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Luis F. Martins

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
RePEc Short-ID:pma1017
Postal Address:
Location: Lisboa, Portugal
Handle: RePEc:edi:bsiscpt (more details at EDIRC)

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

  1. Portuguese Economists
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  1. 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).
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  1. Cátia Sousa & Catarina Roseta‐Palma & Luís Filipe Martins, 2015. "Economic growth and transport: On the road to sustainability," Natural Resources Forum, Blackwell Publishing, vol. 0(1), pages 3-14, 02.
  2. 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.
  3. Martins, Luis F. & Gabriel, Vasco J., 2014. "Linear instrumental variables model averaging estimation," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 709-724.
  4. 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.
  5. 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.
  6. 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.
  7. Luis F. Martins, 2013. "Testing For Parameter Constancy Using Chebyshev Time Polynomials," Manchester School, University of Manchester, vol. 81(4), pages 586-598, 07.
  8. 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.
  9. 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.
  10. Bierens, Herman J. & Martins, Luis F., 2010. "Time-Varying Cointegration," Econometric Theory, Cambridge University Press, vol. 26(05), pages 1453-1490, October.
  11. 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.
  12. 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.
  13. 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.
12 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-CTA: Contract Theory & Applications (1) 2015-07-11
  3. NEP-ECM: Econometrics (3) 2010-12-18 2010-12-23 2011-08-02. Author is listed
  4. NEP-ENE: Energy Economics (1) 2013-02-08
  5. NEP-ETS: Econometric Time Series (2) 2010-12-18 2011-01-30
  6. NEP-FOR: Forecasting (1) 2006-04-01
  7. NEP-MAC: Macroeconomics (4) 2006-04-01 2014-06-02 2014-06-14 2014-09-08. Author is listed
  8. NEP-MON: Monetary Economics (7) 2006-04-01 2010-12-23 2011-01-30 2011-08-02 2014-06-02 2014-06-14 2014-09-08. Author is listed
  9. NEP-REG: Regulation (1) 2013-02-08

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