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 3 3 4 68
Can we use seasonally adjusted indicators in dynamic factor models? 0 0 0 60 2 3 3 105
Can we use seasonally adjusted indicators in dynamic factor models? 0 0 0 48 4 7 10 135
Frequency-Domain Estimation as an Alternative to Pre-Filtering External Cycles in Structural VAR Analysis 0 0 0 64 3 4 7 72
Hours worked - Productivity puzzle: identification in fractional integration settings 0 0 2 20 4 5 11 90
Is exchange rate – customer order flow relationship linear? Evidence from the Hungarian FX market 0 0 0 46 3 3 4 166
On the invertibility of seasonally adjusted series 0 0 0 29 2 6 10 60
Structural shocks and dinamic elasticities in a long memory model of the US gasoline retail market 0 0 0 14 8 10 11 81
Term Structure Persistence 0 0 0 74 0 8 16 247
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 0 50 5 9 10 99
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 1 32 3 5 6 89
The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model 0 0 0 37 1 2 3 97
The Variance-Frequency Decomposition as an Instrument for VAR Identification: an Application to Technology Shocks 0 0 0 77 6 9 12 125
Volatility Spillovers in a Long-Memory VAR: an Application to Energy Futures Returns 0 0 0 23 3 4 5 65
Total Working Papers 0 0 3 615 47 78 112 1,499


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 5 7 13 91
Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market 0 0 0 18 0 1 2 96
Monetary policy shocks, inflation persistence, and long memory 0 2 5 46 7 12 18 154
On the invertibility of seasonally adjusted series 0 0 0 2 3 4 6 32
Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail market 0 0 0 5 5 6 11 66
THE HOURS WORKED–PRODUCTIVITY PUZZLE: IDENTIFICATION IN A FRACTIONAL INTEGRATION SETTING 0 0 0 12 3 3 5 49
Term Structure Persistence 0 0 0 27 4 9 13 135
Testing unemployment theories: A multivariate long memory approach 0 0 0 13 3 9 9 63
Total Journal Articles 0 2 5 129 30 51 77 686


Statistics updated 2026-02-12