Módulo D. Campus de Tafira.
E-35017 Las Palmas de Gran Canaria.

accedacris.ulpgc.es/cris/rp/rp00456

Google Scholar profile

ORCID: 0000-0002-6738-9191

+34 928 458 222

Office: D4.04



Input inefficiencies in the hotel industry. A non-radial directional performance measurement
C. Hernández-Guedes, J.V. Pérez-Rodríguez, C. Manrique de Lara Peñate. Tourism Economics, 2024 (Accepted).   Fulltext   Abstract
Journal article

Heterogeneity and time-varying efficiency in the Ecuadorian banking sector. An output distance stochastic frontier approach
J.S.Cortés-García, J.V. Pérez-Rodríguez. Quarterly Review of Economics and Finance, 2024, 93, pp. 164 - 175.   Fulltext   Abstract
Journal article


Technological heterogeneity and time-varying efficiency of sharing accommodation: Evidence from the Canary Islands
J.V. Pérez-Rodríguez, J.M. Hernández. International Journal of Hospitality Management, 2023, 111 (103477), pp. 1 - 10.   Fulltext   Abstract
Journal article

The effect of type of lodging and professionalism on the efficiency of P2P accommodation
J.V. Pérez-Rodríguez, J.M. Hernández. Tourism Economics, 2023, 29 (6), pp. 1624 - 1642.   Fulltext   Abstract
Journal article

The impact of ownership and size heterogeneity on hotel industry efficiency in the Canary Islands (Spain)
J.V. Pérez-Rodríguez, E. Acosta-González. Tourism Economics, 2023, 29 (1), pp. 3 - 29.   Fulltext   Abstract
Journal article

Transient and persistent cost efficiency in hotels in the Canary Islands
J.V. Pérez-Rodríguez, E. Acosta-González. Journal of Hospitality and Tourism Research, 2023, 47 (4), pp. 734 - 759.   Fulltext   Abstract
Journal article

Substitution among hotels and P2P accommodation in the COVID era: A spatial dynamic panel data model at the listing level
R. Suárez-Vega, J.V. Pérez-Rodríguez, J.M. Hernández. Current Issues in Tourism, 2023, 26 (17), pp. 2883 - 2899.   Fulltext   Fulltext   Abstract
Journal article

Bimodal length of stay in the accommodation sharing economy
E. Gómez-Déniz, J.V. Pérez-Rodríguez, J.M. Hernández. Tourism Economics, 2023, 29 (7), pp. 1890 - 1914.   Fulltext   Abstract
Journal article

Modeling prices and volatilities in the sharing economy
J.V. Pérez-Rodríguez, J.M. Hernández, J. Andrada-Félix. Tourism Economics, 2023 (In Press).   Fulltext   Abstract
Journal article

Is peer-to-peer demand cointegrated at the listing level?
J.V. Pérez-Rodríguez, H. Rachinger, R. Suárez-Vega. Empirical Economics, 2023.   Fulltext   Abstract
Journal article


How does Airbnb affect local Spanish tourism markets?
J.L. Jiménez, A. Ortuño, J.V. Pérez-Rodríguez. Empirical Economics, 2022, 62, pp. 2515 - 2545.   Fulltext   Abstract
Journal article

Does tourism promote economic growth? A fractionally integrated heterogeneous panel data analysis
J.V. Pérez-Rodríguez, H. Rachinger, M. Santana-Gallego. Tourism Economics, 2022, 28 (5), pp. 1355 - 1376.   Fulltext   Abstract
Journal article

Analyzing how the Social Security Reserve Fund in Spain affects the sustainability of the Pension System
E. Gómez-Déniz, J.V. Pérez-Rodríguez, S. Sosvilla Rivero. Risks. Special Issue: Longevity Risk Modelling and Management, 2022, 10 (6), pp. 120 - 137.   Fulltext   Abstract
Journal article

Searching for informed traders in stock markets: The case of Banco Popular
J.V. Pérez-Rodríguez, S. Sosvilla-Rivero, J. Andrada-Félix, E. Gómez-Déniz. North American Journal of Economics and Finance, 2022, 63 (101791), pp. 1 - 14.   Fulltext   Abstract
Journal article


Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence
J.V. Pérez-Rodríguez, J. Andrada-Félix, H. Rachinger. North American Journal of Economics and Finance, 2021, 57 (101438), pp. 1 - 15.   Fulltext   Abstract
Journal article

Spending and length of stay by tourists flying to the Canary Islands (Spain) using low-cost carriers
E. Gómez-Déniz, J.V. Pérez-Rodríguez. Applied Spatial Analysis and Policy, 2021, 14 (3), pp. 631 - 658.   Fulltext   Abstract
Journal article

Modelling dependence between daily tourist expenditure and length of stay
E. Gómez-Déniz, J.V. Pérez-Rodríguez. Tourism Economics, 2021, 27 (8), pp. 1615 - 1628.   Fulltext   Abstract
Journal article

