Luis F. Martins : Citation Profile

ISCTE - Instituto Universitário de Lisboa (ISCTE-IUL)

10

H index

10

i10 index

411

Citations

RESEARCH PRODUCTION:

32

Articles

18

Papers

RESEARCH ACTIVITY:

   25 years (2000 - 2025). See details.
   Cites by year: 16
   Journals where Luis F. Martins has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 7 (1.67 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma1017
   Updated: 2025-12-20    RAS profile: 2025-04-08    
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Relations with other researchers

Works with:

Lopes, Alexandra (4)

Gabriel, Vasco (3)

Rodrigues, Paulo (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 (20)

Perron, Pierre (16)

Martins, Pedro (11)

Rodrigues, Paulo (10)

Sibbertsen, Philipp (10)

Wohar, Mark (8)

Ferreira, Paulo (7)

Cahuc, Pierre (7)

Balcilar, Mehmet (7)

MALHERBET, Franck (7)

Malikane, Christopher (7)

Cites to:

Perron, Pierre (31)

Hansen, Bruce (18)

Andrews, Donald (15)

Phillips, Peter (11)

Leybourne, Stephen (11)

Hassler, Uwe (10)

Gertler, Mark (9)

Chetty, Raj (9)

Smith, Richard (9)

Galí, Jordi (9)

Stock, James (9)

Main data

Where Luis F. Martins has published?

Journals with more than one article published# docs
Empirical Economics3
Computational Statistics & Data Analysis2

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

Recent works citing Luis F. Martins (2025 and 2024)

YearTitle of citing document
2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2024). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2024Prewhitened Long-Run Variance Estimation Robust to Nonstationarity. (2024). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02235.

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2024Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2024). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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2024Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos. In: Papers. RePEc:arx:papers:2406.14145.

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2025Bayesian Model Averaging in Causal Instrumental Variable Models. (2025). Steel, Mark ; Steiner, Gregor. In: Papers. RePEc:arx:papers:2504.13520.

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2025Taking the Highway or the Green Road? Conditional Temperature Forecasts Under Alternative SSP Scenarios. (2025). Gabriel, Vasco ; Phella, Anthoulla ; Martins, Luis F. In: Papers. RePEc:arx:papers:2509.09384.

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2025Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior. (2025). Ausloos, Marcel ; Un, Kuok Sin. In: Papers. RePEc:arx:papers:2509.10483.

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2025Climate change: across time and frequencies. (2025). Gabriel, Vasco ; Phella, Anthoulla ; Aguiar-Conraria, Luis ; Martins, Luis F. In: Papers. RePEc:arx:papers:2509.21334.

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2024The Tourism-led Economic Growth Hypothesis in the Euro Area: Do Asymmetries and Structural Breaks Matter?. (2024). Bakas, Dimitrios ; Triantafyllou, Athanasios ; Konstantakopoulou, Ioanna. In: Working Papers. RePEc:awm:wpaper:20.

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2024Long Memory and Change in Persistence in the Rare Earth Market Index. (2024). Gil-Alana, Luis ; Mokni, Khaled ; Assaf, Ata. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:90.

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2025Analyzing the Influence of Macroeconomic Variables on Tourism Receipts in OIC Countries: A Quantile Analysis Approach Across Varying Income Levels. (2025). Pinjaman, Saizal ; Jemin, Shaidathul ; Ridzuan, Abdul Rahim ; Lada, Suddin. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-2:p:2267-2278.

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2024Labour market rigidity and firm innovation. (2024). Anwar, Sajid ; Gao, Limin. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:2:p:237-257.

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2024Oil Market Efficiency, Quantity of Information, and Oil Market Turbulence. (2024). Wadud, Sania ; Gronwald, Marc ; Dogah, Kingsley. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10995.

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2024Informational Efficiency of World Oil Markets: One Great Pool, but with Varying Depth. (2024). Wadud, Sania ; Gronwald, Marc ; Dogah, Kingsley. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11017.

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2025Does Firms Financing in Foreign Currency Matter for Monetary Policy?. (2025). Bruha, Jan ; Audzei, Volha ; Sutoris, Ivan. In: Working Papers. RePEc:cnb:wpaper:2025/10.

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2025Carbon tax and tourism consumption. (2025). Doan, Nguyen ; Nguyen, Canh Phuc. In: Annals of Tourism Research. RePEc:eee:anture:v:113:y:2025:i:c:s0160738325000805.

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2024Prewhitened long-run variance estimation robust to nonstationarity. (2024). Perron, Pierre ; Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624001404.

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2024Stock price swings and fundamentals: The role of Knightian uncertainty. (2024). Mangee, Nicholas. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005033.

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2024On sectoral market efficiency. (2024). Villena, Marcelo J ; Araneda, Axel A. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013211.

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2025The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX. (2025). Ioan, Roxana ; Dima, Tefana Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001501.

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2024Insights into the dynamics of market efficiency spillover of financial assets in different equity markets. (2024). Choi, Sun-Yong ; Lee, Min-Jae. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002280.

