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 1 2 3 290 1 2 10 833
A Floating versus Managed Exchange Rate Regime in a DSGE Model of India 0 0 0 38 3 3 4 209
A Floating versus Managed Exchange Rate Regime in a DSGE Model of India 0 0 2 87 3 3 6 252
A Floating versus managed exchange rate regime in a DSGE model of India 0 0 0 114 0 2 2 290
A simple method for testing cointegration subject to regime changes 0 0 0 167 0 0 1 427
An Efficient Test of Fiscal Sustainability 0 0 0 52 0 1 1 78
An Efficient test of Fiscal Sustainability 0 0 0 34 0 0 0 95
An Estimated DSGE Model of the Indian Economy 0 0 4 519 5 6 17 1,211
An Estimated DSGE Model of the Indian Economy 0 0 1 236 0 2 8 398
An Estimated DSGE Model of the Indian Economy 0 0 0 195 2 3 7 425
Assessing Fiscal Sustainability Subject to Policy Changes: a Markov Switching Cointegration Approach 0 0 0 155 0 2 2 351
Bank Lending and Monetary Shocks: Evidence from a Developing Economy 0 0 0 13 2 3 5 141
Bank Lending and Monetary Shocks: Evidence from a Developing Economy 0 0 0 80 0 0 2 266
Bank Lending and Monetary Shocks: an Empirical Investigation 0 0 0 95 1 3 6 335
Climate change: across time and frequencies 4 5 5 5 3 5 5 5
Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 0 0 0 68 0 1 4 149
Cointegration Tests under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 0 0 0 60 0 2 5 182
Cointegration and the joint confirmation hypothesis 0 0 0 50 0 0 3 265
How forward-looking is the Fed? Direct estimates from a `Calvo-type' rule 0 0 0 90 1 1 2 266
How forward-looking is the Fed? Direct estimates from a ‘Calvo-type’ rule 0 0 0 71 0 0 1 214
Imperfect Exchange Rate Pass-through: Empirical Evidence and Monetary Policy Implications 0 1 8 60 0 3 15 109
Individual Incentives and Workers’ Contracts: Evidence from a Field Experiment 0 0 1 15 2 4 11 38
Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach 0 1 2 30 1 4 7 76
Mind the Gap: A Comment on Aggregate Productivity and Technology 0 0 0 43 1 2 3 333
Modelling Low-Frequency Covariability of Paleoclimatic Data 0 1 1 1 4 6 9 11
Monetary Growth Rules in an Emerging Open Economy 0 0 1 36 1 1 3 74
On the (ir)relevance of direct supply-side effects of monetary policy 0 0 0 104 3 6 8 450
On the Stability of the Wealth Effect 0 0 1 13 0 0 1 114
On the Stability of the Wealth Effect 0 0 1 47 0 2 3 236
On the Stablity of the Wealth Effect 0 0 0 30 2 3 3 204
On the stability of the wealth effect 0 0 0 0 1 1 1 208
Policy Mandates and Institutional Architecture 0 0 1 22 1 1 4 69
Residual-based tests for cointegration and multiple regime shifts 0 0 0 258 1 1 4 498
Robust Estimates of the New Keynesian Phillips Curve 0 0 0 167 0 1 2 457
Taking the Highway or the Green Road? Conditional Temperature Forecasts Under Alternative SSP Scenarios 0 14 14 14 2 3 3 3
Taylor-type rules versus optimal policy in a Markov-switching economy 0 0 0 40 0 1 3 154
Taylor-type rules versus optimal policy in a Markov-switching economy 0 0 0 55 0 1 1 207
Taylor-type rules versus optimal policy in a Markov-switching economy¤ 0 0 0 84 0 0 2 290
Tests for the Null Hypothesis of Cointegration: a Monte Carlo Comparison 0 0 0 107 1 2 5 385
The Consumption-Wealth Ratio Under Asymmetric Adjustment 0 0 0 27 0 1 3 184
The Consumption-Wealth Ratio Under Asymmetric Adjustment 0 0 0 49 0 2 3 223
The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 0 0 0 36 2 2 2 145
The Effect of Financial Regulation Mandate on Inflation Bias: A Dynamic Panel Approach 0 0 1 69 0 1 5 164
The Forecast Performance of Long Memory and Markov Switching Models 0 0 0 159 1 2 3 463
The Properties of Cointegration Tests in Models with Structural Change 0 0 0 149 1 2 4 449
The cost channel reconsidered: a comment using an identification-robust approach 0 0 0 28 0 0 1 88
Total Working Papers 5 24 46 4,062 45 91 200 12,024

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 2 7 152
An efficient test of fiscal sustainability 0 0 0 14 1 2 2 62
Assessing fiscal sustainability subject to policy changes: a Markov switching cointegration approach 0 0 0 37 0 1 4 100
Cointegration and the joint confirmation hypothesis 0 0 0 13 0 0 2 77
Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship 0 0 0 30 0 0 1 97
GMM Model Averaging Using Higher Order Approximations 0 0 0 0 0 0 0 0
How forward-looking is the Fed? Direct estimates from a 'Calvo-type' rule 0 0 0 44 0 0 4 201
Individual incentives and workers’ contracts: evidence from a field experiment 0 0 2 5 1 1 4 17
Instability in cointegration regressions: a brief review with an application to money demand in Portugal 0 0 0 81 0 0 1 302
Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach 0 1 2 9 0 3 10 35
Is there really a gap between aggregate productivity and technology? 0 0 1 9 1 1 6 65
LAMP, informality and monetary growth rules in an emerging economy 1 2 2 2 3 6 16 16
Linear instrumental variables model averaging estimation 0 0 0 18 1 2 2 91
Modelling long run comovements in equity markets: A flexible approach 0 0 0 25 3 3 5 116
New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis 0 0 0 44 0 0 1 134
On the forecasting ability of ARFIMA models when infrequent breaks occur 0 0 0 54 0 0 0 232
Partial dollarization and financial frictions in emerging economies 0 0 1 10 1 2 5 31
Policy mandates and institutional architecture 0 0 0 9 0 1 2 65
Predicting tail risks and the evolution of temperatures 0 0 0 1 0 0 2 5
Soft landing in a Markov-switching economy 0 0 0 32 0 1 4 115
Testes de Alteração de Estrutura em Modelos Multivariados: uma visita guiada pela literatura 0 0 0 22 1 1 2 170
Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison 0 0 0 40 0 0 3 183
The Consumption-Wealth Ratio under Asymmetric Adjustment 0 0 0 25 1 1 2 145
The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 0 0 0 0 0 0 2 82
The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach 0 0 0 1 0 1 1 8
The Inflation-Unemployment Trade-Off: Empirical Considerations and a Simple US-Euro Area Comparison 0 0 0 12 2 3 4 28
Time-varying cointegration, identification, and cointegration spaces 0 2 6 64 1 7 14 168
Volatility in asset prices and long-run wealth effect estimates 0 0 0 21 0 3 3 101
Total Journal Articles 1 5 15 684 18 41 109 2,798

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 5 127 5 6 15 259
The science and art of DSGE modelling: II – model comparisons, model validation, policy analysis and general discussion 0 0 2 84 2 8 15 194
Total Chapters 0 1 7 211 7 14 30 453

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Statistics updated 2025-12-06