Luis F. Martins : Citation Profile


Are you Luis F. Martins?

ISCTE - Instituto Universitário de Lisboa (ISCTE-IUL)

7

H index

6

i10 index

178

Citations

RESEARCH PRODUCTION:

19

Articles

17

Papers

RESEARCH ACTIVITY:

   18 years (2000 - 2018). See details.
   Cites by year: 9
   Journals where Luis F. Martins has often published
   Relations with other researchers
   Recent citing documents: 51.    Total self citations: 6 (3.26 %)

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   Permalink: http://citec.repec.org/pma1017
   Updated: 2019-11-16    RAS profile: 2019-04-23    
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Relations with other researchers


Works with:

Perron, Pierre (4)

GUPTA, RANGAN (3)

Gabriel, Vasco (3)

Miller, Stephen (3)

Silva, Marta (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Luis F. Martins.

Is cited by:

GUPTA, RANGAN (19)

Perron, Pierre (8)

Malikane, Christopher (7)

Wohar, Mark (7)

Rodrigues, Paulo (6)

Balcilar, Mehmet (6)

Jooste, Charl (6)

Bampinas, Georgios (5)

Panagiotidis, Theodore (5)

McAdam, Peter (4)

Albulescu, Claudiu (4)

Cites to:

Perron, Pierre (17)

Andrews, Donald (12)

Hansen, Bruce (10)

Gali, Jordi (9)

Smith, Richard (9)

Gertler, Mark (9)

Granger, Clive (8)

Hassler, Uwe (7)

Newey, Whitney (6)

Lopez-Salido, David (6)

Stock, James (5)

Main data


Where Luis F. Martins has published?


Journals with more than one article published# docs
Computational Statistics & Data Analysis2

Working Papers Series with more than one paper published# docs
School of Economics Discussion Papers / School of Economics, University of Surrey3
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics3
Working Papers / Banco de Portugal, Economics and Research Department2

Recent works citing Luis F. Martins (2019 and 2018)


YearTitle of citing document
2018State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering. (2018). Yang, Yukai ; Bauwens, Luc. In: CREATES Research Papers. RePEc:aah:create:2018-30.

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2017How Stable is the Money Demand in Taiwan?. (2017). Shieh, Chen-Huan ; Lee, Chung-Ching ; Liu, Shou-Hsiang . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:54-64.

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2017The micro-foundations of an open economy money demand: An application to the Central and Eastern European countries. (2017). Miller, Stephen ; Albulescu, Claudiu. In: Papers. RePEc:arx:papers:1704.01840.

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2018Tests for Forecast Instability and Forecast Failure under a Continuous Record Asymptotic Framework. (2018). Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10883.

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2018Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807.

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2018WILL THE “TRUE” LABOR SHARE STAND UP? AN APPLIED SURVEY ON LABOR SHARE MEASURES. (2018). Mućk, Jakub ; McAdam, Peter ; Growiec, Jakub ; Muk, Jakub. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:4:p:961-984.

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2017Sample Moments and Weak Convergence to Multivariate Stochastic Power Integrals. (2017). Sandberg, Rickard. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:6:p:1000-1009.

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2018Information Transmission across European Equity Markets During Crisis Periods. (2018). Chen, Jing ; Buckle, Mike ; McMillan, David G. In: Manchester School. RePEc:bla:manchs:v:86:y:2018:i:6:p:770-788.

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2018On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy. (2018). Conti, Antonio ; Barigozzi, Matteo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:4:p:755-787.

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2018Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-002.

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2018Testing for Changes in Forecasting Performance. (2018). Yamamoto, Yohei ; Perron, Pierre. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-003.

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2019Tourism demand forecasting: A deep learning approach. (2019). Han, Xin ; Ka, Davis ; Li, Gang ; Law, Rob. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:410-423.

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2018Renminbi exchange rate assessment and competitors exports: New perspective. (2018). Lee, Chien-Chiang ; Zeng, Jhih-Hong ; Chen, Pei-Fen. In: China Economic Review. RePEc:eee:chieco:v:50:y:2018:i:c:p:187-205.

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2017Gold and inflation(s) – A time-varying relationship. (2017). Lucey, Brian M ; Vigne, Samuel A ; Sharma, Susan Sunila. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:88-101.

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2019Financial contagion across major stock markets: A study during crisis episodes. (2019). Bensaida, Ahmed ; Benmim, Imen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:187-201.

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2019Combining p-values to test for multiple structural breaks in cointegrated regressions. (2019). Urga, Giovanni ; Khalaf, Lynda ; Bianchi, Annamaria ; Bergamelli, Michele . In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:2:p:461-482.

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2018A Markov switching long memory model of crude oil price return volatility. (2018). Di Sanzo, Silvestro . In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:351-359.

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2018Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). Gogolin, Fabian ; Vigne, Samuel A ; Peat, Maurice ; Lucey, Brian M ; Kearney, Fearghal. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593.

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2017Predicting white metal prices by a commodity sensitive exchange rate. (2017). Ciner, Cetin . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:309-315.

