Details about Artur C. B. da Silva Lopes

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

Last updated 2025-03-14. Update your information in the RePEc Author Service.

Short-id: psi4

Working Papers

2023

1. Non-convergent incomes with a new DF-Fourier test: most likely you go your way (and I'll go mine)
   MPRA Paper, University Library of Munich, Germany

2022

2. Assessing Income Convergence with a Long-Run Forecasting Approach: Some New Results
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Assessing Income Convergence with a Long‐run Forecasting Approach: Some New Results, Review of Income and Wealth, International Association for Research in Income and Wealth (2025) (2025)

2021

3. Most likely you go your way (and I'll go mine): non-convergent incomes with a new DF-Fourier test
   MPRA Paper, University Library of Munich, Germany

2020

4. Revisiting income convergence with DF-Fourier tests: old evidence with a new test
   MPRA Paper, University Library of Munich, Germany

2019

5. How to disappear completely: non-linearity and endogeneity in the new keynesian wage Phillips curve
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article How to disappear completely: nonlinearity and endogeneity in the New Keynesian Wage Phillips Curve, Applied Economics Letters, Taylor & Francis Journals (2021) View citations (1) (2021)

2017

6. Are linear models really unuseful to describe business cycle data?
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Are linear models really unuseful to describe business cycle data?, Applied Economics, Taylor & Francis Journals (2019) View citations (2) (2019)

2015

7. Revisiting non-linearities in business cycles around the world
   MPRA Paper, University Library of Munich, Germany View citations (2)

2012

8. Cohesion within the euro area and the U. S.: a wavelet-based view
   Working Papers, Banco de Portugal, Economics and Research Department View citations (6)
   See also Journal Article Cohesion within the euro area and the US: A wavelet-based view, OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys (2015) View citations (16) (2015)

2010

9. 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
10. 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 View citations (7)
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2010) View citations (28)
    See also Journal Article Time-varying fiscal policy in the US, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2014) View citations (11) (2014)

2008

11. 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
12. Short and long run tests of the expectations hypothesis: the Portuguese case
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Short- and Long-Run Tests of the Expectations Hypothesis: The Portuguese Case, Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin (2010) (2010)

2007

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

2006

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

2004

15. Deterministic Seasonality In Dickey-Fuller Tests: Should We Care?
    Royal Economic Society Annual Conference 2004, Royal Economic Society View citations (1)
    Also in Econometrics, University Library of Munich, Germany (2004) View citations (2)
    See also Journal Article Deterministic seasonality in Dickey–Fuller tests: should we care?, Empirical Economics, Springer (2006) View citations (2) (2006)
16. The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts
    Econometrics, University Library of Munich, Germany View citations (2)
    See also Journal Article THE BEHAVIOR OF HEGY TESTS FOR QUARTERLY TIME SERIES WITH SEASONAL MEAN SHIFTS, Econometric Reviews, Taylor & Francis Journals (2005) View citations (2) (2005)

2002

17. The Order of Integration for Quarterly Macroeconomic Time series: a Simple Testing Strategy
    Royal Economic Society Annual Conference 2002, Royal Economic Society View citations (2)
    See also Journal Article The order of integration for quarterly macroeconomic time series: A simple testing strategy, Empirical Economics, Springer (2003) View citations (1) (2003)

Journal Articles

2025

1. Assessing Income Convergence with a Long‐run Forecasting Approach: Some New Results
   Review of Income and Wealth, 2025, 71, (1)
   See also Working Paper Assessing Income Convergence with a Long-Run Forecasting Approach: Some New Results, MPRA Paper (2022) (2022)

2021

2. How to disappear completely: nonlinearity and endogeneity in the New Keynesian Wage Phillips Curve
   Applied Economics Letters, 2021, 28, (9), 774-778 View citations (1)
   See also Working Paper How to disappear completely: non-linearity and endogeneity in the new keynesian wage Phillips curve, MPRA Paper (2019) (2019)

2019

3. Are linear models really unuseful to describe business cycle data?
   Applied Economics, 2019, 51, (22), 2355-2376 View citations (2)
   See also Working Paper Are linear models really unuseful to describe business cycle data?, MPRA Paper (2017) (2017)

2016

4. A simple proposal to improve the power of income convergence tests
   Economics Letters, 2016, 138, (C), 92-95 View citations (9)

2015

5. 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 View citations (16)
   See also Working Paper Cohesion within the euro area and the U. S.: a wavelet-based view, Working Papers (2012) View citations (6) (2012)

2014

6. Time-varying fiscal policy in the US
   Studies in Nonlinear Dynamics & Econometrics, 2014, 18, (2), 157-184 View citations (11)
   See also Working Paper Time varying fiscal policy in the U.S, CEMAPRE Working Papers (2010) View citations (7) (2010)

2010

7. 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 Short and long run tests of the expectations hypothesis: the Portuguese case, MPRA Paper (2008) (2008)

2008

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

2006

9. Deterministic seasonality in Dickey–Fuller tests: should we care?
   Empirical Economics, 2006, 31, (1), 165-182 View citations (2)
   See also Working Paper Deterministic Seasonality In Dickey-Fuller Tests: Should We Care?, Royal Economic Society Annual Conference 2004 (2004) View citations (1) (2004)

2005

10. THE BEHAVIOR OF HEGY TESTS FOR QUARTERLY TIME SERIES WITH SEASONAL MEAN SHIFTS
    Econometric Reviews, 2005, 24, (1), 83-108 View citations (2)
    See also Working Paper The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts, Econometrics (2004) View citations (2) (2004)

2003

11. Instability in cointegration regressions: a brief review with an application to money demand in Portugal
    Applied Economics, 2003, 35, (8), 893-900 View citations (10)
12. The order of integration for quarterly macroeconomic time series: A simple testing strategy
    Empirical Economics, 2003, 28, (4), 783-794 View citations (1)
    See also Working Paper The Order of Integration for Quarterly Macroeconomic Time series: a Simple Testing Strategy, Royal Economic Society Annual Conference 2002 (2002) View citations (2) (2002)

2001

13. The robustness of tests for seasonal differencing to structural breaks
    Economics Letters, 2001, 71, (2), 173-179 View citations (8)

1999

14. Spurious deterministic seasonality and autocorrelation corrections with quarterly data: Further Monte Carlo results
    Empirical Economics, 1999, 24, (2), 341-359 View citations (6)

1998

15. On the 'restricted cointegration test' as a test of the rational expectations hypothesis*
    Applied Economics, 1998, 30, (2), 269-278 View citations (4)