Supervisions

PhD Thesis Marta Silva , "Empirical Analysis of Employment Protection Legislation Changes on Portuguese Labour Market", Luís Filipe Farias de Sousa Martins, PhD Thesis, Concluded, 2016

Marco Biscaia Fernandes , "Consumption-based Asset Pricing Models : Empirical Study", Luís Filipe Farias de Sousa Martins, PhD Thesis, Concluded, 2015

Paulo Horta , "Contágio nos Mercados Financeiros Internacionais", Luís Filipe Farias de Sousa Martins, PhD Thesis, Concluded, 2015

Cátia Sousa, "CO2 Emissions, Economic Growth and Electric Vehicles: Na Assessment of the Power and Transport Sectors", Luís Filipe Farias de Sousa Martins, PhD Thesis, Concluded, 2015

Maria da Conceição Torres Figueiredo, "Diferenças salariais por género em Portugal: Uma análise econométrica em contexto de regressão de quantis", Luís Filipe Farias de Sousa Martins, PhD Thesis, Concluded, 2011

Master Thesis Andresa Patrícia Ferreira Lopes, "O Impacto do Quantitative Easing do BCE sobre o risco de crédito das empresas na área do euro", Luís Filipe Farias de Sousa Martins, Master Thesis, Concluded, 2019

Ilayda Atamer, "Contágio de Crises Financeiras a Vizinhos e Parceiros Comerciais", Luís Filipe Farias de Sousa Martins, Master Thesis, Concluded, 2019

Luís Miguel Clemente Casinhas, "A Independência do Banco Central e Crescimento Económico", Luís Filipe Farias de Sousa Martins, Master Thesis, Concluded, 2019

Jan Jakub Janicki, "Os Determinantes Macroeconômicos dos Retornos das Criptomoedas", Luís Filipe Farias de Sousa Martins, Master Thesis, Concluded, 2019

Maria João Toscano Farófia, "Ensino Superior e Desemprego - Análise das Determinantes da Procura e da Oferta entre Cursos", Luís Filipe Farias de Sousa Martins, Master Thesis, Concluded, 2019

Guilherme Simões Correia, "O Impacto da Política Monetária não Convencional na Distribuíção da Riqueza", Luís Filipe Farias de Sousa Martins, Master Thesis, Concluded, 2018

Ana Inês Martins Mourão, "O Google como medida de sentimento nos mercados financeiros", Luís Filipe Farias de Sousa Martins, Master Thesis, Concluded, 2018

António Manuel Martins Marques, "Relação entre a evolução do rácio de crédito vencido e as variáveis macroeconómicas e financeiras em Portugal", Luís Filipe Farias de Sousa Martins, Master Thesis, Concluded, 2017

Ana Rita Fonseca dos Santos, "Relação entre mercados acionistas CAC 40 e ERONEXT 100 e ativos de refúgio na sequência de ataques terroristas em França", Luís Filipe Farias de Sousa Martins, Master Thesis, Concluded, 2017

Diogo Alexandre Simões Fontinha, "Relação de Causalidade entre Mercados Bolsistas Asiáticos e Europeus", Luís Filipe Farias de Sousa Martins, Master Thesis, Concluded, 2017

Gonçalo André Martins Ribeiro, "Macroeconomic Determinants of International Currencies: Bond shares after the internationalization of the Renminbi", Luís Filipe Farias de Sousa Martins, Master Thesis, Concluded, 2016

Eliana Raquel Mendes Ferreira, "O Mercado Acionista como Indicador Avançado: o caso português", Luís Filipe Farias de Sousa Martins, Master Thesis, Concluded, 2016

João Paulo Alves da Cunha Marques da Cruz, "O ajustamento das importações portuguesas: cíclico ou estrutural?", Luís Filipe Farias de Sousa Martins, Master Thesis, Concluded, 2016

Daniel Fernandes Gonçalves, "Bussiness Cycle Dynamics Across Europe: A Cluster Analysis", Luís Filipe Farias de Sousa Martins, Master Thesis, Concluded, 2016

Maria João Pereira Figueiredo, "Risco, Retorno e Falta de Liquidez dos Produtos Bancários no Mercado Português", Luís Filipe Farias de Sousa Martins, Master Thesis, Concluded, 2016

Ricardo José Alves Simões, "Balancing a Growing Public Debt and Economic Growth: The case of the EU-15", Luís Filipe Farias de Sousa Martins, Master Thesis, Concluded, 2015

