Publications by the researcher in collaboration with Yuliya Lovcha (4)

2018

  1. On the invertibility of seasonally adjusted series

    Computational Statistics, Vol. 33, Núm. 1, pp. 443-465

  2. The PPP hypothesis revisited. Evidence using multivariate long memory models

    Empirical Economics Letters, Vol. 17, Núm. 5, pp. 563 - 567

2016

  1. Term structure persistence

    Journal of Financial Econometrics, Vol. 14, Núm. 2, pp. 331-352

  2. Testing unemployment theories: A multivariate long memory approach

    Journal of Applied Economics, Vol. 19, Núm. 1, pp. 95-112