Professor Santos Silva

Professor João Santos Silva

Professor in Economics
PhD
+441483686956
Monday 09:00-11:00

Academic and research departments

Economics.

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Research

Research interests

Indicators of esteem

  • "" by Joao Santos Silva and Silvana Tenreyro acknowledged as a in Economics.

    Supervision

    Postgraduate research supervision

    Teaching

    Publications

    Highlights

    "" by Joao Santos Silva and Silvana Tenreyro acknowledged as a in Economics.

    Refereed Publications

     

    • Santos Silva, J.M.C. and Winkelmann, Rainer (2026), , The Review of Economics and Statistics, forthcoming.

       

    • Green, Nick and Santos Silva, J.M.C. (2025), , Stata Journal, forthcoming.

     

    • Breinlich, H., Novy, D., and Santos Silva, J.M.C. (2024), , The Review of Economics and Statistics, 106, 1418–1426.

     

    • Santos Silva, J.M.C. and Tenreyro, Silvana (2022), , Portuguese Economic Journal, 21, 423–437.

     

    • Kemp, G.C.R., Parente, P.M.D.C., and Santos Silva, J.M.C. (2020), , Journal of Business & Economic Statistics, 38(3), pp. 647–661.

     

    • Machado, J.A.F. and Santos Silva, J.M.C. (2019), , Journal of Econometrics, 213(1), pp. 145–173.
      The estimator for quantile regression with fixed effects is available in Stata: type "ssc install xtqreg". 
      An example of how to implement the jackknife correction with clustered standard errors is available . 
      The estimator of the structural quantile function is available in Stata: type "ssc install ivqreg2".

     

    • Machado, J.A.F., Santos Silva, J.M.C., and Wei, K. (2016), , European Economic Review, 89, pp. 73–84.
      The estimator is available in Stata: type "ssc install fqreg".

     

    • Parente, P.M.D.C. and Santos Silva, J.M.C. (2016), , Journal of Econometric Methods, 5(1), pp. 1-15.
      The covariance estimator and test are available in Stata: type "ssc install qreg2".

     

    • Dias, D.; Marques, C.R.; Martins, F. and Santos Silva, J.M.C. (2015), , Oxford Bulletin of Economics and Statistics, 77(5), pp. 701-718.

     

    • Santos Silva, J.M.C. and Tenreyro, Silvana (2015), , Oxford Bulletin of Economics and Statistics, 77(1), pp. 93-105.
      The code and data are available .

     

    • Santos Silva, J.M.C., Tenreyro, S., and Windmeijer, F. (2015), , Journal of Econometric Methods, 4(1), pp. 29-46.
      The test is available in Stata: type "ssc install hpc"; the code and data used in the applications are available .

     

    • Santos Silva, J.M.C., Tenreyro, S., and Wei, K. (2014), , Journal of International Economics, 93(1), pp. 67-75.
      The Flex is available in Stata: type "ssc install flex"; an example using it is available .

     

    • Kemp, G.C.R. and Santos Silva, J.M.C. (2012), , Journal of Econometrics, 170(1), pp. 92-101.

     

    • Papadopoulos, G. and Santos Silva, J.M.C. (2012), , Economics Letters, 117(1), pp. 365-367.

     

    • Dhaene, G. and Santos Silva, J.M.C. (2012), , Journal of Applied Econometrics, 27(2), pp. 322-332.

     

    • Parente, P.M.D.C. and Santos Silva, J.M.C. (2012), , Economics Letters, 115(2), pp. 314-317.

     

    • Baldauf, Markus and Santos Silva, J.M.C. (2012), , Economics Letters, 114(1), pp. 124-127.
      Dave Giles wrote about this paper in his .

     

    • Santos Silva, J.M.C. and Tenreyro, Silvana (2011), , STATA Journal, 11(2), pp. 207-212.
      The command is available in Stata: type "ssc install ppml".

     

    • Santos Silva, J.M.C. and Tenreyro, Silvana (2011), , Economics Letters, 112(2), pp. 220-222.

     

    • Santos Silva, J.M.C. and Tenreyro, Silvana (2010), , Annual Review of Economics, 2, pp. 51-74.

     

    • Santos Silva, J.M.C. and Tenreyro, Silvana (2010), , Economics Letters, 107(2), pp. 310-312.

     

    • Santos Silva, J.M.C. and Murteira, J.M.R. (2009), , Journal of Empirical Finance, 16(3), pp. 457-465.

