Silvia Goncalves : Citation Profile

McGill University

19

H index

24

i10 index

1317

Citations

RESEARCH PRODUCTION:

25

Articles

33

Papers

RESEARCH ACTIVITY:

   26 years (2000 - 2026). See details.
   Cites by year: 50
   Journals where Silvia Goncalves has often published
   Relations with other researchers
   Recent citing documents: 91.    Total self citations: 25 (1.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgo38
   Updated: 2026-07-04    RAS profile: 2022-05-16    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Dovonon, Prosper (2)

Pesavento, Elena (2)

Kilian, Lutz (2)

Herrera, Ana María (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 (36)

Swanson, Norman (31)

MacKinnon, James (30)

Rahbek, Anders (28)

Taylor, Robert (27)

Nielsen, Morten (23)

Ruiz, Esther (19)

Lütkepohl, Helmut (19)

Inoue, Atsushi (18)

Webb, Matthew (15)

Cites to:

Shephard, Neil (27)

Bollerslev, Tim (26)

Kilian, Lutz (21)

Ng, Serena (17)

Bai, Jushan (16)

Andersen, Torben (15)

Diebold, Francis (15)

Andrews, Donald (13)

Lunde, Asger (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
IDEI Working Papers / Institut d'conomie Industrielle (IDEI), Toulouse2
Working Papers / Federal Reserve Bank of St. Louis2
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego2
Working Papers / Federal Reserve Bank of Dallas2
TSE Working Papers / Toulouse School of Economics (TSE)2

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Dynamic 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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2026The asymmetric effects of commodity price shocks in emerging economies. (2026). Vicondoa, Alejandro ; Gazzani, Andrea Giovanni ; Herrera, Vicente. In: European Economic Review. RePEc:eee:eecrev:v:183:y:2026:i:c:s0014292125002697.

Full description at Econpapers || Download paper

2025Examining the nexus between exporting status and CO2 productivity in Indonesian agri-based manufacturing. (2025). Luckstead, Jeff ; Mandasari, Putriesti. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000386.

Full description at Econpapers || Download paper

2025Gasoline prices, gasoline price expectations, and inflation expectations in the United States. (2025). Clements, Adam ; Pino, Gabriel ; Vatsa, Puneet. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003329.

Full description at Econpapers || Download paper

2025Detecting speculation in the market for EU emission allowances. (2025). Reissl, Severin ; Terranova, Roberta ; Cozzarini, Chiara ; Tavoni, Massimo. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004797.

Full description at Econpapers || Download paper

2025Prediction of the implied volatility surface–An empirical analysis of the SSE 50ETF option based on CNNs. (2025). Shao, Hualu ; Zhou, Baicheng ; Gong, Shaoqing. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325003824.

Full description at Econpapers || Download paper

2025The standard errors of persistence. (2025). conley, timothy ; Kelly, Morgan. In: Journal of International Economics. RePEc:eee:inecon:v:153:y:2025:i:c:s0022199624001545.

Full description at Econpapers || Download paper

2025Testing for equal predictive accuracy with strong dependence. (2025). Iacone, Fabrizio ; Coroneo, Laura. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1073-1092.

Full description at Econpapers || Download paper

2025Stock return predictability in the frequency domain. (2025). Xue, Bowen ; Kang, Jie ; Jiang, Fuwei ; Dai, Zhifeng. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1126-1147.

Full description at Econpapers || Download paper

2025Deconstructing fertilizer price spikes: Evidence from Chinese urea fertilizer market. (2025). Etienne, Xiaoli ; Hu, Zhepeng ; Yan, Lei ; Yuan, Jinghong. In: Food Policy. RePEc:eee:jfpoli:v:133:y:2025:i:c:s0306919225000338.

Full description at Econpapers || Download paper

2025An empirical inquiry into the distributional consequences of energy price shocks. (2025). Martinoli, Mario ; Fierro, Luca Eduardo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:159:y:2025:i:c:s0261560625001561.

Full description at Econpapers || Download paper

2025Decomposing the monetary policy multiplier. (2025). Venditti, Fabrizio ; Alessandri, Piergiorgio ; Jord, Scar. In: Journal of Monetary Economics. RePEc:eee:moneco:v:152:y:2025:i:c:s0304393225000546.

Full description at Econpapers || Download paper

2025Structural breaks, institutional quality and productivity growth in Sub-Saharan Africa. (2025). Adu-Darko, Eunice ; You, Kefei. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:74:y:2025:i:c:p:40-60.

Full description at Econpapers || Download paper

2025Impact of e-waste regulations on firms R&D and marketing expenditures: Insights for a circular economy. (2025). Alghafes, Rsha ; Mohsen, Jasmine ; Singh, Ashutosh ; Mehrotra, Ankit. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:220:y:2025:i:c:s0040162525003373.

Full description at Econpapers || Download paper

2025Financial Statement Audits and Data Breaches. (2025). Liu, Lisa Yao. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:8:p:6340-6366.

