Silvia Goncalves : Citation Profile

Are you Silvia Goncalves?

McGill University

16

H index

21

i10 index

1116

Citations

RESEARCH PRODUCTION:

25

Articles

33

Papers

RESEARCH ACTIVITY:

   22 years (2000 - 2022). See details.
   Cites by year: 50
   Journals where Silvia Goncalves has often published
   Relations with other researchers
   Recent citing documents: 67.    Total self citations: 25 (2.19 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgo38
   Updated: 2024-01-16    RAS profile: 2022-05-16    
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Relations with other researchers

Works with:

Herrera, Ana María (3)

Kilian, Lutz (3)

Pesavento, Elena (3)

Perron, Benoit (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Silvia Goncalves.

Is cited by:

Cavaliere, Giuseppe (45)

Kilian, Lutz (33)

Swanson, Norman (31)

Rahbek, Anders (28)

Taylor, Robert (27)

MacKinnon, James (24)

Nielsen, Morten (21)

Inoue, Atsushi (17)

Ruiz, Esther (16)

Lütkepohl, Helmut (16)

Patton, Andrew (15)

Cites to:

Shephard, Neil (27)

Bollerslev, Tim (26)

Kilian, Lutz (20)

Ng, Serena (17)

Bai, Jushan (16)

Diebold, Francis (15)

Andersen, Torben (15)

Lunde, Asger (13)

Andrews, Donald (13)

Hansen, Peter (11)

Engle, Robert (10)

Main data

Where Silvia Goncalves has published?

Journals with more than one article published# docs
Journal of Econometrics10
Econometric Theory4
Econometric Reviews2

Working Papers Series with more than one paper published# docs
TSE Working Papers / Toulouse School of Economics (TSE)2
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego2
IDEI Working Papers / Institut d'Économie Industrielle (IDEI), Toulouse2
Working Papers / Federal Reserve Bank of Dallas2
Working Papers / Federal Reserve Bank of St. Louis2

Recent works citing Silvia Goncalves (2024 and 2023)

YearTitle of citing document
2023Network Cluster-Robust Inference. (2021). Leung, Michael P. In: Papers. RePEc:arx:papers:2103.01470.

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2023Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes. (2022). Vella, Francis ; Fernandez-Val, Ivan ; Liao, Yuan ; Gao, Wayne Yuan. In: Papers. RePEc:arx:papers:2202.04154.

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2023Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust. (2022). Webb, Matthew D ; Nielsen, Morten Orregaard ; MacKinnon, James G. In: Papers. RePEc:arx:papers:2205.03288.

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2023Bootstrap inference in the presence of bias. (2022). Cavaliere, Giuseppe ; Nielsen, Morten Orregaard ; Gonccalves, S'Ilvia. In: Papers. RePEc:arx:papers:2208.02028.

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2023Robust Inference for Dynamic Panel Threshold Models. (2022). Seo, Myung Hwan ; Gong, Woosik. In: Papers. RePEc:arx:papers:2211.04027.

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2023Testing for the appropriate level of clustering in linear regression models. (2023). Nielsen, Morten ; Webb, Matthew D ; MacKinnon, James G. In: Papers. RePEc:arx:papers:2301.04522.

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2023Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference. (2023). Nielsen, Morten ; Webb, Matthew D ; MacKinnon, James G. In: Papers. RePEc:arx:papers:2301.04527.

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2023Statistical inference for the logarithmic spatial heteroskedasticity model with exogenous variables. (2023). Zhu, KE ; Su, Bing. In: Papers. RePEc:arx:papers:2301.06658.

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2023Data-driven Approach for Static Hedging of Exchange Traded Options. (2023). Jain, Shashi ; Dhandapani, Vikranth Lokeshwar. In: Papers. RePEc:arx:papers:2302.00728.

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2023Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747.

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2023Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089.

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2023Significance Bands for Local Projections. (2023). Kuersteiner, Guido ; Jorda, Oscar ; Inoue, Atsushi. In: Papers. RePEc:arx:papers:2306.03073.

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2023Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463.

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2023The Local Projection Residual Bootstrap for AR(1) Models. (2023). Velez, Amilcar. In: Papers. RePEc:arx:papers:2309.01889.

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2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

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2023Another Boiling Frog: the impact of climate-related events on financial outcomes in Brazil. (2023). Ferreira, Leonardo Nogueira. In: Working Papers Series. RePEc:bcb:wpaper:573.

