Dr Vasco Gabriel
Senior Lecturer in Economics
Qualifications: Licenciatura in Economics (ISEG, Lisbon), MSc Econometrics (ISEG, Lisbon), PhD Economics (Birkbeck College, London)
Phone: Work: 01483 68 2769
Room no: 20 AD 00
On sabbatical leave
RePEc web page: download papers
Vasco Gabriel graduated in Economics from the Technical University of Lisbon in 1995, where he was awarded the ICEP prize. He received a masters degree in Econometrics in 1998 from the same institution. In 2002, he completed his PhD in Economics at Birkbeck College, University of London. He taught at the University of Minho, Portugal, before being appointed as a Lecturer at the University of Surrey in 2004.
Vasco's main field of specialization is Macroeconometrics, focusing on the application of non-linear methods, as well as general inference issues in macro models. His recent grant from the ESRC for work on inference problems in micro-based Phillips curves and policy rules was graded "Outstanding". Vasco is Deputy Director of the Centre for International Macroeconomic Studies (CIMS) and a Research Fellow of the Economic Policies Research Unit (NIPE).
“Linear Instrumental Variables Model Averaging Estimation", forthcoming in Computational Statistics and Data Analysis, with Luis Martins.
”Time varying cointegration, identification and cointegration spaces” (2013), Studies in Nonlinear Dynamics and Econometrics, 17, 199-210, with Luis Martins.
“The cost channel reconsidered: a comment using an identification-robust approach” (2010), Journal of Money, Credit and Banking, 42(8), 1703-1712, with Luis Martins.
” Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship” (2011), Empirical Economics, 41, 639-662, with Luis Martins.
”Assessing Fiscal Sustainability Subject to Policy Changes: a Markov Switching Cointegration Approach” (2011), Empirical Economics, 41, 371-385, with Pataaree Sangduan.
”An Efficient Test of Fiscal Sustainability” (2010), Applied Economics Letters, 17, 1819-1822, with Pataaree Sangduan.
“New Keynesian Phillips Curves and Potential Identification Failures: a Generalized Empirical Likelihood Analysis” (2009), Journal of Macroeconomics, 31, 561-71, with Luis Martins.
”How forward-looking is the Fed? Direct estimates from a `Calvo-type’ rule” (2009), Economics Letters, 104, 92-95, with Paul Levine and Christopher Spencer.
“Is There Really a Gap Between Aggregate Productivity and Technology?” (2009), Applied Economics, 41, 3499-3503, with Ali Choudhary.
“The Consumption-Wealth Ratio under Asymmetric Adjustment” (2008), Studies in Nonlinear Dynamics and Econometrics, 12(4), with Fernando Alexandre and Pedro Bação.
“The science and art of DSGE modelling: I – construction and Bayesian estimation" and
“The science and art of DSGE modeling: II – model comparisons, model validation, policy analysis and general discussion", with Cristiano Cantore, Paul Levine, Joseph Pearlman and Bo Yang, forthcoming in the Handbook of Research Methods and Applications in Empirical Macroeconomics (Ed. Nigar Hashimzade and Michael A. Thornton), Edward Elgar.
“An estimated DSGE of the Indian economy" (2012), with Paul Levine, Joseph Pearlman and Bo Yang, Oxford Handbook of the Indian Economy (Ed. Chetan Ghate), Oxford University Press, New York.
View more publications up to 2007
(See Vasco's Working Papers here)
Teaching Materials (ECO3030, ECOM022, ECOM027)
On sabbatical leave