Vasco Gabriel
Vasco Gabriel
Verified email at surrey.ac.uk - Homepage
TitleCited byYear
An estimated DSGE model of the Indian economy
V Gabriel, P Levine, J Pearlman, B Yang
NIPE WP 29, 2010, 2010
332010
A simple method of testing for cointegration subject to multiple regime changes
VJ Gabriel, Z Psaradakis, M Sola
Economics Letters 76 (2), 213-221, 2002
312002
On the forecasting ability of ARFIMA models when infrequent breaks occur
VJ Gabriel, LF Martins
The Econometrics Journal 7 (2), 455-475, 2004
252004
Assessing fiscal sustainability subject to policy changes: a Markov switching cointegration approach
VJ Gabriel, P Sangduan
Empirical Economics 41 (2), 371-385, 2011
172011
An efficient test of fiscal sustainability
VJ Gabriel, P Sangduan
Applied Economics Letters 17 (18), 1819-1822, 2010
16*2010
New Keynesian Phillips curves and potential identification failures: A generalized empirical likelihood analysis
LF Martins, VJ Gabriel
Journal of Macroeconomics 31 (4), 561-571, 2009
162009
A floating versus managed exchange rate regime in a DSGE model of India
N Batini, VJ Gabriel, P Levine, J Pearlman
Universidade do Minho. Núcleo de Investigação em Políticas Económicas (NIPE), 2010
152010
The consumption-wealth ratio under asymmetric adjustment
VJ Gabriel, F Alexandre, P Baçao
Studies in Nonlinear Dynamics & Econometrics 12 (4), 2008
132008
How forward-looking is the Fed? Direct estimates from a ‘Calvo-type’rule
VJ Gabriel, P Levine, C Spencer
Economics Letters 104 (2), 92-95, 2009
122009
An estimated DSGE model of the Indian economy
V Gabriel, P Levine, J Pearlman, B Yang
92012
Modelling long run comovements in equity markets: A flexible approach
LF Martins, VJ Gabriel
Journal of Banking & Finance 47, 288-295, 2014
82014
Volatility in asset prices and long-run wealth effect estimates
F Alexandre, P Bação, VJ Gabriel
Economic Modelling 24 (6), 1048-1064, 2007
82007
Cointegration and the joint confirmation hypothesis
VJ Gabriel
Economics Letters 78 (1), 17-25, 2003
82003
The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach
VJ Gabriel, LF Martins
Journal of Money, Credit and Banking 42 (8), 1703-1712, 2010
72010
Tests for the null hypothesis of cointegration: a Monte Carlo comparison
VJ Gabriel
Econometric Reviews 22 (4), 411-435, 2003
72003
Bank lending and monetary shocks: evidence from a developing economy
MA Choudhary, A Ali, S Hussain, VJ Gabriel
eSocialSciences Working Papers, 2012
62012
Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship
VJ Gabriel, LF Martins
Empirical Economics 41 (3), 639-662, 2011
62011
On the (ir) relevance of direct supply-side effects of monetary policy
V Gabriel, P Levine, C Spencer, B Yang
Discussion Papers in Economics 4 (08), 2008
62008
Robust estimates of the new keynesian phillips curve
LF Martins, VJ Gabriel
Discussion Papers 206, 2006
62006
18 The science and art of DSGE modelling: I–construction and Bayesian estimation
C Cantore, VJ Gabriel, P Levine, J Pearlman, B Yang
Handbook of research methods and applications in empirical macroeconomics, 411, 2013
52013
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Articles 1–20