Dr Vasco Gabriel
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 Co-Director of the Centre for International Macroeconomic Studies (CIMS) and a Research Fellow of the Economic Policies Research Unit (NIPE).
Luis Martins (ISCTE), Neil Rickman (Surrey), Ali Choudhary (Surrey & State Bank of Pakistan), Paul Levine (Surrey), Bo Yang (Surrey), Ioannis Lazopoulos (Surrey), Fernando Alexandre (Minho), Pedro Bação (Coimbra)
Time Series Econometrics (ECO3003), Econometrics 1 (ECOM047))
Deputy Director of the Centre for International Macroeconomic Studies (CIMS).
Research Fellow of the Economic Policies Research Unit (NIPE).
“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" (2013), 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.
“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" and
“The science and art of DSGE modelling: 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.
(See Vasco's Working Papers in the Surrey Discussion Paper Series here)