     

    • Monfardini, Chiara and Santos Silva, J.M.C. (2008), , Economics Bulletin, 3(28), pp. 1-9.

     

    • Dias, D.; Marques, C.R. and Santos Silva, J.M.C. (2007), , European Economic Review, 51(7), pp. 1589-1613.

     

    • Godfrey, L.G. and Santos Silva, J.M.C. (2007), , Economics Letters, 95(3), pp. 422-427.

     

    • Dias, D.; Marques, C.R. and Santos Silva, J.M.C. (2007), , Economics Bulletin, 4(6) pp. 1-8.

     

    • Santos Silva, J.M.C. and Tenreyro, Silvana (2006), , The Review of Economics and Statistics, 88(4), pp. 641-658.
      The data and much additional information can be found in .

     

    • Reis, H. and Santos Silva, J.M.C. (2006), , Economic Modelling, 23(6), pp. 890-908.

     

    • Santos Silva, J.M.C. (2006), , Communications in Statistics: Theory and Methods, 35(7), pp. 1243-1256.

     

    • Machado, J.A.F. and Santos Silva, J.M.C. (2006), , Econometric Theory, 22(3), pp. 537-541.

     

    • Godfrey, L.G.; Orme, C.D. and Santos Silva, J.M.C. (2006), , Econometrics Journal, 9(1), pp. 76-97.

     

    • Machado, J.A.F. and Santos Silva, J.M.C. (2005), , Journal of the American Statistical Association, vol. 100, no. 472, pp. 1226-1237.
      This estimator is available in Stata (type "ssc install qcount") and in R (see ).

     

    • Dias, D.; Marques, C.R.; Neves, P.D. and Santos Silva, J.M.C. (2005), , Economics Letters, 87(2), pp. 279-283.

     

    • Godfrey, L.G. and Santos Silva, J.M.C. (2004), , Econometric Reviews, 23(4), pp. 325-340.

     

    • Santos Silva, J.M.C. (2004), , Health Economics, 13(9), pp. 913-918.

     

    • Santos Silva, J.M.C. (2003), , Econometrics Journal, 6(1), pp. 46-52.

     

    • Chesher, Andrew and Santos Silva, J.M.C. (2002), , The Review of Economic Studies, 69(1), pp. 147-168.

     

    • Santos Silva, J.M.C. (2001), , Journal of Applied Econometrics, 16(5), pp. 577-597.

     

    • Santos Silva, J.M.C. and Windmeijer, Frank (2001), , Journal of Econometrics, 104(1), pp. 67-89.

     

    • Santos Silva, J.M.C. and Cardoso, F.N. (2001), , Economic Modelling, 18(2), pp. 269-280.
      This method is available in Matlab; please contact me for details.

     

    • Santos Silva, J.M.C. (2001), Journal of Business and Economics Statistics, 19(1), pp. 55-62.
      This algorithm is available in Stata: type "ssc install scls".

     

    • Machado, J.A.F. and Santos Silva, J.M.C. (2000), , Journal of Econometrics, 97(1), pp. 189-202.
      This test is available in Stata: type "ssc install mss".

     

    • Santos Silva, J.M.C. (2000), , Econometric Theory, Solution, 99.5.3, 16(5), pp. 794-795.

     

    • Santos Silva, J.M.C. and Covas, F. (2000), , Journal of Population Economics, 13(2), pp. 173-188.

     

    • Santos Silva, J.M.C. (1999), , Econometric Theory, Problem 99.5.3, 15(5), p. 778.

     

    • Santos Silva, J.M.C. (1998), , Econometric Theory, Solution 97.3.1., 14(3), pp. 382-383.

     

    • Santos Silva, J.M.C. (1997), , Econometric Theory, Problem 97.3.1., 13(4), p. 605.

     

    • Santos Silva, J.M.C. (1997), , Communications in Statistics: Simulation and Computation, 26(3), pp. 1089-1102.

     

    • Santos Silva, J.M.C. (1997), , Economics Letters, 54(3), pp. 217-222.

     

    • Windmeijer, F.A.G. and Santos Silva, J.M.C. (1997), , Journal of Applied Econometrics, 12(3), pp. 281-294.
      The estimators discussed in the paper are available in Stata: type "help ivpoisson".

     

    • Santos Silva, J.M.C. (1993), , Economics Letters 43(1), pp. 11-14.

