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Information about:
Artur C. B. da Silva Lopes

Personal Details | Affiliation | Lists | Works
This is information that was supplied by Artur Silva Lopes in registering through RePEc. If you are Artur C. B. da Silva Lopes , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

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

(in no particular order)

Lists

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

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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. [Downloadable!]

  2. 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. [Downloadable!]
    Other versions:

  3. 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. [Downloadable!]

  4. Artur C. B. da Silva Lopes, 2004. "Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?," Econometrics 0402007, EconWPA, revised 18 Mar 2004. [Downloadable!]
    Other versions:
    Published as:

  5. 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. [Downloadable!]

  6. 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. [Downloadable!]
    Published as:

  7. 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. [Downloadable!]

Articles

  1. 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. [Downloadable!] (restricted)

  2. Artur Silva Lopes, 2006. "Deterministic seasonality in Dickey–Fuller tests: should we care?," Empirical Economics, Springer, vol. 31(1), pages 165-182, March. [Downloadable!] (restricted)
    Other versions:

  3. Vasco J. C. R. De A. Gabriel & Artur C. B. Da Silva Lopes & Luis C. Nunes, 2003. "Instability in cointegration regressions: a brief review with an application to money demand in Portugal," Applied Economics, Taylor and Francis Journals, vol. 35(8), pages 893-900, January. [Downloadable!] (restricted)

  4. 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. [Downloadable!] (restricted)
    Other versions:

  5. 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. [Downloadable!] (restricted)

  6. 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. [Downloadable!] (restricted)

  7. Da Silva Lopes, Artur C B, 1998. "On the 'Restricted Cointegration Test' as a Test of the Rational Expectations Hypothesis," Applied Economics, Taylor and Francis Journals, vol. 30(2), pages 269-78, February. [Downloadable!] (restricted)

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (5) 2002-07-12 2004-02-20 2004-09-30 2004-11-22 2006-10-14 Author is listed
  2. NEP-ETS: Econometric Time Series (5) 2002-07-08 2004-02-15 2004-09-30 2004-11-22 2006-10-14 Author is listed
  3. NEP-FMK: Financial Markets (1) 2007-12-19
  4. NEP-FOR: Forecasting (1) 2007-06-11
  5. NEP-IFN: International Finance (1) 2008-07-30
  6. NEP-MAC: Macroeconomics (3) 2007-06-11 2007-12-19 2008-12-14 Author is listed
  7. NEP-MON: Monetary Economics (2) 2007-06-11 2007-12-19
  8. NEP-RMG: Risk Management (1) 2004-02-15
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This page was last updated on 2009-11-12.

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