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Can we use seasonally adjusted variables in dynamic factor models?
Camacho, Maximo; Lovcha, Yuliya; Pérez-Quirós, Gabriel - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 3, pp. 377-391
Persistent link: https://www.econbiz.de/10011339427
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Monetary policy shocks, inflation persistence, and long memory
Lovcha, Yuliya; Perez-Laborda, Alejandro - In: Journal of macroeconomics 55 (2018), pp. 117-127
Persistent link: https://www.econbiz.de/10012127581
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Testing unemployment theories : a multivariate long memory approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Lovcha, … - In: Journal of applied economics 19 (2016) 1, pp. 95-112
Persistent link: https://www.econbiz.de/10011555191
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Term structure persistence
Abbritti, Mirko; Gil-Alaña, Luis A.; Lovcha, Yuliya; … - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 331-352
Persistent link: https://www.econbiz.de/10011589005
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Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations : applications to technology shocks
Lovcha, Yuliya; Perez-Laborda, Alejandro - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10012198499
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The hours worked-productivity puzzle : identification in a fractional integration setting
Lovcha, Yuliya; Perez-Laborda, Alejandro - In: Macroeconomic dynamics 19 (2015) 7, pp. 1593-1621
Persistent link: https://www.econbiz.de/10011515390
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The PPP hypothesis revisited : evidence using a multivariate long-memory model
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Lovcha, … - In: The empirical economics letters : a monthly … 17 (2018) 5, pp. 563-567
Persistent link: https://www.econbiz.de/10011913379
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Is exchange rate – customer order flow relationship linear? : evidence from the Hungarian FX market
Lovcha, Yuliya; Perez-Laborda, Alejandro - In: Journal of international money and finance 35 (2013), pp. 20-35
Persistent link: https://www.econbiz.de/10009751761
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Identifying technology shocks at the business cycle via spectral variance decompositions
Lovcha, Yuliya; Perez-Laborda, Alejandro - In: Macroeconomic dynamics 25 (2021) 8, pp. 1966-1992
Persistent link: https://www.econbiz.de/10012704932
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Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail market
Lovcha, Yuliya; Perez-Laborda, Alejandro - In: Empirical economics : a journal of the Institute for … 53 (2017) 2, pp. 405-422
Persistent link: https://www.econbiz.de/10011988292