The US Debt-Growth Nexus along the Business Cycle
Luis Martins
North American Journal Of Economics And Finance, vol. 58, 2021, p. .

A New Mechanism for Anticipating Price Exuberance
Afonso M. Moreira, Luis Martins
International Review Of Economics And Finance, vol. 65, 2020, p. 199-221.

The Relationship between Tax Rates and Tax Revenues in Eurozone Member Countries--Exploring the Laffer Curve
Alexandra Ferreira Lopes, Luis Martins, Ruben Espanhol
Bulletin Of Economic Research, vol. 72, 2020, p. 121-145.

A Time-Varying Approach of the US Welfare Cost of Inflation
Stephen M. Mille, Luis Martins, Rangan Gupta
Macroeconomic Dynamics, vol. 23, 2019, p. 775-797.

Unconventional Monetary Policies and Bank Credit in the Eurozone: An Events Study Approach
Luis Martins, Joana Batista, Alexandra Ferreira Lopes
International Journal Of Finance And Economics, vol. 24, 2019, p. 1210-1224.

Asymmetric Labor Market Reforms: Effects on Wage Growth and Conversion Probability of Fixed-Term Contracts
Marta Silva, Luis Martins, Helena Lopes
Industrial and Labor Relations Review, vol. 71, 2018, p. 760-788.

Bootstrap Tests for Time Varying Cointegration
Luis Martins
Econometric Reviews, vol. 37, 2018, p. 466-483.

Monetary Developments and Expansionary Fiscal Consolidations: Evidence from the EMU
António Afonso, Luis Martins
International Journal Of Finance And Economics, vol. 21, 2016, p. 247-265.

Unveiling Investor-Induced Channels of Financial Contagion in the 2008 Financial Crisis Using Copulas
Paulo Horta, Sérgio Lagoa, Luis Martins
Quantitative Finance, vol. 16, 2016, p. 625-637.

The Empirical Determinants of Credit Default Swap Spreads: A Quantile Regression Approach
Pedro Pires, João Pedro Pereira, Luis Martins
European Financial Management, vol. 21, 2015, p. 556-589.

Modelling Long Run Comovements in Equity Markets: A Flexible Approach
Luis Martins, Vasco Gabriel
Journal of Banking and Finance, vol. 47, 2014, p. 288-295.

The Impact of the 2008 and 2010 Financial Crises on the Hurst Exponents of International Stock Markets: Implications for Efficiency and Contagion
Paulo Horta, Sérgio Lagoa, Luis Martins
International Review Of Financial Analysis, vol. 35, 2014, p. 140-153.

Testing for Parameter Constancy Using Chebyshev Time Polynomials
Luis Martins
Manchester School, vol. 81, 2013, p. 586-598.

Time-Varying Cointegration, Identification, and Cointegration Spaces
Luis Martins, Vasco Gabriel
Studies In Nonlinear Dynamics And Econometrics, vol. 17, 2013, p. 199-209.

Cointegration Tests under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship
Vasco Gabriel, Luis Martins
Empirical Economics, vol. 41, 2011, p. 639-662.

The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach
Vasco Gabriel, Luis Martins
Journal of Money, Credit and Banking, vol. 42, 2010, p. 1703-1712.

Time-Varying Cointegration
Herman Bierens, Luis Martins
Econometric Theory, vol. 26, 2010, p. 1453-1490.

New Keynesian Phillips Curves and Potential Identification Failures: A Generalized Empirical Likelihood Analysis
Luis Martins, Vasco Gabriel
Journal of Macroeconomics, vol. 31, 2009, p. 561-571.

Unit Root Tests and Dramatic Shifts with Infinite Variance Processes
Luis Martins
Journal Of Applied Statistics, vol. 36, 2009, p. 547-571.

On the Forecasting Ability of ARFIMA Models When Infrequent Breaks Occur
Vasco Gabriel, Luis Martins
Econometrics Journal, vol. 7, 2004, p. 455-475.