University of Surrey

Test tubes in the lab Research in the ATI Dance Research

Items where Author is "Gabriel, V"

Up a level
Export as [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Number of items: 24.

Article

Martins, LF, Gabriel, VJ and Gabriel, VJ (2014) Modelling long run comovements in equity markets: A flexible approach Journal of Banking and Finance, 47. pp. 288-295.

Martins, LF and Gabriel, VJ (2014) Linear instrumental variables model averaging estimation Computational Statistics and Data Analysis, 71. pp. 709-724.

Martins, LF and Gabriel, VJ (2013) Time-varying cointegration, identification, and cointegration spaces Studies in Nonlinear Dynamics and Econometrics, 17 (2). pp. 199-209.

Gabriel, VJ and Sangduan, P (2011) Assessing fiscal sustainability subject to policy changes: A Markov switching cointegration approach Empirical Economics, 41 (2). pp. 371-385.

Gabriel, VJ and Martins, LF (2011) Cointegration tests under multiple regime shifts: An application to the stock price-dividend relationship Empirical Economics, 41 (3). pp. 639-662.

Alexandre, F, Bacao, P and Gabriel, V (2010) Soft landing in a Markov-switching economy ECONOMICS LETTERS, 107 (2). pp. 169-172.

Gabriel, VJ and Martins, LF (2010) The cost channel reconsidered: A comment using an identification-robust approach Journal of Money, Credit and Banking, 42 (8). pp. 1703-1712.

Gabriel, VJ and Sangduan, P (2010) An efficient test of fiscal sustainability Applied Economics Letters, 17 (18). pp. 1819-1822.

Gabriel, VJ, Levine, P and Spencer, C (2009) How forward-looking is the Fed? Direct estimates from a 'Calvo-type' rule Economics Letters, 104 (2). pp. 92-95.

Ali Choudhary, M and Gabriel, VJ (2009) Is there really a gap between aggregate productivity and technology? Applied Economics, 41 (27). pp. 3499-3503.

Martins, LF and Gabriel, VJ (2009) New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis Journal of Macroeconomics, 31 (4). pp. 561-571.

Gabriel, VJ, Alexandre, F and Ba ão, P (2008) The consumption-wealth ratio under asymmetric adjustment Studies in Nonlinear Dynamics and Econometrics, 12 (4).

Alexandre, F, Gabriel, VJ and Bação, P (2007) Volatility in asset prices and long-run wealth effect estimates Economic Modelling, 24 (6). pp. 1048-1064.

Working Paper

Lazopoulos, I and Gabriel, V (2017) The Role of the Financial Supervisory Architecture on Welfare [Working Paper]

Lazopoulos, I, Lima, D and Gabriel, V (2016) THE EFFECT OF FINANCIAL REGULATION MANDATE ON INFLATION BIAS: A DYNAMIC PANEL APPROACH [Working Paper]

Book Section

Gabriel, V, Levine, P and Yang, B (2016) An Estimated DSGE Open Economy Model of the Indian Economy with Financial Frictions In: Monetary Policy in India A Modern Macroeconomic Perspective. Springer, pp. 455-506.

Gabriel, V, Cantore, C, Levine, P, Pearlman, J and Yang, B (2013) The science and art of DSGE modeling: II – model comparisons, model validation, policy analysis and general discussion In: Handbook of Research Methods and Applications in Empirical Macroeconomics,. Edward Elgar. ISBN 0857931016

Gabriel, V, Cantore, C, Levine, P, Pearlman, J and Yang, B (2013) The science and art of DSGE modelling: I – construction and Bayesian estimation In: Handbook of Research Methods and Applications in Empirical Macroeconomics,. Edward Elgar. ISBN 0857931016

Gabriel, V, Levine, P, Pearlman, J and Yang, B (2012) An estimated DSGE model of the Indian economy In: Oxford Handbook of the Indian Economy,. Oxford University Press. ISBN 0199734585

Other

Gabriel, V, Levine, P, Pearlman, J and Yang, B (2012) An Estimated DSGE Model of the Indian Economy .

Batini, N, Gabriel, V and Levine, P (2010) A Floating versus managed exchange rate regime in a DSGE model of India. .

Batini, N, Gabriel, V, Levine, P and Pearlman, J A Floating versus Managed Exchange Rate Regime in a DSGE Model of India .

Gabriel, V, Levine, P, Spencer, C and Yang, B On the (ir)relevance of direct supply-side effects of monetary policy .

Levine, P, Martins, L and Gabriel, V Robust Estimates of the New Keynesian Phillips Curve .

This list was generated on Tue Sep 19 11:57:34 2017 UTC.

Information about this web site

© The University of Surrey, Guildford, Surrey, GU2 7XH, United Kingdom.
+44 (0)1483 300800