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 2 7 71
Can we use seasonally adjusted indicators in dynamic factor models? 0 0 0 60 1 1 5 107
Can we use seasonally adjusted indicators in dynamic factor models? 0 0 0 48 0 0 19 144
Frequency-Domain Estimation as an Alternative to Pre-Filtering External Cycles in Structural VAR Analysis 0 0 1 65 0 1 15 82
Hours worked - Productivity puzzle: identification in fractional integration settings 0 0 1 20 1 1 12 95
Is exchange rate – customer order flow relationship linear? Evidence from the Hungarian FX market 0 0 0 46 0 1 6 168
On the invertibility of seasonally adjusted series 0 0 0 29 1 1 11 63
Structural shocks and dinamic elasticities in a long memory model of the US gasoline retail market 0 0 0 14 0 0 25 96
Term Structure Persistence 0 1 1 75 0 2 16 251
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 0 32 0 0 7 91
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 1 51 0 0 15 105
The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model 0 0 0 37 1 1 9 104
The Variance-Frequency Decomposition as an Instrument for VAR Identification: an Application to Technology Shocks 0 0 0 77 0 0 14 128
Volatility Spillovers in a Long-Memory VAR: an Application to Energy Futures Returns 0 0 0 23 0 0 12 72
Total Working Papers 0 1 4 618 4 10 173 1,577


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 2 3 15 96
Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market 0 0 0 18 0 1 8 102
Monetary policy shocks, inflation persistence, and long memory 0 0 3 46 1 2 22 163
On the invertibility of seasonally adjusted series 0 0 0 2 0 0 9 37
Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail market 0 0 0 5 0 1 10 69
THE HOURS WORKED–PRODUCTIVITY PUZZLE: IDENTIFICATION IN A FRACTIONAL INTEGRATION SETTING 0 0 0 12 0 2 14 59
Term Structure Persistence 0 1 1 28 0 1 16 140
Testing unemployment theories: A multivariate long memory approach 0 0 0 13 1 1 12 66
Total Journal Articles 0 1 4 130 4 11 106 732


Statistics updated 2026-09-10