Vasco Gabriel - Publications up to 2007
- “Volatility in asset prices and long-run wealth effect estimates”, (2007) Economic Modelling, 24, 1048-1064, with Fernando Alexandre and Pedro Bação.
- “On the forecasting abilitiy of ARFIMA models when infrequent breaks occur”, (2004) Econometrics Journal, 7, 455-475, with Luis Martins.
- “Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison”, (2003) Econometric Reviews, 22 (4), 411-435.
- “Instability in Cointegrating Regressions: Further Discussion with an Application to the Portuguese Money Demand”, (2003) Applied Economics, 35, 893-900, with Artur Silva Lopes and Luis Catela Nunes.
- “Cointegration and the joint confirmation hypothesis“, (2003) Economics Letters, 78 (1), 17-25.
- “A simple method of testing for cointegration subject to multiple regime changes“, (2002) Economics Letters, 76 (2), 213-221, with Martin Sola and Zacharias Psaradakis.
- “Testes de Alteração de Estrutura em Modelos Multivariados: uma Visita Guiada pela Literatura”, (2002) Notas Económicas, 16, 16-33.
.
