Details about Javier Fernandez-Macho

Access statistics for papers by Javier Fernandez-Macho.

Last updated 2024-04-08. Update your information in the RePEc Author Service.

Short-id: pfe234

Working Papers

2014

1. MARNET: An Economic Data Framework for the European Atlantic Arc
   Working Papers, National University of Ireland, Galway, Socio-Economic Marine Research Unit

2013

2. A Test for the Null of Multiple Cointegrating Vectors
   Economics Series Working Papers, University of Oxford, Department of Economics
3. A wavelet approach to multiple cointegration testing
   Economics Series Working Papers, University of Oxford, Department of Economics

Journal Articles

2021

1. Gender Dissimilarities in Human Capital Transferability of Cuban Immigrants in the US: A Clustering Quantile Regression Coefficients Approach with Consideration of Implications for Sustainability
   Sustainability, 2021, 13, (21), 1-12

2018

2. A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices
   Applied Energy, 2018, 228, (C), 1550-1560 View citations (12)
3. A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test
   Physica A: Statistical Mechanics and its Applications, 2018, 490, (C), 1211-1227 View citations (25)
4. Time-localized wavelet multiple regression and correlation
   Physica A: Statistical Mechanics and its Applications, 2018, 492, (C), 1226-1238 View citations (5)

2017

5. Earnings distribution of Cuban immigrants in the USA: evidence from quantile regression with sample selection
   Applied Economics, 2017, 49, (37), 3685-3700

2016

6. An index to assess maritime importance in the European Atlantic economy
   Marine Policy, 2016, 64, (C), 72-81 View citations (4)

2015

7. Comment on testing for spurious and cointegrated regressions: a wavelet approach
   Journal of Applied Statistics, 2015, 42, (8), 1759-1769
8. Measuring the maritime economy: Spain in the European Atlantic Arc
   Marine Policy, 2015, 60, (C), 49-61 View citations (12)

2013

9. Analysis of potential energy, economic and environmental savings in residential buildings: Solar collectors combined with microturbines
   Applied Energy, 2013, 104, (C), 128-136 View citations (8)

2012

10. Wavelet multiple correlation and cross-correlation: A multiscale analysis of Eurozone stock markets
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (4), 1097-1104 View citations (18)

2011

11. The value of open ocean ecosystems: A case study for the Spanish exclusive economic zone
    Natural Resources Forum, 2011, 35, (2), 122-133

2009

12. The influence of cultural identity on the WTP to protect natural resources: Some empirical evidence
    Ecological Economics, 2009, 68, (8-9), 2372-2381 View citations (52)

2008

13. Spectral estimation of a structural thin-plate smoothing model
    Computational Statistics & Data Analysis, 2008, 53, (1), 189-195 View citations (1)

2006

14. Cyclical common factors in cointegrated systems
    Spanish Economic Review, 2006, 8, (1), 53-82
15. Medicion de impactos economicos a partir de una matriz de contabilidad social: el sector pesquero en Galicia
    Revista Espanola de Estudios Agrosociales y Pesqueros, 2006, (212), 39

2005

16. Comments on "Combining filter design with model-based filtering"
    International Journal of Forecasting, 2005, 21, (4), 711-715

2004

17. Matrices de Contabilidad Social: una panorámica
    EKONOMIAZ. Revista vasca de Economía, 2004, 57, (03), 132-163 View citations (1)

1996

18. SPECTRAL MAXIMUM LIKELIHOOD ESTIMATION OF A SIGNAL‐TO‐NOISE RATIO LYING IN THE VICINITY OF ZERO
    Journal of Time Series Analysis, 1996, 17, (5), 447-459

1990

19. ESTIMATION AND TESTING OF A MULTIVARIATE EXPONENTIAL SMOOTHING MODEL
    Journal of Time Series Analysis, 1990, 11, (2), 89-105
20. Seemingly Unrelated Time Series Equations and a Test for Homogeneity
    Journal of Business & Economic Statistics, 1990, 8, (1), 71-81 View citations (8)

1987

21. Forecasting and Interpolation Using Vector Autoregressions with Common Trends
    Annals of Economics and Statistics, 1987, (6-7), 279-287 View citations (10)

Books

2009

1. Evaluación de Territorios Inteligentes en la Sociedad del Conocimiento
   UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales

Chapters

Undated

1. An Alternative to Represent Time Series: the Time Scatter Plot
   Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales