10
H index
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Citations
Luis F. Martins : Citation Profile
ISCTE - Instituto Universitário de Lisboa (ISCTE-IUL) | RESEARCH PRODUCTION: 24 Articles 17 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (2000 - 2021). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Luis F. Martins. | Is cited by:
| Cites to:
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Main data
Where Luis F. Martins has published?
| Journals with more than one article published | # docs |
|---|---|
| Computational Statistics & Data Analysis | 2 |
Recent works citing Luis F. Martins (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | The impact of the economic policy uncertainty and geopolitical risks on tourism demand of Mexico. (2023). Eryuzlu, Hakan ; Hopolu, Serta ; Yilanci, Veli. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(636):y:2023:i:3(636):p:147-164. Full description at Econpapers || Download paper |
| 2023 | Financial Integration and European Tourism Stocks. (2023). Wu, Jiaying ; Karanasos, Menelaos ; Yfanti, Stavroula ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10269. Full description at Econpapers || Download paper |
| 2023 | Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framewo. (2023). Vogl, Markus. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:166:y:2023:i:c:s0960077922010633. Full description at Econpapers || Download paper |
| 2023 | Over-identified Doubly Robust identification and estimation. (2023). Lewbel, Arthur ; Zhou, Zhuzhu ; Choi, Jin Young. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:25-42. Full description at Econpapers || Download paper |
| 2023 | Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models. (2023). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:372-392. Full description at Econpapers || Download paper |
| 2023 | Consumer preferences, the demand for Divisia money, and the welfare costs of inflation. (2023). Serletis, Apostolos ; Xu, Libo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000830. Full description at Econpapers || Download paper |
| 2023 | Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle. (2023). Labeaga, Jose ; Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001216. Full description at Econpapers || Download paper |
| 2023 | Are shorter cumulative temporary contracts worse stepping stones? Evidence from a quasi-natural experiment. (2023). Kabátek, Jan ; Zheng, Kun ; Liang, Ying ; Kabatek, Jan. In: Labour Economics. RePEc:eee:labeco:v:84:y:2023:i:c:s0927537123001021. Full description at Econpapers || Download paper |
| 2023 | Price efficiency of the foreign exchange rates of BRICS countries: A comparative analysis. (2023). Sheng, Hsia Hua ; Rasheed, Abdul A ; Diniz-Maganini, Natalia. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:1:s2666143822000357. Full description at Econpapers || Download paper |
| 2023 | The big three EU Low Cost Carriers before and during the Covid-19 pandemic: Network overlaps and airfare effects. (2023). Niemeier, Hans-Martin ; Grimme, Wolfgang ; Czerny, Achim I ; Zhang, Hanxiang. In: Research in Transportation Economics. RePEc:eee:retrec:v:97:y:2023:i:c:s0739885922000567. Full description at Econpapers || Download paper |
| 2023 | Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | The Effects of Tourism Development on Eco-Environment Resilience and Its Spatio-Temporal Heterogeneity in the Yangtze River Economic Belt, China. (2023). Zhou, Xiao ; Zhao, Songxin ; Lei, Zhenxian ; Chen, Xiangtai ; Wang, Kun. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:22:p:16124-:d:1283829. Full description at Econpapers || Download paper |
| 2023 | A Hybrid Approach for the Assessment of Risk Spillover to ESG Investment in Financial Networks. (2023). Wu, Desheng ; Qin, Kun ; Li, Lei. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:6123-:d:1114244. Full description at Econpapers || Download paper |
| 2023 | The Relationship between Macroeconomic Factors and Tourism Demand for OIC Countries . (2023). Jemin, Shaidathul. In: GATR Journals. RePEc:gtr:gatrjs:jber238. Full description at Econpapers || Download paper |
| 2023 | Do International Tourist Arrivals Change Residents Attitudes Towards Immigration? A Longitudinal Study of 28 European Countries. (2023). Smith, Ian ; Ivlevs, Artjoms. In: IZA Discussion Papers. RePEc:iza:izadps:dp15953. Full description at Econpapers || Download paper |
| 2023 | Estimating and Testing for Functional Coefficient Quantile Cointegrating Regression. (2023). Zheng, Chaowen ; Zhang, Jing ; Li, Haiqi. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-07. Full description at Econpapers || Download paper |
| 2023 | Last chance to travel or safety first? The influence of exposure to natural hazards and coping capacities on tourism consumption. (2023). Nguyen, Canh. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:4:p:952-985. Full description at Econpapers || Download paper |
| 2023 | Measuring macroeconomic convergence and divergence within EMU using long memory. (2023). Kolaiti, Theoplasti ; Drager, Lena ; Sibbertsen, Philipp. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02426-6. Full description at Econpapers || Download paper |
| 2023 | Losses never sleep – The effect of tax loss offset on stock market returns during economic crises. (2023). Giese, Henning ; Holtmann, Svea ; Koch, Reinald. In: Journal of Business Economics. RePEc:spr:jbecon:v:93:y:2023:i:1:d:10.1007_s11573-022-01134-4. Full description at Econpapers || Download paper |
| 2023 | Crisis transmission degree measurement under crisis propagation model. (2023). Jilani, Faouzi ; Hallara, Slaheddine ; Bedoui-Belghith, Imen. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00361-9. Full description at Econpapers || Download paper |
| 2023 | A test for the contributions of urban and rural inflation to inflation persistence in Nigeria. (2023). Salisu, Afees ; Usman, Nuruddeen ; Oboh, Victor ; Ebuh, Godday Uwawunkonye. In: Macroeconomics and Finance in Emerging Market Economies. RePEc:taf:macfem:v:16:y:2023:i:2:p:222-246. Full description at Econpapers || Download paper |
