Yuliya Lovcha : Citation Profile


Are you Yuliya Lovcha?

Universitat Rovira I Virgili Tarragona

4

H index

2

i10 index

93

Citations

RESEARCH PRODUCTION:

8

Articles

14

Papers

RESEARCH ACTIVITY:

   8 years (2010 - 2018). See details.
   Cites by year: 11
   Journals where Yuliya Lovcha has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 7 (7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plo338
   Updated: 2024-04-18    RAS profile: 2019-10-10    
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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:

Gil-Alana, Luis (46)

Caporale, Guglielmo Maria (23)

YAYA, OLAOLUWA (12)

Mudida, Robert (8)

GUPTA, RANGAN (7)

Ogbonna, Ahamuefula (7)

Abakah, Emmanuel (4)

Perez-Laborda, Alejandro (4)

Spagnolo, Nicola (3)

Ruiz, Esther (3)

Plastun, Alex (3)

Cites to:

Diebold, Francis (16)

Gil-Alana, Luis (9)

Zaffaroni, Paolo (7)

Kilian, Lutz (7)

Perez-Laborda, Alejandro (7)

Christiano, Lawrence (7)

Eichenbaum, Martin (6)

Johansen, Soren (6)

Rubio-Ramirez, Juan F (6)

Michelacci, Claudio (5)

Ramey, Valerie (5)

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 Economics7
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research2

Recent works citing Yuliya Lovcha (2024 and 2023)


YearTitle of citing document
2023Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089.

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2023Measuring 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.

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2023Persistence 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.

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2023COVID-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.

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2023Term 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.

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2023A 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.

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Works by Yuliya Lovcha:


YearTitleTypeCited
2012Can we use seasonally adjusted indicators in dynamic factor models? In: Working Papers.
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paper1
2012Can we use seasonally adjusted indicators in dynamic factor models?.(2012) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 1
paper
2015Can we use seasonally adjusted variables in dynamic factor models? In: Studies in Nonlinear Dynamics & Econometrics.
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article4
2016Testing unemployment theories: A multivariate long memory approach In: Journal of Applied Economics.
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article8
2014Testing Unemployment Theories: A Multivariate Long Memory Approach.(2014) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 8
paper
2013Testing Unemployment Theories: A Multivariate Long Memory Approach.(2013) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 8
paper
2015THE HOURS WORKED–PRODUCTIVITY PUZZLE: IDENTIFICATION IN A FRACTIONAL INTEGRATION SETTING In: Macroeconomic Dynamics.
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article2
2013Hours worked - Productivity puzzle: identification in fractional integration settings.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 2
paper
2013The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model In: Discussion Papers of DIW Berlin.
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paper2
2013Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market In: Journal of International Money and Finance.
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article6
2010Is exchange rate – customer order flow relationship linear? Evidence from the Hungarian FX market.(2010) In: MNB Working Papers.
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This paper has nother version. Agregated cites: 6
paper
2018Monetary policy shocks, inflation persistence, and long memory In: Journal of Macroeconomics.
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article14
2016Term Structure Persistence In: Journal of Financial Econometrics.
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article52
2012Term Structure Persistence.(2012) In: Faculty Working Papers.
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This paper has nother version. Agregated cites: 52
paper
2018On the invertibility of seasonally adjusted series In: Computational Statistics.
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article0
2016On the invertibility of seasonally adjusted series.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2017Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail market In: Empirical Economics.
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article0
2016Structural shocks and dinamic elasticities in a long memory model of the US gasoline retail market.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2013A fractionally integrated approach to monetary policy and inflation dynamics In: Working Papers.
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paper3
2016The Variance-Frequency Decomposition as an Instrument for VAR Identification: an Application to Technology Shocks In: Working Papers.
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paper1
2016Frequency-Domain Estimation as an Alternative to Pre-Filtering External Cycles in Structural VAR Analysis In: Working Papers.
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paper0
2018Volatility Spillovers in a Long-Memory VAR: an Application to Energy Futures Returns In: Working Papers.
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paper0

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