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Details about Artur C. B. da Silva Lopes

E-mail:
Homepage:http://pascal.iseg.utl.pt/~asl/pagasl.html
Postal address:ISEG-UTL, Ant. Cant. 13, Rua do Quelhas, 6 1200 - 781 Lisboa Portugal
Workplace:Instituto Superior de Economia e Gestão (ISEG) (School of Economics and Management), Universidade de Lisboa (University of Lisbon), (more information at EDIRC)

Access statistics for papers by Artur C. B. da Silva Lopes.

Last updated 2017-09-14. Update your information in the RePEc Author Service.

Short-id: psi4


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Working Papers

2017

  1. Are linear models really unuseful to describe business cycle data?
    MPRA Paper, University Library of Munich, Germany Downloads

2015

  1. Revisiting non-linearities in business cycles around the world
    MPRA Paper, University Library of Munich, Germany Downloads

2012

  1. Cohesion within the euro area and the U. S.: a wavelet-based view
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (3)
    See also Journal Article in OECD Journal: Journal of Business Cycle Measurement and Analysis (2015)

2010

  1. Sazonalidade em Séries Temporais Económicas: uma introdução e duas contribuições
    CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon Downloads
  2. Time varying fiscal policy in the U.S
    CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon Downloads View citations (3)
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2010) Downloads View citations (23)

    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2014)

2008

  1. A "hipótese das expectativas racionais": teoria e realidade (uma visita guiada à literatura até 1992)
    (The "rational expectations hypothesis": theory and reality (a guided tour to the literature published until 1992))
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Short and long run tests of the expectations hypothesis: the Portuguese case
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Applied Economics Quarterly (formerly: Konjunkturpolitik) (2010)

2007

  1. The Expectations Hypothesis of the Term Structure: Some Empirical Evidence for Portugal
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    Also in MPRA Paper, University Library of Munich, Germany (2007) Downloads View citations (1)

2006

  1. Finite sample effects of pure seasonal mean shifts on Dickey-Fuller tests
    MPRA Paper, University Library of Munich, Germany Downloads

2004

  1. Deterministic Seasonality In Dickey-Fuller Tests: Should We Care?
    Royal Economic Society Annual Conference 2004, Royal Economic Society Downloads View citations (1)
    Also in Econometrics, EconWPA (2004) Downloads View citations (2)

    See also Journal Article in Empirical Economics (2006)
  2. The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts
    Econometrics, EconWPA Downloads View citations (1)
    See also Journal Article in Econometric Reviews (2005)

2002

  1. The Order of Integration for Quarterly Macroeconomic Time series: a Simple Testing Strategy
    Royal Economic Society Annual Conference 2002, Royal Economic Society Downloads View citations (1)
    See also Journal Article in Empirical Economics (2003)

Journal Articles

2016

  1. A simple proposal to improve the power of income convergence tests
    Economics Letters, 2016, 138, (C), 92-95 Downloads

2015

  1. Cohesion within the euro area and the US: A wavelet-based view
    OECD Journal: Journal of Business Cycle Measurement and Analysis, 2015, 2014, (2), 63-76 Downloads View citations (2)
    See also Working Paper (2012)

2014

  1. Time-varying fiscal policy in the US
    Studies in Nonlinear Dynamics & Econometrics, 2014, 18, (2), 28 Downloads View citations (1)
    See also Working Paper (2010)

2010

  1. Short- and Long-Run Tests of the Expectations Hypothesis: The Portuguese Case
    Applied Economics Quarterly (formerly: Konjunkturpolitik), 2010, 56, (3), 257-280
    See also Working Paper (2008)

2008

  1. FINITE SAMPLE EFFECTS OF PURE SEASONAL MEAN SHIFTS ON DICKEY-FULLER TESTS: A SIMULATION STUDY
    Manchester School, 2008, 76, (5), 528-538 Downloads

2006

  1. Deterministic seasonality in Dickey–Fuller tests: should we care?
    Empirical Economics, 2006, 31, (1), 165-182 Downloads View citations (1)
    See also Working Paper (2004)

2005

  1. THE BEHAVIOR OF HEGY TESTS FOR QUARTERLY TIME SERIES WITH SEASONAL MEAN SHIFTS
    Econometric Reviews, 2005, 24, (1), 83-108 Downloads View citations (2)
    See also Working Paper (2004)

2003

  1. Instability in cointegration regressions: a brief review with an application to money demand in Portugal
    Applied Economics, 2003, 35, (8), 893-900 Downloads View citations (8)
  2. The order of integration for quarterly macroeconomic time series: A simple testing strategy
    Empirical Economics, 2003, 28, (4), 783-794 Downloads View citations (1)
    See also Working Paper (2002)

2001

  1. The robustness of tests for seasonal differencing to structural breaks
    Economics Letters, 2001, 71, (2), 173-179 Downloads View citations (5)

1999

  1. Spurious deterministic seasonality and autocorrelation corrections with quarterly data: Further Monte Carlo results
    Empirical Economics, 1999, 24, (2), 341-359 Downloads View citations (5)

1998

  1. On the 'restricted cointegration test' as a test of the rational expectations hypothesis*
    Applied Economics, 1998, 30, (2), 269-278 Downloads View citations (2)
 
Page updated 2017-10-15