Browsing by author Gabriel, Vasco J. Subscribe author statistics Gabriel, Vasco J.

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Issue DateTitleAuthor(s)TypeAccess
2010An efficient test of fiscal sustainabilityGabriel, Vasco J.; Sangduan, PataareeWorking paperOpen access
Oct-2011Assessing fiscal sustainability subject to policy changes : a Markov switching cointegration approachGabriel, Vasco J.; Sangduan, PataareeArticleRestricted access (UMinho)
Oct-2001Cointegration and the joint confirmation hypothesisGabriel, Vasco J.Working paperOpen access
Jan-2003Cointegration and the joint confirmation hypothesisGabriel, Vasco J.ArticleOpen access
2010Cointegration tests under multiple regime shifts : an application to the stock price-dividend relationshipGabriel, Vasco J.; Martins, Luís F.Working paperOpen access
2008The consumption-wealth ratio under asymmetric adjustmentGabriel, Vasco J.; Alexandre, Fernando; Bação, PedroArticleOpen access
2010A floating versus managed exchange rate regime in a DSGE model of IndiaBatini, Nicoletta; Gabriel, Vasco J.; Levine, Paul, et al.Working paperOpen access
2000The forecast performance of long memory and Markov switching modelsGabriel, Vasco J.; Martins, Luís F.Working paperOpen access
2008How forward-looking is the fed? Direct estimates from a ‘Calvo-type’ ruleGabriel, Vasco J.; Levine, Paul; Spencer, ChristopherWorking paperOpen access
Jan-2003Instability in cointegration regressions : a brief review with an application to money demand in PortugalGabriel, Vasco J.; Lopes, Artur C. B. da Silva; Nunes, Luis C.ArticleOpen access
1999Integer and fractional cointegration of exchange rates : the Portuguese caseGabriel, Vasco J.; Martins, LuísWorking paperOpen access
Dec-2004On the forecasting ability of ARFIMA models when infrequent breaks occurGabriel, Vasco J.; Martins, LuísArticleOpen access
2005On the stability of the wealth effectAlexandre, Fernando; Bação, Pedro; Gabriel, Vasco J.Working paperOpen access
Feb-2000The properties of cointegration tests in models with structural changeGabriel, Vasco J.; Martins, Luís F.Working paperOpen access
Nov-2001Residual-based tests for cointegration and multiple regime shiftsGabriel, Vasco J.; Sola, Martin; Psaradakis, ZachariasWorking paperOpen access
Jun-2001A simple method for testing cointegration subject to regimeGabriel, Vasco J.; Sola, Martin; Psaradakis, ZachariasWorking paperOpen access
Jul-2002A simple method of testing for cointegration subject to multiple regime changesGabriel, Vasco J.; Sola, Martin; Psaradakis, ZachariasArticleOpen access
2008Taylor-type rules versus optimal policy in a Markov-switching economyAlexandre, Fernando; Gabriel, Vasco J.; Bação, PedroWorking paperOpen access
Jan-2003Tests for the null hypothesis of cointegration : a Monte Carlo ComparisonGabriel, Vasco J.ArticleOpen access
Feb-2001Tests for the null hypothesis of cointegration: a Monte Carlo comparisonGabriel, Vasco J.Working paperOpen access