8
H index
6
i10 index
189
Citations
Vasco J. Gabriel : Citation Profile
University of Surrey (34% share) | RESEARCH PRODUCTION: 21 Articles 41 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (2000 - 2020). 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 | 17 |
| 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 (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | Decision between Public Investment and Public Consumption: A Policy Analysis. (2020). Afzal, Aneela ; Saboor, Abdul ; Raashid, Muhammad. In: Global Economics Review. RePEc:aaw:journl:v:5:y:2020:i:1:p:131-152. Full description at Econpapers || Download paper |
| 2020 | A MONETARY BUSINESS CYCLE MODEL FOR INDIA. (2020). Ghate, Chetan ; Basu, Parantap ; Banerjee, Shesadri . In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:3:p:1362-1386. Full description at Econpapers || Download paper |
| 2020 | Forecasting global equity market volatilities. (2020). Liao, Yin ; Ma, Feng ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1454-1475. Full description at Econpapers || Download paper |
| 2020 | Fiscal Sustainability in Aging Societies: Evidence from Euro Area Countries. (2020). Sosvilla-Rivero, Simon ; del Carmen, Maria. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:24:p:10276-:d:459061. Full description at Econpapers || Download paper |
| 2020 | Cross border flows, financial Intermediation and interactions of policy rules in a small open economy model. (2020). Goyal, Ashima ; Verma, Akhilesh K. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2020-008. Full description at Econpapers || Download paper |
| 2020 | When could macroprudential and monetary policies be in conflict?. (2020). Garcia, Jose David ; Levieuge, Gregory. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2749. Full description at Econpapers || Download paper |
| 2020 | Oil price shocks, fuel subsidies and macroeconomic (in)stability in Nigeria. (2020). Omotosho, Babatunde. In: MPRA Paper. RePEc:pra:mprapa:105464. Full description at Econpapers || Download paper |
| 2021 | Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises. (2021). Kunze, Frederik ; Basse, Tobias ; Wegener, Christoph ; Stege, Nikolas. In: Annals of Operations Research. RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-020-03762-x. Full description at Econpapers || Download paper |
| 2020 | Market capitalization and growth with nominal and real rigidities: the case of emerging economies. (2020). Sarkar, Agnirup. In: Indian Economic Review. RePEc:spr:inecre:v:55:y:2020:i:2:d:10.1007_s41775-020-00096-0. Full description at Econpapers || Download paper |
| 2020 | Taking up the climate change challenge: a new perspective on central banking. (2020). D'Orazio, Paola ; Popoyan, Lilit. In: LEM Papers Series. RePEc:ssa:lemwps:2020/19. Full description at Econpapers || Download paper |
| 2020 | The Standard Narrative about DSGE Models in Central Banks’ Technical Reports. (2020). Sergi, Francesco. In: The European Journal of the History of Economic Thought. RePEc:taf:eujhet:v:27:y:2020:i:2:p:163-193. Full description at Econpapers || Download paper |
| 2020 | A DSGE Model-Based Analysis of the Indian Slowdown. (2020). Goyal, Ashima ; Kumar, Abhishek. In: Journal of International Commerce, Economics and Policy (JICEP). RePEc:wsi:jicepx:v:11:y:2020:i:01:n:s1793993320500040. 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 | 17 |
| 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: 17 | 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: 17 | 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: 17 | 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 | 2 |
| 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 | 2 |
| 2019 | Policy Mandates and Institutional Architecture.(2019) In: School of Economics Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | Modelling long run comovements in equity markets: A flexible approach In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 8 |
| 2009 | New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 18 |
| 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 | |
| 2010 | The Cost Channel Reconsidered: A Comment Using an Identificationâ€Robust Approach.(2010) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 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 | 5 |
| 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: 5 | 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: 5 | paper | |
| 2010 | An Estimated DSGE Model of the Indian Economy In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 38 |
| 2011 | An Estimated DSGE Model of the Indian Economy..(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | 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: 38 | paper | |
| 2010 | An Efficient Test of Fiscal Sustainability In: NIPE Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 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: 3 | paper | |
| 2010 | An efficient test of fiscal sustainability.(2010) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | 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 | 9 |
| 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: 9 | 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 |
| 2020 | Monetary Growth Rules in an Emerging Open Economy In: School of Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Individual Incentives and Workers’ Contracts: Evidence from a Field Experiment In: School of Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | On the (ir)relevance of direct supply-side effects of monetary policy In: School of Economics Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 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 | 10 |
| 2009 | Is there really a gap between aggregate productivity and technology? In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
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