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2018The contagion effect in European sovereign debt markets: A regime-switching vine copula approach. (2018). BenSaïda, Ahmed ; Bensaida, Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:153-165.

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2018Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis. (2018). Labidi, Chiaz ; Bekiros, Stelios ; Uddin, Gazi Salah ; Hedstrom, Axel ; Lutfur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:179-211.

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2019Financial markets of the LAC region: Does the crisis influence the financial integration?. (2019). da Silva, Jacinto Vidigal ; Dias, Rui ; Dionisio, Andreia. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:160-173.

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2018Empirical analysis of market reactions to the UK’s referendum results – How strong will Brexit be?. (2018). Aristeidis, Samitas ; Elias, Kampouris. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:263-286.

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2018Time-variation in the relationship between white precious metals and inflation: A cross-country analysis. (2018). Bilgin, Mehmet ; Vigne, Samuel A ; Keung, Marco Chi ; Gogolin, Fabian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:55-70.

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2018UK macroeconomic volatility: Historical evidence over seven centuries. (2018). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:4:p:767-789.

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2018Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models. (2018). GUPTA, RANGAN ; Das, Sonali ; Silva, Emmanuel Sirimal ; Hassani, Hossein. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:121-139.

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2018Asymmetric market efficiency using the index-based asymmetric-MFDFA. (2018). Lee, Minhyuk ; Chang, Woojin ; Kim, Sondo ; Song, Jae Wook. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:1278-1294.

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2018Do house prices hedge inflation in the US? A quantile cointegration approach. (2018). Wohar, Mark ; GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:15-26.

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2019Time-varying cointegration model using wavelets. (2019). da Fonseca, Eder Lucio ; Morettin, Pedro Alberto ; Alencar, Airlane Pereira. In: Statistics & Probability Letters. RePEc:eee:stapro:v:145:y:2019:i:c:p:260-267.

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2019Time-Varying Money Demand and Real Balance Effects. (2019). Qureshi, Irfan ; Benchimol, Jonathan. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:201907.

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2017A time-varying fiscal reaction function for Brazil. (2017). Cysne, Rubens ; Campos, Eduardo Lima. In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:795.

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2018A time-varying fiscal reaction function for Brazil. (2018). Cysne, Rubens ; Campos, Eduardo Lima. In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:798.

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2018Decoupling Analysis of CO 2 Emissions in Transportation Sector from Economic Growth during 1995–2015 for Six Cities in Hebei, China. (2018). Zhang, Lijun ; Li, YU ; Zheng, JI ; Kou, Caiyun. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:4149-:d:182137.

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2018Transformations and the Level of Tourist Function Development in Polish Voivodeship Capital Cities. (2018). Przybya, Katarzyna ; Kulczyk-Dynowska, Alina. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:2095-:d:153402.

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2018Empirical Evidence from EU-28 Countries on Resilient Transport Infrastructure Systems and Sustainable Economic Growth. (2018). Vintila, Georgeta ; Gherghina, Ştefan ; armeanu, dan ; Onofrei, Mihaela. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2900-:d:163983.

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2018Transport Infrastructure Development, Public Performance and Long-Run Economic Growth: A Case Study for the Eu-28 Countries. (2018). Cigu, Elena ; Toader, Elena ; Gavrilu, Anca Florentina ; AGHEORGHIESEI, Daniela Tatiana . In: Sustainability. RePEc:gam:jsusta:v:11:y:2018:i:1:p:67-:d:192688.

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2019Borough Development Dependent on Agricultural, Tourism, and Economy Levels. (2019). Stacherzak, Agnieszka ; Hedak, Maria. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:2:p:415-:d:197767.

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2019The National Parks in the Context of Tourist Function Development in Territorially Linked Municipalities in Poland. (2019). Bal-Domaska, Beata ; Kulczyk-Dynowska, Alina. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:7:p:1996-:d:219822.

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2018Money demand stability, monetary overhang and inflation forecast in the CEE countries. (2018). Pépin, Dominique ; Albulescu, Claudiu. In: Working Papers. RePEc:hal:wpaper:hal-01720319.

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2019Testing for breaks in the cointegrating relationship: On the stability of government bond markets equilibrium. (2019). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-656.

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2018Testing for Changes in Forecasting Performance. (2018). Yamamoto, Yohei ; Perron, Pierre. In: Discussion Papers. RePEc:hit:econdp:2018-03.

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2018Dual Labour Market Intermediaries in Italy: How to Lay off “Lemons”—Thereby Creating a Problem of Adverse Selection. (2018). Barbieri, Paolo ; Cutuli, Giorgio. In: De Economist. RePEc:kap:decono:v:166:y:2018:i:4:d:10.1007_s10645-018-9324-0.

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2018Long-term memory in Euronext stock indexes returns: an econophysics approach. (2018). Luis , ; Jose , . In: Business and Economic Horizons (BEH). RePEc:pdc:jrnbeh:v:14:y:2018:i:4:p:862-881.

