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 1 4 21 181
A Time-Varying Approach of the US Welfare Cost of Inflation 0 0 0 67 0 3 10 195
An Econometric Analysis of the Effectiveness of Development Finance for the Energy Sector 0 0 0 47 0 1 5 85
An Econometric Analysis of the Effectiveness of Development Finance for the Energy Sector 0 0 0 2 0 1 8 21
Asymmetric labour market reforms and wage growth with fixed-term contracts: does learning about match quality matter? 0 0 0 37 0 3 19 141
Characterizing and attributing the warming trend in sea and land surface temperatures 0 0 1 28 1 2 15 81
Climate change: across time and frequencies 1 1 6 6 1 5 26 26
Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 0 0 0 68 1 4 11 157
Cointegration Tests under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 1 1 1 61 1 5 14 194
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 0 42 0 2 8 53
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 0 3 0 3 11 51
Modelling Low-Frequency Covariability of Paleoclimatic Data 0 1 2 2 0 3 16 19
Moment conditions model averaging with an application to a forward-looking monetary policy reaction function 0 0 0 27 1 4 8 82
Robust Estimates of the New Keynesian Phillips Curve 0 0 0 167 0 3 17 473
Taking the Highway or the Green Road? Conditional Temperature Forecasts Under Alternative SSP Scenarios 1 1 15 15 2 10 22 22
Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates 0 0 0 92 0 2 11 250
The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 0 0 0 36 0 4 13 156
The Forecast Performance of Long Memory and Markov Switching Models 0 0 0 159 1 5 16 477
The Properties of Cointegration Tests in Models with Structural Change 0 0 0 149 0 2 14 460
The cost channel reconsidered: a comment using an identification-robust approach 0 0 0 28 0 0 10 97
Total Working Papers 3 4 25 1,069 9 66 275 3,221

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 2 2 1 7 20 21
A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION 0 0 1 14 1 3 23 108
A new mechanism for anticipating price exuberance 0 0 2 9 0 3 15 102
An empirical analysis of the influence of macroeconomic determinants on World tourism demand 2 2 8 63 7 11 46 204
Asymmetric Labor Market Reforms: Effects on Wage Growth and Conversion Probability of Fixed-Term Contracts 0 0 0 20 2 3 13 75
Bootstrap tests for time varying cointegration 0 0 2 5 1 2 7 39
Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship 0 0 0 30 1 6 12 109
Correction to: Tests for segmented cointegration: an application to US governments budgets 0 0 0 2 0 3 11 13
Economic growth and transport: On the road to sustainability 0 0 1 9 0 7 16 36
GMM Model Averaging Using Higher Order Approximations 0 0 0 0 3 17 57 57
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 0 5 1 1 6 44
Linear instrumental variables model averaging estimation 0 0 0 18 0 2 9 98
Local Whittle estimation in time‐varying long memory series 0 0 1 1 0 2 11 11
Modelling long run comovements in equity markets: A flexible approach 0 0 0 25 0 0 10 121
New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis 0 0 0 44 1 5 13 146
On the forecasting ability of ARFIMA models when infrequent breaks occur 0 0 0 54 0 1 8 240
Predicting tail risks and the evolution of temperatures 0 0 0 1 1 4 10 15
Quantitative easing and economic growth in Japan: A meta‐analysis 0 0 1 25 8 20 35 101
TESTING FOR PARAMETER CONSTANCY USING CHEBYSHEV TIME POLYNOMIALS 0 0 0 9 0 0 4 36
TIME-VARYING COINTEGRATION 0 0 3 356 1 6 27 763
Testing for persistence change in fractionally integrated models: An application to world inflation rates 0 0 0 16 0 4 12 94
Tests for segmented cointegration: an application to US governments budgets 0 0 1 5 0 3 16 27
The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 0 0 0 0 2 3 11 91
The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach 0 0 0 1 0 3 8 15
The Effects of Temporal Aggregation on MIDAS Regressions 0 1 2 2 0 8 10 10
The Inflation-Unemployment Trade-Off: Empirical Considerations and a Simple US-Euro Area Comparison 0 0 0 12 1 6 14 39
The US debt–growth nexus along the business cycle 0 0 1 5 0 1 9 22
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 9 30 253
The relationship between tax rates and tax revenues in eurozone member countries ‐ exploring the Laffer curve 0 1 5 67 3 15 66 230
Time-varying cointegration, identification, and cointegration spaces 0 1 4 65 1 8 24 183
Unconventional monetary policies and bank credit in the Eurozone: An events study approach 0 1 1 7 0 2 8 24
Unit root tests and dramatic shifts with infinite variance processes 0 0 0 9 0 2 6 42
Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas 0 0 0 12 2 5 13 41
Using Survey Data to Estimate Intergenerational Mobility in Income and Education in Portugal 0 1 3 5 1 16 34 39
Using machine learning to unveil the predictors of intergenerational mobility 0 2 6 10 0 6 31 43
Total Journal Articles 2 9 45 964 39 194 645 3,492

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Statistics updated 2026-06-04