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 33 2 14 19 177
A Time-Varying Approach of the US Welfare Cost of Inflation 0 0 0 67 2 5 7 192
An Econometric Analysis of the Effectiveness of Development Finance for the Energy Sector 0 0 0 2 2 6 7 20
An Econometric Analysis of the Effectiveness of Development Finance for the Energy Sector 0 0 0 47 0 2 5 84
Asymmetric labour market reforms and wage growth with fixed-term contracts: does learning about match quality matter? 0 0 1 37 1 11 17 138
Characterizing and attributing the warming trend in sea and land surface temperatures 0 0 1 28 1 8 13 79
Climate change: across time and frequencies 0 0 5 5 2 16 21 21
Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 0 0 0 68 3 4 8 153
Cointegration Tests under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 0 0 0 60 5 7 9 189
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 0 42 3 4 6 51
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 0 3 1 3 8 48
Modelling Low-Frequency Covariability of Paleoclimatic Data 0 0 1 1 1 5 14 16
Moment conditions model averaging with an application to a forward-looking monetary policy reaction function 0 0 0 27 0 2 4 78
Robust Estimates of the New Keynesian Phillips Curve 0 0 0 167 5 13 15 470
Taking the Highway or the Green Road? Conditional Temperature Forecasts Under Alternative SSP Scenarios 0 0 14 14 0 9 12 12
Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates 0 0 0 92 1 3 9 248
The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 0 0 0 36 0 7 9 152
The Forecast Performance of Long Memory and Markov Switching Models 0 0 0 159 0 9 11 472
The Properties of Cointegration Tests in Models with Structural Change 0 0 0 149 5 9 13 458
The cost channel reconsidered: a comment using an identification-robust approach 0 0 0 28 0 9 10 97
Total Working Papers 0 0 22 1,065 34 146 217 3,155

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 2 2 0 5 14 14
A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION 0 0 2 14 6 12 21 105
A new mechanism for anticipating price exuberance 1 1 2 9 2 9 12 99
An empirical analysis of the influence of macroeconomic determinants on World tourism demand 0 2 10 61 7 15 40 193
Asymmetric Labor Market Reforms: Effects on Wage Growth and Conversion Probability of Fixed-Term Contracts 0 0 0 20 3 8 13 72
Bootstrap tests for time varying cointegration 1 2 2 5 1 3 5 37
Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship 0 0 0 30 0 6 6 103
Correction to: Tests for segmented cointegration: an application to US governments budgets 0 0 0 2 1 7 8 10
Economic growth and transport: On the road to sustainability 0 0 2 9 0 6 10 29
GMM Model Averaging Using Higher Order Approximations 0 0 0 0 16 40 40 40
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 0 5 0 3 5 43
Linear instrumental variables model averaging estimation 0 0 0 18 0 5 7 96
Local Whittle estimation in time‐varying long memory series 0 0 1 1 0 3 9 9
Modelling long run comovements in equity markets: A flexible approach 0 0 0 25 0 5 10 121
New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis 0 0 0 44 0 7 8 141
On the forecasting ability of ARFIMA models when infrequent breaks occur 0 0 0 54 0 7 7 239
Predicting tail risks and the evolution of temperatures 0 0 0 1 3 6 8 11
Quantitative easing and economic growth in Japan: A meta‐analysis 0 1 2 25 1 6 18 81
TESTING FOR PARAMETER CONSTANCY USING CHEBYSHEV TIME POLYNOMIALS 0 0 0 9 0 2 4 36
TIME-VARYING COINTEGRATION 0 0 4 356 2 16 26 757
Testing for persistence change in fractionally integrated models: An application to world inflation rates 0 0 0 16 1 5 8 90
Tests for segmented cointegration: an application to US governments budgets 1 1 1 5 3 8 13 24
The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 0 0 0 0 2 6 8 88
The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach 0 0 0 1 0 4 5 12
The Inflation-Unemployment Trade-Off: Empirical Considerations and a Simple US-Euro Area Comparison 0 0 0 12 1 5 9 33
The US debt–growth nexus along the business cycle 0 0 1 5 1 5 8 21
The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion 1 1 3 56 2 14 24 244
The relationship between tax rates and tax revenues in eurozone member countries ‐ exploring the Laffer curve 3 3 5 66 12 33 58 215
Time-varying cointegration, identification, and cointegration spaces 0 0 5 64 0 7 19 175
Unconventional monetary policies and bank credit in the Eurozone: An events study approach 0 0 0 6 0 1 6 22
Unit root tests and dramatic shifts with infinite variance processes 0 0 0 9 1 3 4 40
Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas 0 0 0 12 0 4 8 36
Using Survey Data to Estimate Intergenerational Mobility in Income and Education in Portugal 0 0 4 4 4 14 22 23
Using machine learning to unveil the predictors of intergenerational mobility 0 0 8 8 5 17 34 37
Total Journal Articles 7 12 54 954 74 297 497 3,296

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Statistics updated 2026-03-04