Are cryptocurrencies becoming more interconnected?
Year:
2020
Reference:
Document de treball n.04
Author(s):
Nektarios Aslanidis
,
F. Bariviera, A.
and
Alejandro Pérez-Laborda
Electronic edition:
ISSN 2696-5097
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