The Determinants of CO2 prices in the EU ETS System

Year: 2019

Reference: Document de treball n.09 - 2019

Author(s): Yuliya Lovcha , Alejandro Pérez-Laborda and Sikora, I.

Paper edition: ISSN 1576-3382

Electronic edition: ISSN 1988-0820

Volatility Spillovers in a Long-Memory VAR: an Application to Energy Futures Returns

Year: 2018

Reference: Document de treball n.16-2018

Author(s): Yuliya Lovcha and Alejandro Pérez-Laborda

Paper edition: ISSN 1576-3382

Electronic edition: ISSN 1988-0820

Frequency-Domain Estimation as an Alternative to Pre-Filtering External Cycles in Structural VAR Analysis

Reference: Document de treball n.30- 2016

Author(s): Yuliya Lovcha and Alejandro Pérez-Laborda

Paper edition: ISSN 1576-3382

Electronic edition: ISSN 1988-0820

On the invertibility of seasonally adjusted series

Year: 2016

Reference: Document de treball n.11- 2016

Author(s): Luis Gil Alana , Alejandro Pérez-Laborda and Yuliya Lovcha

Paper edition: ISSN 1576-3382

Electronic edition: ISSN 1988-0820

Structural shocks and dinamic elasticities in a long memory model of the US gasoline retail market

Year: 2016

Reference: Document de treball n.10- 2016

Author(s): Yuliya Lovcha and Alejandro Pérez-Laborda

Paper edition: ISSN 1576-3382

Electronic edition: ISSN 1988-0820

The Variance-Frequency Decomposition as an Instrument for VAR Identification: an Application to Technology Shocks

Year: 2016

Reference: Document de treball n.9- 2016

Author(s): Yuliya Lovcha and Alejandro Pérez-Laborda

Paper edition: ISSN 1576-3382

Electronic edition: ISSN 1988-0820

Hours worked - Productivity puzzle: identification in fractional integration settings

Year: 2013

Reference: Document de treball n.03 - 2013

Author(s): Yuliya Lovcha and Alejandro Pérez-Laborda

Paper edition: ISSN 1576-3382

Electronic edition: ISSN 1988-0820

A fractionally integrated approach to monetary policy and inflation dynamics

Year: 2013

Reference: Document de treball n.02 - 2013

Author(s): Yuliya Lovcha and Alejandro Pérez-Laborda

Paper edition: ISSN 1576-3382

Electronic edition: ISSN 1988-0820