Links shortcode seems not to work

Could you tell me where and how you are trying to use the shortcode? shortcodes do not work in Excerpts. If you want to use them there, you need to add the following lines to the functions.php file in the template directory:

add_filter( 'the_excerpt', 'shortcode_unautop');
add_filter( 'the_excerpt', 'do_shortcode');