Dr vasco Gabriel
Reader in Economics
Department of Economics
University of Surrey
United Kingdom
Biography
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 Interest
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 Deputy Director of the Centre for International Macroeconomic Studies (CIMS) and a Research Fellow of the Economic Policies Research Unit (NIPE).
Publications
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Gabriel VJ, Sangduan P. Assessing fiscal sustainability subject to policy changes: a Markov switching cointegration approach. Empirical Economics. 2011 Oct 1;41(2):371-85.
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Gabriel VJ, Martins LF. On the forecasting ability of ARFIMA models when infrequent breaks occur. The Econometrics Journal. 2004 Dec 1;7(2):455-75.
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Gabriel V, Levine P, Pearlman J, Yang B. An estimated DSGE model of the Indian economy. NIPE WP. 2010 Aug;29:2010.
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Gabriel VJ, Psaradakis Z, Sola M. A simple method of testing for cointegration subject to multiple regime changes. Economics Letters. 2002 Jul 31;76(2):213-21.
