Details about Luis F. Martins

Access statistics for papers by Luis F. Martins.

Last updated 2018-12-12. Update your information in the RePEc Author Service.

Short-id: pma1017

Working Papers

2017

1. Characterizing and attributing the warming trend in sea and land surface temperatures
   Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics

2015

2. Asymmetric labour market reforms and wage growth with fixed-term contracts: does learning about match quality matter?
   Working Papers Series 2, ISCTE-IUL, Business Research Unit (BRU-IUL)
3. Improved Tests for Forecast Comparisons in the Presence of Instabilities
   Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (1)
   Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2014) View citations (1)
   See also Journal Article in Journal of Time Series Analysis (2016)

2014

4. A Time-Varying Approach of the US Welfare Cost of Inflation
   Working Papers, University of Pretoria, Department of Economics View citations (11)
   Also in Working papers, University of Connecticut, Department of Economics (2014) View citations (17)

2012

5. An Econometric Analysis of the Effectiveness of Development Finance for the Energy Sector
   Working Papers, Fondazione Eni Enrico Mattei View citations (1)

2011

6. Moment conditions model averaging with an application to a forward-looking monetary policy reaction function
   Working Papers, Banco de Portugal, Economics and Research Department

2010

7. Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship
   NIPE Working Papers, NIPE - Universidade do Minho
   Also in School of Economics Discussion Papers, School of Economics, University of Surrey (2010)
   See also Journal Article in Empirical Economics (2011)
8. Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates
   Working Papers, Banco de Portugal, Economics and Research Department View citations (3)
   See also Journal Article in Computational Statistics & Data Analysis (2014)
9. The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach
   School of Economics Discussion Papers, School of Economics, University of Surrey View citations (4)
   Also in NIPE Working Papers, NIPE - Universidade do Minho (2010) View citations (3)
   See also Journal Article in Journal of Money, Credit and Banking (2010)

2006

10. Robust Estimates of the New Keynesian Phillips Curve
    School of Economics Discussion Papers, School of Economics, University of Surrey View citations (4)

2000

11. The Forecast Performance of Long Memory and Markov Switching Models
    NIPE Working Papers, NIPE - Universidade do Minho
12. The Properties of Cointegration Tests in Models with Structural Change
    NIPE Working Papers, NIPE - Universidade do Minho

Journal Articles

2018

1. Asymmetric Labor Market Reforms: Effects on Wage Growth and Conversion Probability of Fixed-Term Contracts
   ILR Review, 2018, 71, (3), 760-788 View citations (1)
2. Bootstrap tests for time varying cointegration
   Econometric Reviews, 2018, 37, (5), 466-483 View citations (1)

2017

3. An empirical analysis of the influence of macroeconomic determinants on World tourism demand
   Tourism Management, 2017, 61, (C), 248-260 View citations (2)

2016

4. Improved Tests for Forecast Comparisons in the Presence of Instabilities
   Journal of Time Series Analysis, 2016, 37, (5), 650-659 View citations (7)
   See also Working Paper (2015)
5. Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas
   Quantitative Finance, 2016, 16, (4), 625-637 View citations (2)

2015

6. Economic growth and transport: On the road to sustainability
   Natural Resources Forum, 2015, (1), 3-14 View citations (3)

2014

7. Linear instrumental variables model averaging estimation
   Computational Statistics & Data Analysis, 2014, 71, (C), 709-724 View citations (1)
8. Modelling long run comovements in equity markets: A flexible approach
   Journal of Banking & Finance, 2014, 47, (C), 288-295 View citations (5)
9. Testing for persistence change in fractionally integrated models: An application to world inflation rates
   Computational Statistics & Data Analysis, 2014, 76, (C), 502-522 View citations (10)
   See also Working Paper (2010)
10. The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion
    International Review of Financial Analysis, 2014, 35, (C), 140-153 View citations (13)

2013

11. TESTING FOR PARAMETER CONSTANCY USING CHEBYSHEV TIME POLYNOMIALS
    Manchester School, 2013, 81, (4), 586-598
12. Time-varying cointegration, identification, and cointegration spaces
    Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (2), 199-209 View citations (2)

2011

13. Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship
    Empirical Economics, 2011, 41, (3), 639-662 View citations (4)
    See also Working Paper (2010)

2010

14. TIME-VARYING COINTEGRATION
    Econometric Theory, 2010, 26, (05), 1453-1490 View citations (64)
15. The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach
    Journal of Money, Credit and Banking, 2010, 42, (8), 1703-1712 View citations (2)
    See also Working Paper (2010)

2009

16. New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis
    Journal of Macroeconomics, 2009, 31, (4), 561-571 View citations (16)
17. Unit root tests and dramatic shifts with infinite variance processes
    Journal of Applied Statistics, 2009, 36, (5), 547-571 View citations (1)

2004

18. On the forecasting ability of ARFIMA models when infrequent breaks occur
    Econometrics Journal, 2004, 7, (2), 455-475 View citations (11)