Full description at Econpapers || Download paper

2026Structural Shocks in the Global Copper Market: Evidence from an SVAR Model and China’s Macroeconomic Influence. (2026). Dai, Wei. In: Open Economies Review. RePEc:kap:openec:v:37:y:2026:i:1:d:10.1007_s11079-025-09816-6.

Full description at Econpapers || Download paper

2026Spillover Effects in Oil Markets. (2026). Rathgeber, Andreas ; Schischke, Amelie. In: The Energy Journal. RePEc:sae:enejou:v:47:y:2026:i:1:p:109-129.

Full description at Econpapers || Download paper

2025The Ashley and Patterson (1986) test for serial independence in daily stock returns, revisited. (2025). Najafi, Faezeh ; Ashley, Richard A. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06355-0.

Full description at Econpapers || Download paper

2025Are Hysteresis Effects Nonlinear?. (2025). Carnevale, Omar Pietro ; di Francesco, Damiano. In: LEM Papers Series. RePEc:ssa:lemwps:2025/32.

Full description at Econpapers || Download paper

2025A survey-based measure of asymmetric macroeconomic risk in the euro area. (2025). Iseringhausen, Martin ; Theodoridis, Konstantinos. In: Working Papers. RePEc:stm:wpaper:68.

Full description at Econpapers || Download paper

2025Debt Maturity and Government Spending Multipliers. (2025). Mankart, Jochen ; Ghomi, Morteza ; Priftis, Romanos ; Oikonomou, Rigas. In: Working and Discussion Papers. RePEc:svk:wpaper:1129.

Full description at Econpapers || Download paper

2025Improving Score-Driven Density Forecasts with an Application to Implied Volatility Surface Dynamics. (2025). Lucas, Andrae ; Lin, Yicong ; Zou, Xia. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250036.

Full description at Econpapers || Download paper

2026Inference in Dynamic Models for Panel Data Using The Moving Block Bootstrap. (2025). Jochmans, Koen ; Higgins, Ayden. In: TSE Working Papers. RePEc:tse:wpaper:130347.

Full description at Econpapers || Download paper

2026Iterated-Bootstrap Inference For Panel-Data Models. (2026). Heller, Valrie ; Jochmans, Koen. In: TSE Working Papers. RePEc:tse:wpaper:131863.

Full description at Econpapers || Download paper

2025Dynamic Effects of Persistent Shocks. (2025). Sanz, Carlos ; Gonzalo, Jesus ; Alloza, Mario. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:4:p:380-394.

Full description at Econpapers || Download paper

2025Interval Forecasting of Carbon Price With a Novel Hybrid Multiscale Decomposition and Bootstrap Approach. (2025). Zhu, Bangzhu ; Wang, Ping ; Chevallier, Julien. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:376-390.

Full description at Econpapers || Download paper

2026Monetary Policy and Government Debt. (2026). Feilich, Ethan ; Caramp, Nicolas. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:58:y:2026:i:2:p:389-420.

Full description at Econpapers || Download paper

2025Not All Oil Price Shocks Are Alike. A Replication Study of Kilian (American Economic Review, 2009). (2025). Michieka, Nyakundi ; Ryan, Rich. In: Journal of Comments and Replications in Economics (JCRE). RePEc:zbw:jcreco:337522.

Full description at Econpapers || Download paper

Works by Silvia Goncalves:

YearTitleTypeCited
2013Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns In: CREATES Research Papers.
[Full Text][Citation analysis]		paper6
2014Bootstrap Inference for Pre-averaged Realized Volatility based on Nonoverlapping Returns.(2014) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2017BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE.(2017) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2026Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise.(2026) In: IDEI Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2026Bootstrapping Pre-Averaged Realized Volatility under Market Microstructure Noise.(2026) In: TSE Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79		paper
2002Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models.(2002) In: CIRANO Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79		paper
2004Maximum likelihood and the bootstrap for nonlinear dynamic models.(2004) In: Journal of Econometrics.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		article
2001The Bootstrap of Mean for Dependent Heterogeneous Arrays..(2001) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 467		paper
2004Bootstrapping autoregressions with conditional heteroskedasticity of unknown form.(2004) In: Journal of Econometrics.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2016Bootstrapping high-frequency jump tests In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper17
2026Bootstrapping high-frequency jump tests.(2026) In: IDEI Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2019Bootstrapping High-Frequency Jump Tests.(2019) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2026Bootstrapping high-frequency jump tests.(2026) In: TSE Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2018Bootstrapping Factor Models With Cross Sectional Dependence.(2018) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2021Impulse response analysis for structural dynamic models with nonlinear regressors In: Journal of Econometrics.
[Full Text][Citation analysis]		article27
2020Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2022When Do State-Dependent Local Projections Work? In: Working Papers.
[Full Text][Citation analysis]		paper15
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 63		article
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated June, 12 2026. Contact: CitEc Team