Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach
16.31
Vasco Gabriel,
Ioannis Lazopoulos,
Diana Lima
Journal of Money, Credit and Banking,
vol. 55, 2023, p. 43-76.
Individual Incentives and Workers' Contracts: Evidence from a Field Experiment
10.97
M. Ali Choudhary,
Vasco Gabriel,
Neil Rickman
Oxford Economic Papers,
vol. 73, 2021, p. 248-272.
Policy Mandates and Institutional Architecture
18.79
Ioannis Lazopoulos,
Vasco Gabriel
Journal of Banking and Finance,
vol. 100, 2019, p. 122-134.
Modelling Long Run Comovements in Equity Markets: A Flexible Approach
18.79
Luis Martins,
Vasco Gabriel
Journal of Banking and Finance,
vol. 47, 2014, p. 288-295.
Time-Varying Cointegration, Identification, and Cointegration Spaces
6.56
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
9.58
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
9.58
Vasco Gabriel,
Luis Martins
Empirical Economics,
vol. 41, 2011, p. 639-662.
An Efficient Test of Fiscal Sustainability
6.07
Vasco Gabriel,
Pataaree Sangduan
Applied Economics Letters,
vol. 17, 2010, p. 1819-1822.
Soft Landing in a Markov-Switching Economy
10.94
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
24.46
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
10.94
Vasco Gabriel,
Paul Levine,
Christopher Spencer
Economics Letters,
vol. 104, 2009, p. 92-95.
Is There Really a Gap between Aggregate Productivity and Technology?
12.96
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
12.88
Luis Martins,
Vasco Gabriel
Journal of Macroeconomics,
vol. 31, 2009, p. 561-571.
The Consumption-Wealth Ratio under Asymmetric Adjustment
4.38
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
8.79
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
14.47
Vasco Gabriel,
Luis Martins
Econometrics Journal,
vol. 7, 2004, p. 455-475.
Cointegration and the Joint Confirmation Hypothesis
32.81
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
8.64
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
30.05
Vasco Gabriel
Econometric Reviews,
vol. 22, 2003, p. 411-435.
A Simple Method of Testing for Cointegration Subject to Multiple Regime Changes
10.94
Vasco Gabriel,
Zacharias Psaradakis,
Martin Sola
Economics Letters,
vol. 76, 2002, p. 213-221.