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2017Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach. (2017). Wohar, Mark ; GUPTA, RANGAN ; Christou, Christina ; Nyakabawo, Wendy. In: Working Papers. RePEc:pre:wpaper:201707.

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2017An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data. (2017). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201779.

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2019Testing for breaks in the cointegrating relationship: On the stability of government bond markets’ equilibrium. (2019). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Working Papers. RePEc:ptu:wpaper:w201912.

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2017Testing for State-Dependent Predictive Ability. (2017). Fossati, Sebastian. In: Working Papers. RePEc:ris:albaec:2017_009.

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2018Persistence of travel and leisure sector equity indices. (2018). Rodrigues, Paulo ; Andraz, Jorge ; Jorge, . In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:4:d:10.1007_s00181-017-1276-8.

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2017Modelling exchange rate volatility with random level shifts. (2017). Perron, Pierre ; Xu, Jiawen ; Li, YE. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:26:p:2579-2589.

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2018The Micro-Foundations of an Open Economy Money Demand: An Application to the Central and Eastern European Countries. (2018). Pépin, Dominique ; Miller, Stephen ; Albulescu, Claudiu. In: Working papers. RePEc:uct:uconnp:2018-06.

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2019Time-Varying Cointegration and the Kalman Filter. (2019). Miller, J. ; Yigit, Taner ; Eroglu, Burak Alparslan. In: Working Papers. RePEc:umc:wpaper:1905.

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Works by Luis F. Martins:


YearTitleTypeCited
2012An Econometric Analysis of the Effectiveness of Development Finance for the Energy Sector In: Economy and Society.
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paper1
2012An Econometric Analysis of the Effectiveness of Development Finance for the Energy Sector.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2016Improved Tests for Forecast Comparisons in the Presence of Instabilities In: Journal of Time Series Analysis.
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article8
2014Improved Tests for Forecast Comparisons in the Presence of Instabilities.(2014) In: Boston University - Department of Economics - Working Papers Series.
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This paper has another version. Agregated cites: 8
paper
2015Improved Tests for Forecast Comparisons in the Presence of Instabilities.(2015) In: Boston University - Department of Economics - Working Papers Series.
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2013TESTING FOR PARAMETER CONSTANCY USING CHEBYSHEV TIME POLYNOMIALS In: Manchester School.
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article0
2017Characterizing and attributing the warming trend in sea and land surface temperatures In: Boston University - Department of Economics - Working Papers Series.
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paper0
2013Time-varying cointegration, identification, and cointegration spaces In: Studies in Nonlinear Dynamics & Econometrics.
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article2
2010TIME-VARYING COINTEGRATION In: Econometric Theory.
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article62
2019A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION In: Macroeconomic Dynamics.
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article18
2014A Time-Varying Approach of the US Welfare Cost of Inflation.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 18
paper
2014A Time-Varying Approach of the US Welfare Cost of Inflation.(2014) In: Working papers.
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2004On the forecasting ability of ARFIMA models when infrequent breaks occur In: Econometrics Journal.
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article10
2014Linear instrumental variables model averaging estimation In: Computational Statistics & Data Analysis.
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article1
2014Testing for persistence change in fractionally integrated models: An application to world inflation rates In: Computational Statistics & Data Analysis.
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article15
2010Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates.(2010) In: Working Papers.
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2014The 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.
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article15
2014Modelling long run comovements in equity markets: A flexible approach In: Journal of Banking & Finance.
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article5
2009New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis In: Journal of Macroeconomics.
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article16
2017An empirical analysis of the influence of macroeconomic determinants on World tourism demand In: Tourism Management.
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article4
2015Asymmetric labour market reforms and wage growth with fixed-term contracts: does learning about match quality matter? In: Working Papers Series 2.
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2010The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach In: Journal of Money, Credit and Banking.
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2010The cost channel reconsidered: a comment using an identification-robust approach.(2010) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 4
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2010The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach.(2010) In: School of Economics Discussion Papers.
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This paper has another version. Agregated cites: 4
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2000The Properties of Cointegration Tests in Models with Structural Change In: NIPE Working Papers.
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2000The Forecast Performance of Long Memory and Markov Switching Models In: NIPE Working Papers.
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2010Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship In: NIPE Working Papers.
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2011Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship.(2011) In: Empirical Economics.
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This paper has another version. Agregated cites: 4
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2010Cointegration Tests under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship.(2010) In: School of Economics Discussion Papers.
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This paper has another version. Agregated cites: 4
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2011Moment conditions model averaging with an application to a forward-looking monetary policy reaction function In: Working Papers.
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2018Asymmetric Labor Market Reforms: Effects on Wage Growth and Conversion Probability of Fixed-Term Contracts In: ILR Review.
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2006Robust Estimates of the New Keynesian Phillips Curve In: School of Economics Discussion Papers.
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2018Bootstrap tests for time varying cointegration In: Econometric Reviews.
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2009Unit root tests and dramatic shifts with infinite variance processes In: Journal of Applied Statistics.
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2016Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas In: Quantitative Finance.
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2015Economic growth and transport: On the road to sustainability In: Natural Resources Forum.
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