Details about Alejandro Perez-Laborda

Access statistics for papers by Alejandro Perez-Laborda.

Last updated 2024-01-20. Update your information in the RePEc Author Service.

Short-id: ppe616

Working Papers

2022

1. Financial Inclusion and Women Economic Empowerment in Ghana
   Working Papers, Universitat Rovira i Virgili, Department of Economics

2020

2. Are cryptocurrencies becoming more interconnected?
   Papers, arXiv.org View citations (1)
   Also in Working Papers, Universitat Rovira i Virgili, Department of Economics (2020)
   See also Journal Article Are cryptocurrencies becoming more interconnected?, Economics Letters, Elsevier (2021) View citations (29) (2021)

2019

3. The Determinants of CO2 prices in the EU ETS System
   Working Papers, Universitat Rovira i Virgili, Department of Economics View citations (1)

2018

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

2016

5. Frequency-Domain Estimation as an Alternative to Pre-Filtering External Cycles in Structural VAR Analysis
   Working Papers, Universitat Rovira i Virgili, Department of Economics
6. On the invertibility of seasonally adjusted series
   Working Papers, Universitat Rovira i Virgili, Department of Economics
   See also Journal Article On the invertibility of seasonally adjusted series, Computational Statistics, Springer (2018) (2018)
7. 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
   See also Journal Article Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail market, Empirical Economics, Springer (2017) (2017)
8. The Variance-Frequency Decomposition as an Instrument for VAR Identification: an Application to Technology Shocks
   Working Papers, Universitat Rovira i Virgili, Department of Economics View citations (2)

2013

9. A fractionally integrated approach to monetary policy and inflation dynamics
   Working Papers, Universitat Rovira i Virgili, Department of Economics View citations (3)
10. Hours worked - Productivity puzzle: identification in fractional integration settings
    Working Papers, Universitat Rovira i Virgili, Department of Economics View citations (6)
    See also Journal Article THE HOURS WORKED–PRODUCTIVITY PUZZLE: IDENTIFICATION IN A FRACTIONAL INTEGRATION SETTING, Macroeconomic Dynamics, Cambridge University Press (2015) View citations (2) (2015)

2010

11. Is exchange rate – customer order flow relationship linear? Evidence from the Hungarian FX market
    MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary) View citations (2)
    See also Journal Article Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market, Journal of International Money and Finance, Elsevier (2013) View citations (5) (2013)

Journal Articles

2023

1. Built structures influence patterns of energy demand and CO2 emissions across countries
   Nature Communications, 2023, 14, (1), 1-10 View citations (3)
2. Competition for domestic tourism in the COVID-19 pandemic: A characterization using a contest model
   Tourism Economics, 2023, 29, (2), 378-391 View citations (1)

2022

3. Long-memory and volatility spillovers across petroleum futures
   Energy, 2022, 243, (C) View citations (1)
4. The determinants of CO2 prices in the EU emission trading system
   Applied Energy, 2022, 305, (C) View citations (26)

2021

5. Are cryptocurrencies becoming more interconnected?
   Economics Letters, 2021, 199, (C) View citations (29)
   See also Working Paper Are cryptocurrencies becoming more interconnected?, Papers (2020) View citations (1) (2020)
6. IDENTIFYING TECHNOLOGY SHOCKS AT THE BUSINESS CYCLE VIA SPECTRAL VARIANCE DECOMPOSITIONS
   Macroeconomic Dynamics, 2021, 25, (8), 1966-1992

2020

7. Capital-skill complementarity and biased technical change across US sectors
   Journal of Macroeconomics, 2020, 66, (C) View citations (5)
8. Dynamic frequency connectedness between oil and natural gas volatilities
   Economic Modelling, 2020, 84, (C), 181-189 View citations (60)
9. Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks
   Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (1), 18

2018

10. Monetary policy shocks, inflation persistence, and long memory
    Journal of Macroeconomics, 2018, 55, (C), 117-127 View citations (14)
11. On the invertibility of seasonally adjusted series
    Computational Statistics, 2018, 33, (1), 443-465
    See also Working Paper On the invertibility of seasonally adjusted series, Working Papers (2016) (2016)

2017

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

2015

13. THE HOURS WORKED–PRODUCTIVITY PUZZLE: IDENTIFICATION IN A FRACTIONAL INTEGRATION SETTING
    Macroeconomic Dynamics, 2015, 19, (7), 1593-1621 View citations (2)
    See also Working Paper Hours worked - Productivity puzzle: identification in fractional integration settings, Working Papers (2013) View citations (6) (2013)

2013

14. 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 View citations (5)
    See also Working Paper Is exchange rate – customer order flow relationship linear? Evidence from the Hungarian FX market, MNB Working Papers (2010) View citations (2) (2010)