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Vasco J. Gabriel
Vasco J. Gabriel
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Title
Cited by
Cited by
Year
An estimated DSGE model of the Indian economy
VJ Gabriel, P Levine, J Pearlman, B Yang
National Inst. of Public Finance and Policy, 2011
562011
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
352002
On the forecasting ability of ARFIMA models when infrequent breaks occur
VJ Gabriel, LF Martins
The Econometrics Journal 7 (2), 455-475, 2004
282004
An estimated DSGE model of the Indian economy
V Gabriel, P Levine, J Pearlman, B Yang
252012
Assessing fiscal sustainability subject to policy changes: a Markov switching cointegration approach
VJ Gabriel, P Sangduan
Empirical Economics 41, 371-385, 2011
232011
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
212010
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
202009
The consumption-wealth ratio under asymmetric adjustment
VJ Gabriel, F Alexandre, P Baçao
Studies in Nonlinear Dynamics & Econometrics 12 (4), 2008
152008
Linear instrumental variables model averaging estimation
LF Martins, VJ Gabriel
Computational Statistics & Data Analysis 71, 709-724, 2014
142014
Modelling long run comovements in equity markets: A flexible approach
LF Martins, VJ Gabriel
Journal of Banking & Finance 47, 288-295, 2014
132014
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
132009
Policy mandates and institutional architecture
I Lazopoulos, V Gabriel
Journal of Banking & Finance 100, 122-134, 2019
112019
An estimated DSGE open economy model of the Indian economy with financial frictions
V Gabriel, P Levine, B Yang
Monetary Policy in India: A Modern Macroeconomic Perspective, 455-506, 2016
112016
An efficient test of fiscal sustainability
VJ Gabriel, P Sangduan
Applied Economics Letters 17 (18), 1819-1822, 2010
112010
Tests for the null hypothesis of cointegration: a Monte Carlo comparison
VJ Gabriel
Econometric reviews 22 (4), 411-435, 2003
112003
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
92010
The effect of financial regulation mandate on inflation bias: A dynamic panel approach
I Lazopoulos, D Lima, V Gabriel
University of Surrey Discussion Papers in Economics 6, 2016
82016
Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship
VJ Gabriel, LF Martins
Empirical Economics 41, 639-662, 2011
82011
Volatility in asset prices and long-run wealth effect estimates
F Alexandre, P Bação, VJ Gabriel
Economic Modelling 24 (6), 1048-1064, 2007
82007
Bank lending and monetary shocks: evidence from a developing economy
MA Choudhary, A Ali, S Hussain, VJ Gabriel
eSocialSciences Working Papers, 2012
72012
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Articles 1–20