5
H index
2
i10 index
95
Citations
Yuliya Lovcha : Citation Profile
Universitat Rovira I Virgili Tarragona | RESEARCH PRODUCTION: 8 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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8 years (2010 - 2018). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Yuliya Lovcha. | Is cited by:
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Main data
Where Yuliya Lovcha has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Universitat Rovira i Virgili, Department of Economics | 7 |
| Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research | 2 |
Recent works citing Yuliya Lovcha (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089. Full description at Econpapers || Download paper |
| 2023 | Measuring Persistence of the World Population: A Fractional Integration Approach. (2023). Gil-Alana, Luis ; del Rio, Marta ; Infante, Juan ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10286. Full description at Econpapers || Download paper |
| 2023 | Persistence in Tax Revenues: Evidence from Some OECD Countries. (2023). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Tapia, Silvia Garcia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10682. Full description at Econpapers || Download paper |
| 2023 | COVID-19 policy actions and inflation targeting in South Asia. (2023). Pathirage, Kasun ; Aun, Syed. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001324. Full description at Econpapers || Download paper |
| 2023 | Term premium in a fractionally cointegrated yield curve. (2023). Abbritti, Mirko ; Moreno, Antonio ; Gil-Alana, Luis ; Carcel, Hector. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000171. Full description at Econpapers || Download paper |
| 2024 | Persistence in the Realized Betas: Some Evidence from the Stock Market. (2024). Martin-Valmayor, Miguel ; Gil-Alana, Luis A ; Caporale, Guglielmo Maria. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:149-:d:1371513. Full description at Econpapers || Download paper |
| 2023 | A test for the contributions of urban and rural inflation to inflation persistence in Nigeria. (2023). Salisu, Afees ; Usman, Nuruddeen ; Oboh, Victor ; Ebuh, Godday Uwawunkonye. In: Macroeconomics and Finance in Emerging Market Economies. RePEc:taf:macfem:v:16:y:2023:i:2:p:222-246. Full description at Econpapers || Download paper |
| 2024 | Advance layoff notices and aggregate job loss. (2024). Lunsford, Kurt ; Krolikowski, Pawel M. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:3:p:462-480. Full description at Econpapers || Download paper |
Works by Yuliya Lovcha:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Can we use seasonally adjusted indicators in dynamic factor models? In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Can we use seasonally adjusted indicators in dynamic factor models?.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2015 | Can we use seasonally adjusted variables in dynamic factor models? In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2016 | Testing unemployment theories: A multivariate long memory approach In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 8 |
| 2014 | Testing Unemployment Theories: A Multivariate Long Memory Approach.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2013 | Testing Unemployment Theories: A Multivariate Long Memory Approach.(2013) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2015 | THE HOURS WORKED–PRODUCTIVITY PUZZLE: IDENTIFICATION IN A FRACTIONAL INTEGRATION SETTING In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 2 |
| 2013 | Hours worked - Productivity puzzle: identification in fractional integration settings.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2013 | The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] | paper | 2 |
| 2013 | Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 6 |
| 2010 | Is exchange rate – customer order flow relationship linear? Evidence from the Hungarian FX market.(2010) In: MNB Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2018 | Monetary policy shocks, inflation persistence, and long memory In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 14 |
| 2016 | Term Structure Persistence In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 53 |
| 2012 | Term Structure Persistence.(2012) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
| 2018 | On the invertibility of seasonally adjusted series In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
| 2016 | On the invertibility of seasonally adjusted series.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail market In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Structural shocks and dinamic elasticities in a long memory model of the US gasoline retail market.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2013 | A fractionally integrated approach to monetary policy and inflation dynamics In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | The Variance-Frequency Decomposition as an Instrument for VAR Identification: an Application to Technology Shocks In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Frequency-Domain Estimation as an Alternative to Pre-Filtering External Cycles in Structural VAR Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Volatility Spillovers in a Long-Memory VAR: an Application to Energy Futures Returns In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 27 2024. Contact: CitEc Team