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Alejandro Perez-Laborda

Personal Details

First Name:Alejandro
Middle Name:
Last Name:Perez-Laborda
Suffix:
RePEc Short-ID:ppe616
[This author has chosen not to make the email address public]
https://sites.google.com/site/aperezlaborda/

Affiliation

(50%) Departament d'Economia
Facultat de Ciències Econòmiques i Empresarials
Universitat Rovira I Virgili Tarragona

Reus, Spain
http://gandalf.fcee.urv.es/departaments/economia/
RePEc:edi:deurves (more details at EDIRC)

(50%) Centre de Recerca en Economia Industrial i Economia Pública (CREIP)
Facultat de Ciències Econòmiques i Empresarials
Universitat Rovira I Virgili Tarragona

Reus, Spain
http://www.urv.cat/creip/
RePEc:edi:crurves (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Zelu, Barbara Ama & Iranzo, Susana & Pérez Laborda, Alejandro, 2022. "Financial Inclusion and Women Economic Empowerment in Ghana," Working Papers 2072/535075, Universitat Rovira i Virgili, Department of Economics.
  2. Nektarios Aslanidis & Aurelio F. Bariviera & Alejandro Perez-Laborda, 2020. "Are cryptocurrencies becoming more interconnected?," Papers 2009.14561, arXiv.org.
  3. Lovcha, Yuliya & Pérez Laborda, Àlex & Sikora, Iryna, 2019. "The Determinants of CO2 prices in the EU ETS System," Working Papers 2072/376031, Universitat Rovira i Virgili, Department of Economics.
  4. Lovcha, Yuliya & Pérez Laborda, Àlex, 2018. "Volatility Spillovers in a Long-Memory VAR: an Application to Energy Futures Returns," Working Papers 2072/307362, Universitat Rovira i Virgili, Department of Economics.
  5. Gil-Alana, Luis & Lovcha, Yuliya & Pérez Laborda, Àlex, 2016. "On the invertibility of seasonally adjusted series," Working Papers 2072/261539, Universitat Rovira i Virgili, Department of Economics.
  6. Lovcha, Yuliya & Pérez Laborda, Àlex, 2016. "Structural shocks and dinamic elasticities in a long memory model of the US gasoline retail market," Working Papers 2072/261538, Universitat Rovira i Virgili, Department of Economics.
  7. Lovcha, Yuliya & Pérez Laborda, Alejandro, 2016. "Frequency-Domain Estimation as an Alternative to Pre-Filtering External Cycles in Structural VAR Analysis," Working Papers 2072/290743, Universitat Rovira i Virgili, Department of Economics.
  8. Lovcha, Yuliya & Pérez Laborda, Àlex, 2016. "The Variance-Frequency Decomposition as an Instrument for VAR Identification: an Application to Technology Shocks," Working Papers 2072/261537, Universitat Rovira i Virgili, Department of Economics.
  9. Lovcha, Yuliya & Pérez Laborda, Àlex, 2013. "A fractionally integrated approach to monetary policy and inflation dynamics," Working Papers 2072/211795, Universitat Rovira i Virgili, Department of Economics.
  10. Lovcha, Yuliya & Pérez Laborda, Àlex, 2013. "Hours worked - Productivity puzzle: identification in fractional integration settings," Working Papers 2072/211796, Universitat Rovira i Virgili, Department of Economics.
  11. Yuliya Lovcha & Alejandro Perez-Laborda, 2010. "Is exchange rate – customer order flow relationship linear? Evidence from the Hungarian FX market," MNB Working Papers 2010/10, Magyar Nemzeti Bank (Central Bank of Hungary).

