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Vasco J. Gabriel

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Personal Details

First Name: Vasco
Middle Name: J.
Last Name: Gabriel
Suffix:

RePEc Short-ID: pga290

Email: [This author has chosen not to make the email address public]
Homepage: http://www.econ.surrey.ac.uk/people/vgabriel/
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Affiliation

(in no particular order)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Portuguese Economists

Works

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Working papers

  1. Ali Choudhary & Amjad Ali & Shah Hussain & Vasco J Gabriel, 2012. "Bank Lending and Monetary Shocks: Evidence from a Developing Economy," Working Papers id:4771, eSocialSciences.
  2. Amjad Ali & M. Ali Choudhary & Shah Hussain & Vasco J. Gabriel, 2012. "Bank Lending and Monetary Shocks: an Empirical Investigation," School of Economics Discussion Papers 0212, School of Economics, University of Surrey.
  3. Nicoletta Batini & Vasco Gabriel & Paul Levine & Joseph Pearlman, 2010. "A Floating versus Managed Exchange Rate Regime in a DSGE Model of India," School of Economics Discussion Papers 0410, School of Economics, University of Surrey.
  4. Vasco Gabriel & Pataaree Sangduan, 2010. "An Efficient test of Fiscal Sustainability," School of Economics Discussion Papers 1110, School of Economics, University of Surrey.
  5. Vasco J. Gabriel & Luis F. Martins, 2010. "Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship," NIPE Working Papers 28/2010, NIPE - Universidade do Minho.
  6. Vasco J. Gabriel & Paul Levine & Joseph Pearlman & Bo Yang, 2010. "An Estimated DSGE Model of the Indian Economy," NIPE Working Papers 29/2010, NIPE - Universidade do Minho.
  7. Vasco J. Gabriel & Luis F. Martins, 2010. "The cost channel reconsidered: a comment using an identification-robust approach," NIPE Working Papers 30/2010, NIPE - Universidade do Minho.
  8. Vasco Gabriel & Pataaree Sangduan, 2009. "Assessing Fiscal Sustainability Subject to Policy Changes: a Markov Switching Cointegration Approach," School of Economics Discussion Papers 0309, School of Economics, University of Surrey.
  9. Vasco Gabriel & Paul Levine & Christopher Spencer, 2008. "How forward-looking is the Fed? Direct estimates from a `Calvo-type' rule," School of Economics Discussion Papers 0508, School of Economics, University of Surrey.
  10. Vasco Gabriel & Paul Levine & Christopher Spencer & Bo Yang, 2008. "On the (ir)relevance of direct supply-side effects of monetary policy," School of Economics Discussion Papers 0408, School of Economics, University of Surrey.
  11. Fernando Alexandre & Pedro Bação & Vasco Gabriel, 2008. "Taylor-type rules versus optimal policy in a Markov-switching economy¤," School of Economics Discussion Papers 0608, School of Economics, University of Surrey.
  12. Fernando Alexandre & Vasco J. Gabriel & Pedro Bação, 2007. "The Consumption-Wealth Ratio Under Asymmetric Adjustment," NIPE Working Papers 15/2007, NIPE - Universidade do Minho.
  13. Paul Levine & Luis F. Martins & Vasco J. Gabriel, 2006. "Robust Estimates of the New Keynesian Phillips Curve," School of Economics Discussion Papers 0206, School of Economics, University of Surrey.
  14. M. Ali Choudhary & Vasco J. Gabriel, 2006. "Mind the Gap: A Comment on Aggregate Productivity and Technology," School of Economics Discussion Papers 1306, School of Economics, University of Surrey.
  15. Fernando Alexandre & Pedro Bação & Vasco J. Gabriel, 2005. "On the Stablity of the Wealth Effect," NIPE Working Papers 14/2005, NIPE - Universidade do Minho.
  16. Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis, 2002. "Residual-based tests for cointegration and multiple regime shifts," NIPE Working Papers 7/2002, NIPE - Universidade do Minho.
  17. Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis, 2001. "A simple method for testing cointegration subject to regime changes," NIPE Working Papers 15/2001, NIPE - Universidade do Minho.
  18. Vasco J. Gabriel, 2001. "Cointegration and the joint confirmation hypothesis," NIPE Working Papers 12/2001, NIPE - Universidade do Minho.
  19. Vasco J. Gabriel, 2001. "Tests for the Null Hypothesis of Cointegration: a Monte Carlo Comparison," NIPE Working Papers 7/2001, NIPE - Universidade do Minho.
  20. Vasco J. Gabriel & Luis F. Martins, 2000. "The Properties of Cointegration Tests in Models with Structural Change," NIPE Working Papers 1/2000, NIPE - Universidade do Minho.
  21. Vasco J. Gabriel & Luis F. Martins, 2000. "The Forecast Performance of Long Memory and Markov Switching Models," NIPE Working Papers 2/2000, NIPE - Universidade do Minho.

