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Artur C. B. da Silva Lopes

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Personal Details

First Name: Artur
Middle Name: C. B. da
Last Name: Silva Lopes
Suffix:

RePEc Short-ID: psi4

Email:
Homepage: http://pascal.iseg.utl.pt/~asl/pagasl.html
Postal Address: ISEG-UTL, Ant. Cant. 13, Rua do Quelhas, 6 1200 - 781 Lisboa Portugal
Phone:

Affiliation

(50%) Instituto Superior de Economia e Gestão (ISEG)
Universidade de Lisboa
Location: Lisboa, Portugal
Homepage: http://www.iseg.ulisboa.pt/
Email:
Phone: +351-213 925 800
Fax: +351-213 925 850
Postal: Rua do Quelhas 6, 1200-781 LISBOA
Handle: RePEc:edi:isutlpt (more details at EDIRC)
(50%) Centro de Matemática Aplicada à Previsão e Decisão Económica (CEMAPRE)
Instituto Superior de Economia e Gestão (ISEG)
Universidade de Lisboa
Location: Lisboa, Portugal
Homepage: http://cemapre.iseg.ulisboa.pt/
Email:
Phone: 21-3925876
Fax: 21-3922882
Postal: na Rua do Quelha 6, 1200-781 Lisboa
Handle: RePEc:edi:cmutlpt (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Portuguese Economists

Works

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Working papers

  1. António Rua & Artur Silva Lopes, 2012. "Cohesion within the euro area and the U. S.: a wavelet-based view," Working Papers w201204, Banco de Portugal, Economics and Research Department.
  2. Artur Silva Lopes, 2010. "Sazonalidade em Séries Temporais Económicas: uma introdução e duas contribuições," CEMAPRE Working Papers 1001, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  3. Manuel Coutinho Pereira & Artur Silva Lopes, 2010. "Time varying fiscal policy in the U.S," CEMAPRE Working Papers 1004, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon.
  4. Silva Lopes, Artur C. B. da & Monteiro, Olga Susana, 2008. "Short and long run tests of the expectations hypothesis: the Portuguese case," MPRA Paper 12001, University Library of Munich, Germany.
  5. Silva Lopes, Artur C. & M. Monteiro, Olga Susana, 2007. "The expectations hypothesis of the term structure: some empirical evidence for Portugal," MPRA Paper 3437, University Library of Munich, Germany.
  6. B. da Silva Lopes, Artur C., 2005. "Finite sample effects of pure seasonal mean shifts on Dickey-Fuller tests," MPRA Paper 125, University Library of Munich, Germany, revised May 2006.
  7. Artur C. B. da Silva Lopes, 2004. "Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?," Econometrics 0402007, EconWPA, revised 18 Mar 2004.
  8. Artur C. B. da Silva Lopes & Antonio Montañés, 2004. "The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts," Econometrics 0411010, EconWPA.
  9. da Silva Lopes, Artur C. B., 2002. "The Order of Integration for Quarterly Macroeconomic Time series: a Simple Testing Strategy," Royal Economic Society Annual Conference 2002 55, Royal Economic Society.
  10. Silva Lopes, Artur, 1994. "A "hipótese das expectativas racionais": teoria e realidade (uma visita guiada à literatura até 1992)
    [The "rational expectations hypothesis": theory and reality (a guided to
    ," MPRA Paper 9699, University Library of Munich, Germany, revised 23 Jul 2008.

Articles

  1. Pereira Manuel Coutinho & Lopes Artur Silva, 2014. "Time-varying fiscal policy in the US," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(2), pages 28, April.
  2. Olga Susana M. Monteiro & Artur C. B. da Silva Lopes, 2010. "Short- and Long-Run Tests of the Expectations Hypothesis: The Portuguese Case," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 56(3), pages 257-280.
  3. Artur C. B. Da Silva Lopes, 2008. "Finite Sample Effects Of Pure Seasonal Mean Shifts On Dickey-Fuller Tests: A Simulation Study," Manchester School, University of Manchester, vol. 76(5), pages 528-538, 09.
  4. Artur Silva Lopes, 2006. "Deterministic seasonality in Dickey–Fuller tests: should we care?," Empirical Economics, Springer, vol. 31(1), pages 165-182, March.
  5. Artur C. B. da Silva Lopes & Antonio Montanes, 2005. "The Behavior Of Hegy Tests For Quarterly Time Series With Seasonal Mean Shifts," Econometric Reviews, Taylor & Francis Journals, vol. 24(1), pages 83-108.
  6. Artur C. B. da Silva Lopes, 2003. "The order of integration for quarterly macroeconomic time series: A simple testing strategy," Empirical Economics, Springer, vol. 28(4), pages 783-794, November.
  7. Vasco De & A. Gabriel & Artur C. B. Da Silva Lopes & Luis Nunes, 2003. "Instability in cointegration regressions: a brief review with an application to money demand in Portugal," Applied Economics, Taylor & Francis Journals, vol. 35(8), pages 893-900.
  8. da Silva Lopes, Artur C. B., 2001. "The robustness of tests for seasonal differencing to structural breaks," Economics Letters, Elsevier, vol. 71(2), pages 173-179, May.
  9. Artur C. B. da Silva Lopes, 1999. "Spurious deterministic seasonality and autocorrelation corrections with quarterly data: Further Monte Carlo results," Empirical Economics, Springer, vol. 24(2), pages 341-359.
  10. Artur C. B. Da Silva Lopes, 1998. "On the 'restricted cointegration test' as a test of the rational expectations hypothesis," Applied Economics, Taylor & Francis Journals, vol. 30(2), pages 269-278, February.

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2010-11-06
  2. NEP-ECM: Econometrics (5) 2002-07-12 2004-02-20 2004-09-30 2004-11-22 2006-10-14. Author is listed
  3. NEP-ETS: Econometric Time Series (5) 2002-07-08 2004-02-15 2004-09-30 2004-11-22 2006-10-14. Author is listed
  4. NEP-FMK: Financial Markets (1) 2007-12-19
  5. NEP-FOR: Forecasting (1) 2007-06-11
  6. NEP-MAC: Macroeconomics (4) 2007-06-11 2007-12-19 2008-12-14 2010-09-18. Author is listed
  7. NEP-MON: Monetary Economics (2) 2007-06-11 2007-12-19
  8. NEP-PUB: Public Finance (1) 2010-11-06
  9. NEP-RMG: Risk Management (1) 2004-02-15

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