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 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 0 3 3 128
Frequency-Domain Estimation as an Alternative to Pre-Filtering External Cycles in Structural VAR Analysis 0 0 0 64 1 2 4 69
Hours worked - Productivity puzzle: identification in fractional integration settings 0 1 2 20 0 2 6 85
Is exchange rate – customer order flow relationship linear? Evidence from the Hungarian FX market 0 0 0 46 0 1 1 163
On the invertibility of seasonally adjusted series 0 0 0 29 0 2 5 54
Structural shocks and dinamic elasticities in a long memory model of the US gasoline retail market 0 0 0 14 1 1 2 72
Term Structure Persistence 0 0 1 74 4 8 14 243
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 1 32 1 1 2 85
Testing Unemployment Theories: A Multivariate Long Memory Approach 0 0 0 50 1 1 3 91
The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model 0 0 0 37 0 0 1 95
The Variance-Frequency Decomposition as an Instrument for VAR Identification: an Application to Technology Shocks 0 0 0 77 2 4 5 118
Volatility Spillovers in a Long-Memory VAR: an Application to Energy Futures Returns 0 0 0 23 1 2 2 62
Total Working Papers 0 1 4 615 11 28 49 1,432


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 3 6 84
Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market 0 0 0 18 1 2 2 96
Monetary policy shocks, inflation persistence, and long memory 0 1 4 44 2 3 9 144
On the invertibility of seasonally adjusted series 0 0 0 2 0 0 2 28
Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail market 0 0 0 5 0 1 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 3 5 8 129
Testing unemployment theories: A multivariate long memory approach 0 0 0 13 1 1 1 55
Total Journal Articles 0 1 4 127 7 16 35 642


Statistics updated 2025-12-06