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Vasco J. Gabriel
Vasco J. Gabriel
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Title
Cited by
Cited by
Year
An estimated DSGE model of the Indian economy
VJ Gabriel, P Levine, J Pearlman, B Yang
National Inst. of Public Finance and Policy, 2011
562011
A simple method of testing for cointegration subject to multiple regime changes
VJ Gabriel, Z Psaradakis, M Sola
Economics Letters 76 (2), 213-221, 2002
342002
An estimated DSGE model of the Indian economy
V Gabriel, P Levine, J Pearlman, B Yang
302012
Assessing fiscal sustainability subject to policy changes: a Markov switching cointegration approach
VJ Gabriel, P Sangduan
Empirical Economics 41, 371-385, 2011
302011
A floating versus managed exchange rate regime in a DSGE model of India
N Batini, VJ Gabriel, P Levine, J Pearlman
Universidade do Minho. Núcleo de Investigação em Políticas Económicas (NIPE), 2010
282010
On the forecasting ability of ARFIMA models when infrequent breaks occur
VJ Gabriel, LF Martins
The Econometrics Journal 7 (2), 455-475, 2004
282004
Instability in cointegration regressions: a brief review with an application to money demand in Portugal
VJCRD A. Gabriel, ACB Da Silva Lopes, LC Nunes
Applied Economics 35 (8), 893-900, 2003
222003
New Keynesian Phillips curves and potential identification failures: A generalized empirical likelihood analysis
LF Martins, VJ Gabriel
Journal of Macroeconomics 31 (4), 561-571, 2009
212009
An efficient test of fiscal sustainability
VJ Gabriel, P Sangduan
Applied Economics Letters 17 (18), 1819-1822, 2010
182010
An estimated DSGE open economy model of the Indian economy with financial frictions
V Gabriel, P Levine, B Yang
Monetary policy in india: A modern macroeconomic perspective, 455-506, 2016
172016
Linear instrumental variables model averaging estimation
LF Martins, VJ Gabriel
Computational statistics & data analysis 71, 709-724, 2014
172014
The consumption-wealth ratio under asymmetric adjustment
VJ Gabriel, F Alexandre, P Baçao
Studies in Nonlinear Dynamics & Econometrics 12 (4), 2008
152008
Modelling long run comovements in equity markets: A flexible approach
LF Martins, VJ Gabriel
Journal of Banking & Finance 47, 288-295, 2014
142014
How forward-looking is the Fed? Direct estimates from a ‘Calvo-type’rule
VJ Gabriel, P Levine, C Spencer
Economics Letters 104 (2), 92-95, 2009
132009
Policy mandates and institutional architecture
I Lazopoulos, V Gabriel
Journal of Banking & Finance 100, 122-134, 2019
122019
The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach
VJ Gabriel, LF Martins
Journal of Money, Credit and Banking 42 (8), 1703-1712, 2010
122010
Tests for the null hypothesis of cointegration: a Monte Carlo comparison
VJ Gabriel
Econometric reviews 22 (4), 411-435, 2003
112003
An estimated model of the Indian economy
V Gabriel, P Levine, J Pearlman, B Yang
Chapter in the “Handbook of the Indian Economy”. Oxford University Press, 2012
102012
The effect of financial regulation mandate on inflation bias: A dynamic panel approach
I Lazopoulos, D Lima, V Gabriel
University of Surrey Discussion Papers in Economics 6, 2016
92016
Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship
VJ Gabriel, LF Martins
Empirical Economics 41, 639-662, 2011
92011
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Articles 1–20