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 4 186
A Time-Varying Approach of the US Welfare Cost of Inflation 0 0 0 33 1 2 4 161
An Econometric Analysis of the Effectiveness of Development Finance for the Energy Sector 0 0 0 2 0 0 0 13
An Econometric Analysis of the Effectiveness of Development Finance for the Energy Sector 0 0 0 47 0 1 1 80
Asymmetric labour market reforms and wage growth with fixed-term contracts: does learning about match quality matter? 0 0 1 37 0 0 3 122
Characterizing and attributing the warming trend in sea and land surface temperatures 1 1 2 28 1 1 3 67
Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 0 0 0 68 0 1 1 146
Cointegration Tests under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 0 0 0 60 0 0 3 180
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 0 42 0 0 0 45
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 0 3 0 0 0 40
Modelling Low-Frequency Covariability of Paleoclimatic Data 0 0 0 0 0 0 3 3
Moment conditions model averaging with an application to a forward-looking monetary policy reaction function 0 0 0 27 0 0 1 74
Robust Estimates of the New Keynesian Phillips Curve 0 0 1 167 0 1 2 456
Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates 0 0 1 92 0 0 1 239
The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 0 0 0 36 0 0 0 143
The Forecast Performance of Long Memory and Markov Switching Models 0 0 0 159 0 0 1 461
The Properties of Cointegration Tests in Models with Structural Change 0 0 0 149 1 2 2 447
The cost channel reconsidered: a comment using an identification-robust approach 0 0 0 28 0 0 0 87
Total Working Papers 1 1 5 1,045 4 9 29 2,950

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 0 0 1 2 2 2
A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION 0 1 1 13 1 2 3 86
A new mechanism for anticipating price exuberance 0 0 0 7 0 0 4 87
An empirical analysis of the influence of macroeconomic determinants on World tourism demand 0 2 7 55 2 5 15 160
Asymmetric Labor Market Reforms: Effects on Wage Growth and Conversion Probability of Fixed-Term Contracts 0 0 1 20 0 2 4 62
Bootstrap tests for time varying cointegration 0 0 0 3 0 0 0 32
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 1 2 0 0 1 2
Economic growth and transport: On the road to sustainability 0 1 3 8 0 1 3 20
Improved Tests for Forecast Comparisons in the Presence of Instabilities 0 0 0 5 0 0 1 38
Linear instrumental variables model averaging estimation 0 0 0 18 0 0 0 89
Modelling long run comovements in equity markets: A flexible approach 0 0 0 25 1 1 1 112
New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis 0 0 0 44 0 0 0 133
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 1 1 0 1 3 5
Quantitative easing and economic growth in Japan: A meta‐analysis 0 0 4 24 0 1 13 66
TESTING FOR PARAMETER CONSTANCY USING CHEBYSHEV TIME POLYNOMIALS 0 0 1 9 0 0 1 32
TIME-VARYING COINTEGRATION 0 1 8 353 0 4 13 736
Testing for persistence change in fractionally integrated models: An application to world inflation rates 0 0 0 16 0 0 0 82
Tests for segmented cointegration: an application to US governments budgets 0 0 0 4 0 0 2 11
The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 0 0 0 0 0 0 0 80
The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach 0 0 1 1 0 0 1 7
The Inflation-Unemployment Trade-Off: Empirical Considerations and a Simple US-Euro Area Comparison 0 0 0 12 0 1 4 25
The US debt–growth nexus along the business cycle 0 0 0 4 0 0 1 13
The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion 0 1 2 55 0 2 7 223
The relationship between tax rates and tax revenues in eurozone member countries ‐ exploring the Laffer curve 0 1 9 62 1 7 27 165
Time-varying cointegration, identification, and cointegration spaces 0 2 3 61 0 3 5 159
Unconventional monetary policies and bank credit in the Eurozone: An events study approach 0 0 0 6 0 0 2 16
Unit root tests and dramatic shifts with infinite variance processes 0 0 0 9 0 0 0 36
Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas 0 0 0 12 0 0 1 28
Using Survey Data to Estimate Intergenerational Mobility in Income and Education in Portugal 1 1 3 3 1 3 6 6
Using machine learning to unveil the predictors of intergenerational mobility 1 3 5 5 2 7 14 14
Total Journal Articles 2 13 50 921 9 42 135 2,856

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Statistics updated 2025-07-04