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 5 69
Can we use seasonally adjusted indicators in dynamic factor models? 0 0 0 60 0 1 4 106
Can we use seasonally adjusted indicators in dynamic factor models? 0 0 0 48 1 7 19 144
Frequency-Domain Estimation as an Alternative to Pre-Filtering External Cycles in Structural VAR Analysis 0 1 1 65 1 6 15 81
Hours worked - Productivity puzzle: identification in fractional integration settings 0 0 1 20 0 4 11 94
Is exchange rate – customer order flow relationship linear? Evidence from the Hungarian FX market 0 0 0 46 0 1 5 167
On the invertibility of seasonally adjusted series 0 0 0 29 0 2 11 62
Structural shocks and dinamic elasticities in a long memory model of the US gasoline retail market 0 0 0 14 0 6 26 96
Term Structure Persistence 0 0 0 74 1 2 14 249
Testing Unemployment Theories: A Multivariate Long Memory Approach 1 1 1 51 2 2 16 105
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 0 32 0 2 7 91
The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model 0 0 0 37 2 6 8 103
The Variance-Frequency Decomposition as an Instrument for VAR Identification: an Application to Technology Shocks 0 0 0 77 0 3 15 128
Volatility Spillovers in a Long-Memory VAR: an Application to Energy Futures Returns 0 0 0 23 1 7 12 72
Total Working Papers 1 2 3 617 9 50 168 1,567


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 2 13 93
Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market 0 0 0 18 1 4 7 101
Monetary policy shocks, inflation persistence, and long memory 0 0 3 46 1 3 23 161
On the invertibility of seasonally adjusted series 0 0 0 2 0 5 10 37
Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail market 0 0 0 5 1 2 13 68
THE HOURS WORKED–PRODUCTIVITY PUZZLE: IDENTIFICATION IN A FRACTIONAL INTEGRATION SETTING 0 0 0 12 1 5 13 57
Term Structure Persistence 0 0 0 27 2 3 15 139
Testing unemployment theories: A multivariate long memory approach 0 0 0 13 0 2 11 65
Total Journal Articles 0 0 3 129 6 26 105 721


Statistics updated 2026-06-04