7
H index
5
i10 index
162
Citations
Vasco J. Gabriel : Citation Profile
University of Surrey (34% share) | RESEARCH PRODUCTION: 20 Articles 39 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (2000 - 2019). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Vasco J. Gabriel. | Is cited by:
| Cites to:
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Main data
Where Vasco J. Gabriel has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Letters | 4 |
| Applied Economics | 2 |
| Empirical Economics | 2 |
| Studies in Nonlinear Dynamics & Econometrics | 2 |
| Journal of Banking & Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| School of Economics Discussion Papers / School of Economics, University of Surrey | 15 |
| GEMF Working Papers / GEMF, Faculty of Economics, University of Coimbra | 3 |
| Working Papers / National Institute of Public Finance and Policy | 2 |
Recent works citing Vasco J. Gabriel (2019 and 2018)
| Year | Title of citing document |
|---|---|
| 2017 | Fiscal sustainability of the Visegrad Group countries in the aftermath of global economic crisis. (2017). Włodarczyk, Przemysław. In: Lodz Economics Working Papers. RePEc:ann:wpaper:2/2017. Full description at Econpapers || Download paper |
| 2018 | To Be or not to Be a Euro Country? The Behavioural Political Economics of Currency Unions. (2018). Romelli, Davide ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1883. Full description at Econpapers || Download paper |
| 2018 | WILL THE “TRUE” LABOR SHARE STAND UP? AN APPLIED SURVEY ON LABOR SHARE MEASURES. (2018). Mućk, Jakub ; McAdam, Peter ; Growiec, Jakub ; Muk, Jakub. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:4:p:961-984. Full description at Econpapers || Download paper |
| 2018 | A Monetary Business Cycle Model for India. (2018). Gupta, Sargam ; Gopalakrishnan, Pawan ; Ghate, Chetan ; Basu, Parantap ; Banerjee, Shesadri. In: CEGAP Working Papers. RePEc:dur:cegapw:2018_01. Full description at Econpapers || Download paper |
| 2017 | Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory. (2017). RodrÃguez, Gabriel ; Rodriguez, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:393-420. Full description at Econpapers || Download paper |
| 2018 | A Markov switching long memory model of crude oil price return volatility. (2018). Di Sanzo, Silvestro . In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:351-359. Full description at Econpapers || Download paper |
| 2017 | Exchange rate pass through, cost channel to monetary policy transmission, adaptive learning, and the price puzzle. (2017). Anwar, Sajid ; Ali, Syed Zahid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:69-82. Full description at Econpapers || Download paper |
| 2018 | Do house prices hedge inflation in the US? A quantile cointegration approach. (2018). Wohar, Mark ; GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:15-26. Full description at Econpapers || Download paper |
| 2018 | Is there a bubble component in government debt? New international evidence. (2018). Chen, Shyh-Wei ; Wu, An-Chi . In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:467-486. Full description at Econpapers || Download paper |
| 2018 | . Full description at Econpapers || Download paper |
| 2018 | Fiscal Austerity in Emerging Market Economies. (2018). Ghate, Chetan ; Dave, Chetan ; Tarafdar, Suchismita ; Gopalakrishnan, Pawan. In: MPRA Paper. RePEc:pra:mprapa:87086. Full description at Econpapers || Download paper |
| 2019 | Monetary policy in oil exporting countries with fixed exchange rate and open capital account: expectations matter. (2019). CHAFIK, Omar. In: MPRA Paper. RePEc:pra:mprapa:92558. Full description at Econpapers || Download paper |
| 2017 | TESTING FISCAL SUSTAINABILITY IN THE TRANSITION ECONOMIES OF EASTERN EUROPE: THE CASE OF POLAND (1999-2015). (2017). Tronzano, Marco. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0796. Full description at Econpapers || Download paper |
Works by Vasco J. Gabriel:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | The Consumption-Wealth Ratio under Asymmetric Adjustment In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2007 | The Consumption-Wealth Ratio Under Asymmetric Adjustment.(2007) In: GEMF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2007 | The Consumption-Wealth Ratio Under Asymmetric Adjustment.(2007) In: NIPE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2013 | Time-varying cointegration, identification, and cointegration spaces In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2010 | A Floating versus Managed Exchange Rate Regime in a DSGE Model of India In: Macroeconomics Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2010 | A Floating versus Managed Exchange Rate Regime in a DSGE Model of India.(2010) In: NIPE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2010 | A Floating versus managed exchange rate regime in a DSGE model of India..(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2010 | A Floating versus Managed Exchange Rate Regime in a DSGE Model of India.(2010) In: School of Economics Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2004 | On the forecasting ability of ARFIMA models when infrequent breaks occur In: Econometrics Journal. [Full Text][Citation analysis] | article | 10 |
| 2014 | Linear instrumental variables model averaging estimation In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 1 |
| 2007 | Volatility in asset prices and long-run wealth effect estimates In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 2009 | How forward-looking is the Fed? Direct estimates from a Calvo-type rule In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 2008 | How forward-looking is the Fed? Direct estimates from a ‘Calvo-type’ rule.(2008) In: NIPE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2008 | How forward-looking is the Fed? Direct estimates from a `Calvo-type rule.(2008) In: School of Economics Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2010 | Soft landing in a Markov-switching economy In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2002 | A simple method of testing for cointegration subject to multiple regime changes In: Economics Letters. [Full Text][Citation analysis] | article | 15 |
