Details about Afonso Gonçalves da Silva

Access statistics for papers by Afonso Gonçalves da Silva.

Last updated 2015-12-12. Update your information in the RePEc Author Service.

Short-id: pgo169

Working Papers

2007

1. Fractional Cointegration In StochasticVolatility Models
   STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007) View citations (1)
   See also Journal Article FRACTIONAL COINTEGRATION IN STOCHASTIC VOLATILITY MODELS, Econometric Theory, Cambridge University Press (2008) View citations (9) (2008)

2006

2. Finite Sample Performance in CointegrationAnalysis of Nonlinear Time Series with LongMemory
   STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
   See also Journal Article Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory, Econometric Reviews, Taylor & Francis Journals (2008) View citations (2) (2008)

2001

3. Using the First Principal Component as a Core Inflation Indicator
   Working Papers, Banco de Portugal, Economics and Research Department View citations (5)
   See also Journal Article Using the first principal component as a core inflation indicator, Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department (2001) View citations (4) (2001)

2000

4. Why Should Central Banks Avoid the Use of the Underlying Inflation Indicator?
   Working Papers, Banco de Portugal, Economics and Research Department View citations (1)
   See also Journal Article Why should Central Banks avoid the use of the underlying inflation indicator?, Economics Letters, Elsevier (2002) View citations (14) (2002)

Journal Articles

2008

1. FRACTIONAL COINTEGRATION IN STOCHASTIC VOLATILITY MODELS
   Econometric Theory, 2008, 24, (5), 1207-1253 View citations (9)
   See also Working Paper Fractional Cointegration In StochasticVolatility Models, STICERD - Econometrics Paper Series (2007) (2007)
2. Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory
   Econometric Reviews, 2008, 27, (1-3), 268-297 View citations (2)
   See also Working Paper Finite Sample Performance in CointegrationAnalysis of Nonlinear Time Series with LongMemory, STICERD - Econometrics Paper Series (2006) (2006)

2002

3. Why should Central Banks avoid the use of the underlying inflation indicator?
   Economics Letters, 2002, 75, (1), 17-23 View citations (14)
   See also Working Paper Why Should Central Banks Avoid the Use of the Underlying Inflation Indicator?, Working Papers (2000) View citations (1) (2000)

2001

4. Using the first principal component as a core inflation indicator
   Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2001 View citations (4)
   See also Working Paper Using the First Principal Component as a Core Inflation Indicator, Working Papers (2001) View citations (5) (2001)