Autor

Nome:
Vasco Gabriel
Habilitações:
Doutoramento: Birkbeck Col, Economics, 2002
Mestrado: UTL, Econometrics, 1998
Licenciatura: UTL, Economics, 1995
e-mail:
v.gabriel@surrey.ac.uk
URL:
http://www.econ.surrey.ac.uk/people/vgabriel/
Ideas:
http://ideas.repec.org/f/pga290.html
Artigos 17:

Modelling Long Run Comovements in Equity Markets: A Flexible Approach
Luis Martins, Vasco Gabriel
Journal of Banking and Finance, vol. 47, 2014, p. 288-295.

Time-Varying Cointegration, Identification, and Cointegration Spaces
Luis Martins, Vasco Gabriel
Studies In Nonlinear Dynamics And Econometrics, vol. 17, 2013, p. 199-209.

Assessing Fiscal Sustainability Subject to Policy Changes: A Markov Switching Cointegration Approach
Vasco Gabriel, Pataaree Sangduan
Empirical Economics, vol. 41, 2011, p. 665-684.

Cointegration Tests under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship
Vasco Gabriel, Luis Martins
Empirical Economics, vol. 41, 2011, p. 639-662.

An Efficient Test of Fiscal Sustainability
Vasco Gabriel, Pataaree Sangduan
Applied Economics Letters, vol. 17, 2010, p. 1819-1822.

Soft Landing in a Markov-Switching Economy
Fernando Alexandre, Pedro Bação, Vasco Gabriel
Economics Letters, vol. 107, 2010, p. 169-172.

The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach
Vasco Gabriel, Luis Martins
Journal Of Money, Credit And Banking, vol. 42, 2010, p. 1703-1712.

How Forward-Looking Is the Fed? Direct Estimates from a `Calvo-Type´ Rule
Vasco Gabriel, Paul Levine, Christopher Spencer
Economics Letters, vol. 104, 2009, p. 92-95.

Is There Really a Gap between Aggregate Productivity and Technology?
M. Ali Choudhary, Vasco Gabriel
Applied Economics, vol. 41, 2009, p. 3499-3503.

New Keynesian Phillips Curves and Potential Identification Failures: A Generalized Empirical Likelihood Analysis
Luis Martins, Vasco Gabriel
Journal Of Macroeconomics, vol. 31, 2009, p. 561-571.

The Consumption-Wealth Ratio under Asymmetric Adjustment
Vasco Gabriel, Fernando Alexandre, Pedro Bação
Studies In Nonlinear Dynamics And Econometrics, vol. 12, 2008, p. 1-30.

Volatility in Asset Prices and Long-Run Wealth Effect Estimates
Fernando Alexandre, Pedro Bação, Vasco Gabriel
Economic Modelling, vol. 24, 2007, p. 1048-1064.

On the Forecasting Ability of ARFIMA Models When Infrequent Breaks Occur
Vasco Gabriel, Luis Martins
Econometrics Journal, vol. 7, 2004, p. 455-475.

Cointegration and the Joint Confirmation Hypothesis
Vasco Gabriel
Economics Letters, vol. 78, 2003, p. 17-25.

Instability in Cointegration Regressions: A Brief Review with an Application to Money Demand in Portugal
Vasco Gabriel, Artur Silva Lopes, Luis Catela Nunes
Applied Economics, vol. 35, 2003, p. 893-900.

Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison
Vasco Gabriel
Econometric Reviews, vol. 22, 2003, p. 411-435.

A Simple Method of Testing for Cointegration Subject to Multiple Regime Changes
Vasco Gabriel, Zacharias Psaradakis, Martin Sola
Economics Letters, vol. 76, 2002, p. 213-221.

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