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Details about Javier Fernandez-Macho

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Workplace:Departamento de Economía Aplicada III (Econometría y Estadística) (Department of Applied Economics III (Econometrics and Statistics)), Facultad de Economía y Empresa (Faculty of Economics and Management), Universidad del País Vasco - Euskal Herriko Unibertsitatea (University of the Basque Country), (more information at EDIRC)

Access statistics for papers by Javier Fernandez-Macho.

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Short-id: pfe234


Jump to Journal Articles Books Chapters

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 Downloads

2013

  1. A Note on Wavelet Correlation and Cointegration
    BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) Downloads
  2. A Test for the Null of Multiple Cointegrating Vectors
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads
  3. A wavelet approach to multiple cointegration testing
    Economics Series Working Papers, University of Oxford, Department of Economics Downloads

2011

  1. Stochastic Surface Models for Commodity Futures: A 2D Kalman Filter Approach
    BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) Downloads
  2. Wavelet multiple correlation and cross-correlation: A multiscale analysis of euro zone stock markets
    BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) Downloads View citations (2)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2012)

2008

  1. The influence of cultural identity on the WTP to protect natural resources: some empirical evidence
    BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) Downloads
    See also Journal Article in Ecological Economics (2009)
  2. Valuing environmental impacts of coastal development projects: a choice modelling application in Spain
    BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) Downloads View citations (3)

Journal Articles

2018

  1. A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices
    Applied Energy, 2018, 228, (C), 1550-1560 Downloads View citations (3)
  2. 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 Downloads View citations (4)
  3. Time-localized wavelet multiple regression and correlation
    Physica A: Statistical Mechanics and its Applications, 2018, 492, (C), 1226-1238 Downloads

2016

  1. An index to assess maritime importance in the European Atlantic economy
    Marine Policy, 2016, 64, (C), 72-81 Downloads View citations (1)

2015

  1. Comment on testing for spurious and cointegrated regressions: a wavelet approach
    Journal of Applied Statistics, 2015, 42, (8), 1759-1769 Downloads
  2. Measuring the maritime economy: Spain in the European Atlantic Arc
    Marine Policy, 2015, 60, (C), 49-61 Downloads View citations (5)

2013

  1. Analysis of potential energy, economic and environmental savings in residential buildings: Solar collectors combined with microturbines
    Applied Energy, 2013, 104, (C), 128-136 Downloads View citations (7)

2012

  1. 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 Downloads View citations (11)
    See also Working Paper (2011)

2009

  1. The influence of cultural identity on the WTP to protect natural resources: Some empirical evidence
    Ecological Economics, 2009, 68, (8-9), 2372-2381 Downloads View citations (43)
    See also Working Paper (2008)

2008

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

2006

  1. Cyclical common factors in cointegrated systems
    Spanish Economic Review, 2006, 8, (1), 53-82 Downloads
  2. 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 Downloads

2005

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

2004

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

1996

  1. 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 Downloads

1990

  1. ESTIMATION AND TESTING OF A MULTIVARIATE EXPONENTIAL SMOOTHING MODEL
    Journal of Time Series Analysis, 1990, 11, (2), 89-105 Downloads
  2. Seemingly Unrelated Time Series Equations and a Test for Homogeneity
    Journal of Business & Economic Statistics, 1990, 8, (1), 71-81 View citations (7)

1987

  1. Forecasting and Interpolation Using Vector Autoregressions with Common Trends
    Annals of Economics and Statistics, 1987, (6-7), 279-287 Downloads View citations (9)

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 Downloads
 
Page updated 2020-10-24