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 1 2 17 136 1 4 38 333
Assessing Fiscal Sustainability Subject to Policy Changes: a Markov Switching Cointegration Approach 3 15 15 15 9 21 21 21
Cointegration and the joint confirmation hypothesis 0 0 2 35 0 2 13 184
How forward-looking is the Fed? Direct estimates from a `Calvo-type' rule 0 4 16 34 3 10 41 56
How forward-looking is the Fed? Direct estimates from a ‘Calvo-type’ rule 4 6 26 37 6 12 59 84
Mind the Gap: A Comment on Aggregate Productivity and Technology 1 3 11 26 2 10 29 94
On the (ir)relevance of direct supply-side effects of monetary policy 4 6 29 46 8 22 77 96
On the Stability of the Wealth Effect 0 0 1 3 1 3 19 46
On the Stability of the Wealth Effect 0 0 7 34 1 5 26 118
On the Stablity of the Wealth Effect 1 1 2 19 2 4 31 118
On the stability of the wealth effect 0 0 0 0 0 5 31 98
Residual-based tests for cointegration and multiple regime shifts 1 5 19 207 2 9 38 365
Robust Estimates of the New Keynesian Phillips Curve 1 5 26 102 6 17 62 260
Taylor-type rules versus optimal policy in a Markov-switching economy 1 4 14 31 2 9 48 65
Taylor-type rules versus optimal policy in a Markov-switching economy 3 5 16 29 5 12 52 74
Taylor-type rules versus optimal policy in a Markov-switching economy¤ 1 4 17 32 4 13 50 57
Tests for the Null Hypothesis of Cointegration: a Monte Carlo Comparison 0 6 12 84 2 11 46 299
The Consumption-Wealth Ratio Under Asymmetric Adjustment 0 4 14 26 0 5 34 78
The Consumption-Wealth Ratio Under Asymmetric Adjustment 0 1 4 10 0 5 31 69
The Forecast Performance of Long Memory and Markov Switching Models 1 5 19 131 1 7 37 365
The Properties of Cointegration Tests in Models with Structural Change 0 3 10 120 0 6 30 349
Total Working Papers 22 79 277 1,157 55 192 813 3,229


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 1 6 27 0 2 11 51
Cointegration and the joint confirmation hypothesis 0 0 0 4 0 0 2 33
Instability in cointegration regressions: a brief review with an application to money demand in Portugal 3 4 12 63 6 12 39 204
On the forecasting ability of ARFIMA models when infrequent breaks occur 0 0 3 40 0 2 11 154
Testes de Alteração de Estrutura em Modelos Multivariados: uma visita guiada pela literatura 0 0 4 7 1 3 22 51
The Consumption-Wealth Ratio under Asymmetric Adjustment 2 5 6 6 5 12 13 13
Volatility in asset prices and long-run wealth effect estimates 0 1 2 7 0 2 12 28
Total Journal Articles 5 11 33 154 12 33 110 534


Statistics updated 2009-07-03