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On the "restricted cointegration test" as a test of the rational expectations hypothesis

Lopes, Artur C. B. da Silva - In: Applied economics 30 (1998) 2, pp. 269-278

Persistent link: https://www.econbiz.de/10001241346

A "racionalidade económica" das expectativas de inflação dos empresários retalhistas portugueses

Lopes, Artur C. B. da Silva - In: Estudos de economia 14 (1994) 2, pp. 139-157

Persistent link: https://www.econbiz.de/10001188620

Raízes unitárias e quebras de estrutura : evidência empírica para a economia portuguesa

Valadas Moura Cruz, Patrícia A. M.; Lopes, Artur C. B. … - In: Estudos de economia 19 (1999) 2, pp. 233-263

Persistent link: https://www.econbiz.de/10001493992

Sazonalidade estocástica não estacionária: alguma evidência empírica para a economia portuguesa

Lopes, Artur C. B. da Silva; Veiga, Maria Helena L. … - In: Economia : revista quadrimestral 23 (1999), pp. 3-25

Persistent link: https://www.econbiz.de/10001629035

Short- and long-run tests of the expectations hypothesis : the Portuguese case

Monteiro, Olga Susana M.; Lopes, Artur C. B. da Silva - In: Applied economics quarterly 56 (2010) 3, pp. 257-279

Persistent link: https://www.econbiz.de/10008810737

Deterministic seasonality in Dickey-Fuller tests : should we care?

Lopes, Artur C. B. da Silva - In: Empirical economics : a journal of the Institute for … 31 (2006) 1, pp. 165-182

Persistent link: https://www.econbiz.de/10003307069

Short- and Long-Run Tests of the Expectations Hypothesis: The Portuguese Case

Monteiro, Olga Susana M.; Lopes, Artur C. B. da Silva - In: Applied Economics Quarterly (formerly: Konjunkturpolitik) 56 (2010) 3, pp. 257-280

The purpose of this paper is to test both short- and long-run implications of the (rational) expectations hypothesis of the term structure of interest rates using Portuguese data for the interbank money market. The results support only a very weak, long-run or “asymptotic” version of the...

Persistent link: https://www.econbiz.de/10008784861