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 1 3 7 71
Can we use seasonally adjusted indicators in dynamic factor models? 0 0 0 48 0 1 19 144
Can we use seasonally adjusted indicators in dynamic factor models? 0 0 0 60 0 0 4 106
Frequency-Domain Estimation as an Alternative to Pre-Filtering External Cycles in Structural VAR Analysis 0 0 1 65 0 2 16 82
Hours worked - Productivity puzzle: identification in fractional integration settings 0 0 1 20 0 0 11 94
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 0 0 10 62
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 1 1 1 75 1 3 16 251
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 1 1 51 0 2 15 105
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 0 32 0 0 7 91
The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model 0 0 0 37 0 2 8 103
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 1 12 72
Total Working Papers 1 2 4 618 2 15 170 1,573


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 0 1 13 94
Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market 0 0 0 18 0 2 8 102
Monetary policy shocks, inflation persistence, and long memory 0 0 3 46 0 2 23 162
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 2 11 69
THE HOURS WORKED–PRODUCTIVITY PUZZLE: IDENTIFICATION IN A FRACTIONAL INTEGRATION SETTING 0 0 0 12 1 3 14 59
Term Structure Persistence 1 1 1 28 1 3 16 140
Testing unemployment theories: A multivariate long memory approach 0 0 0 13 0 0 11 65
Total Journal Articles 1 1 4 130 2 13 105 728


Statistics updated 2026-08-07