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On the forecasting ability of ARFIMA models when infrequent breaks occur
Gabriel, Vasco J.; Martins, Luis F. - In: The econometrics journal 7 (2004) 2, pp. 455-475
Persistent link: https://www.econbiz.de/10007442931
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New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis
Martins, Luis F.; Gabriel, Vasco J. - In: Journal of macroeconomics 31 (2009) 4, pp. 561-571
Persistent link: https://www.econbiz.de/10008326801
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New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis
Martins, Luis F.; Gabriel, Vasco J. - In: Journal of macroeconomics 31 (2009) 4, pp. 561-572
Persistent link: https://www.econbiz.de/10008896486
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The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach
GABRIEL, VASCO J.; MARTINS, LUIS F. - In: Journal of money, credit and banking : JMCB 42 (2010) 8, pp. 1703-1713
Persistent link: https://www.econbiz.de/10008733845
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On the forecasting ability of ARFIMA models when infrequent breaks occur
Gabriel, Vasco J.; Martins, Luís Filipe - In: The econometrics journal 7 (2004) 2, pp. 455-475
Persistent link: https://www.econbiz.de/10002463501
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New Keynesian Phillips Curves and potential identification failures : a Generalized Empirical Likelihood analysis
Martins, Luís Filipe; Gabriel, Vasco J. - In: Journal of macroeconomics 31 (2009) 4, pp. 561-571
Persistent link: https://www.econbiz.de/10003924120
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Cointegration tests under multiple regime shifts : an application to the stock price-dividend relationship
Gabriel, Vasco J.; Martins, Luís Filipe - In: Empirical economics : a journal of the Institute for … 41 (2011) 3, pp. 639-662
Persistent link: https://www.econbiz.de/10009381348
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Time-varying cointegration, identification, and cointegration spaces
Martins, Luís Filipe; Gabriel, Vasco J. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 2, pp. 199-209
Persistent link: https://www.econbiz.de/10009739595
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The cost channel reconsidered : a comment using an identification-robust approach
Gabriel, Vasco J.; Martins, Luís Filipe - In: Journal of money, credit and banking : JMCB 42 (2010) 8, pp. 1703-1712
Persistent link: https://www.econbiz.de/10008823656
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Modelling long run comovements in equity markets : a flexible approach
Martins, Luís Filipe; Gabriel, Vasco J. - In: Journal of banking & finance 47 (2014), pp. 288-295
Persistent link: https://www.econbiz.de/10010506954