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Luis F. Martins

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This is information that was supplied by Luis Martins in registering through RePEc. If you are Luis F. Martins , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Luis
Middle Name: F.
Last Name: Martins
Suffix:

RePEc Short-ID: pma1017

Email:
Homepage: http://iscte.pt/~lfsm
Postal Address:
Phone:

Affiliation

Business School
ISCTE - Instituto Universitário de Lisboa (ISCTE-IUL)
Location: Lisboa, Portugal
Homepage: http://ibs.iscte.pt/
Email:
Phone:
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Postal:
Handle: RePEc:edi:bsiscpt (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Portuguese Economists

Works

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Working papers

  1. Stephen M. Miller & Luis F. Martins & Rangan Gupta, 2014. "A Time-Varying Approach of the US Welfare Cost of Inflation," Working papers 2014-11, University of Connecticut, Department of Economics.
  2. Giorgio Gualberti & Luis Filipe Martins & Morgan Bazilian, 2012. "An Econometric Analysis of the Effectiveness of Development Finance for the Energy Sector," Working Papers 2012.100, Fondazione Eni Enrico Mattei.
  3. Luis F. Martins, 2011. "Moment conditions model averaging with an application to a forward-looking monetary policy reaction function," Working Papers w201116, Banco de Portugal, Economics and Research Department.
  4. Vasco J. Gabriel & Luis F. Martins, 2010. "Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship," NIPE Working Papers 28/2010, NIPE - Universidade do Minho.
  5. Vasco Gabriel & Luis Martins, 2010. "The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach," School of Economics Discussion Papers 1010, School of Economics, University of Surrey.
  6. Luis F. Martins & Paulo M.M. Rodrigues, 2010. "Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates," Working Papers w201030, Banco de Portugal, Economics and Research Department.
  7. Paul Levine & Luis F. Martins & Vasco J. Gabriel, 2006. "Robust Estimates of the New Keynesian Phillips Curve," School of Economics Discussion Papers 0206, School of Economics, University of Surrey.
  8. Vasco J. Gabriel & Luis F. Martins, 2000. "The Properties of Cointegration Tests in Models with Structural Change," NIPE Working Papers 1/2000, NIPE - Universidade do Minho.
  9. Vasco J. Gabriel & Luis F. Martins, 2000. "The Forecast Performance of Long Memory and Markov Switching Models," NIPE Working Papers 2/2000, NIPE - Universidade do Minho.

Articles

  1. Martins, Luis F. & Gabriel, Vasco J., 2014. "Linear instrumental variables model averaging estimation," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 709-724.
  2. Luis F. Martins, 2013. "Testing For Parameter Constancy Using Chebyshev Time Polynomials," Manchester School, University of Manchester, vol. 81(4), pages 586-598, 07.
  3. Martins Luis Filipe & Gabriel Vasco J., 2013. "Time-varying cointegration, identification, and cointegration spaces," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(2), pages 199-209, April.
  4. Vasco Gabriel & Luis Martins, 2011. "Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship," Empirical Economics, Springer, vol. 41(3), pages 639-662, December.
  5. Bierens, Herman J. & Martins, Luis F., 2010. "Time-Varying Cointegration," Econometric Theory, Cambridge University Press, vol. 26(05), pages 1453-1490, October.
  6. Vasco J. Gabriel & Luis F. Martins, 2010. "The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1703-1712, December.
  7. Martins, Luis F. & Gabriel, Vasco J., 2009. "New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis," Journal of Macroeconomics, Elsevier, vol. 31(4), pages 561-571, December.
  8. Luis Martins, 2009. "Unit root tests and dramatic shifts with infinite variance processes," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(5), pages 547-571.
  9. Vasco J. Gabriel & Luis F. Martins, 2004. "On the forecasting ability of ARFIMA models when infrequent breaks occur," Econometrics Journal, Royal Economic Society, vol. 7(2), pages 455-475, December.

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (4) 2006-04-01 2010-12-23 2011-01-30 2011-08-02. Author is listed
  2. NEP-ECM: Econometrics (3) 2010-12-18 2010-12-23 2011-08-02. Author is listed
  3. NEP-ENE: Energy Economics (1) 2013-02-08
  4. NEP-ETS: Econometric Time Series (2) 2010-12-18 2011-01-30
  5. NEP-FOR: Forecasting (1) 2006-04-01
  6. NEP-MAC: Macroeconomics (4) .html">"> 2006-04-01 2014-06-02 2014-06-14. Author is listed
  7. NEP-MON: Monetary Economics (6) 2006-04-01 2010-12-23 2011-01-30 2011-08-02 2014-06-02 2014-06-14. Author is listed
  8. NEP-REG: Regulation (1) 2013-02-08

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