Articles

  1. Juan Antonio Duro & António Osório & Alejandro Perez-Laborda, 2023. "Competition for domestic tourism in the COVID-19 pandemic: A characterization using a contest model," Tourism Economics, , vol. 29(2), pages 378-391, March.
  2. Helmut Haberl & Markus Löw & Alejandro Perez-Laborda & Sarah Matej & Barbara Plank & Dominik Wiedenhofer & Felix Creutzig & Karl-Heinz Erb & Juan Antonio Duro, 2023. "Built structures influence patterns of energy demand and CO2 emissions across countries," Nature Communications, Nature, vol. 14(1), pages 1-10, December.
  3. Lovcha, Yuliya & Perez-Laborda, Alejandro & Sikora, Iryna, 2022. "The determinants of CO2 prices in the EU emission trading system," Applied Energy, Elsevier, vol. 305(C).
  4. Lovcha, Yuliya & Perez-Laborda, Alejandro, 2022. "Long-memory and volatility spillovers across petroleum futures," Energy, Elsevier, vol. 243(C).
  5. Lovcha, Yuliya & Perez-Laborda, Alejandro, 2021. "Identifying Technology Shocks At The Business Cycle Via Spectral Variance Decompositions," Macroeconomic Dynamics, Cambridge University Press, vol. 25(8), pages 1966-1992, December.
  6. Aslanidis, Nektarios & Bariviera, Aurelio F. & Perez-Laborda, Alejandro, 2021. "Are cryptocurrencies becoming more interconnected?," Economics Letters, Elsevier, vol. 199(C).
  7. Lovcha Yuliya & Perez-Laborda Alejandro, 2020. "Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(1), pages 1-18, February.
  8. Lovcha, Yuliya & Perez-Laborda, Alejandro, 2020. "Dynamic frequency connectedness between oil and natural gas volatilities," Economic Modelling, Elsevier, vol. 84(C), pages 181-189.
  9. Perez-Laborda, Alejandro & Perez-Sebastian, Fidel, 2020. "Capital-skill complementarity and biased technical change across US sectors," Journal of Macroeconomics, Elsevier, vol. 66(C).
  10. Yuliya Lovcha & Alejandro Perez-Laborda & Luis Gil-Alana, 2018. "On the invertibility of seasonally adjusted series," Computational Statistics, Springer, vol. 33(1), pages 443-465, March.
  11. Lovcha, Yuliya & Perez-Laborda, Alejandro, 2018. "Monetary policy shocks, inflation persistence, and long memory," Journal of Macroeconomics, Elsevier, vol. 55(C), pages 117-127.
  12. Yuliya Lovcha & Alejandro Perez-Laborda, 2017. "Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail market," Empirical Economics, Springer, vol. 53(2), pages 405-422, September.
  13. Lovcha, Yuliya & Perez-Laborda, Alejandro, 2015. "The Hours Worked–Productivity Puzzle: Identification In A Fractional Integration Setting," Macroeconomic Dynamics, Cambridge University Press, vol. 19(7), pages 1593-1621, October.
  14. Lovcha, Yuliya & Perez-Laborda, Alejandro, 2013. "Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market," Journal of International Money and Finance, Elsevier, vol. 35(C), pages 20-35.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENE: Energy Economics (3) 2016-05-21 2018-04-30 2020-07-20
  2. NEP-ETS: Econometric Time Series (3) 2016-05-14 2016-05-14 2017-07-30
  3. NEP-CBA: Central Banking (2) 2010-11-13 2013-06-16
  4. NEP-ECM: Econometrics (2) 2016-05-14 2017-07-30
  5. NEP-AGR: Agricultural Economics (1) 2017-07-30
  6. NEP-CWA: Central and Western Asia (1) 2021-02-01
  7. NEP-DEV: Development (1) 2023-07-17
  8. NEP-ENV: Environmental Economics (1) 2020-07-20
  9. NEP-FLE: Financial Literacy and Education (1) 2023-07-17
  10. NEP-IFN: International Finance (1) 2010-11-13
  11. NEP-IUE: Informal and Underground Economics (1) 2023-07-17
  12. NEP-MAC: Macroeconomics (1) 2017-07-30
  13. NEP-MFD: Microfinance (1) 2023-07-17
  14. NEP-MON: Monetary Economics (1) 2013-06-16
  15. NEP-MST: Market Microstructure (1) 2010-11-13
  16. NEP-PAY: Payment Systems and Financial Technology (1) 2020-10-19
  17. NEP-REG: Regulation (1) 2020-07-20

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