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 3 5 15 842
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 0 87 1 2 8 257
A Floating versus managed exchange rate regime in a DSGE model of India 0 0 1 115 1 4 12 300
A simple method for testing cointegration subject to regime changes 0 0 1 168 1 8 14 440
An Efficient Test of Fiscal Sustainability 0 0 0 52 2 5 7 84
An Efficient test of Fiscal Sustainability 0 0 0 34 0 2 13 108
An Estimated DSGE Model of the Indian Economy 0 0 1 196 2 4 18 437
An Estimated DSGE Model of the Indian Economy 0 1 5 521 7 11 40 1,238
An Estimated DSGE Model of the Indian Economy 0 0 1 236 2 4 14 407
Assessing Fiscal Sustainability Subject to Policy Changes: a Markov Switching Cointegration Approach 0 1 1 156 7 10 18 367
Bank Lending and Monetary Shocks: Evidence from a Developing Economy 0 0 0 80 0 6 14 279
Bank Lending and Monetary Shocks: Evidence from a Developing Economy 0 0 0 13 1 22 44 181
Bank Lending and Monetary Shocks: an Empirical Investigation 0 1 1 96 2 6 15 347
Climate change: across time and frequencies 0 0 5 5 4 6 25 25
Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 0 0 0 68 2 6 10 156
Cointegration Tests under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 0 0 0 60 4 9 13 193
Cointegration and the joint confirmation hypothesis 0 0 0 50 3 5 11 276
How forward-looking is the Fed? Direct estimates from a `Calvo-type' rule 0 0 0 90 1 3 11 275
How forward-looking is the Fed? Direct estimates from a ‘Calvo-type’ rule 0 0 0 71 2 7 12 225
Imperfect Exchange Rate Pass-through: Empirical Evidence and Monetary Policy Implications 0 0 4 61 6 10 35 139
Individual Incentives and Workers’ Contracts: Evidence from a Field Experiment 0 0 0 15 1 3 13 46
Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach 0 0 1 30 2 15 34 105
Mind the Gap: A Comment on Aggregate Productivity and Technology 0 0 0 43 2 2 9 339
Modelling Low-Frequency Covariability of Paleoclimatic Data 1 1 2 2 2 4 16 19
Monetary Growth Rules in an Emerging Open Economy 0 0 0 36 3 4 8 80
On the (ir)relevance of direct supply-side effects of monetary policy 0 0 0 104 8 8 22 465
On the Stability of the Wealth Effect 0 0 1 13 0 7 11 124
On the Stability of the Wealth Effect 0 0 1 47 4 15 24 257
On the Stablity of the Wealth Effect 0 0 0 30 1 2 6 207
On the stability of the wealth effect 0 0 0 0 2 6 22 229
Policy Mandates and Institutional Architecture 0 0 0 22 6 13 17 84
Residual-based tests for cointegration and multiple regime shifts 0 0 0 258 6 7 12 508
Robust Estimates of the New Keynesian Phillips Curve 0 0 0 167 2 8 17 473
Taking the Highway or the Green Road? Conditional Temperature Forecasts Under Alternative SSP Scenarios 0 0 14 14 6 8 20 20
Taylor-type rules versus optimal policy in a Markov-switching economy 0 0 0 40 1 3 6 159
Taylor-type rules versus optimal policy in a Markov-switching economy 0 0 0 55 2 3 6 212
Taylor-type rules versus optimal policy in a Markov-switching economy¤ 0 1 1 85 1 6 11 300
Tests for the Null Hypothesis of Cointegration: a Monte Carlo Comparison 0 0 0 107 4 6 12 394
The Consumption-Wealth Ratio Under Asymmetric Adjustment 0 0 0 27 4 6 13 195
The Consumption-Wealth Ratio Under Asymmetric Adjustment 0 0 0 49 2 4 11 232
The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 0 0 0 36 4 4 13 156
The Effect of Financial Regulation Mandate on Inflation Bias: A Dynamic Panel Approach 0 1 1 70 4 8 13 175
The Forecast Performance of Long Memory and Markov Switching Models 0 0 0 159 4 4 15 476
The Properties of Cointegration Tests in Models with Structural Change 0 0 0 149 2 7 14 460
The cost channel reconsidered: a comment using an identification-robust approach 0 0 0 28 0 0 10 97
Total Working Papers 1 6 43 4,073 124 288 714 12,604

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 0 3 13 161
An efficient test of fiscal sustainability 0 0 0 14 0 0 4 64
Assessing fiscal sustainability subject to policy changes: a Markov switching cointegration approach 0 0 0 37 3 5 10 106
Cointegration and the joint confirmation hypothesis 0 0 0 13 4 5 15 90
Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship 0 0 0 30 4 5 11 108
GMM Model Averaging Using Higher Order Approximations 0 0 0 0 1 30 54 54
How forward-looking is the Fed? Direct estimates from a 'Calvo-type' rule 0 0 0 44 2 4 12 209
Individual incentives and workers’ contracts: evidence from a field experiment 0 0 0 5 1 1 5 21
Instability in cointegration regressions: a brief review with an application to money demand in Portugal 0 0 0 81 1 3 5 307
Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach 0 0 2 9 2 4 16 44
Is there really a gap between aggregate productivity and technology? 0 0 0 9 5 6 14 75
LAMP, informality and monetary growth rules in an emerging economy 1 1 3 3 4 5 65 68
Linear instrumental variables model averaging estimation 0 0 0 18 1 2 9 98
Modelling long run comovements in equity markets: A flexible approach 0 0 0 25 0 0 10 121
New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis 0 0 0 44 2 4 12 145
On the forecasting ability of ARFIMA models when infrequent breaks occur 0 0 0 54 1 1 8 240
Partial dollarization and financial frictions in emerging economies 0 0 0 10 1 5 17 45
Policy mandates and institutional architecture 0 0 0 9 3 7 15 78
Predicting tail risks and the evolution of temperatures 0 0 0 1 1 6 9 14
Soft landing in a Markov-switching economy 0 0 0 32 2 2 11 123
Testes de Alteração de Estrutura em Modelos Multivariados: uma visita guiada pela literatura 0 0 0 22 1 2 4 173
Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison 1 1 1 41 4 6 11 192
The Consumption-Wealth Ratio under Asymmetric Adjustment 0 0 0 25 3 6 15 159
The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 0 0 0 0 1 3 9 89
The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach 0 0 0 1 3 3 8 15
The Inflation-Unemployment Trade-Off: Empirical Considerations and a Simple US-Euro Area Comparison 0 0 0 12 2 6 14 38
Time-varying cointegration, identification, and cointegration spaces 0 1 6 65 4 7 26 182
Volatility in asset prices and long-run wealth effect estimates 0 0 0 21 1 3 7 105
Total Journal Articles 2 3 13 687 57 134 409 3,124

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 4 128 4 7 23 273
The science and art of DSGE modelling: II – model comparisons, model validation, policy analysis and general discussion 0 1 1 85 5 7 27 208
Total Chapters 0 1 5 213 9 14 50 481

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Statistics updated 2026-05-06