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Luis F. Martins

Not to be confused with: Luis Martins

Personal Details

First Name:Luis
Middle Name:F.
Last Name:Martins
RePEc Short-ID:pma1017
Terminal Degree:2005 Department of Economics; Pennsylvania State University (from RePEc Genealogy)


Business School
ISCTE - Instituto Universitário de Lisboa (ISCTE-IUL)

Lisboa, Portugal
RePEc:edi:bsiscpt (more details at EDIRC)

Research output

Jump to: Working papers Articles

Working papers

  1. Francisco Estrada & Luis Filipe Martins & Pierre Perron, 2017. "Characterizing and attributing the warming trend in sea and land surface temperatures," Boston University - Department of Economics - Working Papers Series WP2017-009, Boston University - Department of Economics.
  2. Marta Silva & Luis Filipe Martins & Helena Lopes, 2015. "Asymmetric labour market reforms and wage growth with fixed-term contracts: does learning about match quality matter?," Working Papers Series 2 15-04, ISCTE-IUL, Business Research Unit (BRU-IUL).
  3. Luis Filipe Martins & Pierre Perron, 2015. "Improved Tests for Forecast Comparisons in the Presence of Instabilities," Boston University - Department of Economics - Working Papers Series wp2015-014, Boston University - Department of Economics.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. Paulo M.M. Rodrigues & Luis F. Martins, 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.
  10. 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.
  11. 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.
  12. 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.


  1. Martins, Luis F., 2021. "The US debt–growth nexus along the business cycle," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  2. Alexandra Ferreira‐Lopes & Luís Filipe Martins & Ruben Espanhol, 2020. "The relationship between tax rates and tax revenues in eurozone member countries ‐ exploring the Laffer curve," Bulletin of Economic Research, Wiley Blackwell, vol. 72(2), pages 121-145, April.
  3. Moreira, Afonso M. & Martins, Luis F., 2020. "A new mechanism for anticipating price exuberance," International Review of Economics & Finance, Elsevier, vol. 65(C), pages 199-221.
  4. Luis Filipe Martins & Joana Batista & Alexandra Ferreira‐Lopes, 2019. "Unconventional monetary policies and bank credit in the Eurozone: An events study approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(3), pages 1210-1224, July.
  5. Miller, Stephen M. & Martins, Luis Filipe & Gupta, Rangan, 2019. "A Time-Varying Approach Of The Us Welfare Cost Of Inflation," Macroeconomic Dynamics, Cambridge University Press, vol. 23(2), pages 775-797, March.
  6. Marta Silva & Luis Filipe Martins & Helena Lopes, 2018. "Asymmetric Labor Market Reforms: Effects on Wage Growth and Conversion Probability of Fixed-Term Contracts," ILR Review, Cornell University, ILR School, vol. 71(3), pages 760-788, May.
  7. Luis F. Martins, 2018. "Bootstrap tests for time varying cointegration," Econometric Reviews, Taylor & Francis Journals, vol. 37(5), pages 466-483, May.
  8. Martins, Luís Filipe & Gan, Yi & Ferreira-Lopes, Alexandra, 2017. "An empirical analysis of the influence of macroeconomic determinants on World tourism demand," Tourism Management, Elsevier, vol. 61(C), pages 248-260.
  9. Luis Filipe Martins & Pierre Perron, 2016. "Improved Tests for Forecast Comparisons in the Presence of Instabilities," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(5), pages 650-659, September.
  10. Paulo Horta & Sérgio Lagoa & Luís Martins, 2016. "Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas," Quantitative Finance, Taylor & Francis Journals, vol. 16(4), pages 625-637, April.
  11. Cátia Sousa & Catarina Roseta‐Palma & Luís Filipe Martins, 2015. "Economic growth and transport: On the road to sustainability," Natural Resources Forum, Blackwell Publishing, vol. 39(1), pages 3-14, February.
  12. Martins, Luis F. & Rodrigues, Paulo M.M., 2014. "Testing for persistence change in fractionally integrated models: An application to world inflation rates," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 502-522.
  13. Horta, Paulo & Lagoa, Sérgio & Martins, Luís, 2014. "The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion," International Review of Financial Analysis, Elsevier, vol. 35(C), pages 140-153.
  14. Martins, Luis F. & Gabriel, Vasco J., 2014. "Linear instrumental variables model averaging estimation," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 709-724.
  15. Martins, Luis F. & Gabriel, Vasco J., 2014. "Modelling long run comovements in equity markets: A flexible approach," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 288-295.
  16. 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.
  17. Luis F. Martins, 2013. "Testing For Parameter Constancy Using Chebyshev Time Polynomials," Manchester School, University of Manchester, vol. 81(4), pages 586-598, July.
  18. 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.
  19. 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.
  20. Bierens, Herman J. & Martins, Luis F., 2010. "Time-Varying Cointegration," Econometric Theory, Cambridge University Press, vol. 26(5), pages 1453-1490, October.
  21. 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.
  22. 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.
  23. 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.

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Featured entries

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. 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
  2. NEP-CBA: Central Banking (4) 2006-04-01 2010-12-23 2011-01-30 2011-08-02
  3. NEP-ECM: Econometrics (4) 2010-12-18 2010-12-23 2011-08-02 2016-08-28
  4. NEP-ETS: Econometric Time Series (3) 2010-12-18 2011-01-30 2016-08-28
  5. NEP-MAC: Macroeconomics (3) 2006-04-01 2014-06-02 2014-06-14
  6. NEP-FOR: Forecasting (2) 2006-04-01 2016-08-28
  7. NEP-AGR: Agricultural Economics (1) 2017-07-09
  8. NEP-CTA: Contract Theory & Applications (1) 2015-07-11
  9. NEP-ENE: Energy Economics (1) 2013-02-08
  10. NEP-ENV: Environmental Economics (1) 2017-07-09
  11. NEP-ORE: Operations Research (1) 2016-08-28
  12. NEP-REG: Regulation (1) 2013-02-08


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