Luis F. Martins

Names

Identifer

Contact

Affiliations

• ISCTE - Instituto Universitário de Lisboa (ISCTE-IUL) / Business School
  • EDIRC entry
  • location:

Research profile

author of:

• An Econometric Analysis of the Effectiveness of Development Finance for the Energy Sector (RePEc:ags:feemso:143130)
  by Gualberti, Giorgio & Martins, Luis Filipe & Bazilian, Morgan
• The relationship between tax rates and tax revenues in eurozone member countries ‐ exploring the Laffer curve (RePEc:bla:buecrs:v:72:y:2020:i:2:p:121-145)
  by Alexandra Ferreira‐Lopes & Luís Filipe Martins & Ruben Espanhol
• Quantitative easing and economic growth in Japan: A meta‐analysis (RePEc:bla:jecsur:v:36:y:2022:i:1:p:235-268)
  by Alexandra Ferreira‐Lopes & Pedro Linhares & Luís Filipe Martins & Tiago Neves Sequeira
• Improved Tests for Forecast Comparisons in the Presence of Instabilities (RePEc:bla:jtsera:v:37:y:2016:i:5:p:650-659)
  by Luis Filipe Martins & Pierre Perron
• Testing For Parameter Constancy Using Chebyshev Time Polynomials (RePEc:bla:manchs:v:81:y:2013:i:4:p:586-598)
  by Luis F. Martins
• Improved Tests for Forecast Comparisons in the Presence of Instabilities (RePEc:bos:wpaper:wp2014-003)
  by Luis Filipe Martins & Pierre Perron
• Improved Tests for Forecast Comparisons in the Presence of Instabilities (RePEc:bos:wpaper:wp2015-014)
  by Luis Filipe Martins & Pierre Perron
• Characterizing and attributing the warming trend in sea and land surface temperatures (RePEc:bos:wpaper:wp2017-009)
  by Francisco Estrada & Luis Filipe Martins & Pierre Perron
• Time-varying cointegration, identification, and cointegration spaces (RePEc:bpj:sndecm:v:17:y:2013:i:2:p:199-209:n:3)
  by Martins Luis Filipe & Gabriel Vasco J.
• Time-Varying Cointegration (RePEc:cup:etheor:v:26:y:2010:i:05:p:1453-1490_99)
  by Bierens, Herman J. & Martins, Luis F.
• A Time-Varying Approach Of The Us Welfare Cost Of Inflation (RePEc:cup:macdyn:v:23:y:2019:i:02:p:775-797_00)
  by Miller, Stephen M. & Martins, Luis Filipe & Gupta, Rangan
• On the forecasting ability of ARFIMA models when infrequent breaks occur (RePEc:ect:emjrnl:v:7:y:2004:i:2:p:455-475)
  by Vasco J. Gabriel & Luis F. Martins
• Linear instrumental variables model averaging estimation (RePEc:eee:csdana:v:71:y:2014:i:c:p:709-724)
  by Martins, Luis F. & Gabriel, Vasco J.
• Testing for persistence change in fractionally integrated models: An application to world inflation rates (RePEc:eee:csdana:v:76:y:2014:i:c:p:502-522)
  by Martins, Luis F. & Rodrigues, Paulo M.M.
• The US debt–growth nexus along the business cycle (RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000863)
  by Martins, Luis F.
• Predicting tail risks and the evolution of temperatures (RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988323007843)
  by Phella, Anthoulla & Gabriel, Vasco J. & Martins, Luis F.
• The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion (RePEc:eee:finana:v:35:y:2014:i:c:p:140-153)
  by Horta, Paulo & Lagoa, Sérgio & Martins, Luís
• Modelling long run comovements in equity markets: A flexible approach (RePEc:eee:jbfina:v:47:y:2014:i:c:p:288-295)
  by Martins, Luis F. & Gabriel, Vasco J.
• New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis (RePEc:eee:jmacro:v:31:y:2009:i:4:p:561-571)
  by Martins, Luis F. & Gabriel, Vasco J.
• A new mechanism for anticipating price exuberance (RePEc:eee:reveco:v:65:y:2020:i:c:p:199-221)
  by Moreira, Afonso M. & Martins, Luis F.
• An empirical analysis of the influence of macroeconomic determinants on World tourism demand (RePEc:eee:touman:v:61:y:2017:i:c:p:248-260)
  by Martins, Luís Filipe & Gan, Yi & Ferreira-Lopes, Alexandra
• An Econometric Analysis of the Effectiveness of Development Finance for the Energy Sector (RePEc:fem:femwpa:2012.100)
