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Vasco J. Gabriel

Personal Details

First Name:Vasco
Middle Name:J.
Last Name:Gabriel
Suffix:
RePEc Short-ID:pga290
[This author has chosen not to make the email address public]
https://www.vascojgabriel.com/
Terminal Degree:2002 Department of Economics, Mathematics and Statistics; Birkbeck College (from RePEc Genealogy)

Affiliation

Department of Economics
University of Victoria

Victoria, Canada
https://www.uvic.ca/socialsciences/economics/
RePEc:edi:devicca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Maryam Mirfatah & Vasco J. Gabriel & Paul Levine, 2021. "Imperfect Exchange Rate Pass-through: Empirical Evidence and Monetary Policy Implications," School of Economics Discussion Papers 0321, School of Economics, University of Surrey.
  2. Vasco Gabriel, 2021. "Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach," Working Papers w202106, Banco de Portugal, Economics and Research Department.
  3. Vasco J.Gabriel & Luis F. Martins & Anthoulla Phella, 2021. "Modelling Low-Frequency Covariability of Paleoclimatic Data," Working Papers 2022_17, Business School - Economics, University of Glasgow.
  4. M. Ali Choudhary & Vasco J. Gabriel & Neil Rickman, 2020. "Individual Incentives and Workers’ Contracts: Evidence from a Field Experiment," School of Economics Discussion Papers 0320, School of Economics, University of Surrey.
  5. Maryam Mirfatah & Vasco J. Gabriel & Paul Levine, 2020. "Monetary Growth Rules in an Emerging Open Economy," School of Economics Discussion Papers 0220, School of Economics, University of Surrey.
  6. Ioannis Lazopoulos & Vasco J. Gabriel, 2019. "Policy Mandates and Institutional Architecture," School of Economics Discussion Papers 0419, School of Economics, University of Surrey.
  7. Diana Lima & Ioannis Lazopoulos & Vasco Gabriel, 2016. "The Effect of Financial Regulation Mandate on Inflation Bias: A Dynamic Panel Approach," School of Economics Discussion Papers 0616, School of Economics, University of Surrey.
  8. 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.
  9. M. 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.
  10. 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.
  11. Nicoletta Batini & Vasco Gabriel & Paul Levine & Joseph Pearlman, 2010. "A Floating versus Managed Exchange Rate Regime in a DSGE Model of India," Macroeconomics Working Papers 21992, East Asian Bureau of Economic Research.
  12. 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.
  13. Vasco J. Gabriel & Pataaree Sangduan, 2010. "An Efficient Test of Fiscal Sustainability," NIPE Working Papers 32/2010, NIPE - Universidade do Minho.
  14. 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.
  15. 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.
  16. Fernando Alexandre & Pedro Bação & Vasco Gabriel, 2008. "Taylor-type rules versus optimal policy in a Markov-switching economy," GEMF Working Papers 2008-02, GEMF, Faculty of Economics, University of Coimbra.
  17. 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.
  18. Vasco J. Gabriel & Paul Levine & Christopher Spencer, 2008. "How forward-looking is the Fed? Direct estimates from a ‘Calvo-type’ rule," NIPE Working Papers 09/2008, NIPE - Universidade do Minho.
  19. Vasco Gabriel & Fernando Alexandre & Pedro Bação, 2007. "The Consumption-Wealth Ratio Under Asymmetric Adjustment," GEMF Working Papers 2007-06, GEMF, Faculty of Economics, University of Coimbra.
  20. 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.
  21. 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.
  22. Fernando Alexandre & Pedro Bação & Vasco Gabriel, 2005. "On the Stability of the Wealth Effect," GEMF Working Papers 2005-17, GEMF, Faculty of Economics, University of Coimbra.
  23. 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.
  24. Vasco J. Gabriel, 2001. "Cointegration and the joint confirmation hypothesis," NIPE Working Papers 12/2001, NIPE - Universidade do Minho.
  25. Vasco J. Gabriel, 2001. "Tests for the Null Hypothesis of Cointegration: a Monte Carlo Comparison," NIPE Working Papers 7/2001, NIPE - Universidade do Minho.
  26. 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.
  27. 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.
  28. 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.

