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 1 4 188
A Time-Varying Approach of the US Welfare Cost of Inflation 0 0 0 33 3 4 9 166
An Econometric Analysis of the Effectiveness of Development Finance for the Energy Sector 0 0 0 2 1 1 2 15
An Econometric Analysis of the Effectiveness of Development Finance for the Energy Sector 0 0 0 47 2 4 5 84
Asymmetric labour market reforms and wage growth with fixed-term contracts: does learning about match quality matter? 0 0 1 37 2 6 9 129
Characterizing and attributing the warming trend in sea and land surface temperatures 0 0 2 28 2 5 9 73
Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 0 0 0 68 1 2 5 150
Cointegration Tests under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 0 0 0 60 1 3 6 183
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 0 3 0 2 5 45
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 0 42 0 1 2 47
Modelling Low-Frequency Covariability of Paleoclimatic Data 0 1 1 1 2 8 11 13
Moment conditions model averaging with an application to a forward-looking monetary policy reaction function 0 0 0 27 0 1 3 76
Robust Estimates of the New Keynesian Phillips Curve 0 0 0 167 3 4 5 460
Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates 0 0 0 92 0 4 6 245
The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 0 0 0 36 1 3 3 146
The Forecast Performance of Long Memory and Markov Switching Models 0 0 0 159 3 5 6 466
The Properties of Cointegration Tests in Models with Structural Change 0 0 0 149 2 4 6 451
The cost channel reconsidered: a comment using an identification-robust approach 0 0 0 28 3 3 4 91
Total Working Papers 0 1 4 1,046 27 61 100 3,028

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 1 1 0 4 9 9
A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION 0 0 2 14 3 8 12 96
A new mechanism for anticipating price exuberance 0 0 1 8 3 4 8 93
An empirical analysis of the influence of macroeconomic determinants on World tourism demand 2 3 10 61 5 15 33 183
Asymmetric Labor Market Reforms: Effects on Wage Growth and Conversion Probability of Fixed-Term Contracts 0 0 1 20 3 4 9 67
Bootstrap tests for time varying cointegration 1 1 1 4 2 3 4 36
Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship 0 0 0 30 0 0 1 97
Correction to: Tests for segmented cointegration: an application to US governments budgets 0 0 0 2 2 3 3 5
Economic growth and transport: On the road to sustainability 0 1 4 9 2 4 8 25
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 0 5 2 4 4 42
Linear instrumental variables model averaging estimation 0 0 0 18 2 3 4 93
Modelling long run comovements in equity markets: A flexible approach 0 0 0 25 1 4 6 117
New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis 0 0 0 44 1 1 2 135
On the forecasting ability of ARFIMA models when infrequent breaks occur 0 0 0 54 2 2 2 234
Predicting tail risks and the evolution of temperatures 0 0 0 1 3 3 5 8
Quantitative easing and economic growth in Japan: A meta‐analysis 0 0 1 24 2 4 14 77
TESTING FOR PARAMETER CONSTANCY USING CHEBYSHEV TIME POLYNOMIALS 0 0 0 9 0 2 2 34
TIME-VARYING COINTEGRATION 0 2 5 356 4 7 16 745
Testing for persistence change in fractionally integrated models: An application to world inflation rates 0 0 0 16 1 4 4 86
Tests for segmented cointegration: an application to US governments budgets 0 0 0 4 0 4 6 16
The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 0 0 0 0 1 1 3 83
The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach 0 0 0 1 2 3 3 10
The Inflation-Unemployment Trade-Off: Empirical Considerations and a Simple US-Euro Area Comparison 0 0 0 12 1 4 5 29
The US debt–growth nexus along the business cycle 0 0 1 5 1 2 4 17
The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion 0 0 2 55 6 8 19 236
The relationship between tax rates and tax revenues in eurozone member countries ‐ exploring the Laffer curve 0 0 6 63 9 18 43 191
Time-varying cointegration, identification, and cointegration spaces 0 2 6 64 0 7 14 168
Unconventional monetary policies and bank credit in the Eurozone: An events study approach 0 0 0 6 0 3 6 21
Unit root tests and dramatic shifts with infinite variance processes 0 0 0 9 1 2 2 38
Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas 0 0 0 12 0 3 4 32
Using Survey Data to Estimate Intergenerational Mobility in Income and Education in Portugal 0 1 4 4 5 8 14 14
Using machine learning to unveil the predictors of intergenerational mobility 0 1 8 8 6 9 26 26
Total Journal Articles 3 12 53 944 70 151 295 3,063

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Statistics updated 2026-01-09