Access Statistics for Vasco J. Gabriel

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A simple method for testing cointegration subject to regime changes 2 5 20 144 2 6 33 342
Assessing Fiscal Sustainability Subject to Policy Changes: a Markov Switching Cointegration Approach 1 8 25 25 5 19 51 51
Cointegration and the joint confirmation hypothesis 1 2 3 37 2 3 11 187
How forward-looking is the Fed? Direct estimates from a `Calvo-type' rule 0 3 16 37 2 10 44 68
How forward-looking is the Fed? Direct estimates from a ‘Calvo-type’ rule 0 3 27 40 1 8 55 94
Mind the Gap: A Comment on Aggregate Productivity and Technology 0 0 7 26 3 5 25 99
On the (ir)relevance of direct supply-side effects of monetary policy 3 6 20 52 10 21 73 119
On the Stability of the Wealth Effect 0 0 0 3 2 3 13 50
On the Stability of the Wealth Effect 0 1 5 36 3 7 24 127
On the Stablity of the Wealth Effect 0 0 1 19 2 8 28 126
On the stability of the wealth effect 0 0 0 0 1 5 25 106
Residual-based tests for cointegration and multiple regime shifts 2 5 17 214 2 8 35 377
Robust Estimates of the New Keynesian Phillips Curve 2 7 26 110 5 14 61 279
Taylor-type rules versus optimal policy in a Markov-switching economy 0 2 13 34 3 6 35 72
Taylor-type rules versus optimal policy in a Markov-switching economy 1 1 15 32 2 5 41 83
Taylor-type rules versus optimal policy in a Markov-switching economy¤ 0 1 11 34 2 10 45 70
Tests for the Null Hypothesis of Cointegration: a Monte Carlo Comparison 0 2 12 86 0 3 34 303
The Consumption-Wealth Ratio Under Asymmetric Adjustment 0 1 15 28 2 4 27 86
The Consumption-Wealth Ratio Under Asymmetric Adjustment 1 1 5 11 1 3 20 74
The Forecast Performance of Long Memory and Markov Switching Models 1 4 19 136 1 5 33 372
The Properties of Cointegration Tests in Models with Structural Change 2 3 9 125 2 4 19 355
Total Working Papers 16 55 266 1,229 53 157 732 3,440

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A simple method of testing for cointegration subject to multiple regime changes 0 0 4 27 2 2 10 53
Cointegration and the joint confirmation hypothesis 1 1 1 5 1 1 2 34
Instability in cointegration regressions: a brief review with an application to money demand in Portugal 0 2 11 66 0 7 42 215
On the forecasting ability of ARFIMA models when infrequent breaks occur 0 0 0 40 0 1 6 157
Testes de Alteração de Estrutura em Modelos Multivariados: uma visita guiada pela literatura 0 0 4 7 0 1 13 53
The Consumption-Wealth Ratio under Asymmetric Adjustment 0 2 8 8 0 7 21 21
Volatility in asset prices and long-run wealth effect estimates 1 1 3 8 1 2 9 31
Total Journal Articles 2 6 31 161 4 21 103 564

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Statistics updated 2009-11-04