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Details about Alejandro Perez-Laborda

E-mail:
Homepage:https://sites.google.com/site/aperezlaborda/
Workplace:Centre de Recerca en Economia Industrial i Economia Pública (CREIP) (Center for Research in Industrial Economics and Public Economics), Facultat de Ciències Econòmiques i Empresarials (Faculty of Economics and Business), Universitat Rovira I Virgili Tarragona (Rovira I Virgili University of Tarragon), (more information at EDIRC)
Departament d'Economia (Department of Economics), Facultat de Ciències Econòmiques i Empresarials (Faculty of Economics and Business), Universitat Rovira I Virgili Tarragona (Rovira I Virgili University of Tarragon), (more information at EDIRC)

Access statistics for papers by Alejandro Perez-Laborda.

Last updated 2020-10-19. Update your information in the RePEc Author Service.

Short-id: ppe616


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Working Papers

2020

  1. Are cryptocurrencies becoming more interconnected?
    Papers, arXiv.org Downloads

2019

  1. The Determinants of CO2 prices in the EU ETS System
    Working Papers, Universitat Rovira i Virgili, Department of Economics Downloads

2018

  1. Volatility Spillovers in a Long-Memory VAR: an Application to Energy Futures Returns
    Working Papers, Universitat Rovira i Virgili, Department of Economics Downloads

2016

  1. Frequency-Domain Estimation as an Alternative to Pre-Filtering External Cycles in Structural VAR Analysis
    Working Papers, Universitat Rovira i Virgili, Department of Economics Downloads
  2. On the invertibility of seasonally adjusted series
    Working Papers, Universitat Rovira i Virgili, Department of Economics Downloads
    See also Journal Article in Computational Statistics (2018)
  3. Structural shocks and dinamic elasticities in a long memory model of the US gasoline retail market
    Working Papers, Universitat Rovira i Virgili, Department of Economics Downloads
    See also Journal Article in Empirical Economics (2017)
  4. The Variance-Frequency Decomposition as an Instrument for VAR Identification: an Application to Technology Shocks
    Working Papers, Universitat Rovira i Virgili, Department of Economics Downloads View citations (2)

2013

  1. A fractionally integrated approach to monetary policy and inflation dynamics
    Working Papers, Universitat Rovira i Virgili, Department of Economics Downloads View citations (3)
  2. Hours worked - Productivity puzzle: identification in fractional integration settings
    Working Papers, Universitat Rovira i Virgili, Department of Economics Downloads View citations (5)

2010

  1. Is exchange rate – customer order flow relationship linear? Evidence from the Hungarian FX market
    MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary) Downloads View citations (2)
    See also Journal Article in Journal of International Money and Finance (2013)

Journal Articles

2020

  1. Dynamic frequency connectedness between oil and natural gas volatilities
    Economic Modelling, 2020, 84, (C), 181-189 Downloads View citations (7)
  2. Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks
    Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (1), 18 Downloads

2018

  1. Monetary policy shocks, inflation persistence, and long memory
    Journal of Macroeconomics, 2018, 55, (C), 117-127 Downloads View citations (6)
  2. On the invertibility of seasonally adjusted series
    Computational Statistics, 2018, 33, (1), 443-465 Downloads
    See also Working Paper (2016)

2017

  1. Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail market
    Empirical Economics, 2017, 53, (2), 405-422 Downloads
    See also Working Paper (2016)

2015

  1. THE HOURS WORKED–PRODUCTIVITY PUZZLE: IDENTIFICATION IN A FRACTIONAL INTEGRATION SETTING
    Macroeconomic Dynamics, 2015, 19, (7), 1593-1621 Downloads View citations (2)

2013

  1. Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market
    Journal of International Money and Finance, 2013, 35, (C), 20-35 Downloads View citations (3)
    See also Working Paper (2010)
 
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