Silvia Goncalves : Citation Profile

McGill University

19

H index

25

i10 index

1374

Citations

RESEARCH PRODUCTION:

25

Articles

38

Papers

RESEARCH ACTIVITY:

   25 years (2000 - 2025). See details.
   Cites by year: 54
   Journals where Silvia Goncalves has often published
   Relations with other researchers
   Recent citing documents: 173.    Total self citations: 26 (1.86 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgo38
   Updated: 2026-07-18    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

Herrera, Ana María (6)

Kilian, Lutz (6)

Pesavento, Elena (5)

Perron, Benoit (2)

McCracken, Michael (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 (35)

Swanson, Norman (31)

MacKinnon, James (30)

Rahbek, Anders (28)

Taylor, Robert (27)

Nielsen, Morten (23)

Lütkepohl, Helmut (21)

Ruiz, Esther (19)

Inoue, Atsushi (19)

Shephard, Neil (15)

Cites to:

Shephard, Neil (27)

Bollerslev, Tim (26)

Kilian, Lutz (24)

Ng, Serena (17)

Bai, Jushan (16)

Andersen, Torben (15)

Diebold, Francis (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
Working Papers / Federal Reserve Bank of Dallas5
Working Papers / Federal Reserve Bank of St. Louis4
TSE Working Papers / Toulouse School of Economics (TSE)2
IDEI Working Papers / Institut d'conomie Industrielle (IDEI), Toulouse2
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego2

Recent works citing Silvia Goncalves (2026 and 2025)

YearTitle of citing document
2025Farmland Boom or Bubble?. (2025). Etienne, Xiaoli ; Irwin, Scott ; Franken, Jason. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360676.

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2025Empirical Monetary-Fiscal Equivalence. (2025). Nielsson, Ulf ; Rangvid, Jesper ; Streitz, Daniel ; Seyrich, Fabian ; Saidi, Farzad. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:367.

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2025Global Financial Spillovers of ChineseMacroeconomic Surprises. (2025). Turen, Javier ; Gutierrez, Camila ; Vicondoa, Alejandro. In: Working Papers. RePEc:aoz:wpaper:366.

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2026Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes. (2023). Vella, Francis ; Gao, Wayne ; Fernandez-Val, Ivan ; Liao, Yuan. In: Papers. RePEc:arx:papers:2202.04154.

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2025Bootstraps for Dynamic Panel Threshold Models. (2024). Gong, Woosik ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2211.04027.

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2024Data-driven Approach for Static Hedging of Exchange Traded Options. (2024). Dhandapani, Vikranth Lokeshwar ; Jain, Shashi. In: Papers. RePEc:arx:papers:2302.00728.

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2025Impulse Response Analysis of Structural Nonlinear Time Series Models. (2025). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089.

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2025The Local Projection Residual Bootstrap for AR(1) Models. (2025). Velez, Amilcar. In: Papers. RePEc:arx:papers:2309.01889.

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2025Structural Periodic Vector Autoregressions. (2024). Dzikowski, Daniel ; Jentsch, Carsten. In: Papers. RePEc:arx:papers:2401.14545.

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2025Jump detection in high-frequency order prices. (2024). Hautsch, Nikolaus ; Bibinger, Markus ; Ristig, Alexander. In: Papers. RePEc:arx:papers:2403.00819.

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2025Cluster-robust jackknife and bootstrap inference for binary response models. (2024). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Papers. RePEc:arx:papers:2406.00650.

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2024Wild inference for wild SVARs with application to heteroscedasticity-based IV. (2024). Polbin, Andrey ; Karamysheva, Madina ; Gafarov, Bulat ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2407.03265.

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2024Dealing with idiosyncratic cross-correlation when constructing confidence regions for PC factors. (2024). Ruiz, Esther ; Poncela, Pilar ; Fresoli, Diego. In: Papers. RePEc:arx:papers:2407.06883.

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2026Performance of Empirical Risk Minimization For Principal Component Regression. (2024). Brownlees, Christian ; Wang, Yaping ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2409.03606.

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2026Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577.

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2025New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings. (2024). Margaritella, Luca ; Stauskas, Ovidijus. In: Papers. RePEc:arx:papers:2409.20415.

