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 38 0 7 11 216
A Floating versus Managed Exchange Rate Regime in a DSGE Model of India 0 0 2 290 1 5 11 838
A Floating versus Managed Exchange Rate Regime in a DSGE Model of India 0 0 1 87 1 4 8 256
A Floating versus managed exchange rate regime in a DSGE model of India 0 1 1 115 1 7 9 297
A simple method for testing cointegration subject to regime changes 0 1 1 168 5 10 11 437
An Efficient Test of Fiscal Sustainability 0 0 0 52 2 3 4 81
An Efficient test of Fiscal Sustainability 0 0 0 34 2 13 13 108
An Estimated DSGE Model of the Indian Economy 0 0 1 236 2 7 13 405
An Estimated DSGE Model of the Indian Economy 0 1 1 196 2 10 17 435
An Estimated DSGE Model of the Indian Economy 0 1 4 520 2 18 31 1,229
Assessing Fiscal Sustainability Subject to Policy Changes: a Markov Switching Cointegration Approach 0 0 0 155 1 7 9 358
Bank Lending and Monetary Shocks: Evidence from a Developing Economy 0 0 0 80 4 11 13 277
Bank Lending and Monetary Shocks: Evidence from a Developing Economy 0 0 0 13 12 30 35 171
Bank Lending and Monetary Shocks: an Empirical Investigation 1 1 1 96 1 7 12 342
Climate change: across time and frequencies 0 0 5 5 2 16 21 21
Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 0 0 0 68 3 4 8 153
Cointegration Tests under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 0 0 0 60 5 7 9 189
Cointegration and the joint confirmation hypothesis 0 0 0 50 0 6 6 271
How forward-looking is the Fed? Direct estimates from a `Calvo-type' rule 0 0 0 90 1 7 9 273
How forward-looking is the Fed? Direct estimates from a ‘Calvo-type’ rule 0 0 0 71 4 8 9 222
Imperfect Exchange Rate Pass-through: Empirical Evidence and Monetary Policy Implications 0 1 7 61 1 21 31 130
Individual Incentives and Workers’ Contracts: Evidence from a Field Experiment 0 0 1 15 2 7 15 45
Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach 0 0 1 30 12 26 31 102
Mind the Gap: A Comment on Aggregate Productivity and Technology 0 0 0 43 0 4 7 337
Modelling Low-Frequency Covariability of Paleoclimatic Data 0 0 1 1 1 5 14 16
Monetary Growth Rules in an Emerging Open Economy 0 0 0 36 0 2 4 76
On the (ir)relevance of direct supply-side effects of monetary policy 0 0 0 104 0 7 15 457
On the Stability of the Wealth Effect 0 0 1 13 6 9 10 123
On the Stability of the Wealth Effect 0 0 1 47 9 15 18 251
On the Stablity of the Wealth Effect 0 0 0 30 0 1 4 205
On the stability of the wealth effect 0 0 0 0 2 17 18 225
Policy Mandates and Institutional Architecture 0 0 1 22 5 7 10 76
Residual-based tests for cointegration and multiple regime shifts 0 0 0 258 0 3 5 501
Robust Estimates of the New Keynesian Phillips Curve 0 0 0 167 5 13 15 470
Taking the Highway or the Green Road? Conditional Temperature Forecasts Under Alternative SSP Scenarios 0 0 14 14 0 9 12 12
Taylor-type rules versus optimal policy in a Markov-switching economy 0 0 0 55 0 2 3 209
Taylor-type rules versus optimal policy in a Markov-switching economy 0 0 0 40 1 3 4 157
Taylor-type rules versus optimal policy in a Markov-switching economy¤ 0 0 0 84 2 6 8 296
Tests for the Null Hypothesis of Cointegration: a Monte Carlo Comparison 0 0 0 107 1 4 7 389
The Consumption-Wealth Ratio Under Asymmetric Adjustment 0 0 0 49 2 7 10 230
The Consumption-Wealth Ratio Under Asymmetric Adjustment 0 0 0 27 2 7 9 191
The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 0 0 0 36 0 7 9 152
The Effect of Financial Regulation Mandate on Inflation Bias: A Dynamic Panel Approach 1 1 1 70 3 6 9 170
The Forecast Performance of Long Memory and Markov Switching Models 0 0 0 159 0 9 11 472
The Properties of Cointegration Tests in Models with Structural Change 0 0 0 149 5 9 13 458
The cost channel reconsidered: a comment using an identification-robust approach 0 0 0 28 0 9 10 97
Total Working Papers 2 7 45 4,069 110 402 561 12,426

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 1 62 2 8 13 160
An efficient test of fiscal sustainability 0 0 0 14 0 2 4 64
Assessing fiscal sustainability subject to policy changes: a Markov switching cointegration approach 0 0 0 37 0 1 5 101
Cointegration and the joint confirmation hypothesis 0 0 0 13 0 8 10 85
Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship 0 0 0 30 0 6 6 103
GMM Model Averaging Using Higher Order Approximations 0 0 0 0 16 40 40 40
How forward-looking is the Fed? Direct estimates from a 'Calvo-type' rule 0 0 0 44 0 4 8 205
Individual incentives and workers’ contracts: evidence from a field experiment 0 0 1 5 0 3 5 20
Instability in cointegration regressions: a brief review with an application to money demand in Portugal 0 0 0 81 1 3 3 305
Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach 0 0 2 9 0 5 14 40
Is there really a gap between aggregate productivity and technology? 0 0 1 9 1 5 10 70
LAMP, informality and monetary growth rules in an emerging economy 0 0 2 2 0 47 63 63
Linear instrumental variables model averaging estimation 0 0 0 18 0 5 7 96
Modelling long run comovements in equity markets: A flexible approach 0 0 0 25 0 5 10 121
New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis 0 0 0 44 0 7 8 141
On the forecasting ability of ARFIMA models when infrequent breaks occur 0 0 0 54 0 7 7 239
Partial dollarization and financial frictions in emerging economies 0 0 0 10 1 10 13 41
Policy mandates and institutional architecture 0 0 0 9 3 9 11 74
Predicting tail risks and the evolution of temperatures 0 0 0 1 3 6 8 11
Soft landing in a Markov-switching economy 0 0 0 32 0 6 9 121
Testes de Alteração de Estrutura em Modelos Multivariados: uma visita guiada pela literatura 0 0 0 22 0 1 3 171
Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison 0 0 0 40 2 5 7 188
The Consumption-Wealth Ratio under Asymmetric Adjustment 0 0 0 25 1 9 10 154
The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 0 0 0 0 2 6 8 88
The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach 0 0 0 1 0 4 5 12
The Inflation-Unemployment Trade-Off: Empirical Considerations and a Simple US-Euro Area Comparison 0 0 0 12 1 5 9 33
Time-varying cointegration, identification, and cointegration spaces 0 0 5 64 0 7 19 175
Volatility in asset prices and long-run wealth effect estimates 0 0 0 21 2 3 6 104
Total Journal Articles 0 0 12 684 35 227 321 3,025

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 1 4 128 2 9 20 268
The science and art of DSGE modelling: II – model comparisons, model validation, policy analysis and general discussion 1 1 1 85 2 9 22 203
Total Chapters 1 2 5 213 4 18 42 471

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Statistics updated 2026-03-04