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 3 5 10 195
A Time-Varying Approach of the US Welfare Cost of Inflation 0 0 0 33 3 5 20 180
An Econometric Analysis of the Effectiveness of Development Finance for the Energy Sector 0 0 0 2 1 3 8 21
An Econometric Analysis of the Effectiveness of Development Finance for the Energy Sector 0 0 0 47 0 1 6 85
Asymmetric labour market reforms and wage growth with fixed-term contracts: does learning about match quality matter? 0 0 0 37 3 4 19 141
Characterizing and attributing the warming trend in sea and land surface temperatures 0 0 1 28 1 2 14 80
Climate change: across time and frequencies 0 0 5 5 4 6 25 25
Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 0 0 0 68 2 6 10 156
Cointegration Tests under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 0 0 0 60 4 9 13 193
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 0 42 1 5 8 53
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 0 3 2 4 11 51
Modelling Low-Frequency Covariability of Paleoclimatic Data 1 1 2 2 2 4 16 19
Moment conditions model averaging with an application to a forward-looking monetary policy reaction function 0 0 0 27 3 3 7 81
Robust Estimates of the New Keynesian Phillips Curve 0 0 0 167 2 8 17 473
Taking the Highway or the Green Road? Conditional Temperature Forecasts Under Alternative SSP Scenarios 0 0 14 14 6 8 20 20
Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates 0 0 0 92 2 3 11 250
The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 0 0 0 36 4 4 13 156
The Forecast Performance of Long Memory and Markov Switching Models 0 0 0 159 4 4 15 476
The Properties of Cointegration Tests in Models with Structural Change 0 0 0 149 2 7 14 460
The cost channel reconsidered: a comment using an identification-robust approach 0 0 0 28 0 0 10 97
Total Working Papers 1 1 22 1,066 49 91 267 3,212

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 4 6 19 20
A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION 0 0 1 14 2 8 22 107
A new mechanism for anticipating price exuberance 0 1 2 9 2 5 15 102
An empirical analysis of the influence of macroeconomic determinants on World tourism demand 0 0 6 61 1 11 39 197
Asymmetric Labor Market Reforms: Effects on Wage Growth and Conversion Probability of Fixed-Term Contracts 0 0 0 20 1 4 13 73
Bootstrap tests for time varying cointegration 0 1 2 5 1 2 6 38
Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship 0 0 0 30 4 5 11 108
Correction to: Tests for segmented cointegration: an application to US governments budgets 0 0 0 2 1 4 11 13
Economic growth and transport: On the road to sustainability 0 0 1 9 4 7 16 36
GMM Model Averaging Using Higher Order Approximations 0 0 0 0 1 30 54 54
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 0 5 0 0 5 43
Linear instrumental variables model averaging estimation 0 0 0 18 1 2 9 98
Local Whittle estimation in time‐varying long memory series 0 0 1 1 2 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 2 4 12 145
On the forecasting ability of ARFIMA models when infrequent breaks occur 0 0 0 54 1 1 8 240
Predicting tail risks and the evolution of temperatures 0 0 0 1 1 6 9 14
Quantitative easing and economic growth in Japan: A meta‐analysis 0 0 1 25 11 13 27 93
TESTING FOR PARAMETER CONSTANCY USING CHEBYSHEV TIME POLYNOMIALS 0 0 0 9 0 0 4 36
TIME-VARYING COINTEGRATION 0 0 4 356 3 7 28 762
Testing for persistence change in fractionally integrated models: An application to world inflation rates 0 0 0 16 4 5 12 94
Tests for segmented cointegration: an application to US governments budgets 0 1 1 5 2 6 16 27
The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 0 0 0 0 1 3 9 89
The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach 0 0 0 1 3 3 8 15
The Effects of Temporal Aggregation on MIDAS Regressions 0 2 2 2 5 10 10 10
The Inflation-Unemployment Trade-Off: Empirical Considerations and a Simple US-Euro Area Comparison 0 0 0 12 2 6 14 38
The US debt–growth nexus along the business cycle 0 0 1 5 1 2 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 1 1 56 6 10 29 252
The relationship between tax rates and tax revenues in eurozone member countries ‐ exploring the Laffer curve 1 4 6 67 7 24 68 227
Time-varying cointegration, identification, and cointegration spaces 0 1 6 65 4 7 26 182
Unconventional monetary policies and bank credit in the Eurozone: An events study approach 1 1 1 7 2 2 8 24
Unit root tests and dramatic shifts with infinite variance processes 0 0 0 9 2 3 6 42
Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas 0 0 0 12 3 3 11 39
Using Survey Data to Estimate Intergenerational Mobility in Income and Education in Portugal 1 1 3 5 11 19 34 38
Using machine learning to unveil the predictors of intergenerational mobility 0 2 8 10 2 11 35 43
Total Journal Articles 3 15 49 962 97 231 624 3,453

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06