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2026Inference in High-Dimensional Linear Projections: Multi-Horizon Granger Causality and Network Connectedness. (2024). Wang, Endong ; Dettaa, Eugene. In: Papers. RePEc:arx:papers:2410.04330.

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2026Fitting Dynamically Misspecified Models: An Optimal Transportation Approach. (2024). Qu, Zhongjun ; Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2412.20204.

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2025Inference in dynamic models for panel data using the moving block bootstrap. (2025). Jochmans, Koen ; Higgins, Ayden. In: Papers. RePEc:arx:papers:2502.08311.

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2025Nonlinear Forecast Error Variance Decompositions with Hermite Polynomials. (2025). Lee, Quinlan. In: Papers. RePEc:arx:papers:2503.11416.

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2025Automatic Inference for Value-Added Regressions. (2025). Xie, Tian. In: Papers. RePEc:arx:papers:2503.19178.

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2025Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset. (2025). Stauskas, Ovidijus ; Morico, Alessandro. In: Papers. RePEc:arx:papers:2504.08455.

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2025Opening the Black Box of Local Projections. (2025). Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2505.12422.

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2025Identification of Impulse Response Functions for Nonlinear Dynamic Models. (2025). Lee, Quinlan ; Gourieroux, Christian. In: Papers. RePEc:arx:papers:2506.13531.

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2025Binary Response Forecasting under a Factor-Augmented Framework. (2025). Yang, Xuanbin ; Liu, Fei ; Cong, Jiachen ; Cheng, Tingting. In: Papers. RePEc:arx:papers:2507.16462.

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2025Bias Correction in Factor-Augmented Regression Models with Weak Factors. (2025). Yamagata, Takashi ; Uematsu, Yoshimasa ; Jiang, Peiyun. In: Papers. RePEc:arx:papers:2509.02066.

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2025An alternative bootstrap procedure for factor-augmented regression models. (2025). Yamagata, Takashi ; Jiang, Peiyun. In: Papers. RePEc:arx:papers:2510.00947.

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2025Evaluating Policy Effects under Network Interference without Network Information: A Transfer Learning Approach. (2025). Hoshino, Tadao. In: Papers. RePEc:arx:papers:2510.14415.

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2026Diffusion Index Forecast with Tensor Data. (2025). Han, Yuefeng ; Chen, Bin ; Yu, Qiyang. In: Papers. RePEc:arx:papers:2511.02235.

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2025Robust Two-Sample Mean Inference under Serial Dependence. (2025). Hounyo, Ulrich ; Kim, Minseong. In: Papers. RePEc:arx:papers:2512.11259.

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2026Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment. (2026). Hounyo, Ulrich ; Podolskij, Mark ; Christensen, Kim. In: Papers. RePEc:arx:papers:2601.16613.

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2026Asymptotic theory of range-based multipower variation. (2026). Podolskij, Mark ; Christensen, Kim. In: Papers. RePEc:arx:papers:2602.19287.

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2026Jackknife Inference for Fixed Effects Models. (2026). Higgins, Ayden. In: Papers. RePEc:arx:papers:2602.21903.

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2026Targeted Local Projections. (2026). Boldea, Otilia ; Nemtyrev, Aleksei. In: Papers. RePEc:arx:papers:2603.00248.

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2026When are time series predictions causal? The potential system and dynamic causal effects. (2026). Shephard, Neil ; Carlson, Jacob. In: Papers. RePEc:arx:papers:2603.20394.

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2026Bootstrapping with AI/ML-generated labels. (2026). Perron, Benoit ; Goncalves, Silvia ; Christensen, Timothy. In: Papers. RePEc:arx:papers:2604.23770.

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2026Bootstrap Inference in Nonlinear Panel Data Models with Interactive Fixed Effects. (2026). Beyhum, Jad ; Dhaene, Geert ; Miao, Wei ; Xu, Haoyuan. In: Papers. RePEc:arx:papers:2604.26826.

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2026Bootstrap Inference under General Two-way Clustering with Serially and Spatially Dependent Common Effects. (2026). Lin, Jiahao ; Hounyo, Ulrich. In: Papers. RePEc:arx:papers:2605.00709.

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2026Efficient GMM and Weighting Matrix under Misspecification. (2026). Kang, Byunghoon. In: Papers. RePEc:arx:papers:2605.04961.