Bank branch performance and cost efficiency: A stochastic frontier panel data approach
I. Cabrera-Suárez, J.V. Pérez-Rodríguez. International Journal of Finance and Economics, 2021, 26 (4), pp. 5850 - 5863.   Fulltext   Abstract
Journal article

Testing unobserved market heterogeneity in financial markets: The case of Banco Popular
J.V. Pérez-Rodríguez, E. Gómez-Déniz, S. Sosvilla-Rivero. Quarterly Review of Economics and Finance, 2021, 79, pp. 151 - 160.   Fulltext   Abstract
Journal article

Testing the validity of the tourism-led growth hypothesis under long-range dependence
J.V. Pérez-Rodríguez, H. Rachinger, M. Santana-Gallego. Current Issues in Tourism, 2021, 24 (6), pp. 768 - 793.   Fulltext   Abstract
Journal article

Unconditional quantile regression and tourism expenditure: The case of the Canary Islands
J.V. Pérez-Rodríguez, F.J. Ledesma Rodríguez. Tourism Economics, 2021, 27 (4), pp. 626 - 648.   Fulltext   Abstract
Journal article


A bimodal discrete Shifted Poisson distribution. A case study of tourists' length of stay
E. Gómez-Déniz, J.V. Pérez-Rodríguez, J. Reyes, H.W. Gómez. Symmetry, 2020, 12 (3), pp. 1 - 15.   Fulltext   Abstract
Journal article

Risk dependence and cointegration between pharmaceutical stock markets: The case of China and the USA
X. Zhou , H. Qian , J.V. Pérez-Rodríguez, B. González López-Valcárcel. North American Journal of Economics and Finance, 2020, 52 (101175), pp. 1 - 19.   Fulltext   Abstract
Journal article

Another look at the implied and realised volatility relation: A copula-based approach
J.V. Pérez-Rodríguez. Risk Management, 2020, 22 (1), pp. 38 - 64.   Fulltext   Abstract
Journal article

Modelling tourism receipts and associated risks, using long-range dependence models
J.V. Pérez-Rodríguez, M. Santana-Gallego. Tourism Economics, 2020, 26 (1), pp. 70 - 96.   Fulltext   Abstract
Journal article

Assessing branch efficiency and managerial behaviour in a large Spanish commercial bank
I. Cabrera-Suárez, J.V. Pérez-Rodríguez. REFC – Spanish Journal of Finance and Accounting, 2020, 49 (1), pp. 48 - 73.   Fulltext   Abstract
Journal article

Modelling tourist expenditure at origin and destination
E. Gómez-Déniz, J.V. Pérez-Rodríguez, J. Boza-Chirino. Tourism Economics, 2020, 26 (3), pp. 437 - 460.   Fulltext   Abstract
Journal article

Economic growth and market-segment choice in tourism-based economies
S. Giannoni, J.M. Hernández, J.V. Pérez-Rodríguez. Empirical Economics, 2020 (59), pp. 1435 - 1452.   Fulltext   Abstract
Journal article


Modelling bimodality of length of tourist stay
E. Gómez-Déniz, J.V. Pérez-Rodríguez. Annals of Tourism Research, 2019, 75, pp. 131 - 151.   Fulltext   Abstract
Journal article

International trade, exchange rate regimes, and financial crises
M. Santana-Gallego, J.V. Pérez-Rodríguez. North American Journal of Economics and Finance, 2019, 47, pp. 85 - 95.   Fulltext   Abstract
Journal article

Modelling Distribution of Aggregate Expenditure on Tourism
E. Gómez-Déniz, J.V. Pérez-Rodríguez. Economic Modelling, 2019, 78, pp. 293 - 308.   Fulltext   Abstract
Journal article

Air pollution and tourism demand: A case study of Beijing, China
Zhou, Xiaoge, Y. Santana-Jiménez, J.V. Pérez-Rodríguez, J.M. Hernández. International Journal of Tourism Research, 2019, 21 (6), pp. 747 - 757.   Fulltext   Abstract
Journal article


Stochastic frontier models with dependent errors based on normal and exponential margins
E. Gómez-Déniz, J.V. Pérez-Rodríguez. Journal of Quantitative Methods for Economics and Business Administration, 2017, 23, pp. 3 - 23.   Fulltext   Abstract
Journal article

Modelling the asymmetric probabilistic delay of aircraft arrival
J.V. Pérez-Rodríguez, J.M. Pérez Sánchez, E. Gómez-Déniz. Journal of Air Transport Management, 2017, 62, pp. 90 - 98.   Fulltext   Abstract
Journal article

Mixture inverse Gaussian for unobserved heterogeneity in the autoregressive conditional duration model
E. Gómez-Déniz, J.V. Pérez-Rodríguez. Communications in Statistics -Theory and Methods, 2017, 46 (18), pp. 9007 - 9025.   Fulltext   Abstract
Journal article


