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 Floating versus Managed Exchange Rate Regime in a DSGE Model of India 0 0 0 87 1 2 11 260
A Floating versus Managed Exchange Rate Regime in a DSGE Model of India 0 0 0 38 0 0 10 216
A Floating versus Managed Exchange Rate Regime in a DSGE Model of India 0 0 2 290 1 1 12 843
A Floating versus managed exchange rate regime in a DSGE model of India 0 0 1 115 2 2 14 302
A simple method for testing cointegration subject to regime changes 0 0 1 168 0 0 13 440
An Efficient Test of Fiscal Sustainability 0 0 0 52 1 2 9 86
An Efficient test of Fiscal Sustainability 0 0 0 34 1 2 15 110
An Estimated DSGE Model of the Indian Economy 0 0 3 522 0 1 39 1,244
An Estimated DSGE Model of the Indian Economy 0 0 2 197 1 3 20 442
An Estimated DSGE Model of the Indian Economy 1 1 1 237 1 1 15 411
Assessing Fiscal Sustainability Subject to Policy Changes: a Markov Switching Cointegration Approach 0 0 1 156 0 0 18 367
Bank Lending and Monetary Shocks: Evidence from a Developing Economy 0 0 0 13 0 0 43 181
Bank Lending and Monetary Shocks: Evidence from a Developing Economy 0 0 1 81 1 1 15 281
Bank Lending and Monetary Shocks: an Empirical Investigation 0 0 1 96 0 0 15 347
Climate change: across time and frequencies 0 1 7 7 0 3 29 29
Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 0 0 0 68 1 2 11 159
Cointegration Tests under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 0 0 1 61 1 2 16 196
Cointegration and the joint confirmation hypothesis 0 0 0 50 0 0 11 276
How forward-looking is the Fed? Direct estimates from a `Calvo-type' rule 0 0 0 90 0 1 12 277
How forward-looking is the Fed? Direct estimates from a ‘Calvo-type’ rule 0 0 0 71 0 0 11 225
Imperfect Exchange Rate Pass-through: Empirical Evidence and Monetary Policy Implications 0 0 2 61 2 3 36 142
Individual Incentives and Workers’ Contracts: Evidence from a Field Experiment 0 0 0 15 0 2 14 48
Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach 0 0 1 30 3 4 39 111
Mind the Gap: A Comment on Aggregate Productivity and Technology 0 0 0 43 0 0 8 339
Modelling Low-Frequency Covariability of Paleoclimatic Data 0 0 2 2 0 0 14 19
Monetary Growth Rules in an Emerging Open Economy 0 0 0 36 0 0 7 80
On the (ir)relevance of direct supply-side effects of monetary policy 0 1 1 105 1 2 23 467
On the Stability of the Wealth Effect 0 0 0 13 1 1 12 126
On the Stability of the Wealth Effect 0 0 0 47 0 0 23 257
On the Stablity of the Wealth Effect 0 0 0 30 0 0 6 207
On the stability of the wealth effect 0 0 0 0 0 1 24 231
Policy Mandates and Institutional Architecture 0 0 0 22 0 0 16 84
Residual-based tests for cointegration and multiple regime shifts 0 0 0 258 1 1 12 509
Robust Estimates of the New Keynesian Phillips Curve 0 0 0 167 1 1 18 474
Taking the Highway or the Green Road? Conditional Temperature Forecasts Under Alternative SSP Scenarios 0 0 15 15 1 1 23 23
Taylor-type rules versus optimal policy in a Markov-switching economy 0 0 0 40 0 0 7 160
Taylor-type rules versus optimal policy in a Markov-switching economy 0 0 0 55 0 0 7 213
Taylor-type rules versus optimal policy in a Markov-switching economy¤ 0 0 1 85 1 1 12 302
Tests for the Null Hypothesis of Cointegration: a Monte Carlo Comparison 0 0 0 107 0 2 13 396
The Consumption-Wealth Ratio Under Asymmetric Adjustment 0 0 0 27 0 0 12 195
The Consumption-Wealth Ratio Under Asymmetric Adjustment 0 0 0 49 1 1 12 233
The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 0 0 0 36 0 0 13 156
The Effect of Financial Regulation Mandate on Inflation Bias: A Dynamic Panel Approach 0 0 1 70 2 3 17 180
The Forecast Performance of Long Memory and Markov Switching Models 0 0 0 159 0 1 17 478
The Properties of Cointegration Tests in Models with Structural Change 0 0 0 149 0 1 14 461
The cost channel reconsidered: a comment using an identification-robust approach 0 0 0 28 0 0 9 97
Total Working Papers 1 3 44 4,082 25 48 747 12,680

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 0 62 0 2 17 167
An efficient test of fiscal sustainability 0 0 0 14 0 1 6 66
Assessing fiscal sustainability subject to policy changes: a Markov switching cointegration approach 0 0 0 37 1 2 9 108
Cointegration and the joint confirmation hypothesis 0 0 0 13 0 1 14 91
Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship 0 0 0 30 0 1 13 110
GMM Model Averaging Using Higher Order Approximations 0 0 0 0 1 2 59 59
How forward-looking is the Fed? Direct estimates from a 'Calvo-type' rule 0 0 0 44 0 2 11 212
Individual incentives and workers’ contracts: evidence from a field experiment 0 0 0 5 0 1 8 24
Instability in cointegration regressions: a brief review with an application to money demand in Portugal 0 0 0 81 1 2 8 310
Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach 0 0 1 9 0 0 14 46
Is there really a gap between aggregate productivity and technology? 0 0 0 9 1 2 13 77
LAMP, informality and monetary growth rules in an emerging economy 0 1 4 4 0 4 63 73
Linear instrumental variables model averaging estimation 0 0 0 18 0 1 10 99
Modelling long run comovements in equity markets: A flexible approach 0 0 0 25 0 0 8 121
New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis 0 0 0 44 0 0 12 146
On the forecasting ability of ARFIMA models when infrequent breaks occur 0 0 0 54 0 1 9 241
Partial dollarization and financial frictions in emerging economies 1 2 2 12 1 2 21 50
Policy mandates and institutional architecture 0 0 0 9 0 1 16 80
Predicting tail risks and the evolution of temperatures 0 0 0 1 0 0 10 15
Soft landing in a Markov-switching economy 0 0 0 32 0 0 10 124
Testes de Alteração de Estrutura em Modelos Multivariados: uma visita guiada pela literatura 0 0 0 22 1 1 5 174
Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison 0 0 1 41 0 0 10 193
The Consumption-Wealth Ratio under Asymmetric Adjustment 0 0 0 25 0 0 15 159
The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 0 0 0 0 0 0 9 91
The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach 0 0 0 1 0 0 8 15
The Inflation-Unemployment Trade-Off: Empirical Considerations and a Simple US-Euro Area Comparison 0 0 0 12 0 0 14 39
Time-varying cointegration, identification, and cointegration spaces 0 0 3 65 2 3 25 186
Volatility in asset prices and long-run wealth effect estimates 0 0 0 21 0 0 7 105
Total Journal Articles 1 3 11 690 8 29 424 3,181

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The science and art of DSGE modelling: I – construction and Bayesian estimation 0 0 3 129 0 0 22 275
The science and art of DSGE modelling: II – model comparisons, model validation, policy analysis and general discussion 0 0 1 85 0 0 24 210
Total Chapters 0 0 4 214 0 0 46 485

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Statistics updated 2026-09-10