8
H index
7
i10 index
203
Citations
Vasco J. Gabriel : Citation Profile
University of Victoria | RESEARCH PRODUCTION: 23 Articles 43 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (2000 - 2022). 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 |
| Journal of Banking & Finance | 2 |
| Notas Económicas | 2 |
| Studies in Nonlinear Dynamics & Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| School of Economics Discussion Papers / School of Economics, University of Surrey | 18 |
| 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 (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2022 | When Could Macroprudential and Monetary Policies Be in Conflict?. (2022). Levieuge, Gregory ; Revelo, Jose Garcia. In: Working papers. RePEc:bfr:banfra:871. Full description at Econpapers || Download paper |
| 2022 | General Doubly Robust Identification and Estimation. (2019). Lewbel, Arthur ; Choi, Jin-Young ; Zhou, Zhuzhu. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1003. Full description at Econpapers || Download paper |
| 2021 | Model averaging based on generalized method of moments. (2021). Li, Xinmin ; Zhang, Xinyu ; Wang, Weiwei. In: Economics Letters. RePEc:eee:ecolet:v:200:y:2021:i:c:s0165176521000124. Full description at Econpapers || Download paper |
| 2022 | On the international co-movement of natural interest rates. (2022). Agnello, Luca ; Castro, Vitor ; Sousa, Ricardo M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000889. Full description at Econpapers || Download paper |
| 2022 | When could Macroprudential and Monetary Policies be in Conflict?. (2022). Levieuge, Gregory ; Garcia, Jose D. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:139:y:2022:i:c:s0378426622000838. Full description at Econpapers || Download paper |
| 2022 | Forecasting Chinas crude oil futures volatility: How to dig out the information of other energy futures volatilities?. (2022). He, Mengxi ; Jin, Daxiang ; Zhang, Yaojie ; Xing, LU. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002987. Full description at Econpapers || Download paper |
| 2021 | Consumption, personal income, financial wealth, housing wealth, and long-term interest rates: A panel cointegration approach for 50 US states. (2021). Fountas, Stilianos ; Kontana, Dimitra. In: Discussion Paper Series. RePEc:mcd:mcddps:2021_10. 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 |
| 2021 | Limited Asset Market Participation and Monetary Policy in a Small Open Economy. (2021). Mihailov, Alexander ; McKnight, Stephen ; Levine, Paul ; Swarbrick, Jonathan. In: School of Economics Discussion Papers. RePEc:sur:surrec:0921. 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 | 6 |
| 2007 | The Consumption-Wealth Ratio Under Asymmetric Adjustment.(2007) In: GEMF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | 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: 6 | 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 | 16 |
| 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: 16 | 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: 16 | 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: 16 | 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 | 3 |
| 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 | 16 |
| 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 | 5 |
| 2019 | Policy Mandates and Institutional Architecture.(2019) In: School of Economics Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | 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 | 17 |
| 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 |
| 2012 | Bank Lending and Monetary Shocks: Evidence from a Developing Economy In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 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: 8 | paper | |
| 2002 | Testes de Alteração de Estrutura em Modelos Multivariados: uma visita guiada pela literatura In: Notas Económicas. [Full Text][Citation analysis] | article | 0 |
| 2022 | The Inflation-Unemployment Trade-Off: Empirical Considerations and a Simple US-Euro Area Comparison 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 | 3 |
| 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: 3 | 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: 3 | paper | |
| 2010 | The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach In: Journal of Money, Credit and Banking. [Citation analysis] | article | 5 |
| 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: 5 | 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: 5 | paper | |
| 2010 | The Cost Channel Reconsidered: A Comment Using an Identification?Robust Approach.(2010) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | 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 | 39 |
| 2011 | An Estimated DSGE Model of the Indian Economy..(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | 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: 39 | 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 |
| 2021 | Individual incentives and workers’ contracts: evidence from a field experiment In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 0 |
| 2020 | Individual Incentives and Workers’ Contracts: Evidence from a Field Experiment.(2020) In: School of Economics Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2021 | Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Assessing fiscal sustainability subject to policy changes: a Markov switching cointegration approach In: Empirical Economics. [Full Text][Citation analysis] | article | 11 |
| 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: 11 | 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 |
| 2021 | Imperfect Exchange Rate Pass-through: Empirical Evidence and Monetary Policy Implications 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 | 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 | 3 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 1st 2022. Contact: CitEc Team