| 2003 | Cointegration and the joint confirmation hypothesis In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2001 | Cointegration and the joint confirmation hypothesis.(2001) In: NIPE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2019 | Policy mandates and institutional architecture In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | Policy Mandates and Institutional Architecture.(2019) In: School of Economics Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Modelling long run comovements in equity markets: A flexible approach In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
| 2009 | New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 16 |
| 2013 | The science and art of DSGE modelling: I – construction and Bayesian estimation In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2013 | The science and art of DSGE modelling: II – model comparisons, model validation, policy analysis and general discussion In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| In: . [Full Text][Citation analysis] | paper | 6 | |
| 2012 | Bank Lending and Monetary Shocks: Evidence from a Developing Economy.(2012) In: SBP Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2002 | Testes de Alteração de Estrutura em Modelos Multivariados: uma visita guiada pela literatura In: Notas Económicas. [Full Text][Citation analysis] | article | 0 |
| 2005 | On the Stability of the Wealth Effect In: GEMF Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2005 | On the Stablity of the Wealth Effect.(2005) In: NIPE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2006 | On the stability of the wealth effect.(2006) In: Computing in Economics and Finance 2006. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2005 | On the Stability of the Wealth Effect.(2005) In: School of Economics Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2008 | Taylor-type rules versus optimal policy in a Markov-switching economy In: GEMF Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Taylor-type rules versus optimal policy in a Markov-switching economy.(2008) In: NIPE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2008 | Taylor-type rules versus optimal policy in a Markov-switching economy¤.(2008) In: School of Economics Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2010 | The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach In: Journal of Money, Credit and Banking. [Citation analysis] | article | 4 |
| 2010 | The cost channel reconsidered: a comment using an identification-robust approach.(2010) In: NIPE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach.(2010) In: School of Economics Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2000 | The Properties of Cointegration Tests in Models with Structural Change In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | A simple method for testing cointegration subject to regime changes In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | The Forecast Performance of Long Memory and Markov Switching Models In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2011 | Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship.(2011) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2010 | Cointegration Tests under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship.(2010) In: School of Economics Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | An Estimated DSGE Model of the Indian Economy In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 27 |
| 2011 | An Estimated DSGE Model of the Indian Economy..(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 2010 | An Estimated DSGE Model of the Indian Economy.(2010) In: School of Economics Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 2010 | An Efficient Test of Fiscal Sustainability In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | An Efficient test of Fiscal Sustainability.(2010) In: School of Economics Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2010 | An efficient test of fiscal sustainability.(2010) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2001 | Tests for the Null Hypothesis of Cointegration: a Monte Carlo Comparison In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison.(2003) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2002 | Residual-based tests for cointegration and multiple regime shifts In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Assessing fiscal sustainability subject to policy changes: a Markov switching cointegration approach In: Empirical Economics. [Full Text][Citation analysis] | article | 7 |
| 2009 | Assessing Fiscal Sustainability Subject to Policy Changes: a Markov Switching Cointegration Approach.(2009) In: School of Economics Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2006 | Robust Estimates of the New Keynesian Phillips Curve In: School of Economics Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Bank Lending and Monetary Shocks: an Empirical Investigation In: School of Economics Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2008 | On the (ir)relevance of direct supply-side effects of monetary policy In: School of Economics Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2016 | The Effect of Financial Regulation Mandate on Inflation Bias: A Dynamic Panel Approach In: School of Economics Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Mind the Gap: A Comment on Aggregate Productivity and Technology In: School of Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Instability in cointegration regressions: a brief review with an application to money demand in Portugal In: Applied Economics. [Full Text][Citation analysis] | article | 9 |
| 2009 | Is there really a gap between aggregate productivity and technology? In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
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