Afonso Fernandes Ribeiro Moniz Moreira, "Anticipating Price Exuberance", Luís Filipe Farias de Sousa Martins, Master Thesis, Concluded, 2015

Ruben João Fernandes Espanhol, "The Laffer Curve - An Empirical Estimation for Eurozone Member Countries", Luís Filipe Farias de Sousa Martins, Master Thesis, Concluded, 2014

Ana Filipa Neves Cardoso, "A Relação entre os Choques do Petróleo e Algumas Variáveis Macroeconómicas Referentes à Zona Euro: Uma análise Empírica", Luís Filipe Farias de Sousa Martins, Master Thesis, Concluded, 2013

Rui Manuel Lopes Rodrigues, "Condicionantes do multiplicador: revisão da literatura e aplicação prática", Luís Filipe Farias de Sousa Martins, Master Thesis, Concluded, 2013

Liliana Vanessa Sobreira Gomes, "A Influência do Crédito Bancário no Desemprego em Portugal desde 1990: Uma Análise Utilizando o Modelo Vetorial com Mecanismo de Correcção de Erros", Luís Filipe Farias de Sousa Martins, Master Thesis, Concluded, 2012

Filipa Garcia Pereira da Fonseca, "Impacto da alteração das taxas directoras do BCE nos mercados de Obrigações de Tesouro e Acções no período 2000-2011", Luís Filipe Farias de Sousa Martins, Master Thesis, Concluded, 2012

Péricles Augusto Semedo Sá Nogueira, "A Balança de Pagamentos de uma Pequena Economia Aberta: O Caso de Cabo Verde", Luís Filipe Farias de Sousa Martins, Master Thesis, Concluded, 2012

Filipa Inês Gil Silva, "The Impact of Renewable Energy Sources on Economic Growth and CO2 Emissions: Evidence from Iberian Peninsula", Luís Filipe Farias de Sousa Martins, Master Thesis, Concluded, 2012

Danielson Vicente Fortes Ramos Pinto, "Relating Sovereing Debt Ratings to Different Practices of Exchange Rate Policy: An Empirical Analysis", Luís Filipe Farias de Sousa Martins, Master Thesis, Concluded, 2012

Miriam Rute Ferreira Lobato da Rosa, "", Luís Filipe Farias de Sousa Martins, Master Thesis, Concluded, 2011

Final Project Joana Bárbara Monteiro Batista, "Unconventional Monetary Policies in the Eurozone and the Provision of Credit: An events study approach", Luís Filipe Farias de Sousa Martins, Final Project, Concluded, 2016

José Jorge Gomes Marques Esperança, "Estimação da Procura Residencial de Eletricidade em Portugal", Luís Filipe Farias de Sousa Martins, Final Project, Concluded, 2015

Yi Gan, "An Empirical Analysis of the Influence of Exchange Rate and Prices on Tourism Demand", Luís Filipe Farias de Sousa Martins, Final Project, Concluded, 2015

Cristiano Duarte Oliveira, "The Interaction between Business and Financial Cycles, in USA, Japan and UK", Luís Filipe Farias de Sousa Martins, Final Project, Concluded, 2014

Scientific Articles in International Journals

Ferreira-Lopes, A., Martins, L.F. & Espanhol, Ruben (2020). The Relationship between Tax Rates and Tax Revenues in Eurozone Member Countries - Exploring the Laffer Curve. Bulletin of Economic Research., Ciência-IUL, Indexada (SCOPUS/ISI)

Miller, S. M., Martins, L. F. & Gupta, R. (2019). A time-varying approach of the us welfare cost of inflation . Macroeconomic Dynamics. 23 (2), 775-796, Ciência-IUL, Indexada (SCOPUS/ISI)

Martins, L. F., Batista, J. & Ferreira-Lopes, A. (2019). Unconventional monetary policies and bank credit in the Eurozone: an events study approach. International Journal of Finance & Economics. 24 (3), 1210-1224, Ciência-IUL, Indexada (SCOPUS/ISI)

Silva, M., Martins, L. F. & Lopes, H. (2018). Asymmetric labor market reforms: effects on wage growth and conversion probability of fixed-term contracts. Industrial and Labor Relations Review. 71 (3), 760-788, Ciência-IUL, Indexada (SCOPUS/ISI)

