Śılvia Gonçalves

2.6k total citations
48 papers, 1.7k citations indexed

About

Śılvia Gonçalves is a scholar working on General Economics, Econometrics and Finance, Finance and Economics and Econometrics. According to data from OpenAlex, Śılvia Gonçalves has authored 48 papers receiving a total of 1.7k indexed citations (citations by other indexed papers that have themselves been cited), including 31 papers in General Economics, Econometrics and Finance, 24 papers in Finance and 21 papers in Economics and Econometrics. Recurrent topics in Śılvia Gonçalves's work include Monetary Policy and Economic Impact (31 papers), Financial Risk and Volatility Modeling (22 papers) and Statistical Methods and Inference (16 papers). Śılvia Gonçalves is often cited by papers focused on Monetary Policy and Economic Impact (31 papers), Financial Risk and Volatility Modeling (22 papers) and Statistical Methods and Inference (16 papers). Śılvia Gonçalves collaborates with scholars based in Canada, United States and United Kingdom. Śılvia Gonçalves's co-authors include Lutz Kilian, Halbert White, Nour Meddahi, Benoît Perron, Massimo Guidolin, Peter Christoffersen, Timothy G. Conley, Christian Hansen, Timothy J. Vogelsang and Robert de Jong and has published in prestigious journals such as Journal of the American Statistical Association, Econometrica and Journal of Econometrics.

In The Last Decade

Śılvia Gonçalves

45 papers receiving 1.6k citations

Peers

Śılvia Gonçalves

FINAN

GEEF

MSOR

Tae‐Hwy Lee United States

John C. Nankervis United Kingdom

Stan Hurn Australia

Yoon‐Jae Whang South Korea

Hans‐Martin Krolzig United Kingdom

Carla Inclán United States

Éric Jacquier Canada

Michael W. McCracken United States

Dimitris Korobilis United Kingdom

Enrique Sentana Spain

Tae‐Hwy Lee United States

Śılvia Gonçalves

1.2k ×1.2

960 ×1.2

FINAN

763 ×1.0

GEEF

170 ×0.5

308 ×1.8

MSOR

Citations per year, relative to Śılvia Gonçalves Śılvia Gonçalves (= 1×) peers Tae‐Hwy Lee

Countries citing papers authored by Śılvia Gonçalves

Since Specialization

Citations

This map shows the geographic impact of Śılvia Gonçalves's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Śılvia Gonçalves with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Śılvia Gonçalves more than expected).

Fields of papers citing papers by Śılvia Gonçalves

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Śılvia Gonçalves. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Śılvia Gonçalves. The network helps show where Śılvia Gonçalves may publish in the future.

Co-authorship network of co-authors of Śılvia Gonçalves

This figure shows the co-authorship network connecting the top 25 collaborators of Śılvia Gonçalves. A scholar is included among the top collaborators of Śılvia Gonçalves based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Śılvia Gonçalves. Śılvia Gonçalves is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Gonçalves, Śılvia, et al.. (2024). Nonparametric Local Projections. Federal Reserve Bank of Dallas, Working Papers. 2024(2414). 1 indexed citations

Gonçalves, Śılvia, et al.. (2024). Bootstrapping out-of-sample predictability tests with real-time data. Journal of Econometrics. 247. 105916–105916.

Gonçalves, Śılvia, et al.. (2023). State-Dependent Local Projections. Federal Reserve Bank of Dallas, Working Papers. 2023(2302). 4 indexed citations

Gonçalves, Śılvia, et al.. (2022). When Do State-Dependent Local Projections Work?. Federal Reserve Bank of Dallas, Working Papers. 2022(2205). 14 indexed citations

Gonçalves, Śılvia, et al.. (2022). Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models. Journal of Business and Economic Statistics. 41(3). 683–694. 4 indexed citations

Gonçalves, Śılvia, et al.. (2020). Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors. Federal Reserve Bank of Dallas, Working Papers. 2020(2019). 2 indexed citations

Félix, María João, Śılvia Gonçalves, Genett Jiménez‐Delgado, & Gilberto Santos. (2019). The Contribution of Design to the Development of Products and Manufacturing Processes in the Portuguese Industry. Procedia Manufacturing. 41. 1055–1062. 15 indexed citations

Conley, Timothy G., Śılvia Gonçalves, & Christian Hansen. (2018). Inference with Dependent Data in Accounting and Finance Applications. Journal of Accounting Research. 56(4). 1139–1203. 76 indexed citations

Gonçalves, Śılvia, Michael W. McCracken, & Benoît Perron. (2017). Tests of equal accuracy for nested models with estimated factors. Journal of Econometrics. 198(2). 231–252. 23 indexed citations

10.

Carrasco, Marine, Victor Chernozhukov, Śılvia Gonçalves, & Éric Renault. (2015). High dimensional problems in econometrics. Journal of Econometrics. 186(2). 277–279. 2 indexed citations

11.

Gonçalves, Śılvia, et al.. (2015). Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation. Journal of Time Series Analysis. 36(3). 481–502. 17 indexed citations

12.

Gonçalves, Śılvia & Benoît Perron. (2014). Bootstrapping factor-augmented regression models. Journal of Econometrics. 182(1). 156–173. 58 indexed citations

13.

Gonçalves, Śılvia & Benoît Perron. (2012). Bootstrapping Factor-Augmented Regression Models. RePEc: Research Papers in Economics. 7 indexed citations

14.

Gonçalves, Śılvia & Timothy J. Vogelsang. (2011). BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP. Econometric Theory. 27(4). 745–791. 44 indexed citations

15.

Gonçalves, Śılvia & Dimitris N. Politis. (2011). Discussion: Bootstrap methods for dependent data: A review. Journal of the Korean Statistical Society. 40(4). 383–386. 9 indexed citations

16.

Gonçalves, Śılvia. (2009). The moving blocks bootstrap for panel linear regression models with individual fixed effects. RePEc: Research Papers in Economics. 2 indexed citations

17.

Gonçalves, Śılvia & Lutz Kilian. (2007). Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity. Econometric Reviews. 26(6). 609–641. 79 indexed citations

18.

Gonçalves, Śılvia & Massimo Guidolin. (2006). Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface*. The Journal of Business. 79(3). 1591–1635. 93 indexed citations

19.

Christoffersen, Peter & Śılvia Gonçalves. (2005). Estimation risk in financial risk management. The Journal of Risk. 7(3). 1–28. 89 indexed citations

20.

Gonçalves, Śılvia & Lutz Kilian. (2002). Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form. SSRN Electronic Journal. 44 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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