| Dynamic frequency connectedness between oil and natural gas volatilities Y Lovcha, A Perez-Laborda Economic Modelling 84, 181-189, 2020 | 91 | 2020 |
| The determinants of CO2 prices in the EU emission trading system Y Lovcha, A Perez-Laborda, I Sikora Applied Energy 305, 117903, 2022 | 87 | 2022 |
| Term structure persistence M Abbritti, LA Gil-Alana, Y Lovcha, A Moreno Jnl of Financial Econometrics 14 (2), 331-352, 2016 | 87 | 2016 |
| Monetary policy shocks, inflation persistence, and long memory Y Lovcha, A Perez-Laborda Journal of Macroeconomics 55, 117-127, 2018 | 30 | 2018 |
| Is exchange rate–customer order flow relationship linear? Evidence from the Hungarian FX market Y Lovcha, A Perez-Laborda Journal of International Money and Finance 35, 20-35, 2013 | 23 | 2013 |
| Testing unemployment theories: a multivariate long memory approach GM Caporale, LA Gil-Alana, Y Lovcha Journal of Applied Economics 19 (1), 95-112, 2016 | 22 | 2016 |
| Can we use seasonally adjusted variables in dynamic factor models? M Camacho, Y Lovcha, GP Quiros Studies in Nonlinear Dynamics & Econometrics 19 (3), 377-391, 2015 | 16 | 2015 |
| The Hours Worked–Productivity Puzzle: Identification In A Fractional Integration Setting Y Lovcha, A Perez-Laborda Macroeconomic Dynamics 19 (7), 1593-1621, 2015 | 12 | 2015 |
| Long-memory and volatility spillovers across petroleum futures Y Lovcha, A Perez-Laborda Energy 243, 122950, 2022 | 3 | 2022 |
| The Determinants of CO2 prices in the EU ETS System Y Lovcha, À Pérez Laborda, I Sikora Universitat Rovira i Virgili. Centre de Recerca en Economia Industrial i …, 2019 | 3 | 2019 |
| Can we use seasonally adjusted indicators in dynamic factor models? M Camacho, G Perez-Quiros, Y Yuliya Lovcha Banco de Espana Working Paper, 2012 | 3 | 2012 |
| Identifying technology shocks at the business cycle via spectral variance decompositions Y Lovcha, A Perez-Laborda Macroeconomic Dynamics 25 (8), 1966-1992, 2021 | 2 | 2021 |
| Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks Y Lovcha, A Perez-Laborda Studies in Nonlinear Dynamics & Econometrics 24 (1), 20180030, 2020 | 2 | 2020 |
| The Variance-Frequency Decomposition as an Instrument for VAR Identification: an Application to Technology Shocks Y Lovcha, À Pérez Laborda Universitat Rovira i Virgili. Departament d'Economia, 2016 | 2 | 2016 |
| The PPP hypothesis revisited: evidence using a multivariate long-memory model GM Caporale, LA Gil-Alana, Y Lovcha DIW Berlin Discussion Paper, 2013 | 2 | 2013 |
| A fractionally integrated approach to monetary policy and inflation dynamics Y Lovcha, À Pérez Laborda Universitat Rovira i Virgili. Departament d'Economia, 2013 | 1 | 2013 |
| IDENTIFYING TECHNOLOGY SHOCKS at the BUSINESS CYCLE VIA SPECTRAL VARIANCE DECOMPOSITIONS A Perez-Laborda, Y Lovcha | | 2020 |
| On the invertibility of seasonally adjusted series Y Lovcha, A Perez-Laborda, L Gil-Alana Computational Statistics 33, 443-465, 2018 | | 2018 |
| Volatility Spillovers in a Long-Memory VAR: an Application to Energy Futures Returns Y Lovcha, À Pérez Laborda Universitat Rovira i Virgili. Centre de Recerca en Economia Industrial i …, 2018 | | 2018 |
| Docencia en inglés en la Facultad de Economía y Empresa MTS Forradellas, MT Carrizosa, JMA Carod, MJ Blasco, JC Sánchez, ... La internacionalización, cosa de todos: ejemplos de buenas prácticas en la …, 2018 | | 2018 |