Martins, L. F. (2018). Bootstrap tests for time varying cointegration. Econometric Reviews. 37 (5), 466-483, Ciência-IUL, Indexada (SCOPUS/ISI)

Estrada, F., Martins, L. F. & Perron, P. (2017). Characterizing and attributing the warming trend in sea and land surface temperatures. Atmósfera. 30 (2), 163-187, Ciência-IUL, Indexada (SCOPUS/ISI)

Martins, L. F., Gan, Y. & Ferreira-Lopes, A. (2017). An empirical analysis of the influence of macroeconomic determinants on World tourism demand. Tourism Management. 61, 248-260, Ciência-IUL, Indexada (SCOPUS/ISI)

Martins, L. F. & Perron, P. (2016). Improved tests for forecast comparisons in the presence of instabilities. Journal of Time Series Analysis. 37 (5), 650-659, Ciência-IUL, Indexada (SCOPUS/ISI)

Horta, P., Lagoa, S. & Martins, L. (2016). Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas. Quantitative Finance. 16 (4), 625-637, Ciência-IUL, Indexada (SCOPUS/ISI)

Pires, P., Pereira, J. & Martins, L. F. (2015). The empirical determinants of credit default swap spreads: a quantile regression approach. European Financial Management. 21 (3), 556-589, Ciência-IUL, Indexada (SCOPUS/ISI)

Sousa, C., Roseta-Palma, C. & Martins, L. F. (2015). Economic growth and transport: on the road to sustainability. Natural Resources Forum. 39 (1), 3-14, Ciência-IUL, Indexada (SCOPUS/ISI)

Martins, L.F. & Rodrigues, P. (2014). Testing for persistence change in fractionally integrated models: an application to world inflation rates. Computational Statistics and Data Analysis. 76, 502-522, Ciência-IUL, Indexada (SCOPUS/ISI)

Horta, P., Martins, L. F. & Lagoa, S. (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. 35, 140-153, Ciência-IUL, Indexada (SCOPUS/ISI)

Martins, L. F. & Gabriel, V. J. (2014). Modelling long run comovements in equity markets: a flexible approach. Journal of Banking and Finance. 47, 288-295, Ciência-IUL, Indexada (SCOPUS/ISI)

Martins, L. F. & Gabriel, V. J. (2014). Linear instrumental variables model averaging estimation. Computational Statistics and Data Analysis. 71, 709-724, Ciência-IUL, Indexada (SCOPUS/ISI)

Gualberti, G., Martins, L. F. & Bazilian, M. (2014). An econometric analysis of the effectiveness of development finance for the energy sector. Energy for Sustainable Development. 18 (1), 16-27, Ciência-IUL, Indexada (SCOPUS/ISI)

Martins, L. F. & Gabriel, V. J. (2013). Time-varying cointegration, identification, and cointegration spaces. Studies in Nonlinear Dynamics and Econometrics. 17 (2), 199-209, Ciência-IUL, Indexada (SCOPUS/ISI)

Martins, L. F. (2013). Testing for parameter constancy using Chebyshev time polynomials. The Manchester School. 81 (4), 586-598, Ciência-IUL, Indexada (SCOPUS/ISI)

Gabriel, V.J. & Martins, L.F. (2011). Cointegration tests under multiple regime shifts: An application to the stock price-dividend relationship. Empirical Economics. 41 (3), 639-662, Ciência-IUL, Indexada (SCOPUS/ISI)

Gabriel, V. J. & Martins, L. F. (2010). The cost channel reconsidered: a comment using an identification-robust approach. Journal of Money, Credit and Banking. 42 (8), 1703-1712, Ciência-IUL, Indexada (SCOPUS/ISI)

Bierens, H. & Martins, L. F. (2010). Time varying cointegration. Econometric Theory. 26 (5), 1453-1490, Ciência-IUL, Indexada (SCOPUS/ISI)

Martins, L. F. & Gabriel, V. J. (2009). New Keynesian Phillips Curves and potential identification failures: a Generalized Empirical Likelihood analysis. Journal of Macroeconomics. 31 (4), 561-571, Ciência-IUL, Indexada (SCOPUS/ISI)

Martins, L. F. (2009). Unit root tests and dramatic shifts with infinite variance processes. Journal of Applied Statistics. 36 (5), 547-571, Ciência-IUL, Indexada (SCOPUS/ISI)

