Silvia Goncalves : Citation Profile

McGill University

18

H index

24

i10 index

1264

Citations

RESEARCH PRODUCTION:

25

Articles

33

Papers

RESEARCH ACTIVITY:

   22 years (2000 - 2022). See details.
   Cites by year: 57
   Journals where Silvia Goncalves has often published
   Relations with other researchers
   Recent citing documents: 120.    Total self citations: 25 (1.94 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgo38
   Updated: 2026-02-21    RAS profile: 2022-05-16    
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Relations with other researchers

Works with:

Pesavento, Elena (3)

Kilian, Lutz (3)

Herrera, Ana María (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 (36)

Swanson, Norman (31)

Rahbek, Anders (28)

Taylor, Robert (27)

MacKinnon, James (26)

Nielsen, Morten (23)

Lütkepohl, Helmut (19)

Ruiz, Esther (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)

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

Recent works citing Silvia Goncalves (2025 and 2024)

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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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.

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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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2024Inference for Local Projections. (2024). Kuersteiner, Guido ; Inoue, Atsushi ; Jorda, Oscar. In: Papers. RePEc:arx:papers:2306.03073.

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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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2024Degree of Irrationality: Sentiment and Implied Volatility Surface. (2024). Xie, Yan ; Weng, Jiahao. In: Papers. RePEc:arx:papers:2405.11730.

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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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2024Performance 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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2024Structural 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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2024Inference 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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2025Fitting 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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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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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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2025Diffusion Index Forecast with Tensor Data. (2025). Han, Yuefeng ; Chen, Bin ; Yu, Qiyang. In: Papers. RePEc:arx:papers:2511.02235.

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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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2024The Transmission of Supply Shocks in Different Inflation Regimes. (2024). Enders, Zeno ; Arndt, Sarah. In: Working papers. RePEc:bfr:banfra:938.

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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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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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2024Non-linear Dynamics of Oil Supply News Shocks. (2024). Theodoridis, Konstantinos ; mumtaz, haroon ; Miescu, Mirela. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/18.

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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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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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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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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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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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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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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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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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2024The macroeconomic impact of euro area labor market reforms: evidence from a narrative panel VAR. (2024). Runstler, Gerhard. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001491.

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2024Identifying price bubbles in global carbon markets: Evidence from the SADF test, GSADF test and LPPLS method. (2024). Wang, Yizhi ; Huang, Wenyang. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003347.

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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.

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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.

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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.

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2024Smirking in the energy market: Evidence from the Chinese crude oil options market. (2024). Zhang, Jine ; Ruan, Xinfeng ; Li, Lu-Lu ; Yue, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005696.

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2024Social networks and start-up funding. (2024). Some, Hyacinthe Yirlier ; Kim, Gunchang ; Abakah, Alex Annan. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324005105.

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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.

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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.

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2024Forecasting in factor augmented regressions under structural change. (2024). Kapetanios, George ; Massacci, Daniele. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:62-76.

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2024(Structural) VAR models with ignored changes in mean and volatility. (2024). Demetrescu, Matei ; Salish, Nazarii. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854.

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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.

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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.

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2024Do industry-specific accounting standards matter for capital allocation decisions?. (2024). Landsman, Wayne R ; Fiechter, Peter ; Peasnell, Kenneth ; Renders, Annelies. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:77:y:2024:i:2:s0165410123000940.

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2024Panel data in environmental economics: Econometric issues and applications to IPAT models. (2024). Eibinger, Tobias ; Manner, Hans ; Deixelberger, Beate. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:125:y:2024:i:c:s0095069624000159.

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2024The risk and return of equity and credit index options. (2024). Seo, Sang Byung ; Fournier, Mathieu ; Ericsson, Jan ; Doshi, Hitesh. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001557.

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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.

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2024Tests for group-specific heterogeneity in high-dimensional factor models. (2024). Djogbenou, Antoine ; Sufana, Razvan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x23000799.

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2024Averaging impulse responses using prediction pools. (2024). Matthes, Christian ; Ho, Paul ; Lubik, Thomas A. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000242.

