EconPapers    
Economics at your fingertips  
 

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


Jump to Journal Articles

Working Papers

2007

  1. Fractional Cointegration In StochasticVolatility Models
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE Downloads
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007) Downloads View citations (1)

    See also Journal Article in Econometric Theory (2008)

2006

  1. 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 Downloads
    See also Journal Article in Econometric Reviews (2008)

2001

  1. Using the First Principal Component as a Core Inflation Indicator
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (3)
    See also Journal Article in Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies (2001)

2000

  1. Why Should Central Banks Avoid the Use of the Underlying Inflation Indicator?
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (1)
    See also Journal Article in Economics Letters (2002)

Journal Articles

2008

  1. FRACTIONAL COINTEGRATION IN STOCHASTIC VOLATILITY MODELS
    Econometric Theory, 2008, 24, (05), 1207-1253 Downloads View citations (8)
    See also Working Paper (2007)
  2. Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory
    Econometric Reviews, 2008, 27, (1-3), 268-297 Downloads View citations (2)
    See also Working Paper (2006)

2002

  1. Why should Central Banks avoid the use of the underlying inflation indicator?
    Economics Letters, 2002, 75, (1), 17-23 Downloads View citations (13)
    See also Working Paper (2000)

2001

  1. Using the first principal component as a core inflation indicator
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2001 Downloads View citations (1)
    See also Working Paper (2001)
 
Page updated 2019-10-14