Gabriel, V. J. & Martins, L. F. (2004). On the forecasting ability of ARFIMA models when infrequent breaks occur. Econometrics Journal. 7 (2), 455-475, Ciência-IUL

Books

Salgueiro, M.F., Mendes, D. A. & Martins, L. (2009). Temas em Métodos Quantitativos. Lisboa, Portugal. Sílabo., Ciência-IUL

Working Papers

Silva, M, Martins, L.F. & Lopes, H. (2015). http://bru-unide.iscte.pt/RePEc/pdfs/15-04.pdf. working paper series 2015-4, BRU - Instituto Universitário de Lisboa. 1-39, Ciência-IUL

Martins, L.F., Stephen Miller & Rangan Gupta (2014). A Time-Varying Approach of the US Welfare Cost of Inflation. working paper 2014-11, University of Connecticut, Department of Economics. 1-25, Ciência-IUL

Martins, L.F., Stephen Miller & Rangan Gupta (2014). A Time-Varying Approach of the US Welfare Cost of Inflation. working paper 201419, University of Pretoria, Department of Economics. 1-25, Ciência-IUL

Martins, L., Gualberti, G. & Bazilian, M. (2012). An Econometric Analysis of the Effectiveness of Develoopment Finance for the Energy Sector. working paper 2012.100, Fondazione Eni Enrico Mattei. 0-0, Ciência-IUL

Lagoa, S., Martins, L. & Paulo Jorge de Brito Horta (2011). Contagion Channels of the Subrprime Financial Crisis to the NYSE Euronext European Markets using Copulas. Working Paper DinamiaCET-IUL. 0-0, Ciência-IUL

Martins, L. (2011). Moment Conditions Model Averaging with an Application to a Forward-Looking Monetary Policy Reaction Function. working paper 16/2011 do Departamento de Estudos Económicos do Banco de Portugal. 0-0, Ciência-IUL

Printed in Scientific Book

Salgueiro, M.F., Mendes, D. A. & Martins, L. (2009). Temas em Métodos Quantitativos. Lisboa, Portugal. Sílabo., Ciência-IUL

Research Projects

National Government/ Organization contract research - New Developments in Cointegration Subject to Structural Changes, ISCTE-IUL, Principal Investigator, ISCTE-IUL, PTDC/ECO/68367/2006 (FCT project), 2008-2011

National Government/ Organization contract research - Robust Inference in Rational Expectation Models, ISCTE-IUL, Principal Investigator, ISCTE-IUL, PTDC/EGE-ECO/122093/2010 (FCT project), 2012-2014

International Government/ Organization contract research - Robust Inference in Estimated Monetary Policy Models, ISCTE-IUL and University of Surrey, Principal Investigator, ISCTE-IUL, B-39/10 (Tratado de Windsor, Acções Integradas Luso-Britânicas / 2010), July 2010 to May 2011

International Communications

Panel / Poster Martins, L.F. (2016). Testing for Segmented Cointegration. Conference on New Trends and Developments in Econometrics., Ciência-IUL

Martins, L. (2010). Testing for Persistence Change in Fractionally Integrated Models. Sir Clive Granger Memorial Conference ., Ciência-IUL

Oral Presentation Ferreira-Lopes, A., Linhares, P., Martins, L.F. & Sequeira, T. N. (2019). A Meta-analysis on the Effects of Quantitative-Easing on Japanese Economic Growth. 50th Annual Conference Money, Macro and Finance., Ciência-IUL

Ferreira-Lopes, A., Linhares, P., Martins, L.F. & Sequeira, T. N. (2019). A Meta-analysis on the Effects of Quantitative-Easing on Japanese Economic Growth. 25th International Conference Computing in Economics and Finance., Ciência-IUL

Martins, L.F. (2018). Modelling Persistence Change in Fractionally Integrated Models. 10th International Conference on Computational and Financial Econometric2., Ciência-IUL

Martins, L.F. (2018). Tests for Segmented Cointegration: An Application to US Governments Budgets. 8th Workshop in Time Series Econometrics ., Ciência-IUL

Martins, L.F. (2017). A New Mechanism for Anticipating Price Exuberance. World Finance Conference ., Ciência-IUL

Martins, L.F. (2017). Tests for Segmented Cointegration. 70th European Meeting of the Econometrics Society ., Ciência-IUL