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2023.

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2023.

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2023.

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2023Energy supply shocks’ nonlinearities on output and prices. (2023). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20232834.

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2023Domestic barriers to entry and external vulnerability in emerging economies. (2023). Nuguer, Victoria ; Shapiro, Alan Finkelstein ; Barreto, Leonardo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s016518892300115x.

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2023Revisiting economic growth and CO2 emissions nexus in Taiwan using a mixed-frequency VAR model. (2023). Wu, Cheng-Feng ; Wang, Mei-Chih ; Chen, Sheng-Tung ; Hsu, Chen-Min ; Chang, Tsangyao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:319-342.

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2023Forecasting stock return volatility in data-rich environment: A new powerful predictor. (2023). Li, Tingyu ; Zhang, Xiaotong ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001802.

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2023Cluster-robust inference: A guide to empirical practice. (2023). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:272-299.

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2023Estimating the variance of a combined forecast: Bootstrap-based approach. (2023). Lahiri, Kajal ; Hounyo, Ulrich. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:445-468.

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2023Factor-based imputation of missing values and covariances in panel data of large dimensions. (2023). Bai, Jushan ; Ng, Serena ; Cahan, Ercument. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:113-131.

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2023The persistence of wages. (2023). Rodrigues, Paulo ; Raposo, Pedro ; Portugal, Pedro ; Carneiro, Anabela. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:2:p:596-611.

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2023Bootstrap inference for Hawkes and general point processes. (2023). Cavaliere, Giuseppe ; Stark-Ostergaard, Jacob ; Rahbek, Anders ; Lu, YE. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:133-165.

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2023Bootstrap analysis of mutual fund performance. (2023). Peng, Liang ; Leng, Xuan ; Jiang, Lei ; Huang, Haitao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:239-255.

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2023Lasso inference for high-dimensional time series. (2023). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1114-1143.

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2023Testing for the appropriate level of clustering in linear regression models. (2023). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2027-2056.

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2023Uniform inference in linear panel data models with two-dimensional heterogeneity. (2023). Su, Liangjun ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:694-719.

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2023Moments, shocks and spillovers in Markov-switching VAR models. (2023). Kole, Erik ; van Dijk, Dick. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001902.

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2023The macroeconomic effects of uncertainty and risk aversion shocks. (2023). Berthold, Brendan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000715.

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2023The GMM estimation of semiparametric spatial stochastic frontier models. (2023). Kumbhakar, Subal C ; Zhao, Shunan ; Hou, Zhezhi. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1450-1464.

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2023Asymmetric effect of the oil price in the ecuadorian economy. (2023). Carrillo-Maldonado, Paul ; Bunce, Alan. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003742.

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2023Estimating and forecasting the impact of nonrenewable energy prices on US renewable energy consumption. (2023). Madraki, Golshan ; Lin, Guoyu ; Mette, Jehu ; Atems, Bebonchu. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421522005936.

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2023Forecasting European stock volatility: The role of the UK. (2023). Gu, Chen ; Gao, Xiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002442.

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2023Firm fundamentals and the cross-section of implied volatility shapes. (2023). Zhou, Guofu ; Guo, Biao ; Chen, Ding. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000611.

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2023Testing the predictive accuracy of COVID-19 forecasts. (2023). Paccagnini, Alessia ; Iacone, Fabrizio ; Coroneo, Laura ; Monteiro, Paulo Santos . In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:606-622.

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2023Information shares for markets with partially overlapping trading hours. (2023). Schweikert, Karsten ; Dimpfl, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001681.

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2023Carr and Wu’s (2020) framework in the oil ETF option market. (2023). Zhang, Jin E ; Ruan, Xinfeng ; Jia, Xiaolan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000247.

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2023The empirical performance of option implied volatility surface-driven optimal portfolios. (2023). Guidolin, Massimo ; Wang, Kai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:618:y:2023:i:c:s0378437123000511.

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2023The impacts of oil price volatility on financial stress: Is the COVID-19 period different?. (2023). GUPTA, RANGAN ; Ji, Qiang ; Kim, Won Joong ; Sheng, Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:520-532.

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2023Oil Price Shocks and Inflation. (2023). Kilian, Lutz ; Zhou, Xiaoqing. In: Working Papers. RePEc:fip:feddwp:96618.

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2023State-Dependent Local Projections: Understanding Impulse Response Heterogeneity. (2023). Cloyne, James ; Taylor, Alan M ; Jorda, Oscar. In: Working Paper Series. RePEc:fip:fedfwp:95706.

