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 2 290 0 3 12 842
A Floating versus Managed Exchange Rate Regime in a DSGE Model of India 0 0 0 87 1 3 10 259
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 1 115 0 1 12 300
A simple method for testing cointegration subject to regime changes 0 0 1 168 0 1 14 440
An Efficient Test of Fiscal Sustainability 0 0 0 52 0 2 7 84
An Efficient test of Fiscal Sustainability 0 0 0 34 1 1 14 109
An Estimated DSGE Model of the Indian Economy 0 0 1 236 0 5 17 410
An Estimated DSGE Model of the Indian Economy 0 1 5 522 0 12 43 1,243
An Estimated DSGE Model of the Indian Economy 0 1 2 197 2 6 22 441
Assessing Fiscal Sustainability Subject to Policy Changes: a Markov Switching Cointegration Approach 0 0 1 156 0 7 18 367
Bank Lending and Monetary Shocks: Evidence from a Developing Economy 0 0 0 13 0 1 43 181
Bank Lending and Monetary Shocks: Evidence from a Developing Economy 0 1 1 81 0 1 14 280
Bank Lending and Monetary Shocks: an Empirical Investigation 0 0 1 96 0 2 15 347
Climate change: across time and frequencies 0 1 6 6 1 6 27 27
Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 0 0 0 68 1 4 12 158
Cointegration Tests under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 0 1 1 61 1 6 15 195
Cointegration and the joint confirmation hypothesis 0 0 0 50 0 3 11 276
How forward-looking is the Fed? Direct estimates from a `Calvo-type' rule 0 0 0 90 1 3 13 277
How forward-looking is the Fed? Direct estimates from a ‘Calvo-type’ rule 0 0 0 71 0 2 11 225
Imperfect Exchange Rate Pass-through: Empirical Evidence and Monetary Policy Implications 0 0 2 61 0 6 33 139
Individual Incentives and Workers’ Contracts: Evidence from a Field Experiment 0 0 0 15 0 1 12 46
Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach 0 0 1 30 1 5 37 108
Mind the Gap: A Comment on Aggregate Productivity and Technology 0 0 0 43 0 2 8 339
Modelling Low-Frequency Covariability of Paleoclimatic Data 0 1 2 2 0 2 16 19
Monetary Growth Rules in an Emerging Open Economy 0 0 0 36 0 3 8 80
On the (ir)relevance of direct supply-side effects of monetary policy 0 0 0 104 0 8 22 465
On the Stability of the Wealth Effect 0 0 1 47 0 4 24 257
On the Stability of the Wealth Effect 0 0 1 13 0 1 12 125
On the Stablity of the Wealth Effect 0 0 0 30 0 1 6 207
On the stability of the wealth effect 0 0 0 0 0 3 23 230
Policy Mandates and Institutional Architecture 0 0 0 22 0 6 16 84
Residual-based tests for cointegration and multiple regime shifts 0 0 0 258 0 6 12 508
Robust Estimates of the New Keynesian Phillips Curve 0 0 0 167 0 2 17 473
Taking the Highway or the Green Road? Conditional Temperature Forecasts Under Alternative SSP Scenarios 0 1 15 15 0 8 22 22
Taylor-type rules versus optimal policy in a Markov-switching economy 0 0 0 40 0 2 7 160
Taylor-type rules versus optimal policy in a Markov-switching economy 0 0 0 55 0 3 7 213
Taylor-type rules versus optimal policy in a Markov-switching economy¤ 0 0 1 85 0 2 12 301
Tests for the Null Hypothesis of Cointegration: a Monte Carlo Comparison 0 0 0 107 2 6 14 396
The Consumption-Wealth Ratio Under Asymmetric Adjustment 0 0 0 49 0 2 11 232
The Consumption-Wealth Ratio Under Asymmetric Adjustment 0 0 0 27 0 4 13 195
The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 0 0 0 36 0 4 13 156
The Effect of Financial Regulation Mandate on Inflation Bias: A Dynamic Panel Approach 0 0 1 70 1 7 16 178
The Forecast Performance of Long Memory and Markov Switching Models 0 0 0 159 0 5 16 477
The Properties of Cointegration Tests in Models with Structural Change 0 0 0 149 1 3 14 461
The cost channel reconsidered: a comment using an identification-robust approach 0 0 0 28 0 0 10 97
Total Working Papers 0 7 46 4,079 13 165 741 12,645

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 1 5 16 166
An efficient test of fiscal sustainability 0 0 0 14 0 1 5 65
Assessing fiscal sustainability subject to policy changes: a Markov switching cointegration approach 0 0 0 37 0 3 9 106
Cointegration and the joint confirmation hypothesis 0 0 0 13 0 4 15 90
Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship 0 0 0 30 0 5 12 109
GMM Model Averaging Using Higher Order Approximations 0 0 0 0 0 4 57 57
How forward-looking is the Fed? Direct estimates from a 'Calvo-type' rule 0 0 0 44 1 4 14 211
Individual incentives and workers’ contracts: evidence from a field experiment 0 0 0 5 0 3 7 23
Instability in cointegration regressions: a brief review with an application to money demand in Portugal 0 0 0 81 0 2 6 308
Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach 0 0 1 9 0 4 16 46
Is there really a gap between aggregate productivity and technology? 0 0 0 9 1 6 14 76
LAMP, informality and monetary growth rules in an emerging economy 1 2 4 4 4 9 64 73
Linear instrumental variables model averaging estimation 0 0 0 18 1 2 10 99
Modelling long run comovements in equity markets: A flexible approach 0 0 0 25 0 0 9 121
New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis 0 0 0 44 0 3 13 146
On the forecasting ability of ARFIMA models when infrequent breaks occur 0 0 0 54 0 1 8 240
Partial dollarization and financial frictions in emerging economies 0 0 0 10 0 4 20 48
Policy mandates and institutional architecture 0 0 0 9 0 4 16 79
Predicting tail risks and the evolution of temperatures 0 0 0 1 0 2 10 15
Soft landing in a Markov-switching economy 0 0 0 32 0 3 12 124
Testes de Alteração de Estrutura em Modelos Multivariados: uma visita guiada pela literatura 0 0 0 22 0 1 4 173
Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison 0 1 1 41 0 5 12 193
The Consumption-Wealth Ratio under Asymmetric Adjustment 0 0 0 25 0 3 15 159
The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 0 0 0 0 0 3 11 91
The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach 0 0 0 1 0 3 8 15
The Inflation-Unemployment Trade-Off: Empirical Considerations and a Simple US-Euro Area Comparison 0 0 0 12 0 3 14 39
Time-varying cointegration, identification, and cointegration spaces 0 0 4 65 1 6 25 184
Volatility in asset prices and long-run wealth effect estimates 0 0 0 21 0 1 7 105
Total Journal Articles 1 3 10 688 9 94 429 3,161

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 5 129 0 6 24 275
The science and art of DSGE modelling: II – model comparisons, model validation, policy analysis and general discussion 0 0 1 85 0 7 24 210
Total Chapters 0 1 6 214 0 13 48 485

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Statistics updated 2026-07-10