Ferreira-Lopes, A., Ribeiro, G. & Martins, L.F. (2017). The Impact of the Internationalization of the Renminbi on the International Monetary System: A Macroeconomic Approach. 32nd Annual Conference of the European Economic Association (EEA), Lisbon, Portugal., Ciência-IUL

Martins, L.F. (2016). A New Mechanism for Anticipating Price Exuberance. 69th European Meeting of the Econometrics Society ., Ciência-IUL

Martins, L.F. (2016). A New Mechanism for Anticipating Price Exuberance. Infiniti Conference on International Finance ., Ciência-IUL

Martins, L.F. (2016). Testing for Segmented Cointegration. 10th International Conference on Computational and Financial Econometrics., Ciência-IUL

Martins, L.F. (2015). Revisiting the Public Debt-Growth Relationship using Threshold Quantile Regression. 9th International Conference on Computational and Financial Econometrics., Ciência-IUL

Martins, L.F. (2014). Bootstrap Tests for Time Varying Cointegration. 10th BMRC-DEMS Conference ., Ciência-IUL

Martins, L.F. (2014). GMM-based Model Averaging. Annual Conference of the Royal Economic Society ., Ciência-IUL

Martins, L.F. (2014). Bootstrap Tests for Time Varying Cointegration. 8th Annual Meeting of the Portuguese Economic Journal ., Ciência-IUL

Martins, L.F. (2013). Linear Instrumental Variables Model Averaging Estimation. Annual Conference of the Royal Economic Society ., Ciência-IUL

Martins, L.F. (2013). Linear Instrumental Variables Model Averaging Estimation. Joint Statistical Meetings ., Ciência-IUL

Martins, L.F. (2013). Modelling Long Run Comovements in Equity Markets: a Flexible Approach. Infiniti Conference on International Finance ., Ciência-IUL

Martins, L. (2012). GMM-based Model Averaging. 66th European Meeting of the Econometrics Society ., Ciência-IUL

Martins, L. (2012). GMM-based Model Averaging . Workshop Statistical Inference in Complex/High-Dimensional Problems., Ciência-IUL

Martins, L. (2012). GMM-based Model Averaging . Conference in honor of Herman Bierens ., Ciência-IUL

Martins, L. (2012). GMM-based Model Averaging . 6th Annual Meeting of the Portuguese Economic Journal ., Ciência-IUL

Martins, L. (2012). GMM-based Model Averaging . 1st Meeting of the Portuguese Econometric Society ., Ciência-IUL

Martins, L. (2011). Assessing the Fed's Reaction Function with a Moment Conditions Model Averaging Estimator. Annual Meeting of the Association of Southern European Economic Theorists (ASSET)., Ciência-IUL

Martins, L. (2011). Interrupted Cointegration with an Application to International Contagion. 14th Applied Stochastic Models and Data Analysis International Conference., Ciência-IUL

Martins, L. (2011). Assessing the FED's Reaction Function with a Moment Conditions Model Averaging Estimator. 65th European Meeting of the Econometrics Society ., Ciência-IUL

Martins, L. (2010). Modeling Changes in the Number of Cointegrating Vectors. Fall 2010 Meeting of the Econometric Time Series European Research Network ., Ciência-IUL

Martins, L. (2010). Conditional Moment Restriction Estimation of Asset Pricing Models: Some Preliminary Results. International Atlantic Economic Society ., Ciência-IUL

Martins, L. (2008). Is There Really a Cost Channel? Evidence from US Data. 62nd European Meeting of the Econometric Society ., Ciência-IUL

Martins, L. (2008). What Drives Inflation? Testing Non-Nested Specifications of the New Keynesian Phillips Curve. Workshop on Model Selection ., Ciência-IUL

National Communications

Invited Martins, L.F. (2018). Optimal GMM-based model averaging. Statistics and econometrics seminar, Faculty of Economics and Business at the KU Leuven., Ciência-IUL

Oral Presentation Martins, L. (2010). Testing for Persistence Change in Fractionally Integrated Models. Fourth Meeting of the Portuguese Economic Journal ., Ciência-IUL

Organization and Coordination Events

32ª conferência anual da European Economic Association (EEA) e 70ª conferência da Econometric Society European Meetings (ESEM), 21-25 de Agosto 2017, Lisboa, Portugal (2017) , Membro de comissão organizadora de evento científico (International)