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.

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