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Afonso Gonçalves da Silva

Personal Details

First Name:Afonso
Middle Name:
Last Name:Gonçalves da Silva
Suffix:
RePEc Short-ID:pgo169
[This author has chosen not to make the email address public]
Terminal Degree:2008 Economics Department; London School of Economics (LSE) (from RePEc Genealogy)

Research output

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Jump to: Working papers Articles

Working papers

  1. Gonçalves da Silva, Afonso & Robinson, Peter, 2007. "Fractional cointegration in stochastic volatility models," LSE Research Online Documents on Economics 4534, London School of Economics and Political Science, LSE Library.
  2. Afonso Gonçalves da Silva & Peter M Robinson, 2006. "Finite Sample Performance in CointegrationAnalysis of Nonlinear Time Series with LongMemory," STICERD - Econometrics Paper Series 501, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  3. José Ferreira Machado & Pedro Duarte Neves & Afonso Gonçalves da Silva & Carlos Robalo Marques, 2001. "Using the First Principal Component as a Core Inflation Indicator," Working Papers w200109, Banco de Portugal, Economics and Research Department.
  4. Pedro Duarte Neves & Afonso Gonçalves da Silva & Carlos Robalo Marques, 2000. "Why Should Central Banks Avoid the Use of the Underlying Inflation Indicator?," Working Papers w200005, Banco de Portugal, Economics and Research Department.

Articles

  1. Afonso Goncalves da Silva & Peter Robinson, 2008. "Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 268-297.
  2. da Silva, Afonso Gonçalves & Robinson, Peter M., 2008. "Fractional Cointegration In Stochastic Volatility Models," Econometric Theory, Cambridge University Press, vol. 24(05), pages 1207-1253, October.
  3. Marques, Carlos Robalo & Neves, Pedro Duarte & da Silva, Afonso Goncalves, 2002. "Why should Central Banks avoid the use of the underlying inflation indicator?," Economics Letters, Elsevier, vol. 75(1), pages 17-23, March.
  4. Pedro Duarte Neves & Afonso Gonçalves da Silva & Carlos Robalo Marques, 2001. "Using the first principal component as a core inflation indicator," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Gonçalves da Silva, Afonso & Robinson, Peter, 2007. "Fractional cointegration in stochastic volatility models," LSE Research Online Documents on Economics 4534, London School of Economics and Political Science, LSE Library.

    Cited by:

    1. Marcel Aloy & Gilles De Truchis, 2015. "Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities," Post-Print hal-01410660, HAL.
    2. Gilles de Truchis & Benjamin Keddad, 2014. "Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities," Working Papers 2014-382, Department of Research, Ipag Business School.
    3. Gilles de Truchis & Benjamin Keddad, 2014. "On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates," AMSE Working Papers 1421, Aix-Marseille School of Economics, Marseille, France, revised May 2014.
    4. Afonso Gonçalves da Silva & Peter M Robinson, 2006. "Finite Sample Performance in CointegrationAnalysis of Nonlinear Time Series with LongMemory," STICERD - Econometrics Paper Series 501, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    5. Gilles Truchis & Benjamin Keddad, 2016. "On the risk comovements between the crude oil market and U.S. dollar exchange rates," Post-Print hal-01447859, HAL.

  2. Afonso Gonçalves da Silva & Peter M Robinson, 2006. "Finite Sample Performance in CointegrationAnalysis of Nonlinear Time Series with LongMemory," STICERD - Econometrics Paper Series 501, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.

    Cited by:

    1. Dalla, Violetta, 2015. "Power transformations of absolute returns and long memory estimation," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 1-18.
    2. Marcel Aloy & Gilles de Truchis, 2012. "Estimation and Testing for Fractional Cointegration," AMSE Working Papers 1215, Aix-Marseille School of Economics, Marseille, France.

  3. José Ferreira Machado & Pedro Duarte Neves & Afonso Gonçalves da Silva & Carlos Robalo Marques, 2001. "Using the First Principal Component as a Core Inflation Indicator," Working Papers w200109, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Fröhling, Annette & Lommatzsch, Kirsten, 2011. "Output sensitivity of inflation in the euro area: Indirect evidence from disaggregated consumer prices," Discussion Paper Series 1: Economic Studies 2011,25, Deutsche Bundesbank.
    2. Mick Silver, 2006. "Core Inflation Measures and Statistical Issues in Choosing Among Them," IMF Working Papers 06/97, International Monetary Fund.
    3. Frank Leung & Kevin Chow & Simon Chan, 2010. "Measures of trend inflation in Hong Kong," BIS Papers chapters,in: Bank for International Settlements (ed.), Monetary policy and the measurement of inflation: prices, wages and expectations, volume 49, pages 177-200 Bank for International Settlements.

  4. Pedro Duarte Neves & Afonso Gonçalves da Silva & Carlos Robalo Marques, 2000. "Why Should Central Banks Avoid the Use of the Underlying Inflation Indicator?," Working Papers w200005, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Scott Roger & Mark R. Stone, 2005. "On Target? the International Experience with Achieving Inflation Targets," IMF Working Papers 05/163, International Monetary Fund.

Articles

  1. Afonso Goncalves da Silva & Peter Robinson, 2008. "Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 268-297.
    See citations under working paper version above.
  2. da Silva, Afonso Gonçalves & Robinson, Peter M., 2008. "Fractional Cointegration In Stochastic Volatility Models," Econometric Theory, Cambridge University Press, vol. 24(05), pages 1207-1253, October.
    See citations under working paper version above.
  3. Marques, Carlos Robalo & Neves, Pedro Duarte & da Silva, Afonso Goncalves, 2002. "Why should Central Banks avoid the use of the underlying inflation indicator?," Economics Letters, Elsevier, vol. 75(1), pages 17-23, March.
    See citations under working paper version above.
  4. Pedro Duarte Neves & Afonso Gonçalves da Silva & Carlos Robalo Marques, 2001. "Using the first principal component as a core inflation indicator," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    See citations under working paper version above.Sorry, no citations of articles recorded.

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