Details about Luis F. Martins

Access statistics for papers by Luis F. Martins.

Last updated 2024-05-07. 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 View citations (3)

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 (2)
   Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2014) View citations (1)
   See also Journal Article Improved Tests for Forecast Comparisons in the Presence of Instabilities, Journal of Time Series Analysis, Wiley Blackwell (2016) View citations (17) (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)
   See also Journal Article A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION, Macroeconomic Dynamics, Cambridge University Press (2019) View citations (8) (2019)

2012

5. An Econometric Analysis of the Effectiveness of Development Finance for the Energy Sector
   Working Papers, Fondazione Eni Enrico Mattei View citations (1)
   Also in Economy and Society, Fondazione Eni Enrico Mattei (FEEM) (2012) 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 View citations (1)
   Also in School of Economics Discussion Papers, School of Economics, University of Surrey (2010) View citations (1)
   See also Journal Article Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship, Empirical Economics, Springer (2011) View citations (5) (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 (6)
   See also Journal Article Testing for persistence change in fractionally integrated models: An application to world inflation rates, Computational Statistics & Data Analysis, Elsevier (2014) View citations (27) (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 (5)
   Also in NIPE Working Papers, NIPE - Universidade do Minho (2010) View citations (4)
   See also Journal Article The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach, Journal of Money, Credit and Banking, Blackwell Publishing (2010) View citations (4) (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

2024

1. Predicting tail risks and the evolution of temperatures
   Energy Economics, 2024, 131, (C) View citations (1)

2022

2. Correction to: Tests for segmented cointegration: an application to US governments budgets
   Empirical Economics, 2022, 63, (2), 601-601
3. Quantitative easing and economic growth in Japan: A meta‐analysis
   Journal of Economic Surveys, 2022, 36, (1), 235-268 View citations (2)
4. Tests for segmented cointegration: an application to US governments budgets
   Empirical Economics, 2022, 63, (2), 567-600
5. The Inflation-Unemployment Trade-Off: Empirical Considerations and a Simple US-Euro Area Comparison
   Notas Económicas, 2022, (54), 9-29

2021

6. The US debt–growth nexus along the business cycle
   The North American Journal of Economics and Finance, 2021, 58, (C)

2020

7. A new mechanism for anticipating price exuberance
   International Review of Economics & Finance, 2020, 65, (C), 199-221
8. The relationship between tax rates and tax revenues in eurozone member countries ‐ exploring the Laffer curve
   Bulletin of Economic Research, 2020, 72, (2), 121-145 View citations (4)

2019

9. A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION
   Macroeconomic Dynamics, 2019, 23, (2), 775-797 View citations (8)
   See also Working Paper A Time-Varying Approach of the US Welfare Cost of Inflation, Working Papers (2014) View citations (11) (2014)
10. Unconventional monetary policies and bank credit in the Eurozone: An events study approach
    International Journal of Finance & Economics, 2019, 24, (3), 1210-1224 View citations (2)

2018

11. Asymmetric Labor Market Reforms: Effects on Wage Growth and Conversion Probability of Fixed-Term Contracts
    ILR Review, 2018, 71, (3), 760-788 View citations (16)
12. Bootstrap tests for time varying cointegration
    Econometric Reviews, 2018, 37, (5), 466-483 View citations (2)

2017

13. An empirical analysis of the influence of macroeconomic determinants on World tourism demand
    Tourism Management, 2017, 61, (C), 248-260 View citations (43)

2016

14. Improved Tests for Forecast Comparisons in the Presence of Instabilities
    Journal of Time Series Analysis, 2016, 37, (5), 650-659 View citations (17)
    See also Working Paper Improved Tests for Forecast Comparisons in the Presence of Instabilities, Boston University - Department of Economics - Working Papers Series (2015) View citations (2) (2015)
15. Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas
    Quantitative Finance, 2016, 16, (4), 625-637 View citations (22)

2015

16. Economic growth and transport: On the road to sustainability
    Natural Resources Forum, 2015, 39, (1), 3-14 View citations (8)

2014

17. Linear instrumental variables model averaging estimation
    Computational Statistics & Data Analysis, 2014, 71, (C), 709-724 View citations (4)
18. Modelling long run comovements in equity markets: A flexible approach
    Journal of Banking & Finance, 2014, 47, (C), 288-295 View citations (9)
19. 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 (27)
    See also Working Paper Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates, Working Papers (2010) View citations (6) (2010)
20. 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 (46)

2013

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

2011

23. Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship
    Empirical Economics, 2011, 41, (3), 639-662 View citations (5)
    See also Working Paper Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship, NIPE Working Papers (2010) View citations (1) (2010)

2010

24. TIME-VARYING COINTEGRATION
    Econometric Theory, 2010, 26, (5), 1453-1490 View citations (107)
25. The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach
    Journal of Money, Credit and Banking, 2010, 42, (8), 1703-1712 View citations (4)
    Also in Journal of Money, Credit and Banking, 2010, 42, (8), 1703-1712 (2010) View citations (2)
    See also Working Paper The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach, School of Economics Discussion Papers (2010) View citations (5) (2010)

2009

26. New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis
    Journal of Macroeconomics, 2009, 31, (4), 561-571 View citations (18)
27. Unit root tests and dramatic shifts with infinite variance processes
    Journal of Applied Statistics, 2009, 36, (5), 547-571 View citations (1)

2004

28. On the forecasting ability of ARFIMA models when infrequent breaks occur
    Econometrics Journal, 2004, 7, (2), 455-475 View citations (12)