Access Statistics for Luis F. Martins

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Time-Varying Approach of the US Welfare Cost of Inflation 0 0 0 67 0 0 9 195
A Time-Varying Approach of the US Welfare Cost of Inflation 0 0 0 33 0 1 19 181
An Econometric Analysis of the Effectiveness of Development Finance for the Energy Sector 0 0 0 47 0 0 5 85
An Econometric Analysis of the Effectiveness of Development Finance for the Energy Sector 0 0 0 2 0 0 7 21
Asymmetric labour market reforms and wage growth with fixed-term contracts: does learning about match quality matter? 0 0 0 37 1 2 21 143
Characterizing and attributing the warming trend in sea and land surface temperatures 0 0 0 28 0 2 15 82
Climate change: across time and frequencies 1 2 7 7 2 4 29 29
Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 0 0 0 68 0 2 10 158
Cointegration Tests under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 0 1 1 61 0 2 15 195
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 0 3 0 0 9 51
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 0 42 1 2 10 55
Modelling Low-Frequency Covariability of Paleoclimatic Data 0 0 2 2 0 0 15 19
Moment conditions model averaging with an application to a forward-looking monetary policy reaction function 0 0 0 27 0 1 8 82
Robust Estimates of the New Keynesian Phillips Curve 0 0 0 167 0 0 17 473
Taking the Highway or the Green Road? Conditional Temperature Forecasts Under Alternative SSP Scenarios 0 1 15 15 0 2 22 22
Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates 0 0 0 92 0 1 11 251
The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 0 0 0 36 0 0 13 156
The Forecast Performance of Long Memory and Markov Switching Models 0 0 0 159 1 2 17 478
The Properties of Cointegration Tests in Models with Structural Change 0 0 0 149 0 1 14 461
The cost channel reconsidered: a comment using an identification-robust approach 0 0 0 28 0 0 10 97
Total Working Papers 1 4 25 1,070 5 22 276 3,234

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Player in the International Bond Market: Comparing the Macroeconomic Determinants of Foreign-Currency Denominated Debt Before the Inclusion of the Renminbi in the SDR 0 1 3 3 0 2 20 22
A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION 0 0 1 14 1 2 22 109
A new mechanism for anticipating price exuberance 0 0 2 9 1 1 16 103
An empirical analysis of the influence of macroeconomic determinants on World tourism demand 0 2 6 63 2 11 46 208
Asymmetric Labor Market Reforms: Effects on Wage Growth and Conversion Probability of Fixed-Term Contracts 0 0 0 20 1 3 14 76
Bootstrap tests for time varying cointegration 0 0 2 5 0 1 6 39
Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship 0 0 0 30 1 2 13 110
Correction to: Tests for segmented cointegration: an application to US governments budgets 0 0 0 2 0 0 11 13
Economic growth and transport: On the road to sustainability 0 0 1 9 0 0 15 36
GMM Model Averaging Using Higher Order Approximations 0 0 0 0 1 4 58 58
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 0 5 0 1 6 44
Linear instrumental variables model averaging estimation 0 0 0 18 0 1 10 99
Local Whittle estimation in time‐varying long memory series 0 0 0 1 4 6 16 17
Modelling long run comovements in equity markets: A flexible approach 0 0 0 25 0 0 9 121
New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis 0 0 0 44 0 1 12 146
On the forecasting ability of ARFIMA models when infrequent breaks occur 0 0 0 54 1 1 9 241
Predicting tail risks and the evolution of temperatures 0 0 0 1 0 1 10 15
Quantitative easing and economic growth in Japan: A meta‐analysis 0 0 1 25 0 8 31 101
TESTING FOR PARAMETER CONSTANCY USING CHEBYSHEV TIME POLYNOMIALS 0 0 0 9 1 1 5 37
TIME-VARYING COINTEGRATION 1 1 4 357 1 3 28 765
Testing for persistence change in fractionally integrated models: An application to world inflation rates 0 0 0 16 1 1 13 95
Tests for segmented cointegration: an application to US governments budgets 1 1 2 6 1 1 17 28
The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 0 0 0 0 0 2 9 91
The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach 0 0 0 1 0 0 8 15
The Effects of Temporal Aggregation on MIDAS Regressions 0 1 3 3 1 4 14 14
The Inflation-Unemployment Trade-Off: Empirical Considerations and a Simple US-Euro Area Comparison 0 0 0 12 0 1 14 39
The US debt–growth nexus along the business cycle 0 0 1 5 1 1 10 23
The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion 0 0 1 56 1 4 32 256
The relationship between tax rates and tax revenues in eurozone member countries ‐ exploring the Laffer curve 1 1 6 68 2 9 68 236
Time-varying cointegration, identification, and cointegration spaces 0 0 4 65 0 2 25 184
Unconventional monetary policies and bank credit in the Eurozone: An events study approach 0 0 1 7 0 0 7 24
Unit root tests and dramatic shifts with infinite variance processes 0 0 0 9 0 0 6 42
Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas 0 0 0 12 0 2 13 41
Using Survey Data to Estimate Intergenerational Mobility in Income and Education in Portugal 0 0 2 5 0 1 33 39
Using machine learning to unveil the predictors of intergenerational mobility 0 1 6 11 2 3 32 46
Total Journal Articles 3 8 46 970 23 80 658 3,533

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Statistics updated 2026-08-07