Articles

  1. Phella, Anthoulla & Gabriel, Vasco J. & Martins, Luis F., 2024. "Predicting tail risks and the evolution of temperatures," Energy Economics, Elsevier, vol. 131(C).
  2. Vasco J. Gabriel & Paul Levine & Bo Yang, 2023. "Partial dollarization and financial frictions in emerging economies," Review of International Economics, Wiley Blackwell, vol. 31(2), pages 609-651, May.
  3. Vasco J. Gabriel & Ioannis Lazopoulos & Diana Lima, 2023. "Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(1), pages 43-76, February.
  4. Vasco J. Gabriel & Young-Bae Kim & Luis Martins & Paul Middleditch, 2022. "The Inflation-Unemployment Trade-Off: Empirical Considerations and a Simple US-Euro Area Comparison," Notas Económicas, Faculty of Economics, University of Coimbra, issue 54, pages 9-29, July.
  5. M Ali Choudhary & Vasco J Gabriel & Neil Rickman, 2021. "Individual incentives and workers’ contracts: evidence from a field experiment," Oxford Economic Papers, Oxford University Press, vol. 73(1), pages 248-272.
  6. Lazopoulos, Ioannis & Gabriel, Vasco, 2019. "Policy mandates and institutional architecture," Journal of Banking & Finance, Elsevier, vol. 100(C), pages 122-134.
  7. Martins, Luis F. & Gabriel, Vasco J., 2014. "Linear instrumental variables model averaging estimation," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 709-724.
  8. Martins, Luis F. & Gabriel, Vasco J., 2014. "Modelling long run comovements in equity markets: A flexible approach," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 288-295.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. Vasco Gabriel & Pataaree Sangduan, 2010. "An efficient test of fiscal sustainability," Applied Economics Letters, Taylor & Francis Journals, vol. 17(18), pages 1819-1822.
  14. Alexandre, Fernando & Bação, Pedro & Gabriel, Vasco, 2010. "Soft landing in a Markov-switching economy," Economics Letters, Elsevier, vol. 107(2), pages 169-172, May.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. Gabriel, Vasco J., 2003. "Cointegration and the joint confirmation hypothesis," Economics Letters, Elsevier, vol. 78(1), pages 17-25, January.
  23. 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.
  24. Vasco Gabriel, 2002. "Testes de Alteração de Estrutura em Modelos Multivariados: uma visita guiada pela literatura," Notas Económicas, Faculty of Economics, University of Coimbra, issue 16, pages 16-33, November.
  25. 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.

Chapters

  1. Cristiano Cantore & Vasco J. Gabriel & Paul Levine & Joseph Pearlman & Bo Yang, 2013. "The science and art of DSGE modelling: II – model comparisons, model validation, policy analysis and general discussion," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 19, pages 441-463, Edward Elgar Publishing.
  2. Cristiano Cantore & Vasco J. Gabriel & Paul Levine & Joseph Pearlman & Bo Yang, 2013. "The science and art of DSGE modelling: I – construction and Bayesian estimation," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 18, pages 411-440, Edward Elgar Publishing.

More information

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Statistics

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  1. Record of graduates

Co-authorship network on CollEc

Featured entries

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  1. Portuguese Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 31 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (22) 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 2016-09-18 2019-02-18 2021-01-04 2021-04-05 2021-06-28. Author is listed
  2. NEP-CBA: Central Banking (21) 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 2016-09-18 2019-02-18 2021-01-04 2021-04-05 2021-06-28. Author is listed
  3. NEP-MON: Monetary Economics (17) 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 2016-09-18 2019-02-18 2021-01-04 2021-04-05 2021-06-28. Author is listed
  4. NEP-DGE: Dynamic General Equilibrium (7) 2008-06-13 2010-06-26 2010-12-23 2010-12-23 2011-01-30 2012-01-18 2021-04-05. Author is listed
  5. NEP-ECM: Econometrics (3) 2003-10-05 2010-12-23 2010-12-23
  6. NEP-SEA: South East Asia (3) 2009-04-13 2010-12-23 2011-01-30
  7. NEP-ETS: Econometric Time Series (2) 2003-10-05 2011-01-30
  8. NEP-IFN: International Finance (2) 2010-06-26 2010-09-03
  9. NEP-IUE: Informal and Underground Economics (2) 2012-01-18 2021-01-04
  10. NEP-CTA: Contract Theory and Applications (1) 2021-01-04
  11. NEP-CWA: Central and Western Asia (1) 2010-06-26
  12. NEP-EFF: Efficiency and Productivity (1) 2006-11-25
  13. NEP-EXP: Experimental Economics (1) 2021-01-04
  14. NEP-FIN: Finance (1) 2006-01-24
  15. NEP-FOR: Forecasting (1) 2006-04-01
  16. NEP-HRM: Human Capital and Human Resource Management (1) 2021-01-04
  17. NEP-OPM: Open Economy Macroeconomics (1) 2021-04-05
  18. NEP-PBE: Public Economics (1) 2010-12-23
  19. NEP-SOG: Sociology of Economics (1) 2016-09-18
  20. NEP-UPT: Utility Models and Prospect Theory (1) 2008-06-13

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