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2026Causal State-Dependent Local Projections. (2026). Wang, Weining ; Jiao, Xiyu ; Giacomini, Raffaella ; David, Joel M. In: Papers. RePEc:arx:papers:2605.05404.

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2026Estimator Averaging of Local Projection and VAR Impulse Responses. (2026). Vonnák, Balázs ; Chen, Chaoyi ; Vonnak, Balazs ; Pesavento, Elena. In: Papers. RePEc:arx:papers:2605.05456.

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2026When market boundaries weaken: Network reconfiguration and regime-dependent cross-asset spillovers. (2026). Jing, Ruixue ; Correa, Luis Enrique. In: Papers. RePEc:arx:papers:2605.30442.

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2026Direct Gaussian Process Predictive Regressions with Mixed Frequency Data. (2026). Massimiliano, Niko Hauzenberger. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp26265.

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2025New evidence on state-dependent fiscal multipliers. (2025). Renzi, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1512_25.

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2026Deposit funding, market power and monetary policy transmission. (2026). Conti, Antonio ; Auer, Simone ; Farroni, Paolo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1533_26.

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2025Windfalls for All? International Elasticities and Dutch Disease in a Commodity Exporting Economy. (2025). Stern, Mauricio. In: Working Papers. RePEc:bdm:wpaper:2025-06.

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2025Innovations Meet Narratives -Improving the Power-Credibility Trade-off in Macro. (2025). Barnichon, Raegis ; Mesters, Geert. In: Working Papers. RePEc:bge:wpaper:1475.

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2024Using and Interpreting Fixed Effects Models. (2024). Breuer, Matthias ; Dehaan, ED. In: Journal of Accounting Research. RePEc:bla:joares:v:62:y:2024:i:4:p:1183-1226.

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2024Value‐at‐Risk under Measurement Error. (2024). Taamouti, Abderrahim ; Song, Xiaojun ; Doukali, Mohamed. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:690-713.

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2024Asymptotic inference of the ARMA model with time‐functional variance noises. (2024). Ling, Shiqing ; Zhu, Enwen ; Cai, Bibi. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:3:p:1230-1258.

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2026A Nonlinear Dynamic Factor Model for Financial and Macroeconomic Data. (2026). Zhong, Molin ; Khazanov, Alexey ; Guerron, Pablo ; Guerron-Quintana, Pablo. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1106.

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2025Hybrid Contracting in Repeated Interactions. (2025). Streitz, Daniel ; Seyrich, Fabian ; Rangvid, Jesper ; Nielsson, Ulf ; Saidi, Farzad. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_699.

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2025Another Way Forward: Comments on Ohlson’s Critique of Empirical Accounting Research. (2025). Breuer, Matthias. In: Accounting, Economics, and Law: A Convivium. RePEc:bpj:aelcon:v:15:y:2025:i:1:p:123-139:n:1005.

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2026Causal State-Dependent Local Projections. (2026). Wang, Weining ; Jiao, Xiyu ; Giacomini, Raffaella ; David, Joel M. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:26/829.

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2025The Micro and Macro Effects of Changes in the Potential Benefit Duration. (2025). Jessen, Jonas ; Gałecka-Burdziak, Ewa ; Kluve, Jochen ; Gra, Marek ; Gaecka-Burdziak, Ewa. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11849.

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2026State Dependence of Monetary Policy During Global Supply Chain Disruptions. (2026). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Fernndez-Villaverde, Jess ; Bai, Xiwen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12451.

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2026State Dependence of Monetary Policy During Global Supply Chain Disruptions. (2026). Fernandez-Villaverde, Jesus ; Li, Yiliang ; Fernndez-Villaverde, Jess ; Bai, Xiwen ; Zanetti, Francesco. In: CIGS Working Paper Series. RePEc:cnn:wpaper:26-007e.

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2025Inference for Regression with Variables Generated by AI or Machine Learning. (2025). Hansen, Stephen ; Sacher, Szymon ; Christensen, Timothy ; Battaglia, Laura. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2421.

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2025Time-Varying Shock Transmission in Non-Gaussian Structural Vector Autoregressions. (2025). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Strohsal, Till. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2110.

