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Artur C. B. da Silva Lopes

Personal Details

First Name:Artur
Middle Name:C. B. da
Last Name:Silva Lopes
Suffix:
RePEc Short-ID:psi4
http://pascal.iseg.utl.pt/~asl/pagasl.html
ISEG-UTL, Ant. Cant. 13, Rua do Quelhas, 6 1200 - 781 Lisboa Portugal

Affiliation

Instituto Superior de Economia e Gestão (ISEG)
Universidade de Lisboa

Lisboa, Portugal
http://www.iseg.ulisboa.pt/

: +351-213 925 800
+351-213 925 850
Rua do Quelhas 6, 1200-781 LISBOA
RePEc:edi:isutlpt (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Silva Lopes, Artur C. & Florin Zsurkis, Gabriel, 2017. "Are linear models really unuseful to describe business cycle data?," MPRA Paper 79413, University Library of Munich, Germany.
  2. Silva Lopes, Artur C. & Florin Zsurkis, Gabriel, 2015. "Revisiting non-linearities in business cycles around the world," MPRA Paper 65668, University Library of Munich, Germany.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. Artur C. B. da Silva Lopes, 2004. "Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?," Econometrics 0402007, EconWPA, revised 18 Mar 2004.
  11. 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.
  12. 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 tour
    ," MPRA Paper 9699, University Library of Munich, Germany, revised 23 Jul 2008.

Articles

  1. Silva Lopes, Artur, 2016. "A simple proposal to improve the power of income convergence tests," Economics Letters, Elsevier, vol. 138(C), pages 92-95.
  2. António Rua & Artur Silva Lopes, 2015. "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, vol. 2014(2), pages 63-76.
  3. 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 1-28, April.
  4. 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.
  5. 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, September.
  6. Artur Silva Lopes, 2006. "Deterministic seasonality in Dickey–Fuller tests: should we care?," Empirical Economics, Springer, vol. 31(1), pages 165-182, March.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.

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. 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.

    Cited by:

    1. Hanus, Lubos & Vacha, Lukas, 2015. "Business cycle synchronization of the Visegrad Four and the European Union," FinMaP-Working Papers 42, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    2. Lubos Hanus & Lukas Vacha, 2015. "Business cycle synchronization within the European Union: A wavelet cohesion approach," Papers 1506.03106, arXiv.org, revised Feb 2016.
    3. António Rua, 2012. "Wavelets in economics," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
    4. Aguiar-Conraria Luís & Brinca Pedro & Guðjónsson Haukur Viðar & Soares Maria Joana, 2017. "Business cycle synchronization across U.S. states," The B.E. Journal of Macroeconomics, De Gruyter, vol. 17(1), pages 1-15, January.
    5. Aguiar-Conraria, Luis & Brinca, Pedro & Gudjonsson, Haukur & Soares, Joana, 2015. "Optimal currency area and business cycle synchronization across U.S. states," MPRA Paper 62125, University Library of Munich, Germany.

  2. 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.

    Cited by:

