How to Disappear Completely: Nonlinearity and Endogeneity in the New Keynesian Wage Phillips Curve 6.07
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? 12.96
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 32.81
Artur Silva Lopes
Economics Letters, vol. 138, 2016, p. 92-95.

Time-Varying Fiscal Policy in the US 6.56
Manuel Coutinho Pereira, Artur Silva Lopes
Studies In Nonlinear Dynamics And Econometrics, vol. 18, 2014, p. 157-184.

Finite Sample Effects of Pure Seasonal Mean Shifts on Dickey-Fuller Tests: A Simulation Study 22.89
Artur Silva Lopes
Manchester School, vol. 76, 2008, p. 528-538.

Deterministic Seasonality in Dickey-Fuller Tests: Should We Care? 19.16
Artur Silva Lopes
Empirical Economics, vol. 31, 2006, p. 165-182.

The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts 15.03
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 8.64
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 19.16
Artur Silva Lopes
Empirical Economics, vol. 28, 2003, p. 783-794.

The Robustness of Tests for Seasonal Differencing to Structural Breaks 32.81
Artur Silva Lopes
Economics Letters, vol. 71, 2001, p. 173-179.

Spurious Deterministic Seasonality and Autocorrelation Corrections with Quarterly Data: Further Monte Carlo Results 19.16
Artur Silva Lopes
Empirical Economics, vol. 24, 1999, p. 341-359.

On the 'Restricted Cointegration Test' as a Test of the Rational Expectations Hypothesis 25.92
Artur Silva Lopes
Applied Economics, vol. 30, 1998, p. 269-278.