Dr. Vasco Gabriel

Professor; Chair

Economics

Contact:: Office: BEC 360 econchair@uvic.ca 250-721-8532

Credentials:: PhD (Birkbeck)

Area of expertise:: Econometrics, Applied Macroeconomics, Empirical Finance

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Bio

Vasco joined the Department of Economics at UVic in 2021 as professor and department chair. Vasco graduated in Economics from ISEG, Lisbon School of Economics and Management, University of Lisbon in 1995, where he was awarded the ICEP prize.

Vasco received a master's degree in Applied Maths (Econometrics) in 1998 from the same institution. In 2002, he completed a PhD in economics at Birkbeck College, University of London.

Interests

Econometrics
Applied Macroeconomics
Empirical Finance
Economic History

Courses

ECON 327, Economic History of North America
ECON 365, Econometrics: Part I

Selected Publications

Selected Publications and Journal Articles
"Asymmetric effects of uncertainty shocks: a FAIR approach", with Hyejin Park. (Work in Progress).
“Conditional Moment Restrictions Estimation of the New Keynesian Phillips Curve”, with Luis Martins (Work in Progress).
“Predicting tail risks and the evolution of temperatures” (2024), Energy Economics, 131, 107286, with Anthoulla Phella and Luis Martins.
“GMM Model Averaging Using Higher Order Approximations”, (2023), Econometrics and Statistics, with Luis Martins, forthcoming.
“Partial Dollarization and Financial Frictions in Emerging Economies” (2023), Review of International Economics, 31(2), 609-651, with Paul Levine and Bo Yang, forthcoming.
“Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach” (2023), Journal of Money, Credit and Banking, 55(1), 43-76, with Diana Lima and Ioannis Lazopoulos, forthcoming.
“The inflation-unemployment trade-off: empirical considerations and a simple US-Euro Area comparison” (2022), Notas Económicas, 54, 7-26, with Youg-Bae Kim, Luis Martins and Paul Middleditch.
“Individual incentives and workers’ contracts: evidence from a field experiment” (2021), Oxford Economic Papers, 73, 248-272, with Ali Choudhary and Neil Rickman.