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 1 2 290 4 5 10 837
A Floating versus Managed Exchange Rate Regime in a DSGE Model of India 0 0 2 87 3 6 8 255
A Floating versus Managed Exchange Rate Regime in a DSGE Model of India 0 0 0 38 5 10 11 216
A Floating versus managed exchange rate regime in a DSGE model of India 0 1 1 115 1 6 8 296
A simple method for testing cointegration subject to regime changes 1 1 1 168 4 5 6 432
An Efficient Test of Fiscal Sustainability 0 0 0 52 1 1 2 79
An Efficient test of Fiscal Sustainability 0 0 0 34 2 11 11 106
An Estimated DSGE Model of the Indian Economy 0 0 1 236 4 5 11 403
An Estimated DSGE Model of the Indian Economy 0 1 4 520 13 21 29 1,227
An Estimated DSGE Model of the Indian Economy 0 1 1 196 6 10 15 433
Assessing Fiscal Sustainability Subject to Policy Changes: a Markov Switching Cointegration Approach 0 0 0 155 5 6 8 357
Bank Lending and Monetary Shocks: Evidence from a Developing Economy 0 0 0 13 16 20 23 159
Bank Lending and Monetary Shocks: Evidence from a Developing Economy 0 0 0 80 6 7 9 273
Bank Lending and Monetary Shocks: an Empirical Investigation 0 0 0 95 3 7 12 341
Climate change: across time and frequencies 0 4 5 5 10 17 19 19
Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 0 0 0 68 0 1 5 150
Cointegration Tests under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship 0 0 0 60 1 2 5 184
Cointegration and the joint confirmation hypothesis 0 0 0 50 6 6 8 271
How forward-looking is the Fed? Direct estimates from a `Calvo-type' rule 0 0 0 90 5 7 8 272
How forward-looking is the Fed? Direct estimates from a ‘Calvo-type’ rule 0 0 0 71 2 4 5 218
Imperfect Exchange Rate Pass-through: Empirical Evidence and Monetary Policy Implications 1 1 7 61 15 20 31 129
Individual Incentives and Workers’ Contracts: Evidence from a Field Experiment 0 0 1 15 4 7 14 43
Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach 0 0 1 30 12 15 20 90
Mind the Gap: A Comment on Aggregate Productivity and Technology 0 0 0 43 3 5 7 337
Modelling Low-Frequency Covariability of Paleoclimatic Data 0 0 1 1 2 8 13 15
Monetary Growth Rules in an Emerging Open Economy 0 0 0 36 1 3 4 76
On the (ir)relevance of direct supply-side effects of monetary policy 0 0 0 104 2 10 15 457
On the Stability of the Wealth Effect 0 0 1 47 6 6 9 242
On the Stability of the Wealth Effect 0 0 1 13 1 3 4 117
On the Stablity of the Wealth Effect 0 0 0 30 1 3 4 205
On the stability of the wealth effect 0 0 0 0 7 16 16 223
Policy Mandates and Institutional Architecture 0 0 1 22 2 3 6 71
Residual-based tests for cointegration and multiple regime shifts 0 0 0 258 2 4 5 501
Robust Estimates of the New Keynesian Phillips Curve 0 0 0 167 5 8 10 465
Taking the Highway or the Green Road? Conditional Temperature Forecasts Under Alternative SSP Scenarios 0 0 14 14 4 11 12 12
Taylor-type rules versus optimal policy in a Markov-switching economy 0 0 0 40 1 2 4 156
Taylor-type rules versus optimal policy in a Markov-switching economy 0 0 0 55 1 2 3 209
Taylor-type rules versus optimal policy in a Markov-switching economy¤ 0 0 0 84 3 4 6 294
Tests for the Null Hypothesis of Cointegration: a Monte Carlo Comparison 0 0 0 107 1 4 6 388
The Consumption-Wealth Ratio Under Asymmetric Adjustment 0 0 0 49 4 5 8 228
The Consumption-Wealth Ratio Under Asymmetric Adjustment 0 0 0 27 5 5 8 189
The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 0 0 0 36 6 9 9 152
The Effect of Financial Regulation Mandate on Inflation Bias: A Dynamic Panel Approach 0 0 0 69 1 3 7 167
The Forecast Performance of Long Memory and Markov Switching Models 0 0 0 159 6 10 11 472
The Properties of Cointegration Tests in Models with Structural Change 0 0 0 149 2 5 8 453
The cost channel reconsidered: a comment using an identification-robust approach 0 0 0 28 6 9 10 97
Total Working Papers 2 10 44 4,067 200 337 463 12,316

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 6 8 11 158
An efficient test of fiscal sustainability 0 0 0 14 1 3 4 64
Assessing fiscal sustainability subject to policy changes: a Markov switching cointegration approach 0 0 0 37 1 1 5 101
Cointegration and the joint confirmation hypothesis 0 0 0 13 7 8 10 85
Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship 0 0 0 30 6 6 6 103
GMM Model Averaging Using Higher Order Approximations 0 0 0 0 21 24 24 24
How forward-looking is the Fed? Direct estimates from a 'Calvo-type' rule 0 0 0 44 4 4 8 205
Individual incentives and workers’ contracts: evidence from a field experiment 0 0 2 5 2 4 6 20
Instability in cointegration regressions: a brief review with an application to money demand in Portugal 0 0 0 81 1 2 3 304
Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach 0 0 2 9 3 5 14 40
Is there really a gap between aggregate productivity and technology? 0 0 1 9 3 5 10 69
LAMP, informality and monetary growth rules in an emerging economy 0 1 2 2 19 50 63 63
Linear instrumental variables model averaging estimation 0 0 0 18 3 6 7 96
Modelling long run comovements in equity markets: A flexible approach 0 0 0 25 4 8 10 121
New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis 0 0 0 44 6 7 8 141
On the forecasting ability of ARFIMA models when infrequent breaks occur 0 0 0 54 5 7 7 239
Partial dollarization and financial frictions in emerging economies 0 0 0 10 8 10 12 40
Policy mandates and institutional architecture 0 0 0 9 6 6 8 71
Predicting tail risks and the evolution of temperatures 0 0 0 1 0 3 5 8
Soft landing in a Markov-switching economy 0 0 0 32 6 6 10 121
Testes de Alteração de Estrutura em Modelos Multivariados: uma visita guiada pela literatura 0 0 0 22 0 2 3 171
Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison 0 0 0 40 3 3 5 186
The Consumption-Wealth Ratio under Asymmetric Adjustment 0 0 0 25 4 9 10 153
The Cost Channel Reconsidered: A Comment Using an Identification-Robust Approach 0 0 0 0 3 4 6 86
The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach 0 0 0 1 2 4 5 12
The Inflation-Unemployment Trade-Off: Empirical Considerations and a Simple US-Euro Area Comparison 0 0 0 12 3 6 8 32
Time-varying cointegration, identification, and cointegration spaces 0 0 6 64 7 8 20 175
Volatility in asset prices and long-run wealth effect estimates 0 0 0 21 1 1 4 102
Total Journal Articles 0 1 14 684 135 210 292 2,990

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 6 12 20 266
The science and art of DSGE modelling: II – model comparisons, model validation, policy analysis and general discussion 0 0 1 84 6 9 21 201
Total Chapters 0 1 5 212 12 21 41 467

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12