    1. Arratibel, Olga & Michaelis, Henrike, 2013. "The Impact of Monetary Policy and Exchange Rate Shocks in Poland: Evidence from a Time-Varying VAR," Discussion Papers in Economics 21088, University of Munich, Department of Economics.
    2. Jacopo Cimadomo & Antonello D'Agostino, 2016. "Combining Time Variation and Mixed Frequencies: an Analysis of Government Spending Multipliers in Italy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1276-1290, November.
    3. Pragidis, Ioannis & Gogas, Periklis & Plakandaras, Vasilios & Papadimitriou, Theophilos, 2013. "Asymmetric Fiscal Policy Shocks," DUTH Research Papers in Economics 8-2013, Democritus University of Thrace, Department of Economics.
    4. Michal Franta & Roman Horvath & Marek Rusnak, 2011. "Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic," Working Papers 2011/13, Czech National Bank, Research Department.
    5. Haroon Mumtaz & Paolo Surico, 2013. "Policy Uncertainty and Aggregate Fluctuations," Working Papers 708, Queen Mary University of London, School of Economics and Finance.
    6. Grudter, Vanessa & Aragon, Edilean Kleber, 2017. "Multiplicador dos gastos do governo em períodos de expansão e recessão: evidências empíricas para o Brasil," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 71(3), September.
    7. Berg, Tim Oliver, 2014. "Time Varying Fiscal Multipliers in Germany," MPRA Paper 57223, University Library of Munich, Germany.
    8. Ricardo Silva & Vitor Manuel Carvalho & Ana Paula Ribeiro, 2013. "How large are fiscal multipliers? A panel-data VAR approach for the Euro area," FEP Working Papers 500, Universidade do Porto, Faculdade de Economia do Porto.
    9. Manuel Coutinho Pereira, 2012. "Revisiting the effectiveness of monetary and fiscal policy in the US, measured on the basis of structural VARs," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
    10. Arratibel, Olga & Michaelis, Henrike, 2014. "The impact of monetary policy and exchange rate shocks in Poland: evidence from a time-varying VAR," Working Paper Series 1636, European Central Bank.
    11. Philipp Adämmer & T. Philipp Dybowski, 2016. "Committing to Fiscal Policy: The Influence of the U.S. President on Consumer Confidence and Output," CQE Working Papers 5216, Center for Quantitative Economics (CQE), University of Muenster.
    12. Schalck, Christophe, 2012. "Investigating heterogeneity in European fiscal behaviours," Research in Economics, Elsevier, vol. 66(4), pages 383-390.
    13. Morita, Hiroshi, 2015. "Japanese Fiscal Policy under the Zero Lower Bound of Nominal Interest Rates: Time-Varying Parameters Vector Autoregression," Discussion Paper Series 627, Institute of Economic Research, Hitotsubashi University.
    14. Apergis, Nicholas & Polemis, Michael, 2018. "Electricity supply shocks and economic growth across the US states: evidence from a time-varying Bayesian panel VAR model, aggregate and disaggregate energy sources," MPRA Paper 84954, University Library of Munich, Germany.
    15. Valerie A. Ramey, 2011. "Can Government Purchases Stimulate the Economy?," Journal of Economic Literature, American Economic Association, vol. 49(3), pages 673-685, September.
    16. Ioannis Praggidis & Periklis Gogas & Vasilios Plakandaras & Theophilos Papadimitriou, 2013. "Fiscal shocks and asymmetric effects: a comparative analysis," Papers 1312.2693, arXiv.org.
    17. Virkola, Tuomo, 2014. "Exchange Rate Regime, Fiscal Foresight and the Effectiveness of Fiscal Policy in a Small Open Economy," ETLA Reports 20, The Research Institute of the Finnish Economy.
    18. Eddie Gerba & Klemens Hauzenberger, 2013. "Estimating US Fiscal and Monetary Interactions in a Time Varying VAR," Studies in Economics 1303, School of Economics, University of Kent.
    19. Hicham BADDI & Kamal LAHLOU, 2013. "The Analysis of Fiscal Policy Shocks’ Transmission in Morocco," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 3(10), pages 1-12, October.
    20. Dybowski, T. Philipp, 2015. "Tracing the Role of Foresight on the Effects of U.S. Tax Policy: Evidence from a Time-Varying SVAR," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113049, Verein für Socialpolitik / German Economic Association.
    21. Salvatore Perdichizzi, 2017. "Estimating Fiscal multipliers in the Eurozone. A Nonlinear Panel Data Approach," DISCE - Working Papers del Dipartimento di Economia e Finanza def058, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
    22. Michal Franta & Jan Libich & Petr Stehlik, 2012. "Tracking Monetary-Fiscal Interactions Across Time and Space," Working Papers 2012/06, Czech National Bank, Research Department.

  3. 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.

    Cited by:

    1. Coleman, Simeon & Sirichand, Kavita, 2012. "Fractional integration and the volatility of UK interest rates," Economics Letters, Elsevier, vol. 116(3), pages 381-384.
    2. K. Azim Özdemir & Özgür Özel, 2011. "Regime changes in monetary policy and the Expectation Hypothesis of the term structure in Turkey," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 13(2), pages 261-274, May.

  4. 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.

    Cited by:

    1. Westerlund, Joakim & Costantini, Mauro & Narayan, Paresh & Popp, Stephan, 2009. "Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production," Working Papers in Economics 377, University of Gothenburg, Department of Economics.
    2. 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.

  5. Artur C. B. da Silva Lopes, 2004. "Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?," Econometrics 0402007, EconWPA, revised 18 Mar 2004.

    Cited by:

    1. van Goor, Harm & Scholtens, Bert, 2014. "Modeling natural gas price volatility: The case of the UK gas market," Energy, Elsevier, vol. 72(C), pages 126-134.
    2. Matei Demetrescu & Uwe Hassler, 2007. "Effect of neglected deterministic seasonality on unit root tests," Statistical Papers, Springer, vol. 48(3), pages 385-402, September.
    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.

  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.

    Cited by:

    1. Artur Da Silva Lopes, 2004. "Deterministic Seasonality In Dickey-Fuller Tests: Should We Care?," Royal Economic Society Annual Conference 2004 75, Royal Economic Society.
    2. Maria Blangiewicz & Krystyna Strzala, 2008. "Notes on a Forecasting Procedure," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 8, pages 75-84.

