Vasco Gabriel
MSc Programmes Director & Senior Lecturer in Economics
Licenciatura in Economics, Technical University of Lisbon
MSc Econometrics, Technical University of Lisbon
PhD Economics, Birkbeck College University of London
Telephone: +44 (0)1483 682 769
Fax: +44 (0)1483 689 548
Room No: 20 AD 00
Office hours: Tuesday 9.00-11.00
Email: V.Gabriel@surrey.ac.uk
More Information
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.
Research interests
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".
Publications since 2008
”Soft landing in a Markov Switching economy” (2010), Economics Letters, forthcoming, with Fernando Alexandre and Pedro Bação.
”Assessing Fiscal Sustainability Subject to Policy Changes: a Markov Switching Cointegration Approach” (2010), Empirical Economics, forthcoming, with Pataaree Sangduan.
”An Efficient Test of Fiscal Sustainability” (2009), Applied Economics Letters, forthcoming, 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.
Current working papers
- ” Cointegration Tests Under Multiple Regime Shifts: An Application to the Stock Price-Dividend Relationship” (2009), with Luis Martins.
“A note on cointegration spaces and time-varying cointegration” (2010), with Luis Martins - ”On the (ir)relevance of direct supply-side effects of monetary policy” (2008), with Paul Levine, Christopher Spencer and Bo Yang.
Teaching Interests
- Teaching Materials (ECO1012, ECO3030, ECOM022, ECOM027, ECOM037)
