Vasco J. Gabriel : Citation Profile


Are you Vasco J. Gabriel?

University of Surrey (34% share)
Universidade do Minho (33% share)
University of Surrey (33% share)

7

H index

5

i10 index

162

Citations

RESEARCH PRODUCTION:

20

Articles

39

Papers

2

Chapters

RESEARCH ACTIVITY:

   19 years (2000 - 2019). See details.
   Cites by year: 8
   Journals where Vasco J. Gabriel has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 13 (7.43 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga290
   Updated: 2019-10-15    RAS profile: 2019-04-30    
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Relations with other researchers


Works with:

Lazopoulos, Ioannis (3)

Martins, Luis (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Vasco J. Gabriel.

Is cited by:

Malikane, Christopher (7)

Levine, Paul (6)

Ghate, Chetan (5)

GUPTA, RANGAN (5)

McAdam, Peter (5)

Din, Musleh-ud (4)

Sousa, Ricardo (4)

Holmes, Mark (4)

Alexandre, Fernando (4)

Shen, Xin (4)

Georgiadis, Georgios (3)

Cites to:

Gertler, Mark (41)

Levine, Paul (36)

Hansen, Bruce (31)

Pearlman, Joseph (29)

Bernanke, Ben (26)

Sola, Martin (22)

Andrews, Donald (20)

Gali, Jordi (18)

Wieland, Volker (17)

Gregory, Allan (16)

Psaradakis, Zacharias (15)

Main data


Where Vasco J. Gabriel has published?


Journals with more than one article published# docs
Economics Letters4
Applied Economics2
Empirical Economics2
Studies in Nonlinear Dynamics & Econometrics2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
School of Economics Discussion Papers / School of Economics, University of Surrey15
GEMF Working Papers / GEMF, Faculty of Economics, University of Coimbra3
Working Papers / National Institute of Public Finance and Policy2

Recent works citing Vasco J. Gabriel (2019 and 2018)


YearTitle of citing document
2017Fiscal 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.

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2018To 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.

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2018WILL 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.

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2018A 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.

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2017Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory. (2017). Rodríguez, Gabriel ; Rodriguez, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:393-420.

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2018A 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.

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2017Exchange 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.

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2018Do 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.

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2018Is 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.

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2018.

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2018Fiscal Austerity in Emerging Market Economies. (2018). Ghate, Chetan ; Dave, Chetan ; Tarafdar, Suchismita ; Gopalakrishnan, Pawan. In: MPRA Paper. RePEc:pra:mprapa:87086.

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2019Monetary 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.

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2017TESTING 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.

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Works by Vasco J. Gabriel:


YearTitleTypeCited
2008The Consumption-Wealth Ratio under Asymmetric Adjustment In: Studies in Nonlinear Dynamics & Econometrics.
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article5
2007The Consumption-Wealth Ratio Under Asymmetric Adjustment.(2007) In: GEMF Working Papers.
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This paper has another version. Agregated cites: 5
paper
2007The Consumption-Wealth Ratio Under Asymmetric Adjustment.(2007) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 5
paper
2013Time-varying cointegration, identification, and cointegration spaces In: Studies in Nonlinear Dynamics & Econometrics.
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article2
2010A Floating versus Managed Exchange Rate Regime in a DSGE Model of India In: Macroeconomics Working Papers.
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paper15
2010A Floating versus Managed Exchange Rate Regime in a DSGE Model of India.(2010) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 15
paper
2010A Floating versus managed exchange rate regime in a DSGE model of India..(2010) In: Working Papers.
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This paper has another version. Agregated cites: 15
paper
2010A Floating versus Managed Exchange Rate Regime in a DSGE Model of India.(2010) In: School of Economics Discussion Papers.
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This paper has another version. Agregated cites: 15
paper
2004On the forecasting ability of ARFIMA models when infrequent breaks occur In: Econometrics Journal.
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article10
2014Linear instrumental variables model averaging estimation In: Computational Statistics & Data Analysis.
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article1
2007Volatility in asset prices and long-run wealth effect estimates In: Economic Modelling.
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article5
2009How forward-looking is the Fed? Direct estimates from a Calvo-type rule In: Economics Letters.
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article8
2008How forward-looking is the Fed? Direct estimates from a ‘Calvo-type’ rule.(2008) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 8
paper
2008How forward-looking is the Fed? Direct estimates from a `Calvo-type rule.(2008) In: School of Economics Discussion Papers.
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This paper has another version. Agregated cites: 8
paper
2010Soft landing in a Markov-switching economy In: Economics Letters.
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article1
2002A simple method of testing for cointegration subject to multiple regime changes In: Economics Letters.
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article15
2003Cointegration and the joint confirmation hypothesis In: Economics Letters.
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article3
2001Cointegration and the joint confirmation hypothesis.(2001) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 3
paper
2019Policy mandates and institutional architecture In: Journal of Banking & Finance.
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article0
2019Policy Mandates and Institutional Architecture.(2019) In: School of Economics Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
2014Modelling long run comovements in equity markets: A flexible approach In: Journal of Banking & Finance.
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article5
2009New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis In: Journal of Macroeconomics.
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article16
2013The science and art of DSGE modelling: I – construction and Bayesian estimation In: Chapters.
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chapter0
2013The science and art of DSGE modelling: II – model comparisons, model validation, policy analysis and general discussion In: Chapters.
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chapter0
In: .
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paper6
2012Bank Lending and Monetary Shocks: Evidence from a Developing Economy.(2012) In: SBP Working Paper Series.
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This paper has another version. Agregated cites: 6
paper
2002Testes de Alteração de Estrutura em Modelos Multivariados: uma visita guiada pela literatura In: Notas Económicas.
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article0
2005On the Stability of the Wealth Effect In: GEMF Working Papers.
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paper1
2005On the Stablity of the Wealth Effect.(2005) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 1
paper
2006On the stability of the wealth effect.(2006) In: Computing in Economics and Finance 2006.
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This paper has another version. Agregated cites: 1
paper
2005On the Stability of the Wealth Effect.(2005) In: School of Economics Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2008Taylor-type rules versus optimal policy in a Markov-switching economy In: GEMF Working Papers.
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paper2
2008Taylor-type rules versus optimal policy in a Markov-switching economy.(2008) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 2
paper
2008Taylor-type rules versus optimal policy in a Markov-switching economy¤.(2008) In: School of Economics Discussion Papers.
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2010The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach In: Journal of Money, Credit and Banking.
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article4
2010The cost channel reconsidered: a comment using an identification-robust approach.(2010) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 4
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2010The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach.(2010) In: School of Economics Discussion Papers.
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This paper has another version. Agregated cites: 4
paper
2000The Properties of Cointegration Tests in Models with Structural Change In: NIPE Working Papers.
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paper0
2001A simple method for testing cointegration subject to regime changes In: NIPE Working Papers.
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paper0
2000The Forecast Performance of Long Memory and Markov Switching Models In: NIPE Working Papers.
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paper0
2010Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship In: NIPE Working Papers.
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paper4
2011Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship.(2011) In: Empirical Economics.
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This paper has another version. Agregated cites: 4
article
2010Cointegration Tests under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship.(2010) In: School of Economics Discussion Papers.
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This paper has another version. Agregated cites: 4
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2010An Estimated DSGE Model of the Indian Economy In: NIPE Working Papers.
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paper27
2011An Estimated DSGE Model of the Indian Economy..(2011) In: Working Papers.
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This paper has another version. Agregated cites: 27
paper
2010An Estimated DSGE Model of the Indian Economy.(2010) In: School of Economics Discussion Papers.
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This paper has another version. Agregated cites: 27
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2010An Efficient Test of Fiscal Sustainability In: NIPE Working Papers.
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paper2
2010An Efficient test of Fiscal Sustainability.(2010) In: School of Economics Discussion Papers.
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This paper has another version. Agregated cites: 2
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2010An efficient test of fiscal sustainability.(2010) In: Applied Economics Letters.
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This paper has another version. Agregated cites: 2
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2001Tests for the Null Hypothesis of Cointegration: a Monte Carlo Comparison In: NIPE Working Papers.
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paper0
2003Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison.(2003) In: Econometric Reviews.
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This paper has another version. Agregated cites: 0
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2002Residual-based tests for cointegration and multiple regime shifts In: NIPE Working Papers.
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paper2
2011Assessing fiscal sustainability subject to policy changes: a Markov switching cointegration approach In: Empirical Economics.
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article7
2009Assessing Fiscal Sustainability Subject to Policy Changes: a Markov Switching Cointegration Approach.(2009) In: School of Economics Discussion Papers.
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This paper has another version. Agregated cites: 7
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2006Robust Estimates of the New Keynesian Phillips Curve In: School of Economics Discussion Papers.
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paper4
2012Bank Lending and Monetary Shocks: an Empirical Investigation In: School of Economics Discussion Papers.
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paper1
2008On the (ir)relevance of direct supply-side effects of monetary policy In: School of Economics Discussion Papers.
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2016The Effect of Financial Regulation Mandate on Inflation Bias: A Dynamic Panel Approach In: School of Economics Discussion Papers.
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2006Mind the Gap: A Comment on Aggregate Productivity and Technology In: School of Economics Discussion Papers.
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2003Instability in cointegration regressions: a brief review with an application to money demand in Portugal In: Applied Economics.
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article9
2009Is there really a gap between aggregate productivity and technology? In: Applied Economics.
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article1

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