Artur C. B. da Silva Lopes : Citation Profile

Are you Artur C. B. da Silva Lopes?

5

H index

3

i10 index

98

Citations

RESEARCH PRODUCTION:

14

Articles

19

Papers

RESEARCH ACTIVITY:

   24 years (1998 - 2022). See details.
   Cites by year: 4
   Journals where Artur C. B. da Silva Lopes has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 7 (6.67 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psi4
   Updated: 2023-08-19    RAS profile: 2023-04-08    
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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:

Mandler, Martin (7)

Hassler, Uwe (5)

Gogas, Periklis (4)

Vacha, Lukas (4)

Iiboshi, Hirokuni (3)

pragidis, ioannis (3)

Hanus, Luboš (3)

Gries, Thomas (2)

Perdichizzi, Salvatore (2)

Berg, Tim (2)

Libich, Jan (2)

Cites to:

Leybourne, Stephen (17)

Campbell, John (12)

Enders, Walter (12)

Perron, Pierre (11)

Lee, Junsoo (10)

Hansen, Bruce (10)

Franses, Philip Hans (10)

shin, yongcheol (10)

Kose, Ayhan (8)

Otrok, Christopher (8)

Shiller, Robert (8)

Main data

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

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

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany11
CEMAPRE Working Papers / Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon2
Working Papers / Banco de Portugal, Economics and Research Department2
Econometrics / University Library of Munich, Germany2

Recent works citing Artur C. B. da Silva Lopes (2022 and 2021)

YearTitle of citing document
2021Fiscal Multipliers in Bulgaria and Central and Eastern Europe Countries. (2021). Georgieva, Sonya. In: Economic Studies journal. RePEc:bas:econst:y:2021:i:1:p:131-167.

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2022Financial Cycles in Euro Area Economies: A Cross?Country Perspective Using Wavelet Analysis. (2022). Mandler, Martin ; Scharnagl, Michael. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:569-593.

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2021Investigating government spending multiplier for the US economy: empirical evidence using a triple lasso approach. (2021). Panas, Dimitrios ; Bragoudakis, Zacharias. In: Working Papers. RePEc:bog:wpaper:292.

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2022Inspecting the stability of non-linear IS-LM model with dual time delay. (2022). Hiremath, Kirankumar R ; Bhatia, Sumit Kaur ; Rajpal, Akanksha. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:165:y:2022:i:p2:s0960077922010001.

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2022Financial cycles across G7 economies: A view from wavelet analysis. (2022). Mandler, Martin ; Scharnagl, Michael. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000378.

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2022Examining the asymmetries between equity and commodity ETFs during COVID-19. (2022). Karim, Sitara ; Hussain, Syed Jawad ; Bouri, Elie ; Peng, Zhe ; Naeem, Muhammad Abubakr. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004913.

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2021Economic convergence among the world’s top-income economies. (2021). Gkoulgkoutsika, Alexandra ; Desli, Evangelia. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:841-853.

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2023Multivariate Regime Switching Model Estimation and Asset Allocation. (2023). Zhang, Xili ; Xu, Weidong ; Zheng, Kai. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10203-9.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: MPRA Paper. RePEc:pra:mprapa:116347.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iiboshi, Hirokuni ; Iwata, Yasuharu. In: MPRA Paper. RePEc:pra:mprapa:116355.

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

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2021The Evolution of US and UK Real GDP Components in the Time-Frequency Domain: A Continuous Wavelet Analysis. (2021). Crowley, Patrick ; Hallett, Andrew Hughes. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:17:y:2021:i:3:d:10.1007_s41549-021-00062-6.

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2022Bond Yields Movement Similarities and Synchronization in the G7: A Time–Frequency Analysis. (2022). Martins, Joo. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:18:y:2022:i:2:d:10.1007_s41549-022-00068-8.

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2021Asymmetric interdependence between currency markets volatilities across frequencies and time scales. (2021). Yahya, Muhammad ; Uddin, Gazi Salah ; Rahman, Md Lutfur ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; Hussain, Syed Jawad. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2436-2457.

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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).
[Citation analysis]		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.
[Full Text][Citation analysis]		article0
2014Time-varying fiscal policy in the US In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article38
2010Time varying fiscal policy in the U.S..(2010) In: CEMAPRE Working Papers.
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This paper has another version. Agregated cites: 38		paper
2010Time-varying fiscal policy in the U.S..(2010) In: Working Papers.
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This paper has another version. Agregated cites: 38		paper
2010Sazonalidade em Séries Temporais Económicas: uma introdução e duas contribuições In: CEMAPRE Working Papers.
[Full Text][Citation analysis]		paper0
2002The Order of Integration for Quarterly Macroeconomic Time series: a Simple Testing Strategy In: Royal Economic Society Annual Conference 2002.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article2
2001The robustness of tests for seasonal differencing to structural breaks In: Economics Letters.
[Full Text][Citation analysis]		article5
2015Cohesion within the euro area and the US: A wavelet-based view In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
[Full Text][Citation analysis]		article21
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: 21		paper
2020Revisiting income convergence with DF-Fourier tests: old evidence with a new test In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2021Most likely you go your way (and Ill go mine): non-convergent incomes with a new DF-Fourier test In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2022Feels Like Going Backwards: Assessing Income Convergence with a Long-Run Forecasting Approach In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2006Finite sample effects of pure seasonal mean shifts on Dickey-Fuller tests In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2007The expectations hypothesis of the term structure: some empirical evidence for Portugal In: MPRA Paper.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper2
2017Are linear models really unuseful to describe business cycle data? In: MPRA Paper.
[Full Text][Citation analysis]		paper2
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: 2		article
2019How to disappear completely: non-linearity and endogeneity in the new keynesian wage Phillips curve In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2021How to disappear completely: nonlinearity and endogeneity in the New Keynesian Wage Phillips Curve.(2021) In: Applied Economics Letters.
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2008A hipótese das expectativas racionais: teoria e realidade (uma visita guiada à literatura até 1992) In: MPRA Paper.
[Full Text][Citation analysis]		paper0
1999Spurious deterministic seasonality and autocorrelation corrections with quarterly data: Further Monte Carlo results In: Empirical Economics.
[Full Text][Citation analysis]		article5
1998On the restricted cointegration test as a test of the rational expectations hypothesis* In: Applied Economics.
[Full Text][Citation analysis]		article4
2003Instability in cointegration regressions: a brief review with an application to money demand in Portugal In: Applied Economics.
[Full Text][Citation analysis]		article10
2005THE BEHAVIOR OF HEGY TESTS FOR QUARTERLY TIME SERIES WITH SEASONAL MEAN SHIFTS In: Econometric Reviews.
[Full Text][Citation analysis]		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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