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Lovcha
,
Yuliya
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Associate Professor
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Specialization |
Time series, Macroeconomics, Finance |
e-mail |
yuliya.lovcha@urv.cat
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Phone |
977759847
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Office |
303
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Group |
grit
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PhD |
Universidad de Alicante
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Publications
Articles in journals JCR
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Lovcha, Yuliya
and
Pérez-Laborda, Alejandro
(2020):
"Trimmed Whittle Estimation of the SVAR vs Filtering Low-Frequency Fluctuations: Applications to Technology Shocks.",
Studies in Nonlinear Dynamics and Econometrics,
24,
1-18
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Abbtitti, Mirko.
,
Gil-Alana, Luis A.
,
Lovcha, Yuliya
and
Moreno, Antonio
(2016):
"Term Structure Persistence",
Journal of Financial Econometrics,
14 (2),
331-352
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Caporale, Guglielmo Maria.
,
Gil-Alana, Luis A.
and
Lovcha, Yuliya
(2016):
"Testing Unemployment Theories: A Multivariate Long Memory Approach",
Journal of Applied Economics,
19,
95-112
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Camacho, Maximo.
,
Lovcha, Yuliya
and
Perez Quiros, Gabriel
(2015):
"Can we use seasonally adjusted indicators in dynamic factor models?",
Studies in Nonlinear Dynamics and Econometrics,
19,
377-391
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Lovcha, Yuliya
and
Pérez-Laborda, Alejandro
(2013):
"Is exchange rate – customer order flowrelationship linear? Evidence from the Hungarian FX market",
Journal of International Money and Finance,
35,
20–35
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