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Luis F. Martins, Ph.D. - Publications

Affiliations: 
2005 Pennsylvania State University, State College, PA, United States 
Area:
General Economics
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13 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Moreira AM, Martins LF. A new mechanism for anticipating price exuberance International Review of Economics & Finance. 65: 199-221. DOI: 10.1016/J.Iref.2019.10.006  0.312
2017 Miller SM, Martins LF, Gupta R. A Time-Varying Approach of the US Welfare Cost of Inflation Macroeconomic Dynamics. 23: 775-797. DOI: 10.1017/S1365100517000037  0.306
2017 Martins LF, Gan Y, Ferreira-Lopes A. An empirical analysis of the influence of macroeconomic determinants on World tourism demand Tourism Management. 61: 248-260. DOI: 10.1016/J.Tourman.2017.01.008  0.325
2016 Martins LF, Perron P. Improved Tests for Forecast Comparisons in the Presence of Instabilities Journal of Time Series Analysis. DOI: 10.1111/Jtsa.12179  0.318
2016 Martins LF. Bootstrap tests for time varying cointegration Econometric Reviews. 1-18. DOI: 10.1080/07474938.2015.1092830  0.338
2014 Afonso A, Martins L. Monetary Developments and Expansionary Fiscal Consolidations: Evidence from the EMU International Journal of Finance & Economics. 21: 247-265. DOI: 10.2139/Ssrn.2468347  0.305
2014 Horta P, Lagoa S, Martins L. 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. 35: 140-153. DOI: 10.1016/J.Irfa.2014.08.002  0.315
2014 Martins LF, Rodrigues PMM. Testing for persistence change in fractionally integrated models: An application to world inflation rates Computational Statistics and Data Analysis. 76: 502-522. DOI: 10.1016/J.Csda.2012.07.021  0.327
2013 Martins LF, Gabriel VJ. Time-varying cointegration, identification, and cointegration spaces Studies in Nonlinear Dynamics and Econometrics. 17: 199-209. DOI: 10.1515/Snde-2012-0022  0.309
2013 Martins LF. Testing for parameter constancy using chebyshev time polynomials Manchester School. 81: 586-598. DOI: 10.1111/J.1467-9957.2012.02306.X  0.343
2011 Gabriel VJ, Martins LF. Cointegration tests under multiple regime shifts: An application to the stock price-dividend relationship Empirical Economics. 41: 639-662. DOI: 10.1007/S00181-010-0401-8  0.348
2010 Bierens HJ, Martins LF. Time-varying cointegration Econometric Theory. 26: 1453-1490. DOI: 10.1017/S0266466609990648  0.6
2009 Martins LF. Unit root tests and dramatic shifts with infinite variance processes Journal of Applied Statistics. 36: 547-571. DOI: 10.1080/02664760802554321  0.326
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