When do state-dependent local projections work?
Date
2022-09-07
Authors
Gonçalves, Sílvia
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Abstract
Sílvia Gonçalves is a Professor of Economics at McGill University specializing in the development of bootstrap methods for the analysis of economic and financial data. Her current research topics include bootstrap inference for time series and spatially dependent data, bootstrap inference in the presence of bias, and estimation and inference of impulse response functions in nonlinear macroeconomic models. Professor Gonçalves currently serves as a Co-Editor of the Journal of Financial Econometrics and as an Associate Editor of the Econometrics Journal, Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Time Series Analysis, and the Portuguese Economic Journal. She is an elected Fellow of the Society of Financial Econometrics and of the International Association of Applied Econometrics. Before joining the Department of Economics at McGill University in 2017, she was a Professor of Economics at the University of Western Ontario and at the Université de Montréal. She is a
research member of CIREQ and CIRANO and received her Ph.D. from the University of California, San Diego.
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