Details about Vasco J. Gabriel

Access statistics for papers by Vasco J. Gabriel.

Last updated 2024-06-07. Update your information in the RePEc Author Service.

Short-id: pga290

Working Papers

2021

1. Imperfect Exchange Rate Pass-through: Empirical Evidence and Monetary Policy Implications
   School of Economics Discussion Papers, School of Economics, University of Surrey View citations (1)
2. Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach
   Working Papers, Banco de Portugal, Economics and Research Department
   See also Journal Article Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach, Journal of Money, Credit and Banking, Blackwell Publishing (2023) View citations (1) (2023)
3. Modelling Low-Frequency Covariability of Paleoclimatic Data
   Working Papers, Business School - Economics, University of Glasgow

2020

4. Individual Incentives and Workers’ Contracts: Evidence from a Field Experiment
   School of Economics Discussion Papers, School of Economics, University of Surrey
   See also Journal Article Individual incentives and workers’ contracts: evidence from a field experiment, Oxford Economic Papers, Oxford University Press (2021) View citations (1) (2021)
5. Monetary Growth Rules in an Emerging Open Economy
   School of Economics Discussion Papers, School of Economics, University of Surrey

2019

6. Policy Mandates and Institutional Architecture
   School of Economics Discussion Papers, School of Economics, University of Surrey View citations (7)
   See also Journal Article Policy mandates and institutional architecture, Journal of Banking & Finance, Elsevier (2019) View citations (6) (2019)

2016

7. The Effect of Financial Regulation Mandate on Inflation Bias: A Dynamic Panel Approach
   School of Economics Discussion Papers, School of Economics, University of Surrey View citations (4)

2012

8. Bank Lending and Monetary Shocks: Evidence from a Developing Economy
   SBP Working Paper Series, State Bank of Pakistan, Research Department View citations (9)
   Also in Working Papers, eSocialSciences (2012) View citations (7)
9. Bank Lending and Monetary Shocks: an Empirical Investigation
   School of Economics Discussion Papers, School of Economics, University of Surrey View citations (1)

2011

10. An Estimated DSGE Model of the Indian Economy
    Working Papers, National Institute of Public Finance and Policy View citations (21)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2010) View citations (39)
    School of Economics Discussion Papers, School of Economics, University of Surrey (2010) View citations (23)

2010

11. A Floating versus Managed Exchange Rate Regime in a DSGE Model of India
    Macroeconomics Working Papers, East Asian Bureau of Economic Research View citations (12)
    Also in School of Economics Discussion Papers, School of Economics, University of Surrey (2010) View citations (18)
    NIPE Working Papers, NIPE - Universidade do Minho (2010) View citations (16)
    Working Papers, National Institute of Public Finance and Policy (2010) View citations (13)
12. An Efficient Test of Fiscal Sustainability
    NIPE Working Papers, NIPE - Universidade do Minho View citations (2)
    Also in School of Economics Discussion Papers, School of Economics, University of Surrey (2010) View citations (2)
    See also Journal Article An efficient test of fiscal sustainability, Applied Economics Letters, Taylor & Francis Journals (2010) View citations (3) (2010)
13. Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship
    NIPE Working Papers, NIPE - Universidade do Minho View citations (1)
    Also in School of Economics Discussion Papers, School of Economics, University of Surrey (2010) View citations (1)
    See also Journal Article Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship, Empirical Economics, Springer (2011) View citations (5) (2011)
14. The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach
    School of Economics Discussion Papers, School of Economics, University of Surrey View citations (5)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2010) View citations (4)
    See also Journal Article The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach, Journal of Money, Credit and Banking, Blackwell Publishing (2010) View citations (4) (2010)

2009

15. Assessing Fiscal Sustainability Subject to Policy Changes: a Markov Switching Cointegration Approach
    School of Economics Discussion Papers, School of Economics, University of Surrey View citations (2)
    See also Journal Article Assessing fiscal sustainability subject to policy changes: a Markov switching cointegration approach, Empirical Economics, Springer (2011) View citations (10) (2011)

