Access Statistics for Yuliya Lovcha

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A fractionally integrated approach to monetary policy and inflation dynamics 0 0 0 41 0 3 4 68
Can we use seasonally adjusted indicators in dynamic factor models? 0 0 0 60 0 2 3 105
Can we use seasonally adjusted indicators in dynamic factor models? 0 0 0 48 1 7 13 138
Frequency-Domain Estimation as an Alternative to Pre-Filtering External Cycles in Structural VAR Analysis 0 0 0 64 1 7 10 76
Hours worked - Productivity puzzle: identification in fractional integration settings 0 0 1 20 1 5 10 91
Is exchange rate – customer order flow relationship linear? Evidence from the Hungarian FX market 0 0 0 46 1 4 5 167
On the invertibility of seasonally adjusted series 0 0 0 29 0 2 10 60
Structural shocks and dinamic elasticities in a long memory model of the US gasoline retail market 0 0 0 14 1 18 21 91
Term Structure Persistence 0 0 0 74 0 0 13 247
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 0 50 0 9 14 103
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 0 32 0 3 5 89
The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model 0 0 0 37 2 3 4 99
The Variance-Frequency Decomposition as an Instrument for VAR Identification: an Application to Technology Shocks 0 0 0 77 1 7 13 126
Volatility Spillovers in a Long-Memory VAR: an Application to Energy Futures Returns 0 0 0 23 1 4 6 66
Total Working Papers 0 0 1 615 9 74 131 1,526


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Can we use seasonally adjusted variables in dynamic factor models? 0 0 0 6 1 6 12 92
Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market 0 0 0 18 1 2 4 98
Monetary policy shocks, inflation persistence, and long memory 0 0 5 46 0 11 22 158
On the invertibility of seasonally adjusted series 0 0 0 2 1 4 7 33
Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail market 0 0 0 5 0 5 11 66
THE HOURS WORKED–PRODUCTIVITY PUZZLE: IDENTIFICATION IN A FRACTIONAL INTEGRATION SETTING 0 0 0 12 0 6 8 52
Term Structure Persistence 0 0 0 27 0 5 14 136
Testing unemployment theories: A multivariate long memory approach 0 0 0 13 0 3 9 63
Total Journal Articles 0 0 5 129 3 42 87 698


Statistics updated 2026-04-09