Dr Vasco Gabriel


Reader in Economics
+44 (0)1483 682769
06 AD 00
Sem 2: Tues 14.30-16.30, other times by appointment (except weeks 2 and 3)

Biography

Research

Research interests

Research projects

Research collaborations

Indicators of esteem

Supervision

Postgraduate research supervision

Courses I teach on

Postgraduate taught

My publications

Publications

Most recent:

"Individual incentives and workers' contracts: Evidence from a field experiment", Oxford Economic Papers, forthcoming, with Ali Choudhary and Neil Rickman.

"Policy Mandates and Institutional Architecture" (2019), Journal of Banking and Finance, 100, 122-134, with Ioannis Lazopoulos.

“Modelling long run comovements in equity markets: A flexible approach” (2014), Journal of Banking and Finance, 47, 288-295, with Luis Martins.

“Linear Instrumental Variables Model Averaging Estimation" (2014), Computational Statistics and Data Analysis, 71, 709-724, 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.

 

Book Chapters

“An Estimated DSGE Open Economy Model of the Indian Economy with Financial Frictions” (2016), with Paul Levine and Bo Yang B, in Monetary Policy in India A Modern Macroeconomic Perspective (Eds. C. Ghate C and K. Kletzer), Springer.

“The science and art of DSGE modelling: I - construction and Bayesian estimation" (2013a)

and

“The science and art of DSGE modelling: II - model comparisons, model validation, policy analysis and general discussion" (2013b), with Cristiano Cantore, Paul Levine, Joseph Pearlman and Bo Yang, 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.

(See Vasco's Working Papers in the Surrey Discussion Paper Series here)