Luis F. Martins : Citation Profile

Are you Luis F. Martins?

ISCTE - Instituto Universitário de Lisboa (ISCTE-IUL)

10

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10

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367

Citations

RESEARCH PRODUCTION:

26

Articles

17

Papers

RESEARCH ACTIVITY:

   24 years (2000 - 2024). See details.
   Cites by year: 15
   Journals where Luis F. Martins has often published
   Relations with other researchers
   Recent citing documents: 49.    Total self citations: 7 (1.87 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma1017
   Updated: 2024-11-04    RAS profile: 2024-05-07    
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Relations with other researchers

Works with:

Rodrigues, Paulo (2)

Gabriel, Vasco (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 (15)

Martins, Pedro (10)

Rodrigues, Paulo (8)

Sibbertsen, Philipp (8)

Wohar, Mark (7)

Balcilar, Mehmet (7)

MALHERBET, Franck (7)

Ferreira, Paulo (7)

Malikane, Christopher (7)

Jooste, Charl (6)

Cites to:

Perron, Pierre (31)

Hansen, Bruce (18)

Andrews, Donald (15)

Leybourne, Stephen (11)

Phillips, Peter (11)

Hassler, Uwe (10)

Smith, Richard (9)

Galí, Jordi (9)

Stock, James (9)

Gertler, Mark (9)

Newey, Whitney (8)

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
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 (2024 and 2023)

YearTitle of citing document
2023The 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.

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2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2024Minimax MSE Bounds and Nonlinear VAR Prewhitening for Long-Run Variance Estimation Under Nonstationarity. (2021). 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. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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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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2023Financial Integration and European Tourism Stocks. (2023). Wu, Jiaying ; Karanasos, Menelaos ; Yfanti, Stavroula ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10269.

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

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2023Over-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.

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2023Theory 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.

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2023Policies to reduce Indias crude oil import dependence amidst clean energy transition. (2023). Ghosh, Sajal ; Mishra, Brajesh ; Kanjilal, Kakali. In: Energy Policy. RePEc:eee:enepol:v:183:y:2023:i:c:s0301421523003890.

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

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2023Brazilian stock-market efficiency before and after COVID-19: The roles of fractality and predictability. (2023). Santos, Leandro Dos. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000820.

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2023Consumer 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.

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2023Cointegration 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.

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2023Are 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.

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2023Price 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.

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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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2023The 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.

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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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2023Long 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.

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2023Are real interest rates a monetary phenomenon? Evidence from 700 years of data. (2023). Plakandaras, Vasilios ; GUPTA, RANGAN ; Wohar, Mark E ; Karmakar, Sayar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001368.

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2023.

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2023The 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.

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2023A 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.

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2023The Relationship between Macroeconomic Factors and Tourism Demand for OIC Countries . (2023). Jemin, Shaidathul. In: GATR Journals. RePEc:gtr:gatrjs:jber238.

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2023Do 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.

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2023Estimating 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.

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2023Last 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.

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2023.

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2023Measuring 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.

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2023Losses 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.

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2023Crisis 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.

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2023A 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.

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2023Spillover effects of employment protection. (2023). Martins, Pedro ; Malherbet, Franck ; Carry, Pauline ; Cahuc, Pierre. In: Nova SBE Working Paper Series. RePEc:unl:unlfep:wp655.

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2023The 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.

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2023The dynamics of cross?boundary fire—Financial contagion between the oil and stock markets. (2021). Wang, Tianyang ; Yuan, Ying. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:10:p:1655-1673.

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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
2016Improved Tests for Forecast Comparisons in the Presence of Instabilities In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article17
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: 17		paper
2015Improved 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
2013TESTING FOR PARAMETER CONSTANCY USING CHEBYSHEV TIME POLYNOMIALS In: Manchester School.
[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]		article101
2019A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article22
2014A Time-Varying Approach of the US Welfare Cost of Inflation.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2014A 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: 22		paper
2004On the forecasting ability of ARFIMA models when infrequent breaks occur In: Econometrics Journal.
[Full Text][Citation analysis]		article10
2014Linear instrumental variables model averaging estimation In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article4
2014Testing for persistence change in fractionally integrated models: An application to world inflation rates In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article28
2010Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 28		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]		article1
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]		article46
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]		article41
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]		article5
2010The cost channel reconsidered: a comment using an identification-robust approach.(2010) In: NIPE Working Papers.
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This paper has nother version. Agregated cites: 5		paper
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: 5		paper
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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]		article15
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 In: Empirical Economics.
[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]		article7

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