  by Giorgio Gualberti & Luis Filipe Martins & Morgan Bazilian
• The Inflation-Unemployment Trade-Off: Empirical Considerations and a Simple US-Euro Area Comparison (RePEc:gmf:journl:y:2022:i:54:p:9:29)
  by Vasco J. Gabriel & Young-Bae Kim & Luis Martins & Paul Middleditch
• Asymmetric labour market reforms and wage growth with fixed-term contracts: does learning about match quality matter? (RePEc:isc:iscwp2:bruwp1504)
  by Marta Silva & Luis Filipe Martins & Helena Lopes
• The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach (RePEc:mcb:jmoncb:v:42:y:2010:i:8:p:1703-1712)
  by Vasco J. Gabriel & Luis F. Martins
• The Properties of Cointegration Tests in Models with Structural Change (RePEc:nip:nipewp:1/2000)
  by Vasco J. Gabriel & Luis F. Martins
• The Forecast Performance of Long Memory and Markov Switching Models (RePEc:nip:nipewp:2/2000)
  by Vasco J. Gabriel & Luis F. Martins
• Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship (RePEc:nip:nipewp:28/2010)
  by Vasco J. Gabriel & Luis F. Martins
• The cost channel reconsidered: a comment using an identification-robust approach (RePEc:nip:nipewp:30/2010)
  by Vasco J. Gabriel & Luis F. Martins
• A Time-Varying Approach of the US Welfare Cost of Inflation (RePEc:pre:wpaper:201419)
  by Stephen M. Miller & Luis F. Martins & Rangan Gupta
• Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates (RePEc:ptu:wpaper:w201030)
  by Paulo M.M. Rodrigues & Luis F. Martins
• Moment conditions model averaging with an application to a forward-looking monetary policy reaction function (RePEc:ptu:wpaper:w201116)
  by Luis F. Martins
• Asymmetric Labor Market Reforms: Effects on Wage Growth and Conversion Probability of Fixed-Term Contracts (RePEc:sae:ilrrev:v:71:y:2018:i:3:p:760-788)
  by Marta Silva & Luis Filipe Martins & Helena Lopes
• Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship (RePEc:spr:empeco:v:41:y:2011:i:3:p:639-662)
  by Vasco Gabriel & Luis Martins
• Tests for segmented cointegration: an application to US governments budgets (RePEc:spr:empeco:v:63:y:2022:i:2:d:10.1007_s00181-021-02156-7)
  by Luis F. Martins & Paulo M. M. Rodrigues
• Correction to: Tests for segmented cointegration: an application to US governments budgets (RePEc:spr:empeco:v:63:y:2022:i:2:d:10.1007_s00181-021-02187-0)
  by Luis F. Martins & Paulo M. M. Rodrigues
• Robust Estimates of the New Keynesian Phillips Curve (RePEc:sur:surrec:0206)
  by Paul Levine & Luis F. Martins & Vasco J. Gabriel
• Cointegration Tests under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship (RePEc:sur:surrec:0910)
  by Vasco Gabriel & Luis Martins
• The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach (RePEc:sur:surrec:1010)
  by Vasco Gabriel & Luis Martins
• Bootstrap tests for time varying cointegration (RePEc:taf:emetrv:v:37:y:2018:i:5:p:466-483)
  by Luis F. Martins
• Unit root tests and dramatic shifts with infinite variance processes (RePEc:taf:japsta:v:36:y:2009:i:5:p:547-571)
  by Luis Martins
• Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas (RePEc:taf:quantf:v:16:y:2016:i:4:p:625-637)
  by Paulo Horta & Sérgio Lagoa & Luís Martins
• A Time-Varying Approach of the US Welfare Cost of Inflation (RePEc:uct:uconnp:2014-11)
  by Stephen M. Miller & Luis F. Martins & Rangan Gupta
• Unconventional monetary policies and bank credit in the Eurozone: An events study approach (RePEc:wly:ijfiec:v:24:y:2019:i:3:p:1210-1224)
  by Luis Filipe Martins & Joana Batista & Alexandra Ferreira‐Lopes
• The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach (RePEc:wly:jmoncb:v:42:y:2010:i:8:p:1703-1712)
  by Vasco J. Gabriel & Luis F. Martins
• Economic growth and transport: On the road to sustainability (RePEc:wly:natres:v:39:y:2015:i:1:p:3-14)
  by Cátia Sousa & Catarina Roseta‐Palma & Luís Filipe Martins