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2024Real exchange rate convergence in the euro area: Evidence from a dynamic factor model. (2024). Kempa, Bernd ; Borger, Carina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:213-224.

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2024Financial forecasting improvement with LSTM-ARFIMA hybrid models and non-Gaussian distributions. (2024). Rabbouch, Hana ; Saadaoui, Foued. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:206:y:2024:i:c:s0040162524003354.

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2025The Asymmetric Relationship Between Tourism and Economic Growth: A Panel Quantile ARDL Analysis. (2025). Alsaraireh, Ahmad ; Alsarayreh, Ahmad ; Alqaralleh, Huthaifa. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:4:p:97-:d:1625470.

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2025Time-Varying Efficiency and Economic Shocks: A Rolling DFA Test in Western European Stock Markets. (2025). Boya, Christophe. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:3:p:157-:d:1732733.

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2024Cycling, Economic Growth, and Sustainability: A Comparative Analysis of Slovenia and Belgium. (2024). Bojnec, Tefan ; Baldigara, Tea ; Griar, Sergej ; Longar, Urka. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:11:p:506-:d:1517616.

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2024Patterns in the Chaos: The Moving Hurst Indicator and Its Role in Indian Market Volatility. (2024). Shah, Param ; Raje, Ankush. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:9:p:390-:d:1470266.

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2024A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:22:p:3487-:d:1516428.

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2024Analysis of the Forces Driving Public Hospitals’ Operating Costs Using LMDI Decomposition: The Case of Japan. (2024). Dou, YI ; Kou, Kiyotoshi ; Arai, Ichiro. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:2:p:853-:d:1322172.

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2025The Impact of Tourism on the Resilience of the Turkish Economy: An Asymmetric Approach. (2025). Cetin, Mustafa Koray ; Mert, Mehmet ; Sekreter, Mehmet Serhan. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:2:p:591-:d:1566416.

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2025Impact of Quantitative Easing on Bank Lending to Different Industries or Sectors. (2025). ズイ, セイエン, ; Sui, Qing-Yuan. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-144.

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2024Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption. (2024). Miller, J. ; Kim, Chang Sik ; Chang, Yoosoon ; Choi, Yongok ; Park, Joon Y. In: CAEPR Working Papers. RePEc:inu:caeprp:2024001.

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2024Wage Cyclicality and Labour Market Institutions. (2024). Ramos, Raul ; Pereira, João ; Martins, Pedro. In: IZA Discussion Papers. RePEc:iza:izadps:dp16787.

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2025Effects of Quantitative Easing on Economic Sentiment: Evidence from Three Large Economies. (2025). Üngör, MURAT ; Baker, Benjamin ; Ngr, Murat. In: Comparative Economic Studies. RePEc:pal:compes:v:67:y:2025:i:1:d:10.1057_s41294-024-00233-1.

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2024Measuring communities’ efficiencies within the global tourism network. (2024). Zhu, HE. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03995-2.

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2025Testing for Multiple Structural Breaks in Multivariate Long Memory Regression Models. (2025). Sibbertsen, Philipp ; Less, Vivien. In: Working Papers. RePEc:ptu:wpaper:w202503.

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2024How Can Economic Factors Influence the Tourism Demand in The Economy? A Panel Data Analysis of South Asian Countries. (2024). Ishaq, Muhammad Adeel ; Kainaat, Farah ; Ahmad, Afzaal ; Ramzan, Adnan. In: Bulletin of Business and Economics (BBE). RePEc:rfh:bbejor:v:13:y:2024:i:2:p:546-552.

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2024Do international tourist arrivals change residents€™ attitudes towards immigration? A longitudinal study of 28 European countries. (2024). Smith, Ian ; Ivlevs, Artjoms. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:1:p:104-131.

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2024Good and bad effects of corruption and political uncertainty on tourism-growth linkage: World-wide evidence. (2024). Sharma, Chandan. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:6:p:1423-1447.

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2024Importing to feed international tourists: Growth implications for islands across the globe. (2024). Agbloyor, Elikplimi Komla ; Lassey, Vera Ogeh ; Pan, Lei ; Baidoo, Francis. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:7:p:1651-1679.

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2025Evolution of neural architectures for financial forecasting: a note on data incompatibility during crisis periods. (2025). Swain, Akshya ; Broekaert, Jan ; Hafiz, Faizal. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:2:d:10.1007_s10479-024-06098-y.

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2024The stability of government bond markets’ equilibrium and the interdependence of lending rates. (2024). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02623-x.

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2025Do Country Risks Matter for Tourism efficiency? Evidence from Mediterranean countries. (2025). Frifita, Manel ; Hadhek, Zouhair. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-02033-5.

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2024Long-run inequality persistence in the U.S., 1870–2019. (2024). Sanso-Navarro, Marcos ; Gayn-Navarro, Carlos. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:172:y:2024:i:1:d:10.1007_s11205-024-03309-8.

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2024Wage cyclicality and labour market institutions. (2024). Ramos, Raul ; Pereira, João ; Martins, Pedro ; Rodrigues, Joao Manuel. In: Nova SBE Working Paper Series. RePEc:unl:unlfep:wp662.