Articles

  1. António Rua & Artur Silva Lopes, 2015. "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, vol. 2014(2), pages 63-76.
    See citations under working paper version above.
  2. 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 1-28, April.
    See citations under working paper version above.
  3. Artur Silva Lopes, 2006. "Deterministic seasonality in Dickey–Fuller tests: should we care?," Empirical Economics, Springer, vol. 31(1), pages 165-182, March.
    See citations under working paper version above.
  4. 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.
    See citations under working paper version above.
  5. 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.

    Cited by:

    1. Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2006. "Testing the Null of Cointegration with Structural Breaks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(5), pages 623-646, October.
    2. Amir Kia, 2006. "Economic policies and demand for money: evidence from Canada," Applied Economics, Taylor & Francis Journals, vol. 38(12), pages 1389-1407.
    3. R. Scott Hacker & Abdulnasser Hatemi-J, 2005. "The effect of regime shifts on the long-run relationships for Swedish money demand," Applied Economics, Taylor & Francis Journals, vol. 37(15), pages 1731-1736.
    4. Carlos Andrés Perilla Castro, 2001. "Capitales mínimos de los establecimientos de crédito," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(3), pages 271-353, julio-sep.
    5. Voronkova, Svitlana, 2004. "Equity market integration in Central European emerging markets: A cointegration analysis with shifting regimes," International Review of Financial Analysis, Elsevier, vol. 13(5), pages 633-647.
    6. Luis A. Rivas & José de Jesús Rojas, 2001. "Precios relativos, inflación subyacente y metas de inflación: un análisis para Nicaragua," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(3), pages 355-380, julio-sep.
    7. Daniel G. Garcés Díaz, 2003. "Agregados monetarios, inflación y actividad económica en México," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 18(1), pages 37-78.
    8. Daniel G. Garcés Díaz, 2001. "Determinación del nivel de precios y la dinámica inflacionaria en México," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(3), pages 241-269, julio-sep.

  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. See citations under working paper version above.
  7. 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.

    Cited by:

    1. 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.
    2. Harvey, David I. & Leybourne, Stephen J. & Newbold, Paul, 2002. "Seasonal unit root tests with seasonal mean shifts," Economics Letters, Elsevier, vol. 76(2), pages 295-302, July.
    3. Gabriel Pons, 2006. "Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(2), pages 191-209, March.
    4. Uwe Hassler & Paulo M. M. Rodrigues, 2004. "Seasonal Unit Root Tests Under Structural Breaks," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(1), pages 33-53, January.
    5. 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.

  8. 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.

    Cited by:

    1. 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.
    2. Artur Da Silva Lopes, 2004. "Deterministic Seasonality In Dickey-Fuller Tests: Should We Care?," Royal Economic Society Annual Conference 2004 75, Royal Economic Society.
    3. Ghassen El Montasser & Talel Boufateh & Fakhri Issaoui, 2013. "The Seasonal KPSS Test When Neglecting Seasonal Dummies: A Monte Carlo analysis," EERI Research Paper Series EERI RP 2013/07, Economics and Econometrics Research Institute (EERI), Brussels.
    4. Voges, Michelle & Leschinski, Christian & Sibbertsen, Philipp, 2017. "Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks," Hannover Economic Papers (HEP) dp-599, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.

  9. 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.

    Cited by:

    1. Goodwin, Paul & Lawton, Richard, 2003. "Debiasing forecasts: how useful is the unbiasedness test?," International Journal of Forecasting, Elsevier, vol. 19(3), pages 467-475.
    2. Chin-Hong Puah & Shirly Siew-Ling Wong & Venus Khim-Sen Liew, 2013. "Testing rational expectations hypothesis in the manufacturing sector in Malaysia," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 14(2), pages 303-316, April.

More information

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Statistics

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Rankings

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Co-authorship network on CollEc

Featured entries

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  1. Portuguese Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (6) 2007-06-11 2007-12-19 2008-12-14 2010-09-18 2015-07-25 2017-06-04. Author is listed
  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-MON: Monetary Economics (2) 2007-06-11 2007-12-19
  5. NEP-CBA: Central Banking (1) 2010-11-06
  6. NEP-DCM: Discrete Choice Models (1) 2017-06-04
  7. NEP-FMK: Financial Markets (1) 2007-12-19
  8. NEP-FOR: Forecasting (1) 2007-06-11
  9. NEP-ORE: Operations Research (1) 2015-07-25
  10. NEP-PUB: Public Finance (1) 2010-11-06
  11. NEP-RMG: Risk Management (1) 2004-02-15

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