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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.

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2024Exogenous oil supply shocks and global agricultural commodity prices: The role of biofuels. (2024). Qiu, Feng ; Zhang, Xindon ; Guo, Xiaoying ; Li, Changhong ; Wei, Yanfeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:394-414.

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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.

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2024Nonparametric Local Projections. (2024). Pesavento, Elena ; Kilian, Lutz ; Herrera, Ana María ; Goncalves, Silvia. In: Working Papers. RePEc:fip:feddwp:99177.

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2024Local Projections. (2024). Jorda, Oscar ; Taylor, Alan M. In: Working Paper Series. RePEc:fip:fedfwp:98669.

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2024Inference for Local Projections. (2024). Kuersteiner, Guido ; Jorda, Oscar ; Inoue, Atsushi. In: Working Paper Series. RePEc:fip:fedfwp:98697.

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2024Oil Price Shocks and the Canadian Stock Market. (2024). Dai, Wei ; Tan, Ruiqi. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:11:p:518-:d:1523173.

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2024Modeling Implied Volatility Surface Using B-Splines with Time-Dependent Coefficients Predicted by Tree-Based Machine Learning Methods. (2024). Chen, Zihao ; Li, Yuyang ; Yu, Cindy Long. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:7:p:1100-:d:1370926.

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2024Bootstrap inference for fixed-effect models. (2024). Jochmans, Koen ; Higgins, Ayden. In: Post-Print. RePEc:hal:journl:hal-04557288.

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2024SIMILARITY OF STRUCTURAL CHANGES: THE CASE OF UNIVERSITY ENROLLMENT RATES. (2024). Telezhkina, Marina S ; Maksimov, Andrey G. In: HSE Working papers. RePEc:hig:wpaper:271/ec/2024.

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2024The Stimulative Effects of Anticipated Government Spending Expansions : Evidence from Survey Forecasts. (2024). Li, Xiaole ; Nam, Deokwoo. In: Hitotsubashi Journal of Economics. RePEc:hit:hitjec:v:65:y:2024:i:1:p:1-31.

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2024Sieve Bootstrap for Fixed-b Phillips–Perron Unit Root Test. (2024). Wang, Zhenxin ; Yan, Yayi. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10553-0.

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2024Handling Distinct Correlated Effects with CCE. (2024). De Vos, Ignace ; Stauskas, Ovidijus. In: MPRA Paper. RePEc:pra:mprapa:120194.

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2024Cluster-Robust Jackknife and Bootstrap Inference for Binary Response Models. (2024). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1515.

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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.

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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: 5		article
2013Bootstrapping pre-averaged realized volatility under market microstructure noise In: CREATES Research Papers.
[Full Text][Citation analysis]		paper14
2016Bootstrapping pre-averaged realized volatility under market microstructure noise.(2016) In: CIRANO Working Papers.
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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: 14		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]		article38
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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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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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]		paper452
2002Bootstrapping autoregressions with conditional heteroskedasticity of unknown form.(2002) In: Working Paper Series.
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This paper has nother version. Agregated cites: 452		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: 452		article
2003Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form.(2003) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 452		paper
2003Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form.(2003) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 452		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: 452		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]		paper64
2014Bootstrapping factor-augmented regression models.(2014) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 64		article
2014Bootstrapping the GMM overidentification test Under first-order underidentification In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper23
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: 23		article
2015Bootstrap inference in regressions with estimated factors and serial correlation In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper17
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]		paper15
2017Bootstrapping high-frequency jump tests.(2017) In: IDEI Working Papers.
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This paper has nother version. Agregated cites: 15		paper
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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This paper has nother version. Agregated cites: 15		paper
2011BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP In: Econometric Theory.
[Full Text][Citation analysis]		article29
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]		article80
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]		article40
2017Tests of equal accuracy for nested models with estimated factors In: Journal of Econometrics.
[Full Text][Citation analysis]		article23
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: 23		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]		article20
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: 20		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]		paper60
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: 60		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]		paper3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team