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2025Dovish Coos or Hawkish Screech? From Central Bank Talk to Economic Walk. (2025). Bernoth, Kerstin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2137.

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2026Review of Proxy Vector Autoregressive Analysis. (2026). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2155.

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2024The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901.

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2025Opening the black box of local projections. (2025). Klieber, Karin ; Coulombe, Philippe Goulet. In: Working Paper Series. RePEc:ecb:ecbwps:20253105.

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2025Monetary policy and credit flows: A tale of two effective lower bounds. (2025). Bianco, Timothy ; Herrera, Ana Mara. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:175:y:2025:i:c:s0165188925000508.

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2025Sentiment-driven speculation in financial markets with heterogeneous beliefs: A machine learning approach. (2025). Hommes, Cars ; di Francesco, Tommaso. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:175:y:2025:i:c:s0165188925000582.

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2025The effects of monetary policy on macroeconomic downside risk: state-dependence matters. (2025). Barci, Giovanni. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:180:y:2025:i:c:s0165188925001678.

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2025The impact of increasing labour market rigidity on employment growth in OECD countries. (2025). Jalles, Joao ; de Haan, Jakob ; Wiese, Rasmus. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:2265-2275.

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2025A modified wild bootstrap procedure for Laplace transforms of volatility. (2025). Hounyo, Ulrich ; Liu, Zhi ; Varneskov, Rasmus T. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s016517652500014x.

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2025Machine learning the macroeconomic effects of financial shocks. (2025). Marcellino, Massimiliano ; Hauzenberger, Niko ; Huber, Florian ; Klieber, Karin. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s0165176525000977.

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2024Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity. (2024). Feng, Xingdong ; Li, Wenyu ; Zhu, Qianqian. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002750.

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2024A residual bootstrap for conditional Value-at-Risk. (2024). Smeekes, Stephan ; Beutner, Eric ; Heinemann, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623002701.

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2024Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change. (2024). Pretis, Felix ; Jiao, Xiyu ; Schwarz, Moritz. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002634.

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2024Cross-section bootstrap for CCE regressions. (2024). De Vos, Ignace ; Stauskas, Ovidijus. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003640.

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2024Confidence intervals of treatment effects in panel data models with interactive fixed effects. (2024). Zhou, Qiankun ; Shen, Yan ; Li, Xingyu. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000307.

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2024Robust inference on correlation under general heterogeneity. (2024). Phillips, Peter ; Giraitis, Liudas. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s030440762400037x.

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2024Finite underidentification. (2024). Sentana, Enrique. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000381.

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2024Predictive ability tests with possibly overlapping models. (2024). Corradi, Valentina ; Fosten, Jack ; Gutknecht, Daniel. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000629.

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2024Testing for sparse idiosyncratic components in factor-augmented regression models. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001908.

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2024State-dependent local projections. (2024). Kilian, Lutz ; Herrera, Ana María ; Gonalves, Slvia ; Pesavento, Elena. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000484.

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2024Reprint of: Robust inference on correlation under general heterogeneity. (2024). Phillips, Peter ; Giraitis, Liudas. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000903.

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2024Some fixed-b results for regressions with high frequency data over long spans. (2024). Vogelsang, Timothy J ; Hwang, Taeyoon. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624001192.

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2025Natural disasters as macroeconomic tail risks. (2025). Moench, Emanuel ; Chavleishvili, Sulkhan. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002653.

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2025Spanning latent and observable factors. (2025). Gagliardini, P ; Ghysels, E ; Rubin, M ; Andreou, E. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624000897.

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2025Simulation-based estimation with many auxiliary statistics applied to long-run dynamic analysis. (2025). Antoine, Bertille ; Sun, Wenqian. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s030440762400160x.

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2025Reprint of: Finite underidentification. (2025). Sentana, Enrique. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407625000016.

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2025Multiplicative factor model for volatility. (2025). Engle, Robert ; Ding, Yi ; Zheng, Xinghua ; Li, Yingying. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000132.

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2025On time-varying panel data models with time-varying interactive fixed effects. (2025). Su, Liangjun ; Qian, Junhui ; Jin, Sainan ; Wang, Xia ; Li, Yingxing. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000144.

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2025Quantile prediction with factor-augmented regression: Structural instability and model uncertainty. (2025). Wang, Siwei ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000533.

