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 1 1 65
Can we use seasonally adjusted indicators in dynamic factor models? 0 0 0 60 0 0 0 102
Can we use seasonally adjusted indicators in dynamic factor models? 0 0 0 48 3 3 3 128
Frequency-Domain Estimation as an Alternative to Pre-Filtering External Cycles in Structural VAR Analysis 0 0 0 64 1 2 3 68
Hours worked - Productivity puzzle: identification in fractional integration settings 0 1 2 20 0 2 7 85
Is exchange rate – customer order flow relationship linear? Evidence from the Hungarian FX market 0 0 0 46 1 1 1 163
On the invertibility of seasonally adjusted series 0 0 0 29 1 2 5 54
Structural shocks and dinamic elasticities in a long memory model of the US gasoline retail market 0 0 0 14 0 0 1 71
Term Structure Persistence 0 0 1 74 3 4 10 239
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 1 32 0 0 1 84
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 0 50 0 0 2 90
The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model 0 0 0 37 0 0 2 95
The Variance-Frequency Decomposition as an Instrument for VAR Identification: an Application to Technology Shocks 0 0 0 77 2 2 3 116
Volatility Spillovers in a Long-Memory VAR: an Application to Energy Futures Returns 0 0 0 23 1 1 1 61
Total Working Papers 0 1 4 615 13 18 40 1,421


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 3 6 84
Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market 0 0 0 18 0 1 1 95
Monetary policy shocks, inflation persistence, and long memory 1 1 4 44 1 3 7 142
On the invertibility of seasonally adjusted series 0 0 0 2 0 0 3 28
Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail market 0 0 0 5 1 2 5 60
THE HOURS WORKED–PRODUCTIVITY PUZZLE: IDENTIFICATION IN A FRACTIONAL INTEGRATION SETTING 0 0 0 12 0 1 2 46
Term Structure Persistence 0 0 0 27 2 2 6 126
Testing unemployment theories: A multivariate long memory approach 0 0 0 13 0 0 1 54
Total Journal Articles 1 1 4 127 5 12 31 635


Statistics updated 2025-11-08