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 1 2 10 197
A Time-Varying Approach of the US Welfare Cost of Inflation 0 0 0 33 0 2 21 183
An Econometric Analysis of the Effectiveness of Development Finance for the Energy Sector 0 0 0 2 1 1 8 22
An Econometric Analysis of the Effectiveness of Development Finance for the Energy Sector 0 0 0 47 0 0 5 85
Asymmetric labour market reforms and wage growth with fixed-term contracts: does learning about match quality matter? 0 0 0 37 1 2 21 144
Characterizing and attributing the warming trend in sea and land surface temperatures 0 0 0 28 1 3 17 85
Climate change: across time and frequencies 0 1 7 7 0 2 29 29
Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 0 0 0 68 0 1 11 159
Cointegration Tests under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 0 0 1 61 0 1 16 196
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 0 3 0 0 8 51
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 0 42 0 1 9 55
Modelling Low-Frequency Covariability of Paleoclimatic Data 0 0 2 2 1 1 15 20
Moment conditions model averaging with an application to a forward-looking monetary policy reaction function 0 0 0 27 1 1 8 83
Robust Estimates of the New Keynesian Phillips Curve 0 0 0 167 0 1 18 474
Taking the Highway or the Green Road? Conditional Temperature Forecasts Under Alternative SSP Scenarios 0 0 15 15 0 1 23 23
Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates 1 1 1 93 2 2 12 253
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 0 1 17 478
The Properties of Cointegration Tests in Models with Structural Change 0 0 0 149 0 0 14 461
The cost channel reconsidered: a comment using an identification-robust approach 0 0 0 28 0 0 9 97
Total Working Papers 1 2 26 1,071 8 22 284 3,251

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 0 3 3 0 0 17 22
A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION 0 0 0 14 1 4 24 112
A new mechanism for anticipating price exuberance 0 1 2 10 0 4 17 106
An empirical analysis of the influence of macroeconomic determinants on World tourism demand 2 2 7 65 3 8 46 214
Asymmetric Labor Market Reforms: Effects on Wage Growth and Conversion Probability of Fixed-Term Contracts 0 0 0 20 0 1 13 76
Bootstrap tests for time varying cointegration 0 0 2 5 0 0 6 39
Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship 0 0 0 30 0 1 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 1 16 37
GMM Model Averaging Using Higher Order Approximations 0 0 0 0 0 2 59 59
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 0 5 1 1 7 45
Linear instrumental variables model averaging estimation 0 0 0 18 0 0 9 99
Local Whittle estimation in time‐varying long memory series 0 0 0 1 1 7 17 20
Modelling long run comovements in equity markets: A flexible approach 0 0 0 25 0 0 8 121
New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis 0 0 0 44 0 0 12 146
On the forecasting ability of ARFIMA models when infrequent breaks occur 0 0 0 54 0 1 9 241
Predicting tail risks and the evolution of temperatures 0 0 0 1 0 0 10 15
Quantitative easing and economic growth in Japan: A meta‐analysis 0 0 1 25 0 0 28 101
TESTING FOR PARAMETER CONSTANCY USING CHEBYSHEV TIME POLYNOMIALS 0 0 0 9 0 1 5 37
TIME-VARYING COINTEGRATION 2 4 6 360 3 5 31 769
Testing for persistence change in fractionally integrated models: An application to world inflation rates 0 0 0 16 0 1 13 95
Tests for segmented cointegration: an application to US governments budgets 0 1 2 6 0 1 16 28
The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 0 0 0 0 0 0 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 1 1 4 4 1 3 16 16
The Inflation-Unemployment Trade-Off: Empirical Considerations and a Simple US-Euro Area Comparison 3 3 3 15 6 6 20 45
The US debt–growth nexus along the business cycle 0 0 0 5 0 2 9 24
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 0 1 28 256
The relationship between tax rates and tax revenues in eurozone member countries ‐ exploring the Laffer curve 1 2 6 69 1 4 65 238
Time-varying cointegration, identification, and cointegration spaces 0 0 3 65 0 2 25 186
Unconventional monetary policies and bank credit in the Eurozone: An events study approach 0 0 1 7 0 0 6 24
Unit root tests and dramatic shifts with infinite variance processes 0 0 0 9 0 1 7 43
Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas 0 0 0 12 1 1 13 42
Using Survey Data to Estimate Intergenerational Mobility in Income and Education in Portugal 0 0 2 5 0 1 34 40
Using machine learning to unveil the predictors of intergenerational mobility 1 1 5 12 1 3 30 47
Total Journal Articles 10 15 49 982 19 62 657 3,572

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Statistics updated 2026-10-11