Details about Vasco J. Gabriel

Access statistics for papers by Vasco J. Gabriel.

Last updated 2009-11-05. Update your information in the RePEc Author Service.

Short-id: pga290

Working Papers

2009

1. Assessing Fiscal Sustainability Subject to Policy Changes: a Markov Switching Cointegration Approach
   Department of Economics Discussion Papers, Department of Economics, University of Surrey

2008

2. How forward-looking is the Fed? Direct estimates from a `Calvo-type' rule
   Department of Economics Discussion Papers, Department of Economics, University of Surrey View citations
   Also in NIPE Working Papers, NIPE - Universidade do Minho (2008)
   See also Journal Article in Economics Letters (2009)
3. On the (ir)relevance of direct supply-side effects of monetary policy
   Department of Economics Discussion Papers, Department of Economics, University of Surrey
4. Taylor-type rules versus optimal policy in a Markov-switching economy
   NIPE Working Papers, NIPE - Universidade do Minho View citations
   Also in Department of Economics Discussion Papers, Department of Economics, University of Surrey (2008)
   GEMF Working Papers, GEMF - Faculdade de Economia, Universidade de Coimbra (2008)

2007

5. The Consumption-Wealth Ratio Under Asymmetric Adjustment
   NIPE Working Papers, NIPE - Universidade do Minho View citations
   Also in GEMF Working Papers, GEMF - Faculdade de Economia, Universidade de Coimbra (2007) View citations
   See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2008)

2006

6. Mind the Gap: A Comment on Aggregate Productivity and Technology
   Department of Economics Discussion Papers, Department of Economics, University of Surrey
7. On the stability of the wealth effect
   Computing in Economics and Finance 2006, Society for Computational Economics View citations
   Also in Department of Economics Discussion Papers, Department of Economics, University of Surrey (2005)
   GEMF Working Papers, GEMF - Faculdade de Economia, Universidade de Coimbra (2005)
   NIPE Working Papers, NIPE - Universidade do Minho (2005)
8. Robust Estimates of the New Keynesian Phillips Curve
   Department of Economics Discussion Papers, Department of Economics, University of Surrey View citations

2002

9. Residual-based tests for cointegration and multiple regime shifts
   NIPE Working Papers, NIPE - Universidade do Minho View citations

2001

10. A simple method for testing cointegration subject to regime changes
    NIPE Working Papers, NIPE - Universidade do Minho
11. Cointegration and the joint confirmation hypothesis
    NIPE Working Papers, NIPE - Universidade do Minho
    See also Journal Article in Economics Letters (2003)
12. Tests for the Null Hypothesis of Cointegration: a Monte Carlo Comparison
    NIPE Working Papers, NIPE - Universidade do Minho View citations

2000

13. The Forecast Performance of Long Memory and Markov Switching Models
    NIPE Working Papers, NIPE - Universidade do Minho
14. The Properties of Cointegration Tests in Models with Structural Change
    NIPE Working Papers, NIPE - Universidade do Minho

Journal Articles

2009

1. How forward-looking is the Fed? Direct estimates from a [`]Calvo-type' rule
   Economics Letters, 2009, 104, (2), 92-95
   See also Working Paper (2008)

2008

2. The Consumption-Wealth Ratio under Asymmetric Adjustment
   Studies in Nonlinear Dynamics & Econometrics, 2008, 12, (4)
   See also Working Paper (2007)

2007

3. Volatility in asset prices and long-run wealth effect estimates
   Economic Modelling, 2007, 24, (6), 1048-1064 View citations

2004

4. On the forecasting ability of ARFIMA models when infrequent breaks occur
   Econometrics Journal, 2004, 7, (2), 455-475 View citations

2003

5. Cointegration and the joint confirmation hypothesis
   Economics Letters, 2003, 78, (1), 17-25 View citations
   See also Working Paper (2001)
6. Instability in cointegration regressions: a brief review with an application to money demand in Portugal
   Applied Economics, 2003, 35, (8), 893-900 View citations

2002

7. A simple method of testing for cointegration subject to multiple regime changes
   Economics Letters, 2002, 76, (2), 213-221 View citations
8. Testes de Alteração de Estrutura em Modelos Multivariados: uma visita guiada pela literatura
   Notas Económicas, 2002, (16), 16-33