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2025How do firms’ financial conditions influence the transmission of monetary policy? A non-parametric local projection approach. (2025). Paranhos, Livia. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002318.

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2025Inference for large dimensional factor models under general missing data patterns. (2025). Su, Liangjun ; Wang, FA. In: Journal of Econometrics. RePEc:eee:econom:v:250:y:2025:i:c:s0304407625000764.

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2025Global identification, estimation and inference of structural impulse response functions in factor models: A unified framework. (2025). Han, XU. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001113.

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2025Taking advantage of biased proxies for forecast evaluation. (2025). Ren, Roberto ; Buccheri, Giuseppe ; Vocalelli, Giorgio. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001228.

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2025Bregman model averaging for forecast combination. (2025). Liu, Chu-An ; Chen, Yi-Ting ; Su, Jiun-Hua. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001307.

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2025Misspecification-robust bootstrap t-test for irrelevant factor in linear stochastic discount factor models. (2025). Hounyo, Ulrich ; Djogbenou, Antoine A. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pa:s0304407625001514.

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2026Decomposing informed trading in equity options. (2026). Verousis, Thanos ; Holowczak, Richard ; Asencio, Felipe ; Gonzlez, Daniel ; Bernales, Alejandro. In: Journal of Econometrics. RePEc:eee:econom:v:253:y:2026:i:c:s0304407625001824.

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2026Jump detection in high-frequency order prices. (2026). Hautsch, Nikolaus ; Bibinger, Markus ; Ristig, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:253:y:2026:i:c:s0304407625001861.

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2026Bootstraps for dynamic panel threshold models. (2026). Gong, Woosik ; Seo, Myung Hwan. In: Journal of Econometrics. RePEc:eee:econom:v:253:y:2026:i:c:s0304407625002064.

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2026BUMVU estimators. (2026). Ren, Roberto ; Zoi, Patrick ; Kolokolov, Aleksey. In: Journal of Econometrics. RePEc:eee:econom:v:254:y:2026:i:pa:s0304407624002938.

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2026Robust Fixed-b Inference in the Presence of Time-Varying Volatility. (2026). Kruse-Becher, Robinson ; Demetrescu, Matei ; Hanck, Christoph. In: Econometrics and Statistics. RePEc:eee:ecosta:v:37:y:2026:i:c:p:154-173.

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2024The effects of temperature shocks on energy prices and inflation in the Euro Area. (2024). Lucidi, Francesco ; Tancioni, Massimiliano ; Pisa, Marta Maria. In: European Economic Review. RePEc:eee:eecrev:v:166:y:2024:i:c:s0014292124001004.

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2025Energy supply shocks’ nonlinearities on output and prices. (2025). Tornese, Tommaso ; de Santis, Roberto A. In: European Economic Review. RePEc:eee:eecrev:v:176:y:2025:i:c:s001429212500087x.

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More than 100 citations found, this list is not complete...