2008

16. How forward-looking is the Fed? Direct estimates from a `Calvo-type' rule
    School of Economics Discussion Papers, School of Economics, University of Surrey View citations (2)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2008) View citations (2)
    See also Journal Article How forward-looking is the Fed? Direct estimates from a 'Calvo-type' rule, Economics Letters, Elsevier (2009) View citations (7) (2009)
17. On the (ir)relevance of direct supply-side effects of monetary policy
    School of Economics Discussion Papers, School of Economics, University of Surrey View citations (6)
18. Taylor-type rules versus optimal policy in a Markov-switching economy
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra View citations (3)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2008) View citations (3)
    School of Economics Discussion Papers, School of Economics, University of Surrey (2008) View citations (1)

2007

19. The Consumption-Wealth Ratio Under Asymmetric Adjustment
    NIPE Working Papers, NIPE - Universidade do Minho View citations (6)
    Also in GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra (2007) View citations (3)
    See also Journal Article The Consumption-Wealth Ratio under Asymmetric Adjustment, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2008) View citations (5) (2008)

2006

20. Mind the Gap: A Comment on Aggregate Productivity and Technology
    School of Economics Discussion Papers, School of Economics, University of Surrey
21. On the stability of the wealth effect
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (1)
    Also in GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra (2005)
    School of Economics Discussion Papers, School of Economics, University of Surrey (2005)
    NIPE Working Papers, NIPE - Universidade do Minho (2005)
22. Robust Estimates of the New Keynesian Phillips Curve
    School of Economics Discussion Papers, School of Economics, University of Surrey View citations (4)

2002

23. Residual-based tests for cointegration and multiple regime shifts
    NIPE Working Papers, NIPE - Universidade do Minho View citations (3)

2001

24. A simple method for testing cointegration subject to regime changes
    NIPE Working Papers, NIPE - Universidade do Minho
25. Cointegration and the joint confirmation hypothesis
    NIPE Working Papers, NIPE - Universidade do Minho
    See also Journal Article Cointegration and the joint confirmation hypothesis, Economics Letters, Elsevier (2003) View citations (3) (2003)
26. Tests for the Null Hypothesis of Cointegration: a Monte Carlo Comparison
    NIPE Working Papers, NIPE - Universidade do Minho View citations (2)
    See also Journal Article Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison, Econometric Reviews, Taylor & Francis Journals (2003) View citations (2) (2003)

2000

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

Journal Articles

2024

1. Predicting tail risks and the evolution of temperatures
   Energy Economics, 2024, 131, (C) View citations (1)

2023

2. Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach
   Journal of Money, Credit and Banking, 2023, 55, (1), 43-76 View citations (1)
   See also Working Paper Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach, Working Papers (2021) (2021)
3. Partial dollarization and financial frictions in emerging economies
   Review of International Economics, 2023, 31, (2), 609-651 View citations (1)

2022

4. The Inflation-Unemployment Trade-Off: Empirical Considerations and a Simple US-Euro Area Comparison
   Notas Económicas, 2022, (54), 9-29

2021

5. Individual incentives and workers’ contracts: evidence from a field experiment
   Oxford Economic Papers, 2021, 73, (1), 248-272 View citations (1)
   See also Working Paper Individual Incentives and Workers’ Contracts: Evidence from a Field Experiment, School of Economics Discussion Papers (2020) (2020)

2019

6. Policy mandates and institutional architecture
   Journal of Banking & Finance, 2019, 100, (C), 122-134 View citations (6)
   See also Working Paper Policy Mandates and Institutional Architecture, School of Economics Discussion Papers (2019) View citations (7) (2019)

2014

7. Linear instrumental variables model averaging estimation
   Computational Statistics & Data Analysis, 2014, 71, (C), 709-724 View citations (4)
8. Modelling long run comovements in equity markets: A flexible approach
   Journal of Banking & Finance, 2014, 47, (C), 288-295 View citations (9)

