Universitat Rovira i Virgili

Lovcha, Yuliya

Professor lector
PhD: Universidad de Alicante
Office: 303
Grup: grit
Tel.: 977759847
Email: yuliya.lovcha(ELIMINAR)@urv.cat
Web: Lovcha, Yuliya

Especialitats
  • Time series
  • Macroeconomics
  • Finance
Perfil

Yuliya Lovcha és investigadora postdoctoral al Departament d'Economia de la Universitat Rovira i Virgili. Va obtenir el doctorat en Economia a la Universitat d'Alacant el 2010. Ha sigut investigadora visitant en altres institucions com la Vrije University of Amsterdam, Tinbergen Institute i el Banc Central d'Hongria.

Abans d'unir-se a la URV, Yuliya ha estat professora assistent a la Universitat de Navarra.

Els seus interessos de recerca inclouen diversos aspectes de les Sèries Temporals, Macroeconomia i Finances.

Publicacions
Articles en revistes JCR
  • Lovcha, Yuliya; Pérez Laborda, Alejandro (2020): "Dynamic Cyclical Connectedness between Oil and Natural Gas Volatilities", Economic Modelling ,84, 181-189
  • Lovcha, Yuliya; Pérez Laborda, Alejandro (2020): "Trimmed Whittle Estimation of the SVAR vs Filtering Low-Frequency Fluctuations: Applications to Technology Shocks.", Studies in Nonlinear Dynamics and Econometrics ,24, 1-18
  • Lovcha, Yuliya; Pérez Laborda, Alejandro (2019): "Identifying technology shocks via spectral variance decompositions", Macroeconomic Dynamics ,forthcoming,
  • Lovcha, Yuliya; Pérez Laborda, Alejandro (2019): “Dynamic frequency connectedness between oil and natural gas volatilities”, Economic Modelling ,forthcoming,
  • Lovcha, Yuliya; Pérez Laborda, Alejandro (2018): "Monetary Policy Shocks, Inflation Persistence, and Long Memory", Journal of Macroeconomics ,55, 117-127
  • Lovcha, Yuliya; Pérez Laborda, Alejandro; Gil-Alaña, L. (2018): "On the Invertibility of Seasonally Adjusted Series", Computational Statistics ,33, 443-465
  • Lovcha, Yuliya; Pérez Laborda, Alejandro (2017): "Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail market", Empirical Economics ,53, 2, 405-422
  • Abbtitti, Mirko.; Gil-Alana, Luis A.; Lovcha, Yuliya; Moreno, Antonio (2016): "Term Structure Persistence", Journal of Financial Econometrics ,14 (2), 331-352
  • Caporale, Guglielmo Maria.; Gil-Alana, Luis A.; Lovcha, Yuliya (2016): "Testing Unemployment Theories: A Multivariate Long Memory Approach", Journal of Applied Economics ,19, 95-112
  • Camacho, Maximo.; Lovcha, Yuliya; Perez Quiros, Gabriel (2015): "Can we use seasonally adjusted indicators in dynamic factor models?", Studies in Nonlinear Dynamics and Econometrics ,19, 377-391
  • Lovcha, Yuliya; Pérez Laborda, Alejandro (2015): "Hours worked - Productivity puzzle: identification in fractional integration settings", Macroeconomic Dynamics ,19, 1593-1621
  • Lovcha, Yuliya; Pérez Laborda, Alejandro (2013): "Is exchange rate – customer order flowrelationship linear? Evidence from the Hungarian FX market", Journal of International Money and Finance ,35, 20–35
Projectes
Convocatories competitives
  • Títol: Multivariate fractional integration, fractional cointegration, structural changes, nonlinear models and other dynamic processes in macro time series

    Investigador principal: Luis Alberiko Gil-Alaña

    Membres: Lovcha, Yuliya

    Referència: ECO2011-28196 Any inici: 2011 Any final: 2014

    Entitat: Ministerio de Ciencia y Educación


Pujar