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2023Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model. (2023). Zhong, Molin ; Khazanov, Alexey ; Guerron-Quintana, Pablo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-27.

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2023.

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2023The Micro and Macro Effects of Changes in the Potential Benefit Duration. (2023). Jessen, Jonas ; Kluve, Jochen ; Gora, Marek ; Galecka-Burdziak, Ewa. In: IZA Discussion Papers. RePEc:iza:izadps:dp15978.

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2023Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models. (2023). Uehara, Yuma. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:75:y:2023:i:4:d:10.1007_s10463-022-00854-2.

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2023Price bubbles of agricultural commodities: evidence from China’s futures market. (2023). Kang, Hanwen ; Yan, BO ; Chen, Zhuo. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02254-0.

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2023Oil price shocks and US unemployment: evidence from disentangling the duration of unemployment spells in the labor market. (2023). Alsalman, Zeina. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02351-0.

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2023The effect of intraday periodicity on realized volatility measures. (2023). Kellermann, Janosch ; Golosnoy, Vasyl ; Dette, Holger. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:86:y:2023:i:3:d:10.1007_s00184-022-00875-0.

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2023Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models. (2023). Cizek, Pavel ; Chen, Weihao. In: Discussion Paper. RePEc:tiu:tiucen:9bf2c16c-522f-4223-8037-ce88ed351cc3.

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2023Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models. (2023). Cizek, Pavel ; Chen, Weihao. In: Other publications TiSEM. RePEc:tiu:tiutis:9bf2c16c-522f-4223-8037-ce88ed351cc3.

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2023Bootstrap inference for fixed-effect models. (2022). Higgins, Ayden ; Jochmans, Koen. In: TSE Working Papers. RePEc:tse:wpaper:126864.

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2023Network Cluster?Robust Inference. (2023). Leung, Michael. In: Econometrica. RePEc:wly:emetrp:v:91:y:2023:i:2:p:641-667.

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2023Robust Inference on Infinite and Growing Dimensional Time?Series Regression. (2023). Gupta, Abhimanyu ; Seo, Myung Hwan. In: Econometrica. RePEc:wly:emetrp:v:91:y:2023:i:4:p:1333-1361.

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2023Global connectivity between commodity prices and national stock markets: A time?varying MIDAS analysis. (2023). Fazio, Giorgio ; Ghoshray, Atanu ; Enilov, Martin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2607-2619.

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2023Is the Fisher effect asymmetric? Cointegration analysis and expectations measurement. (2023). de Vita, Glauco ; Cushman, David O ; Trachanas, Emmanouil. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3727-3748.

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2023Equity?premium prediction: Attention is all you need. (2023). Godeiro, Lucas Lucio ; Lima, Luiz Renato. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:1:p:105-122.

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2023Fast and reliable jackknife and bootstrap methods for cluster?robust inference. (2023). Nielsen, Morten ; Webb, Matthew D ; MacKinnon, James G. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:5:p:671-694.

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2023Estimation of short?run predictive factor for US growth using state employment data. (2023). Basistha, Arabinda. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:34-50.

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2023Proxy variable estimation of productivity and efficiency. (2023). Kumbhakar, Subal C ; Tsionas, Mike G. In: Southern Economic Journal. RePEc:wly:soecon:v:89:y:2023:i:3:p:885-923.

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2023Measuring Persistent Global Economic Factors with Output, Commodity Price, and Commodity Currency Data. (2023). Startz, Richard ; Basistha, Arabinda. In: Working Papers. RePEc:wvu:wpaper:23-05.

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2023On the empirical relevance of the exchange rate as a shock absorber at the zero lower bound. (2023). Hurtgen, Patrick ; Hoffmann, Mathias ; Finck, David. In: Discussion Papers. RePEc:zbw:bubdps:102023.

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2023Shadow-rate VARs. (2023). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd E ; Carriero, Andrea. In: Discussion Papers. RePEc:zbw:bubdps:142023.