| 2023 | Spillover effects of employment protection. (2023). Martins, Pedro ; Malherbet, Franck ; Carry, Pauline ; Cahuc, Pierre. In: Nova SBE Working Paper Series. RePEc:unl:unlfep:wp655. Full description at Econpapers || Download paper |
| 2023 | The adaptive market hypothesis and the return predictability in the cryptocurrency markets. (2023). Jacek, Karasiski. In: Economics and Business Review. RePEc:vrs:ecobur:v:9:y:2023:i:1:p:94-118:n:2. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
Works by Luis F. Martins:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | An Econometric Analysis of the Effectiveness of Development Finance for the Energy Sector In: Economy and Society. [Full Text][Citation analysis] | paper | 1 |
| 2012 | An Econometric Analysis of the Effectiveness of Development Finance for the Energy Sector.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2020 | The relationship between tax rates and tax revenues in eurozone member countries ? exploring the Laffer curve In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 3 |
| 2016 | Improved Tests for Forecast Comparisons in the Presence of Instabilities In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 17 |
| 2014 | Improved Tests for Forecast Comparisons in the Presence of Instabilities.(2014) In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2015 | Improved Tests for Forecast Comparisons in the Presence of Instabilities.(2015) In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2013 | TESTING FOR PARAMETER CONSTANCY USING CHEBYSHEV TIME POLYNOMIALS In: Manchester School. [Full Text][Citation analysis] | article | 0 |
| 2017 | Characterizing and attributing the warming trend in sea and land surface temperatures In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Time-varying cointegration, identification, and cointegration spaces In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2010 | TIME-VARYING COINTEGRATION In: Econometric Theory. [Full Text][Citation analysis] | article | 95 |
| 2019 | A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 21 |
| 2014 | A Time-Varying Approach of the US Welfare Cost of Inflation.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2014 | A Time-Varying Approach of the US Welfare Cost of Inflation.(2014) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2004 | On the forecasting ability of ARFIMA models when infrequent breaks occur In: Econometrics Journal. [Full Text][Citation analysis] | article | 10 |
| 2014 | Linear instrumental variables model averaging estimation In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 4 |
| 2014 | Testing for persistence change in fractionally integrated models: An application to world inflation rates In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 26 |
| 2021 | The US debt–growth nexus along the business cycle In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2014 | The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 41 |
| 2014 | Modelling long run comovements in equity markets: A flexible approach In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 9 |
| 2009 | New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 18 |
| 2020 | A new mechanism for anticipating price exuberance In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | An empirical analysis of the influence of macroeconomic determinants on World tourism demand In: Tourism Management. [Full Text][Citation analysis] | article | 36 |
| 2015 | Asymmetric labour market reforms and wage growth with fixed-term contracts: does learning about match quality matter? In: Working Papers Series 2. [Full Text][Citation analysis] | paper | 0 |
| 2010 | The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach In: Journal of Money, Credit and Banking. [Citation analysis] | article | 5 |
| 2010 | The cost channel reconsidered: a comment using an identification-robust approach.(2010) In: NIPE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2010 | The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach.(2010) In: School of Economics Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2010 | The Cost Channel Reconsidered: A Comment Using an Identification?Robust Approach.(2010) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2000 | The Properties of Cointegration Tests in Models with Structural Change In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | The Forecast Performance of Long Memory and Markov Switching Models In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2011 | Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship.(2011) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2010 | Cointegration Tests under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship.(2010) In: School of Economics Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2010 | Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2011 | Moment conditions model averaging with an application to a forward-looking monetary policy reaction function In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Asymmetric Labor Market Reforms: Effects on Wage Growth and Conversion Probability of Fixed-Term Contracts In: ILR Review. [Full Text][Citation analysis] | article | 12 |
| 2006 | Robust Estimates of the New Keynesian Phillips Curve In: School of Economics Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2018 | Bootstrap tests for time varying cointegration In: Econometric Reviews. [Full Text][Citation analysis] | article | 2 |
| 2009 | Unit root tests and dramatic shifts with infinite variance processes In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 1 |
| 2016 | Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas In: Quantitative Finance. [Full Text][Citation analysis] | article | 22 |
| 2019 | Unconventional monetary policies and bank credit in the Eurozone: An events study approach In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 2 |
| 2015 | Economic growth and transport: On the road to sustainability In: Natural Resources Forum. [Full Text][Citation analysis] | article | 7 |
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