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2025The role of digitalization, infrastructure, and economic stability in tourism growth: A pathway towards smart tourism destinations. (2025). Iqbal, Muhammad Tariq ; Ali, Qamar ; Zhou, Yang ; Sun, Dongling. In: Natural Resources Forum. RePEc:wly:natres:v:49:y:2025:i:2:p:1308-1329.

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2024Wage cyclicality and labour market institutions. (2024). Ramos, Raul ; Martins, Pedro ; Pereira, Joo. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1469.

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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.
[Full Text][Citation analysis]		paper1
2012An 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
2020The relationship between tax rates and tax revenues in eurozone member countries ‐ exploring the Laffer curve In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article4
2022Quantitative easing and economic growth in Japan: A meta‐analysis In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article4
2016Improved Tests for Forecast Comparisons in the Presence of Instabilities In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article18
2014Improved 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: 18		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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This paper has nother version. Agregated cites: 18		paper
2013TESTING FOR PARAMETER CONSTANCY USING CHEBYSHEV TIME POLYNOMIALS In: Manchester School.
[Full Text][Citation analysis]		article0
2025Using machine learning to unveil the predictors of intergenerational mobility In: Review of Income and Wealth.
[Full Text][Citation analysis]		article0
2017Characterizing and attributing the warming trend in sea and land surface temperatures In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper3
2013Time-varying cointegration, identification, and cointegration spaces In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article2
2010TIME-VARYING COINTEGRATION In: Econometric Theory.
[Full Text][Citation analysis]		article105
2019A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article24
2014A Time-Varying Approach of the US Welfare Cost of Inflation.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2014A Time-Varying Approach of the US Welfare Cost of Inflation.(2014) In: Working papers.
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This paper has nother version. Agregated cites: 24		paper
2004On the forecasting ability of ARFIMA models when infrequent breaks occur In: Econometrics Journal.
[Full Text][Citation analysis]		article11
2014Linear instrumental variables model averaging estimation In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article5
2014Testing for persistence change in fractionally integrated models: An application to world inflation rates In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article31
2010Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2021The US debt–growth nexus along the business cycle In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article0
2024Predicting tail risks and the evolution of temperatures In: Energy Economics.
[Full Text][Citation analysis]		article3
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.
[Full Text][Citation analysis]		article51
2014Modelling long run comovements in equity markets: A flexible approach In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article9
2009New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article18
2020A new mechanism for anticipating price exuberance In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2017An empirical analysis of the influence of macroeconomic determinants on World tourism demand In: Tourism Management.
[Full Text][Citation analysis]		article55
2021Modelling Low-Frequency Covariability of Paleoclimatic Data In: Working Papers.
[Full Text][Citation analysis]		paper0
2022The Inflation-Unemployment Trade-Off: Empirical Considerations and a Simple US-Euro Area Comparison In: Notas Económicas.
[Full Text][Citation analysis]		article0
2015Asymmetric 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]		paper0
2010The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach In: Journal of Money, Credit and Banking.
[Citation analysis]		article6
2010The cost channel reconsidered: a comment using an identification-robust approach.(2010) In: NIPE Working Papers.
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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 nother version. Agregated cites: 6		paper
2010The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach.(2010) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 6		article
2025A 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 In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article0
2000The Properties of Cointegration Tests in Models with Structural Change In: NIPE Working Papers.
[Full Text][Citation analysis]		paper0
2000The Forecast Performance of Long Memory and Markov Switching Models In: NIPE Working Papers.
[Full Text][Citation analysis]		paper0
2010Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship In: NIPE Working Papers.
[Full Text][Citation analysis]		paper6
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 nother version. Agregated cites: 6		article
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 nother version. Agregated cites: 6		paper
2011Moment conditions model averaging with an application to a forward-looking monetary policy reaction function In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Asymmetric Labor Market Reforms: Effects on Wage Growth and Conversion Probability of Fixed-Term Contracts In: ILR Review.
[Full Text][Citation analysis]		article16
2022Tests for segmented cointegration: an application to US governments budgets In: Empirical Economics.
[Full Text][Citation analysis]		article0
2022Correction to: Tests for segmented cointegration: an application to US governments budgets.(2022) In: Empirical Economics.
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2025Using Survey Data to Estimate Intergenerational Mobility in Income and Education in Portugal In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]		article0
2006Robust Estimates of the New Keynesian Phillips Curve In: School of Economics Discussion Papers.
[Full Text][Citation analysis]		paper4
2018Bootstrap tests for time varying cointegration In: Econometric Reviews.
[Full Text][Citation analysis]		article2
2009Unit root tests and dramatic shifts with infinite variance processes In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article1
2016Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas In: Quantitative Finance.
[Full Text][Citation analysis]		article22
2019Unconventional monetary policies and bank credit in the Eurozone: An events study approach In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article2
2015Economic growth and transport: On the road to sustainability In: Natural Resources Forum.
[Full Text][Citation analysis]		article8

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