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Works by Silvia Goncalves:

YearTitleTypeCited
2013Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns In: CREATES Research Papers.
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2014Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns.(2014) In: The Journal of Financial Econometrics.
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This paper has nother version. Agregated cites: 5		article
2013Bootstrapping pre-averaged realized volatility under market microstructure noise In: CREATES Research Papers.
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2016Bootstrapping pre-averaged realized volatility under market microstructure noise.(2016) In: CIRANO Working Papers.
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This paper has nother version. Agregated cites: 11		paper
2017BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE.(2017) In: Econometric Theory.
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2017Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise.(2017) In: IDEI Working Papers.
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2017Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise.(2017) In: TSE Working Papers.
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This paper has nother version. Agregated cites: 11		paper
2005Bootstrap Standard Error Estimates for Linear Regression In: Journal of the American Statistical Association.
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2018Inference with Dependent Data in Accounting and Finance Applications In: Journal of Accounting Research.
[Full Text][Citation analysis]		article30
2015Recent developments in bootstrap methods for dependent data In: Journal of Time Series Analysis.
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2000Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models In: University of California at San Diego, Economics Working Paper Series.
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2002Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models.(2002) In: University of California at San Diego, Economics Working Paper Series.
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2002Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models.(2002) In: CIRANO Working Papers.
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2004Maximum likelihood and the bootstrap for nonlinear dynamic models.(2004) In: Journal of Econometrics.
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2001The Bootstrap of the Mean for Dependent Heterogeneous Arrays In: CIRANO Working Papers.
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2002THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS.(2002) In: Econometric Theory.
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2001The Bootstrap of Mean for Dependent Heterogeneous Arrays..(2001) In: Cahiers de recherche.
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2001The Bootstrap of Mean for Dependent Heterogeneous Arrays..(2001) In: Cahiers de recherche.
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2003Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form In: CIRANO Working Papers.
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2002Bootstrapping autoregressions with conditional heteroskedasticity of unknown form.(2002) In: Working Paper Series.
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2004Bootstrapping autoregressions with conditional heteroskedasticity of unknown form.(2004) In: Journal of Econometrics.
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2003Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form.(2003) In: Cahiers de recherche.
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2003Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form.(2003) In: Cahiers de recherche.
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2002Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form.(2002) In: Discussion Paper Series 1: Economic Studies.
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2003Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity In: CIRANO Working Papers.
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2004Estimation Risk in Financial Risk Management In: CIRANO Working Papers.
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2012Bootstrapping factor-augmented regression models In: CIRANO Working Papers.
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2014Bootstrapping factor-augmented regression models.(2014) In: Journal of Econometrics.
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2014Bootstrapping the GMM overidentification test Under first-order underidentification In: CIRANO Working Papers.
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2017Bootstrapping the GMM overidentification test under first-order underidentification.(2017) In: Journal of Econometrics.
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2015Bootstrap inference in regressions with estimated factors and serial correlation In: CIRANO Working Papers.
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2016Bootstrap prediction intervals for factor models In: CIRANO Working Papers.
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2017Bootstrap Prediction Intervals for Factor Models.(2017) In: Journal of Business & Economic Statistics.
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2016Bootstrapping high-frequency jump tests In: CIRANO Working Papers.
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2017Bootstrapping high-frequency jump tests.(2017) In: IDEI Working Papers.
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2019Bootstrapping High-Frequency Jump Tests.(2019) In: Journal of the American Statistical Association.
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2017Bootstrapping high-frequency jump tests.(2017) In: TSE Working Papers.
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2011BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP In: Econometric Theory.
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2011THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS In: Econometric Theory.
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2009Bootstrapping Realized Volatility In: Econometrica.
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2003Consistency of the stationary bootstrap under weak moment conditions In: Economics Letters.
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2011Box-Cox transforms for realized volatility In: Journal of Econometrics.
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2013Bootstrapping realized multivariate volatility measures In: Journal of Econometrics.
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2010Bootstrapping realized multivariate volatility measures.(2010) In: MPRA Paper.
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2015Bootstrap inference for linear dynamic panel data models with individual fixed effects In: Journal of Econometrics.
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2017Tests of equal accuracy for nested models with estimated factors In: Journal of Econometrics.
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2015Tests of Equal Accuracy for Nested Models with Estimated Factors.(2015) In: Working Papers.
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2020Bootstrapping factor models with cross sectional dependence In: Journal of Econometrics.
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2018Bootstrapping factor models with cross sectional dependence.(2018) In: Cahiers de recherche.
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2018Bootstrapping Factor Models With Cross Sectional Dependence.(2018) In: Cahiers de recherche.
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2020Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors.(2020) In: Working Papers.
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2007Asymptotic and Bootstrap Inference for AR(?) Processes with Conditional Heteroskedasticity In: Econometric Reviews.
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