Articles

  1. Martins, Luis F. & Gabriel, Vasco J., 2014. "Linear instrumental variables model averaging estimation," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 709-724.
  2. Martins Luis Filipe & Gabriel Vasco J., 2013. "Time-varying cointegration, identification, and cointegration spaces," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(2), pages 199-209, April.
  3. Vasco Gabriel & Luis Martins, 2011. "Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship," Empirical Economics, Springer, vol. 41(3), pages 639-662, December.
  4. Vasco Gabriel & Pataaree Sangduan, 2011. "Assessing fiscal sustainability subject to policy changes: a Markov switching cointegration approach," Empirical Economics, Springer, vol. 41(2), pages 371-385, October.
  5. Vasco J. Gabriel & Luis F. Martins, 2010. "The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1703-1712, December.
  6. Alexandre, Fernando & Bação, Pedro & Gabriel, Vasco, 2010. "Soft landing in a Markov-switching economy," Economics Letters, Elsevier, vol. 107(2), pages 169-172, May.
  7. Vasco Gabriel & Pataaree Sangduan, 2010. "An efficient test of fiscal sustainability," Applied Economics Letters, Taylor & Francis Journals, vol. 17(18), pages 1819-1822.
  8. M. Ali Choudhary & Vasco Gabriel, 2009. "Is there really a gap between aggregate productivity and technology?," Applied Economics, Taylor & Francis Journals, vol. 41(27), pages 3499-3503.
  9. Gabriel, Vasco J. & Levine, Paul & Spencer, Christopher, 2009. "How forward-looking is the Fed? Direct estimates from a 'Calvo-type' rule," Economics Letters, Elsevier, vol. 104(2), pages 92-95, August.
  10. Martins, Luis F. & Gabriel, Vasco J., 2009. "New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis," Journal of Macroeconomics, Elsevier, vol. 31(4), pages 561-571, December.
  11. Gabriel Vasco J. & Alexandre Fernando & Bação Pedro, 2008. "The Consumption-Wealth Ratio under Asymmetric Adjustment," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(4), pages 1-32, December.
  12. Alexandre, Fernando & Bacao, Pedro & Gabriel, Vasco J., 2007. "Volatility in asset prices and long-run wealth effect estimates," Economic Modelling, Elsevier, vol. 24(6), pages 1048-1064, November.
  13. Vasco J. Gabriel & Luis F. Martins, 2004. "On the forecasting ability of ARFIMA models when infrequent breaks occur," Econometrics Journal, Royal Economic Society, vol. 7(2), pages 455-475, December.
  14. Vasco De & A. Gabriel & Artur C. B. Da Silva Lopes & Luis Nunes, 2003. "Instability in cointegration regressions: a brief review with an application to money demand in Portugal," Applied Economics, Taylor & Francis Journals, vol. 35(8), pages 893-900.
  15. Vasco Gabriel, 2003. "Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison," Econometric Reviews, Taylor & Francis Journals, vol. 22(4), pages 411-435.
  16. Gabriel, Vasco J., 2003. "Cointegration and the joint confirmation hypothesis," Economics Letters, Elsevier, vol. 78(1), pages 17-25, January.
  17. Vasco Gabriel, 2002. "Testes de Alteração de Estrutura em Modelos Multivariados: uma visita guiada pela literatura," Notas Económicas, Faculdade de Economia, Universidade de Coimbra, issue 16, pages 16-33, November.
  18. Gabriel, Vasco J. & Psaradakis, Zacharias & Sola, Martin, 2002. "A simple method of testing for cointegration subject to multiple regime changes," Economics Letters, Elsevier, vol. 76(2), pages 213-221, July.

NEP Fields

25 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (16) 2006-04-01 2008-05-10 2008-05-17 2008-06-13 2008-06-13 2008-06-13 2008-12-07 2009-04-13 2010-06-26 2010-09-03 2010-12-23 2010-12-23 2010-12-23 2011-01-30 2011-01-30 2012-01-18. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (6) 2008-06-13 2010-06-26 2010-12-23 2010-12-23 2011-01-30 2012-01-18. Author is listed
  3. NEP-ECM: Econometrics (3) 2003-10-05 2010-12-23 2010-12-23
  4. NEP-EFF: Efficiency & Productivity (1) 2006-11-25
  5. NEP-ETS: Econometric Time Series (2) 2003-10-05 2011-01-30
  6. NEP-FIN: Finance (1) 2006-01-24
  7. NEP-FOR: Forecasting (1) 2006-04-01
  8. NEP-IFN: International Finance (2) 2010-06-26 2010-09-03
  9. NEP-IUE: Informal & Underground Economics (1) 2012-01-18
  10. NEP-MAC: Macroeconomics (17) 2006-01-24 2006-04-01 2006-11-25 2007-10-06 2007-10-20 2008-05-10 2008-05-17 2008-06-13 2008-06-13 2008-06-13 2008-12-07 2010-06-26 2010-09-03 2010-12-23 2010-12-23 2011-01-30 2012-01-18. Author is listed
  11. NEP-MON: Monetary Economics (12) 2006-04-01 2008-05-10 2008-05-17 2008-06-13 2008-06-13 2008-06-13 2008-12-07 2010-06-26 2010-09-03 2010-12-23 2010-12-23 2011-01-30. Author is listed
  12. NEP-PBE: Public Economics (1) 2010-12-23
  13. NEP-SEA: South East Asia (3) 2009-04-13 2010-12-23 2011-01-30
  14. NEP-UPT: Utility Models & Prospect Theory (1) 2008-06-13

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