Artur Silva Lopes
Doutoramento: UTL, Economics, 1993
Licenciatura: ISEG, Economia, 1980
Instituição REBIDES:
Universidade de Lisboa - Instituto Superior de Economia e Gestão (2015)
Researcher id:
Artigos 15:

How to Disappear Completely: Nonlinearity and Endogeneity in the New Keynesian Wage Phillips Curve
Daniel Sebastiao Abreu, Artur Silva Lopes
Applied Economics Letters, vol. 28, 2021, p. 774-778.

Are Linear Models Really Unuseful to Describe Business Cycle Data?
Artur Silva Lopes, Gabriel Florin Zsurkis
Applied Economics, vol. 51, 2019, p. 2355-2376.

A Simple Proposal to Improve the Power of Income Convergence Tests
Artur Silva Lopes
Economics Letters, vol. 138, 2016, p. 92-95.

Cohesion within the Euro Area and the US: A Wavelet-Based View
António Rua, Artur Silva Lopes
OECD Journal: Journal of Business Cycle Measurement & Analysis, vol. , 2014, p. 63-76.

Time-Varying Fiscal Policy in the US
Manuel Coutinho Pereira, Artur Silva Lopes
Studies In Nonlinear Dynamics And Econometrics, vol. 18, 2014, p. 157-184.

Short- and Long-Run Tests of the Expectations Hypothesis: The Portuguese Case
Olga Susana Monteiro, Artur Silva Lopes
Applied Economics Quarterly, vol. 56, 2010, p. 257-279.

Finite Sample Effects of Pure Seasonal Mean Shifts on Dickey-Fuller Tests: A Simulation Study
Artur Silva Lopes
Manchester School, vol. 76, 2008, p. 528-538.

Deterministic Seasonality in Dickey-Fuller Tests: Should We Care?
Artur Silva Lopes
Empirical Economics, vol. 31, 2006, p. 165-182.

The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts
Artur Silva Lopes, Antonio Montanes
Econometric Reviews, vol. 24, 2005, p. 83-108.

Instability in Cointegration Regressions: A Brief Review with an Application to Money Demand in Portugal
Vasco Gabriel, Artur Silva Lopes, Luis Catela Nunes
Applied Economics, vol. 35, 2003, p. 893-900.

The Order of Integration for Quarterly Macroeconomic Time Series: A Simple Testing Strategy
Artur Silva Lopes
Empirical Economics, vol. 28, 2003, p. 783-794.

The Robustness of Tests for Seasonal Differencing to Structural Breaks
Artur Silva Lopes
Economics Letters, vol. 71, 2001, p. 173-179.

Sazonalidade estocastica nao estacionaria: Alguma evidencia empirica para a economia Portuguesa.
Artur Silva Lopes, Helena Veiga
Economia (Ucp), vol. 23, 1999, p. 3-25.

Spurious Deterministic Seasonality and Autocorrelation Corrections with Quarterly Data: Further Monte Carlo Results
Artur Silva Lopes
Empirical Economics, vol. 24, 1999, p. 341-359.

On the 'Restricted Cointegration Test' as a Test of the Rational Expectations Hypothesis
Artur Silva Lopes
Applied Economics, vol. 30, 1998, p. 269-278.