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: Journal of Financial Econometrics.
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This paper has nother version. Agregated cites: 6		article
2013Bootstrapping pre-averaged realized volatility under market microstructure noise In: CREATES Research Papers.
[Full Text][Citation analysis]		paper15
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: 15		paper
2017BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE.(2017) In: Econometric Theory.
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This paper has nother version. Agregated cites: 15		article
2017Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise.(2017) In: IDEI Working Papers.
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This paper has nother version. Agregated cites: 15		paper
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: 15		paper
2005Bootstrap Standard Error Estimates for Linear Regression In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article52
2018Inference with Dependent Data in Accounting and Finance Applications In: Journal of Accounting Research.
[Full Text][Citation analysis]		article39
2015Recent developments in bootstrap methods for dependent data In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2000Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper79
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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This paper has nother version. Agregated cites: 79		paper
2002Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models.(2002) In: CIRANO Working Papers.
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This paper has nother version. Agregated cites: 79		paper
2004Maximum likelihood and the bootstrap for nonlinear dynamic models.(2004) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 79		article
2001The Bootstrap of the Mean for Dependent Heterogeneous Arrays In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper37
2002THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS.(2002) In: Econometric Theory.
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This paper has nother version. Agregated cites: 37		article
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.
[Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2003Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper467
2002Bootstrapping autoregressions with conditional heteroskedasticity of unknown form.(2002) In: Working Paper Series.
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This paper has nother version. Agregated cites: 467		paper
2004Bootstrapping autoregressions with conditional heteroskedasticity of unknown form.(2004) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 467		article
2003Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form.(2003) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 467		paper
2003Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form.(2003) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 467		paper
2002Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form.(2002) In: Discussion Paper Series 1: Economic Studies.
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This paper has nother version. Agregated cites: 467		paper
2003Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper6
2004Estimation Risk in Financial Risk Management In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper20
2012Bootstrapping factor-augmented regression models In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper66
2014Bootstrapping factor-augmented regression models.(2014) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 66		article
2014Bootstrapping the GMM overidentification test Under first-order underidentification In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper26
2017Bootstrapping the GMM overidentification test under first-order underidentification.(2017) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 26		article
2015Bootstrap inference in regressions with estimated factors and serial correlation In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper21
2016Bootstrap prediction intervals for factor models In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper19
2017Bootstrap Prediction Intervals for Factor Models.(2017) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 19		article
2016Bootstrapping high-frequency jump tests In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper17
2017Bootstrapping high-frequency jump tests.(2017) In: IDEI Working Papers.
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This paper has nother version. Agregated cites: 17		paper
2019Bootstrapping High-Frequency Jump Tests.(2019) In: Journal of the American Statistical Association.
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This paper has nother version. Agregated cites: 17		article
2017Bootstrapping high-frequency jump tests.(2017) In: TSE Working Papers.
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This paper has nother version. Agregated cites: 17		paper
2011BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP In: Econometric Theory.
[Full Text][Citation analysis]		article31
2011THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS In: Econometric Theory.
[Full Text][Citation analysis]		article9
2009Bootstrapping Realized Volatility In: Econometrica.
[Full Text][Citation analysis]		article83
2003Consistency of the stationary bootstrap under weak moment conditions In: Economics Letters.
[Full Text][Citation analysis]		article14
2011Box-Cox transforms for realized volatility In: Journal of Econometrics.
[Full Text][Citation analysis]		article17
2013Bootstrapping realized multivariate volatility measures In: Journal of Econometrics.
[Full Text][Citation analysis]		article31
2010Bootstrapping realized multivariate volatility measures.(2010) In: MPRA Paper.
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This paper has nother version. Agregated cites: 31		paper
2015Bootstrap inference for linear dynamic panel data models with individual fixed effects In: Journal of Econometrics.
[Full Text][Citation analysis]		article45
2017Tests of equal accuracy for nested models with estimated factors In: Journal of Econometrics.
[Full Text][Citation analysis]		article25
2015Tests of Equal Accuracy for Nested Models with Estimated Factors.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 25		paper
2020Bootstrapping factor models with cross sectional dependence In: Journal of Econometrics.
[Full Text][Citation analysis]		article19
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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2021Impulse response analysis for structural dynamic models with nonlinear regressors In: Journal of Econometrics.
[Full Text][Citation analysis]		article26
2020Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 26		paper
2026Semiparametric Local Projections In: Working Papers.
[Full Text][Citation analysis]		paper0
2022When Do State-Dependent Local Projections Work? In: Working Papers.
[Full Text][Citation analysis]		paper15
2023State-Dependent Local Projections In: Working Papers.
[Full Text][Citation analysis]		paper48
2024Nonparametric Local Projections In: Working Papers.
[Full Text][Citation analysis]		paper9
2025Out-of-Sample Inference with Annual Benchmark Revisions In: Working Papers.
[Full Text][Citation analysis]		paper0
2005Predictable dynamics in the S&P 500 index options implied volatility surface In: Working Papers.
[Full Text][Citation analysis]		paper63
2006Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface.(2006) In: The Journal of Business.
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This paper has nother version. Agregated cites: 63		article
2024Bootstrapping out-of-sample predictability tests with real-time data In: Working Papers.
[Full Text][Citation analysis]		paper1
2007Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity In: Econometric Reviews.
[Full Text][Citation analysis]		article57
2008Edgeworth Corrections for Realized Volatility In: Econometric Reviews.
[Full Text][Citation analysis]		article6
2022Bootstrap Inference Under Cross Sectional Dependence In: Working papers.
[Full Text][Citation analysis]		paper5

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