Instituto Cultura y Sociedad (ICS)
Centro / Instituto de investigación de la Universidad de Navarra
Yuliya
Lovcha
Yuliya Lovcha-rekin lankidetzan egindako argitalpenak (4)
2018
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On the invertibility of seasonally adjusted series
Computational Statistics, Vol. 33, Núm. 1, pp. 443-465
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The PPP hypothesis revisited. Evidence using multivariate long memory models
Empirical Economics Letters, Vol. 17, Núm. 5, pp. 563 - 567
2016
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Term structure persistence
Journal of Financial Econometrics, Vol. 14, Núm. 2, pp. 331-352
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Testing unemployment theories: A multivariate long memory approach
Journal of Applied Economics, Vol. 19, Núm. 1, pp. 95-112