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 0 0 64
Can we use seasonally adjusted indicators in dynamic factor models? 0 0 0 48 0 0 0 125
Can we use seasonally adjusted indicators in dynamic factor models? 0 0 0 60 0 0 0 102
Frequency-Domain Estimation as an Alternative to Pre-Filtering External Cycles in Structural VAR Analysis 0 0 0 64 1 1 1 66
Hours worked - Productivity puzzle: identification in fractional integration settings 0 0 0 18 0 0 1 79
Is exchange rate – customer order flow relationship linear? Evidence from the Hungarian FX market 0 0 0 46 0 0 2 162
On the invertibility of seasonally adjusted series 0 0 0 29 0 1 2 50
Structural shocks and dinamic elasticities in a long memory model of the US gasoline retail market 0 0 0 14 0 0 1 70
Term Structure Persistence 0 1 1 74 2 4 7 233
Testing Unemployment Theories: A Multivariate Long Memory Approach 1 1 1 32 1 1 1 84
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 0 50 0 1 1 89
The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model 0 0 0 37 1 1 4 95
The Variance-Frequency Decomposition as an Instrument for VAR Identification: an Application to Technology Shocks 0 0 0 77 0 0 2 113
Volatility Spillovers in a Long-Memory VAR: an Application to Energy Futures Returns 0 0 0 23 0 0 0 60
Total Working Papers 1 2 2 613 5 9 22 1,392


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 2 3 80
Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market 0 0 0 18 0 0 0 94
Monetary policy shocks, inflation persistence, and long memory 0 1 1 41 0 1 6 136
On the invertibility of seasonally adjusted series 0 0 0 2 0 0 1 26
Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail market 0 0 0 5 0 0 1 55
THE HOURS WORKED–PRODUCTIVITY PUZZLE: IDENTIFICATION IN A FRACTIONAL INTEGRATION SETTING 0 0 0 12 0 0 0 44
Term Structure Persistence 0 0 2 27 0 1 6 122
Testing unemployment theories: A multivariate long memory approach 0 0 0 13 0 0 4 54
Total Journal Articles 0 1 3 124 2 4 21 611


Statistics updated 2025-03-03