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 | 288 | 2017 |
Time-varying cointegration HJ Bierens, LF Martins Econometric Theory 26 (5), 1453-1490, 2010 | 209 | 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 | 105 | 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 | 82 | 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 | 66 | 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 | 51 | 2016 |
The complete picture of credit default swap spreads-a quantile regression approach P Pires, JP Pereira, LF Martins Available at SSRN 1125265, 2010 | 44 | 2010 |
On the forecasting ability of ARFIMA models when infrequent breaks occur VJ Gabriel, LF Martins The Econometrics Journal 7 (2), 455-475, 2004 | 28 | 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 | 24 | 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 | 23 | 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 | 22 | 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 | 21 | 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 | 20 | 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 | 19 | 2019 |
Bootstrap tests for time varying cointegration LF Martins Econometric Reviews 37 (5), 466-483, 2018 | 19 | 2018 |
Linear instrumental variables model averaging estimation LF Martins, VJ Gabriel Computational statistics & data analysis 71, 709-724, 2014 | 17 | 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 | 15 | 2016 |
Modelling long run comovements in equity markets: A flexible approach LF Martins, VJ Gabriel Journal of Banking & Finance 47, 288-295, 2014 | 14 | 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 | 13 | 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 | 12 | 2010 |