Modelling time-varying asymmetric information component of transaction costs
J.V. Pérez-Rodríguez, M.A. Negrín. Spanish Journal of Finance and Accounting , 2016, 45 (4), pp. 440 - 465.   Fulltext   Abstract
Journal article

Introducción a la modelización de la volatilidad financiera
J.V. Pérez-Rodríguez. 2016. Las Palmas de Gran Canaria: Servicio de Publicaciones y Difusión Científica de la ULPGC. ISBN: 978-84-9042- 253-3.
Book

International trade and tourism flows: An extension of the gravity model
M. Santana-Gallego, F.J. Ledesma-Rodríguez, J.V. Pérez-Rodríguez. Economic Modelling, 2016, 52 (Part B), pp. 1026 - 1033.   Fulltext   Abstract
Journal article

The euro effect: Tourism creation, tourism diversion and tourism potential within the European Union
M. Santana Gallego, F. Ledesma Rodríguez, J.V. Pérez-Rodríguez. European Union Politics, 2016, 17 (1), pp. 46 - 68.   Fulltext   Abstract
Journal article

Introducción a las técnicas de muestreo
J. Boza-Chirino, J.V. Pérez-Rodríguez, J. De León-Ledesma. 2016. Madrid: Pirámide. ISBN: 978-84-9042-081-2.
Book

Conditional duration model and unobserved market heterogeneity of traders. An infinite mixture of Non-Exponentials
E. Gómez-Déniz, J.V. Pérez-Rodríguez. Colombian Journal of Statistics, 2016, 39 (2), pp. 307 - 325.   Fulltext   Abstract
Journal article


Testing dependence between GDP and tourism's growth rates
J.V. Pérez-Rodríguez, F. Ledesma-Rodríguez, M. Santana Gallego. Tourism Management, 2015, 48 (1), pp. 268 - 282.   Fulltext   Abstract
Journal article

Closed-form solution for a bivariate distribution in stochastic frontier models with dependent errors
E. Gómez-Déniz, J.V. Pérez-Rodríguez. Journal of Productivity Analysis, 2015, 43 (2), pp. 215 - 223.   Fulltext   Abstract
Journal article

Spread component costs and stock trading characteristicas in the Spanish Stock Exchange. Two flexible fractional response models
J.V. Pérez-Rodríguez, E. Gómez-Déniz. Quantitative Finance, 2015, 15 (12), pp. 1943 - 1962.   Fulltext   Abstract
Journal article






Tractable Bayesian variable selection: beyond normality
Ponente/Speaker: Francisco Javier Rubio (Dpt. of Statistics (U. of Warwick)).
Email:  
Web:  https://sites.google.com/site/fjavierrubio67/
Fecha/Date: 17-02-2017.
Lugar/Venue: Aula de Informática D3.6.
Hora/Time: 12:30.
  Abstract
Trabajo completo/FullText:   Descargar
Key Contact: J.V. Pérez-Rodríguez.

Seminar


Modelling realized and implied volatility dependence for exchange rates
Autores: J.V. Pérez-Rodríguez.
Nombre del Seminario, Congreso o Workshop: II Workshop en Economía y Finanzas Internacionales.
Fecha de inicio: 01-12-2015.
Fecha de finalización: 01-12-2015.
Lugar: Las Palmas de Gran Canaria

Participation in Seminar/Workshop/Congress

Exchange rate regimes and crisis episodes
Autores: F. Ledesma-Rodríguez, J.V. Pérez-Rodríguez, Mª Santana-Gallego.
Nombre del Seminario, Congreso o Workshop: VI Workshop en Economía Internacional: Comercio y Finanzas.
Fecha de inicio: 09-11-2015.
Fecha de finalización: 09-11-2015.
Lugar: La Laguna
  Abstract

Participation in Seminar/Workshop/Congress

New evidence on the effect of the euro on international tourism flows
Autores: F. Ledesma-Rodríguez, J.V. Pérez-Rodríguez, Mª Santana-Gallego.
Nombre del Seminario, Congreso o Workshop: XVIII Encuentro de Economía.
Fecha de inicio: 04-06-2015.
Fecha de finalización: 05-06-2015.
Lugar: Alicante
  Abstract

Participation in Seminar/Workshop/Congress

New evidence on the effect of the euro on international tourism flows
Autores: F. Ledesma-Rodríguez, J.V. Pérez-Rodríguez, Mª Santana-Gallego.
Nombre del Seminario, Congreso o Workshop: XVI Conference on International Economics.
Fecha de inicio: 25-06-2015.
Fecha de finalización: 26-06-2015.
Lugar: San Sebastián

Participation in Seminar/Workshop/Congress



  • José Salvador Cortés García
  • Idaira Cabrera Suárez
  • Christian Hernández Guedes