     

    Other Publications

     

    • Breinlich, H., Corradi, V., Rocha, N., Ruta, M., Santos Silva, J.M.C., Zylkin, T. (2021), , in Fernandes, A., Rocha, N., and Ruta, M. (eds.), The Economics of Deep Trade Agreements, CEPR Press: London, pp. 25-34.

     

    • Santos Silva, J.M.C. and Tenreyro, Silvana (2013), , in Gerard Caprio Jr. (ed.), The Evidence and Impact of Financial Globalization, Academic Press: San Diego, Pages 451-461.

     

    • Santos Silva, J.M.C. (2011), A Review of Micro-Econometrics: Methods of Moments and Limited Dependent Variables by Myoung-jae Lee, , 14(2), pp. B1-B4.

       

    • Santos Silva, J.M.C. and Tenreyro, Silvana (2010), Has the euro increased trade?, , 15(2), pp. 6-7.

       

    • Dias, D.; Marques, C.R., Martins, F. and Santos Silva, J.M.C. (2009), Price Adjustment Lags: Evidence from firm-level data, , 15(4), pp. 51-69.

       

    • Brito, Paulo and Santos Silva, J.M.C. (2009), Editorial Note, , 8(1), pp. 1-2.

       

    • Reis, H.J. and Santos Silva, J.M.C. (2002), Hedonic Prices Indexes for New Passenger Cars in Portugal (1997-2001), , 8(4), pp. 21-26.

       

    • Machado, J.A.F. and Santos Silva, J.M.C. (2002), , Economia, 26, pp. 95-112.

       

    • Santos Silva, J.M.C. and Windmeijer, Frank (2002), Microeconometrics: Editors' Introduction, 1(2), pp. 89-90.

       

    • Covas, Francisco and Santos Silva, J.M.C. (1999), Outlet Substitution Bias, , 5(3), pp. 77-85.

       

    • Santos Silva, J.M.C. (1989), Função Consumo, Alguns Desenvolvimentos Recentes e Análise do Caso Português, Estudos de Economia IX(4), pp. 353-372.

       

    Working Papers

     

     

    • Breinlich, H., Corradi, V., Rocha, N., Ruta, M., Santos Silva, J.M.C., Zylkin, T. (2021). , Policy Research working paper 9629, Washington (D.C.): World Bank.

     

    • Machado, J.A.F. and Santos Silva, J.M.C. (2008), , Department of Economics, University of Essex, Discussion Paper No 656.

     

    • Santos Silva, J.M.C. (2006), , Eurostat-Euroindicators Working Papers and Studies, General and regional statistics, KS-DT-05-006.

     

    • Proença, Isabel and Santos Silva, J.M.C. (2000), , CEMAPRE/ISEG, Documento de trabalho No7-00.

     

    • Santos Silva, J.M.C. and Andrade e Silva, J.M.S. (1997), Misspecification in Models for Positive Count Data, CEMAPRE/ISEG, Documento de trabalho No7-97.

     

    • Santos Silva, J.M.C. (1992), The Performance of an Approximation to a Random Parameter Multinomial Logit Model, Institute of Actuarial Science and Econometrics, University of Amsterdam, Report AE 16/92.

       

    Stata Code

     

    • Machado, J.A.F. and Santos Silva, J.M.C. (2018), , S458571, Boston College Department of Economics.

     

    • Machado, J.A.F. and Santos Silva, J.M.C. (2018), , S458523, Boston College Department of Economics.

     

    • Santos Silva, J.M.C., Tenreyro, S., and Windmeijer, F. (2015), , S457963, Boston College Department of Economics.

     

    • Santos Silva, J.M.C., Tenreyro, S., and Wei, K. (2013), , S457735, Boston College Department of Economics.An example using flex is available .

     

    • Santos Silva, J.M.C. (2012), , S457402, Boston College Department of Economics.

     

    • Machado, J.A.F. and Santos Silva, J.M.C. (2011), , S457370, Boston College Department of Economics. More information about this module can be found .

     

    • Machado, J.A.F., Parente, P.M.D.C., and Santos Silva, J.M.C. (2011), , S457369, Boston College Department of Economics.More information about this module can be found and .

     

    • Santos Silva, J.M.C. and Tenreyro, Silvana (2011), , , 11(2), pp. 207-212.To install the command please type "net sj 11-2" in Stata and follow the links; please read the help file carefully before using the command.