Luís Filipe Martins
Luís Filipe Martins
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An empirical analysis of the influence of macroeconomic determinants on World tourism demand
LF Martins, Y Gan, A Ferreira-Lopes
Tourism management 61, 248-260, 2017
Time-varying cointegration
HJ Bierens, LF Martins
Econometric Theory 26 (5), 1453-1490, 2010
The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion
P Horta, S Lagoa, L Martins
International Review of Financial Analysis 35, 140-153, 2014
The empirical determinants of credit default swap spreads: a quantile regression approach
P Pires, JP Pereira, LF Martins
European Financial Management 21 (3), 556-589, 2015
Testing for persistence change in fractionally integrated models: An application to world inflation rates
LF Martins, PMM Rodrigues
Computational Statistics & Data Analysis 76, 502-522, 2014
Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas
P Horta, S Lagoa, L Martins
Quantitative Finance 16 (4), 625-637, 2016
The complete picture of credit default swap spreads-a quantile regression approach
P Pires, JP Pereira, LF Martins
Available at SSRN 1125265, 2010
On the forecasting ability of ARFIMA models when infrequent breaks occur
VJ Gabriel, LF Martins
The Econometrics Journal 7 (2), 455-475, 2004
An econometric analysis of the effectiveness of development finance for the energy sector
G Gualberti, LF Martins, M Bazilian
Energy for sustainable development 18, 16-27, 2014
Economic growth and transport: On the road to sustainability
C Sousa, C Roseta‐Palma, LF Martins
Natural Resources Forum 39 (1), 3-14, 2015
A time-varying approach of the US welfare cost of inflation
SM Miller, LF Martins, R Gupta
Macroeconomic Dynamics 23 (2), 775-797, 2019
New Keynesian Phillips curves and potential identification failures: A generalized empirical likelihood analysis
LF Martins, VJ Gabriel
Journal of Macroeconomics 31 (4), 561-571, 2009
The relationship between tax rates and tax revenues in eurozone member countries‐exploring the Laffer curve
A Ferreira‐Lopes, LF Martins, R Espanhol
Bulletin of Economic Research 72 (2), 121-145, 2020
Unconventional monetary policies and bank credit in the Eurozone: An events study approach
LF Martins, J Batista, A Ferreira‐Lopes
International Journal of Finance & Economics 24 (3), 1210-1224, 2019
Bootstrap tests for time varying cointegration
LF Martins
Econometric Reviews 37 (5), 466-483, 2018
Linear instrumental variables model averaging estimation
LF Martins, VJ Gabriel
Computational statistics & data analysis 71, 709-724, 2014
Improved tests for forecast comparisons in the presence of instabilities
LF Martins, P Perron
Journal of Time Series Analysis 37 (5), 650-659, 2016
Modelling long run comovements in equity markets: A flexible approach
LF Martins, VJ Gabriel
Journal of Banking & Finance 47, 288-295, 2014
Asymmetric labor market reforms: Effects on wage growth and conversion probability of fixed-term contracts
M Silva, LF Martins, H Lopes
ILR Review 71 (3), 760-788, 2018
The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach
VJ Gabriel, LF Martins
Journal of Money, Credit and Banking 42 (8), 1703-1712, 2010
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