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 3 187
A Time-Varying Approach of the US Welfare Cost of Inflation 0 0 0 33 0 1 6 163
An Econometric Analysis of the Effectiveness of Development Finance for the Energy Sector 0 0 0 2 0 0 1 14
An Econometric Analysis of the Effectiveness of Development Finance for the Energy Sector 0 0 0 47 0 2 3 82
Asymmetric labour market reforms and wage growth with fixed-term contracts: does learning about match quality matter? 0 0 1 37 3 5 7 127
Characterizing and attributing the warming trend in sea and land surface temperatures 0 0 2 28 1 3 7 71
Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 0 0 0 68 0 1 4 149
Cointegration Tests under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 0 0 0 60 0 2 5 182
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 1 1 2 47
Modelling Low-Frequency Covariability of Paleoclimatic Data 0 1 1 1 4 6 9 11
Moment conditions model averaging with an application to a forward-looking monetary policy reaction function 0 0 0 27 1 2 3 76
Robust Estimates of the New Keynesian Phillips Curve 0 0 0 167 0 1 2 457
Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates 0 0 0 92 1 4 6 245
The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 0 0 0 36 2 2 2 145
The Forecast Performance of Long Memory and Markov Switching Models 0 0 0 159 1 2 3 463
The Properties of Cointegration Tests in Models with Structural Change 0 0 0 149 1 2 4 449
The cost channel reconsidered: a comment using an identification-robust approach 0 0 0 28 0 0 1 88
Total Working Papers 0 1 4 1,046 15 36 73 3,001

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 1 1 1 1 3 7 9 9
A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION 0 1 2 14 3 6 9 93
A new mechanism for anticipating price exuberance 0 1 1 8 0 3 5 90
An empirical analysis of the influence of macroeconomic determinants on World tourism demand 0 2 8 59 6 13 29 178
Asymmetric Labor Market Reforms: Effects on Wage Growth and Conversion Probability of Fixed-Term Contracts 0 0 1 20 0 1 6 64
Bootstrap tests for time varying cointegration 0 0 0 3 0 1 2 34
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 1 1 1 3
Economic growth and transport: On the road to sustainability 0 1 4 9 1 2 6 23
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 0 5 1 2 2 40
Linear instrumental variables model averaging estimation 0 0 0 18 1 2 2 91
Modelling long run comovements in equity markets: A flexible approach 0 0 0 25 3 3 5 116
New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis 0 0 0 44 0 0 1 134
On the forecasting ability of ARFIMA models when infrequent breaks occur 0 0 0 54 0 0 0 232
Predicting tail risks and the evolution of temperatures 0 0 0 1 0 0 2 5
Quantitative easing and economic growth in Japan: A meta‐analysis 0 0 1 24 2 4 14 75
TESTING FOR PARAMETER CONSTANCY USING CHEBYSHEV TIME POLYNOMIALS 0 0 0 9 2 2 2 34
TIME-VARYING COINTEGRATION 2 2 5 356 2 3 12 741
Testing for persistence change in fractionally integrated models: An application to world inflation rates 0 0 0 16 2 3 3 85
Tests for segmented cointegration: an application to US governments budgets 0 0 0 4 3 5 6 16
The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 0 0 0 0 0 0 2 82
The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach 0 0 0 1 0 1 1 8
The Inflation-Unemployment Trade-Off: Empirical Considerations and a Simple US-Euro Area Comparison 0 0 0 12 2 3 4 28
The US debt–growth nexus along the business cycle 0 1 1 5 1 3 4 16
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 2 5 13 230
The relationship between tax rates and tax revenues in eurozone member countries ‐ exploring the Laffer curve 0 1 6 63 6 11 35 182
Time-varying cointegration, identification, and cointegration spaces 0 2 6 64 1 7 14 168
Unconventional monetary policies and bank credit in the Eurozone: An events study approach 0 0 0 6 1 3 6 21
Unit root tests and dramatic shifts with infinite variance processes 0 0 0 9 1 1 1 37
Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas 0 0 0 12 2 4 4 32
Using Survey Data to Estimate Intergenerational Mobility in Income and Education in Portugal 1 1 4 4 2 3 9 9
Using machine learning to unveil the predictors of intergenerational mobility 0 2 8 8 1 4 20 20
Total Journal Articles 4 15 50 941 49 103 230 2,993

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Statistics updated 2025-12-06