M. Martins
Economics and Econometrics · with Aguiar-Conraria · 2012–2018
A researcher in the Science corpus: 2 papers; trusts 19 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 45 citations into it; #18,778 of 23,481 by trust here, #19,308 by citations
- Finance — 15 citations into it
Whom M. Martins trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Luís Aguiar-Conraria
- Patrick M. Crowley
- Maria Joana Soares
- Andrew Ang
- Athanasios Orphanides
- Katrin Assenmacher-Wesche
- Philipp Berens
- R. Giacomini
- LuI´s Aguiar-Conraria
- Marcelle Chauvet
Who trusts M. Martins overall
Papers from M. Martins's perspective
Ordered by how strongly the researchers M. Martins trusts endorse each paper. Same corpus, a different order for every researcher.
- Monetary policy rules based on real-time data
- The Long and Large Decline in U.S. Output Volatility
- A Reexamination of the Predictability of Economic Activity Using the Yield Spread
- Real-Time Measurement of Business Conditions
- Using wavelets to decompose the time–frequency effects of monetary policy
- What does the yield curve tell us about GDP growth
- Monetary Policy Shifts and the Term Structure
- How Stable is the Forecasting Performance of the Yield Curve for Output Growth
- The great moderation of the term structure of UK interest rates
- A Structural Decomposition of the US Yield Curve
Their papers
- The Yield Curve and the Macro-economy across Time and Frequencies" (Cef.up Working Paper nº. 2010-04, July 2010) (2012) — 131 citations
- Estimating the Taylor rule in the time-frequency domain (2018) — 81 citations