Artur C. B. da Silva Lopes : Citation Profile


Are you Artur C. B. da Silva Lopes?

Universidade de Lisboa

5

H index

3

i10 index

78

Citations

RESEARCH PRODUCTION:

13

Articles

17

Papers

RESEARCH ACTIVITY:

   22 years (1998 - 2020). See details.
   Cites by year: 3
   Journals where Artur C. B. da Silva Lopes has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 4 (4.88 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psi4
   Updated: 2021-04-17    RAS profile: 2020-09-18    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Artur C. B. da Silva Lopes.

Is cited by:

Hassler, Uwe (5)

Gogas, Periklis (4)

Aguiar-Conraria, Luís (4)

Vacha, Lukas (4)

pragidis, ioannis (3)

Mandler, Martin (3)

El Montasser, Ghassen (2)

D'Agostino, Antonello (2)

Cimadomo, Jacopo (2)

Sirichand, Kavita (2)

Michaelis, Henrike (2)

Cites to:

Leybourne, Stephen (13)

Granger, Clive (12)

Campbell, John (11)

Hansen, Bruce (10)

shin, yongcheol (9)

Perron, Pierre (9)

Franses, Philip Hans (9)

Shiller, Robert (8)

Kose, Ayhan (8)

Enders, Walter (8)

Prasad, Eswar (8)

Main data


Where Artur C. B. da Silva Lopes has published?


Journals with more than one article published# docs
Empirical Economics3
Applied Economics3
Economics Letters2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany9
Working Papers / Banco de Portugal, Economics and Research Department2
CEMAPRE Working Papers / Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon2
Econometrics / University Library of Munich, Germany2

Recent works citing Artur C. B. da Silva Lopes (2021 and 2020)


YearTitle of citing document
2020Fiscal Adjustments and Debt-Dependent Multipliers: Evidence from the U.S. Time Series. (2020). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-103.

Full description at Econpapers || Download paper

2021Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises. (2021). Wegener, Christoph ; Stege, Nikolas ; Kunze, Frederik ; Basse, Tobias. In: Annals of Operations Research. RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-020-03762-x.

Full description at Econpapers || Download paper

2020Growth cycle synchronization of the Visegrad Four and the European Union. (2020). Vacha, Lukas ; Hanus, Lubo. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1601-x.

Full description at Econpapers || Download paper

Works by Artur C. B. da Silva Lopes:


YearTitleTypeCited
2010Short- and Long-Run Tests of the Expectations Hypothesis: The Portuguese Case In: Applied Economics Quarterly (formerly: Konjunkturpolitik).
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article0
2008Short and long run tests of the expectations hypothesis: the Portuguese case.(2008) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
paper
2008FINITE SAMPLE EFFECTS OF PURE SEASONAL MEAN SHIFTS ON DICKEY–FULLER TESTS: A SIMULATION STUDY In: Manchester School.
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article0
2014Time-varying fiscal policy in the US In: Studies in Nonlinear Dynamics & Econometrics.
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article33
2010Time varying fiscal policy in the U.S..(2010) In: CEMAPRE Working Papers.
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This paper has another version. Agregated cites: 33
paper
2010Time-varying fiscal policy in the U.S..(2010) In: Working Papers.
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This paper has another version. Agregated cites: 33
paper
2010Sazonalidade em Séries Temporais Económicas: uma introdução e duas contribuições In: CEMAPRE Working Papers.
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paper0
2002The Order of Integration for Quarterly Macroeconomic Time series: a Simple Testing Strategy In: Royal Economic Society Annual Conference 2002.
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paper2
2003The order of integration for quarterly macroeconomic time series: A simple testing strategy.(2003) In: Empirical Economics.
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This paper has another version. Agregated cites: 2
article
2004Deterministic Seasonality In Dickey-Fuller Tests: Should We Care? In: Royal Economic Society Annual Conference 2004.
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paper2
2006Deterministic seasonality in Dickey–Fuller tests: should we care?.(2006) In: Empirical Economics.
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This paper has another version. Agregated cites: 2
article
2004Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?.(2004) In: Econometrics.
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This paper has another version. Agregated cites: 2
paper
2016A simple proposal to improve the power of income convergence tests In: Economics Letters.
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article1
2001The robustness of tests for seasonal differencing to structural breaks In: Economics Letters.
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article5
2015Cohesion within the euro area and the US: A wavelet-based view In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
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article12
2012Cohesion within the euro area and the U. S.: a wavelet-based view.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 12
paper
2020Revisiting income convergence with DF-Fourier tests: old evidence with a new test In: MPRA Paper.
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paper0
2006Finite sample effects of pure seasonal mean shifts on Dickey-Fuller tests In: MPRA Paper.
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paper0
2007The expectations hypothesis of the term structure: some empirical evidence for Portugal In: MPRA Paper.
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paper3
2007The Expectations Hypothesis of the Term Structure: Some Empirical Evidence for Portugal.(2007) In: MPRA Paper.
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This paper has another version. Agregated cites: 3
paper
2015Revisiting non-linearities in business cycles around the world In: MPRA Paper.
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paper1
2017Are linear models really unuseful to describe business cycle data? In: MPRA Paper.
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paper0
2019Are linear models really unuseful to describe business cycle data?.(2019) In: Applied Economics.
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This paper has another version. Agregated cites: 0
article
2019How to disappear completely: non-linearity and endogeneity in the new keynesian wage Phillips curve In: MPRA Paper.
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paper0
2008A hipótese das expectativas racionais: teoria e realidade (uma visita guiada à literatura até 1992) In: MPRA Paper.
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paper0
1999Spurious deterministic seasonality and autocorrelation corrections with quarterly data: Further Monte Carlo results In: Empirical Economics.
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article5
1998On the restricted cointegration test as a test of the rational expectations hypothesis* In: Applied Economics.
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article2
2003Instability in cointegration regressions: a brief review with an application to money demand in Portugal In: Applied Economics.
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article10
2005THE BEHAVIOR OF HEGY TESTS FOR QUARTERLY TIME SERIES WITH SEASONAL MEAN SHIFTS In: Econometric Reviews.
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article2
2004The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts.(2004) In: Econometrics.
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This paper has another version. Agregated cites: 2
paper

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