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Information about:
Vasco J. Gabriel

Personal Details | Affiliation | Lists | Works
This is information that was supplied by Vasco Gabriel in registering through RePEc. If you are Vasco J. Gabriel , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

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/
Postal Address:
Phone:

Affiliation

(in no particular order)

Lists

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

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Vasco Gabriel & Pataaree Sangduan, 2009. "Assessing Fiscal Sustainability Subject to Policy Changes: a Markov Switching Cointegration Approach," Department of Economics Discussion Papers 0309, Department of Economics, University of Surrey. [Downloadable!]

  2. Vasco Gabriel & Paul Levine & Christopher Spencer & Bo Yang, 2008. "On the (ir)relevance of direct supply-side effects of monetary policy," Department of Economics Discussion Papers 0408, Department of Economics, University of Surrey. [Downloadable!]

  3. Fernando Alexandre & Pedro Bação & Vasco Gabriel, 2008. "Taylor-type rules versus optimal policy in a Markov-switching economy¤," Department of Economics Discussion Papers 0608, Department of Economics, University of Surrey. [Downloadable!]
    Other versions:

  4. Vasco Gabriel & Paul Levine & Christopher Spencer, 2008. "How forward-looking is the Fed? Direct estimates from a `Calvo-type' rule," Department of Economics Discussion Papers 0508, Department of Economics, University of Surrey. [Downloadable!]
    Other versions:
    Published as:

  5. Fernando Alexandre & Vasco J. Gabriel & Pedro Bação, 2007. "The Consumption-Wealth Ratio Under Asymmetric Adjustment," NIPE Working Papers 15/2007, NIPE - Universidade do Minho. [Downloadable!]
    Other versions:
    Published as:

  6. M. Ali Choudhary & Vasco J. Gabriel, 2006. "Mind the Gap: A Comment on Aggregate Productivity and Technology," Department of Economics Discussion Papers 1306, Department of Economics, University of Surrey. [Downloadable!]

  7. Paul Levine & Luis F. Martins & Vasco J. Gabriel, 2006. "Robust Estimates of the New Keynesian Phillips Curve," Department of Economics Discussion Papers 0206, Department of Economics, University of Surrey. [Downloadable!]

  8. Fernando Alexandre & Pedro Bação & Vasco J. Gabriel, 2005. "On the Stablity of the Wealth Effect," NIPE Working Papers 14/2005, NIPE - Universidade do Minho. [Downloadable!]
    Other versions:

  9. 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. [Downloadable!]

  10. 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. [Downloadable!]

  11. Vasco J. Gabriel, 2001. "Tests for the Null Hypothesis of Cointegration: a Monte Carlo Comparison," NIPE Working Papers 7/2001, NIPE - Universidade do Minho. [Downloadable!]

  12. Vasco J. Gabriel, 2001. "Cointegration and the joint confirmation hypothesis," NIPE Working Papers 12/2001, NIPE - Universidade do Minho. [Downloadable!]
    Published as:

  13. 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. [Downloadable!]

  14. 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. [Downloadable!]

Articles

  1. 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. [Downloadable!] (restricted)
    Other versions:

  2. Vasco J. Gabriel & Fernando Alexandre & Pedro Bação, 2008. "The Consumption-Wealth Ratio under Asymmetric Adjustment," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 12(4). [Downloadable!]
    Other versions:

  3. 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. [Downloadable!] (restricted)

  4. 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. [Downloadable!] (restricted)

  5. Gabriel, Vasco J., 2003. "Cointegration and the joint confirmation hypothesis," Economics Letters, Elsevier, vol. 78(1), pages 17-25, January. [Downloadable!] (restricted)
    Other versions:

  6. Vasco J. C. R. De A. Gabriel & Artur C. B. Da Silva Lopes & Luis C. Nunes, 2003. "Instability in cointegration regressions: a brief review with an application to money demand in Portugal," Applied Economics, Taylor and Francis Journals, vol. 35(8), pages 893-900, January. [Downloadable!] (restricted)

  7. 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. [Downloadable!]

  8. 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. [Downloadable!] (restricted)

  9. RePEc:bep:sndecm:12:2008:4:1565-1565 is not listed on IDEAS

NEP Fields

13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (8) 2006-04-01 2008-05-10 2008-05-17 2008-06-13 2008-06-13 2008-06-13 2008-12-07 2009-04-13 Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (1) 2008-06-13
  3. NEP-ECM: Econometrics (1) 2003-10-05
  4. NEP-EFF: Efficiency & Productivity (1) 2006-11-25
  5. NEP-ETS: Econometric Time Series (1) 2003-10-05
  6. NEP-FIN: Finance (1) 2006-01-24
  7. NEP-FOR: Forecasting (1) 2006-04-01
  8. NEP-MAC: Macroeconomics (11) 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 Author is listed
  9. NEP-MON: Monetary Economics (7) 2006-04-01 2008-05-10 2008-05-17 2008-06-13 2008-06-13 2008-06-13 2008-12-07 Author is listed
  10. NEP-SEA: South East Asia (1) 2009-04-13
  11. NEP-UPT: Utility Models & Prospect Theory (1) 2008-06-13
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This page was last updated on 2009-11-24.

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