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Details about Luis F. Martins

E-mail:
Homepage:http://iscte.pt/~lfsm
Workplace:Business School, ISCTE - Instituto Universitário de Lisboa (ISCTE-IUL) (Lisbon University Institute), (more information at EDIRC)

Access statistics for papers by Luis F. Martins.

Last updated 2019-04-23. Update your information in the RePEc Author Service.

Short-id: pma1017


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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 Downloads

2015

  1. 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) Downloads
  2. Improved Tests for Forecast Comparisons in the Presence of Instabilities
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics Downloads View citations (2)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2014) Downloads View citations (1)

    See also Journal Article in Journal of Time Series Analysis (2016)

2014

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

    See also Journal Article in Macroeconomic Dynamics (2019)

2012

  1. An Econometric Analysis of the Effectiveness of Development Finance for the Energy Sector
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (1)
    Also in Economy and Society, Fondazione Eni Enrico Mattei (FEEM) (2012) Downloads View citations (1)

2011

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

2010

  1. Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship
    NIPE Working Papers, NIPE - Universidade do Minho Downloads
    Also in School of Economics Discussion Papers, School of Economics, University of Surrey (2010) Downloads

    See also Journal Article in Empirical Economics (2011)
  2. Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (3)
    See also Journal Article in Computational Statistics & Data Analysis (2014)
  3. The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach
    School of Economics Discussion Papers, School of Economics, University of Surrey Downloads View citations (4)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2010) Downloads View citations (3)

    See also Journal Article in Journal of Money, Credit and Banking (2010)

2006

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

2000

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

Journal Articles

2019

  1. A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION
    Macroeconomic Dynamics, 2019, 23, (02), 775-797 Downloads View citations (3)
    See also Working Paper (2014)

2018

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

2017

  1. An empirical analysis of the influence of macroeconomic determinants on World tourism demand
    Tourism Management, 2017, 61, (C), 248-260 Downloads View citations (4)

2016

  1. Improved Tests for Forecast Comparisons in the Presence of Instabilities
    Journal of Time Series Analysis, 2016, 37, (5), 650-659 Downloads View citations (7)
    See also Working Paper (2015)
  2. Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas
    Quantitative Finance, 2016, 16, (4), 625-637 Downloads View citations (3)

2015

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

2014

  1. Linear instrumental variables model averaging estimation
    Computational Statistics & Data Analysis, 2014, 71, (C), 709-724 Downloads View citations (1)
  2. Modelling long run comovements in equity markets: A flexible approach
    Journal of Banking & Finance, 2014, 47, (C), 288-295 Downloads View citations (5)
  3. Testing for persistence change in fractionally integrated models: An application to world inflation rates
    Computational Statistics & Data Analysis, 2014, 76, (C), 502-522 Downloads View citations (12)
    See also Working Paper (2010)
  4. 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 Downloads View citations (14)

2013

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

2011

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

2010

  1. TIME-VARYING COINTEGRATION
    Econometric Theory, 2010, 26, (05), 1453-1490 Downloads View citations (65)
  2. 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

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

2004

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