2013

9. Time-varying cointegration, identification, and cointegration spaces
   Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (2), 199-209 View citations (2)

2011

10. Assessing fiscal sustainability subject to policy changes: a Markov switching cointegration approach
    Empirical Economics, 2011, 41, (2), 371-385 View citations (10)
    See also Working Paper Assessing Fiscal Sustainability Subject to Policy Changes: a Markov Switching Cointegration Approach, School of Economics Discussion Papers (2009) View citations (2) (2009)
11. Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship
    Empirical Economics, 2011, 41, (3), 639-662 View citations (5)
    See also Working Paper Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship, NIPE Working Papers (2010) View citations (1) (2010)

2010

12. An efficient test of fiscal sustainability
    Applied Economics Letters, 2010, 17, (18), 1819-1822 View citations (3)
    See also Working Paper An Efficient Test of Fiscal Sustainability, NIPE Working Papers (2010) View citations (2) (2010)
13. Soft landing in a Markov-switching economy
    Economics Letters, 2010, 107, (2), 169-172 View citations (1)
14. The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach
    Journal of Money, Credit and Banking, 2010, 42, (8), 1703-1712 View citations (4)
    Also in Journal of Money, Credit and Banking, 2010, 42, (8), 1703-1712 (2010) View citations (2)
    See also Working Paper The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach, School of Economics Discussion Papers (2010) View citations (5) (2010)

2009

15. How forward-looking is the Fed? Direct estimates from a 'Calvo-type' rule
    Economics Letters, 2009, 104, (2), 92-95 View citations (7)
    See also Working Paper How forward-looking is the Fed? Direct estimates from a `Calvo-type' rule, School of Economics Discussion Papers (2008) View citations (2) (2008)
16. Is there really a gap between aggregate productivity and technology?
    Applied Economics, 2009, 41, (27), 3499-3503 View citations (1)
17. New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis
    Journal of Macroeconomics, 2009, 31, (4), 561-571 View citations (18)

2008

18. The Consumption-Wealth Ratio under Asymmetric Adjustment
    Studies in Nonlinear Dynamics & Econometrics, 2008, 12, (4), 32 View citations (5)
    See also Working Paper The Consumption-Wealth Ratio Under Asymmetric Adjustment, NIPE Working Papers (2007) View citations (6) (2007)

2007

19. Volatility in asset prices and long-run wealth effect estimates
    Economic Modelling, 2007, 24, (6), 1048-1064 View citations (7)

2004

20. On the forecasting ability of ARFIMA models when infrequent breaks occur
    Econometrics Journal, 2004, 7, (2), 455-475 View citations (12)

2003

21. Cointegration and the joint confirmation hypothesis
    Economics Letters, 2003, 78, (1), 17-25 View citations (3)
    See also Working Paper Cointegration and the joint confirmation hypothesis, NIPE Working Papers (2001) (2001)
22. Instability in cointegration regressions: a brief review with an application to money demand in Portugal
    Applied Economics, 2003, 35, (8), 893-900 View citations (10)
23. Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison
    Econometric Reviews, 2003, 22, (4), 411-435 View citations (2)
    See also Working Paper Tests for the Null Hypothesis of Cointegration: a Monte Carlo Comparison, NIPE Working Papers (2001) View citations (2) (2001)

2002

24. A simple method of testing for cointegration subject to multiple regime changes
    Economics Letters, 2002, 76, (2), 213-221 View citations (20)
25. Testes de Alteração de Estrutura em Modelos Multivariados: uma visita guiada pela literatura
    Notas Económicas, 2002, (16), 16-33

Chapters

2013

1. The science and art of DSGE modelling: I – construction and Bayesian estimation
   Chapter 18 in Handbook of Research Methods and Applications in Empirical Macroeconomics, 2013, pp 411-440
2. The science and art of DSGE modelling: II – model comparisons, model validation, policy analysis and general discussion
   Chapter 19 in Handbook of Research Methods and Applications in Empirical Macroeconomics, 2013, pp 441-463