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Javier Fernandez-Macho

Personal Details

First Name:Javier
Middle Name:
Last Name:Fernandez-Macho
Suffix:
RePEc Short-ID:pfe234
[This author has chosen not to make the email address public]
Terminal Degree:1986 London School of Economics (LSE) (from RePEc Genealogy)

Affiliation

Departamento de Economía Aplicada III (Econometría y Estadística)
Facultad de Economía y Empresa
Universidad del País Vasco - Euskal Herriko Unibertsitatea

Bilbao, Spain
https://www.ehu.eus/es/web/ea3
RePEc:edi:deehues (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Naomi S. Foley & Rebecca Corless & Marta Escapa & Frances Fahy & Javier & Fernandez-Macho & Susana Gabriel & Pilar Gonzalez & Stephen Hynes1 & Regis Kalaydjian & Susana Moreira & Kieran Moylan & Arant, 2014. "MARNET: An Economic Data Framework for the European Atlantic Arc," Working Papers 262566, National University of Ireland, Galway, Socio-Economic Marine Research Unit.
  2. Fernández Macho, Francisco Javier, 2013. "A Note on Wavelet Correlation and Cointegration," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  3. Javier Fernandez-Macho, 2013. "A Test for the Null of Multiple Cointegrating Vectors," Economics Series Working Papers 657, University of Oxford, Department of Economics.
  4. Javier Fernandez-Macho, 2013. "A wavelet approach to multiple cointegration testing," Economics Series Working Papers 668, University of Oxford, Department of Economics.
  5. Fernández Macho, Francisco Javier, 2011. "Wavelet multiple correlation and cross-correlation: A multiscale analysis of euro zone stock markets," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  6. Fernández Macho, Francisco Javier, 2011. "Stochastic Surface Models for Commodity Futures: A 2D Kalman Filter Approach," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  7. Hoyos Ramos, David & Mariel Chladkova, Petr & Fernández Macho, Francisco Javier, 2008. "The influence of cultural identity on the WTP to protect natural resources: some empirical evidence," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  8. Hoyos Ramos, David & Riera Micaló, Pere & Fernández Macho, Francisco Javier & Gallastegui Zulaika, María Carmen & García, Dolores, 2008. "Valuing environmental impacts of coastal development projects: a choice modelling application in Spain," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).

Articles

  1. Aleida Cobas-Valdés & Javier Fernández-Macho, 2021. "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, MDPI, vol. 13(21), pages 1-12, October.
  2. Polanco Martínez, Josué M. & Abadie, Luis M. & Fernández-Macho, J., 2018. "A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices," Applied Energy, Elsevier, vol. 228(C), pages 1550-1560.
  3. Polanco-Martínez, J.M. & Fernández-Macho, J. & Neumann, M.B. & Faria, S.H., 2018. "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, Elsevier, vol. 490(C), pages 1211-1227.
  4. Fernández-Macho, Javier, 2018. "Time-localized wavelet multiple regression and correlation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 492(C), pages 1226-1238.
  5. Aleida Cobas-Valdés & Javier Fernández-Macho & Ana Fernández-Sainz, 2017. "Earnings distribution of Cuban immigrants in the USA: evidence from quantile regression with sample selection," Applied Economics, Taylor & Francis Journals, vol. 49(37), pages 3685-3700, August.
  6. Fernández-Macho, Javier & González, Pilar & Virto, Jorge, 2016. "An index to assess maritime importance in the European Atlantic economy," Marine Policy, Elsevier, vol. 64(C), pages 72-81.
  7. Javier Fern�ndez-Macho, 2015. "Comment on testing for spurious and cointegrated regressions: a wavelet approach," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(8), pages 1759-1769, August.
  8. Fernández-Macho, Javier & Murillas, Arantza & Ansuategi, Alberto & Escapa, Marta & Gallastegui, Carmen & González, Pilar & Prellezo, Raul & Virto, Jorge, 2015. "Measuring the maritime economy: Spain in the European Atlantic Arc," Marine Policy, Elsevier, vol. 60(C), pages 49-61.
  9. Suárez, I. & Prieto, M.M. & Fernández, F.J., 2013. "Analysis of potential energy, economic and environmental savings in residential buildings: Solar collectors combined with microturbines," Applied Energy, Elsevier, vol. 104(C), pages 128-136.
  10. Fernández-Macho, Javier, 2012. "Wavelet multiple correlation and cross-correlation: A multiscale analysis of Eurozone stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(4), pages 1097-1104.
  11. Arantza Murillas‐Maza & Jorge Virto & María Carmen Gallastegui & Pilar González & Javier Fernández‐Macho, 2011. "The value of open ocean ecosystems: A case study for the Spanish exclusive economic zone," Natural Resources Forum, Blackwell Publishing, vol. 35(2), pages 122-133, May.
  12. Hoyos, David & Mariel, Petr & Fernández-Macho, Javier, 2009. "The influence of cultural identity on the WTP to protect natural resources: Some empirical evidence," Ecological Economics, Elsevier, vol. 68(8-9), pages 2372-2381, June.
  13. Fernández-Macho, Javier, 2008. "Spectral estimation of a structural thin-plate smoothing model," Computational Statistics & Data Analysis, Elsevier, vol. 53(1), pages 189-195, September.
  14. Fernandez Macho, Javier & Gallastegui Zulaica, Carmen & Gonzalez Casimiro, Pilar, 2006. "Medicion de impactos economicos a partir de una matriz de contabilidad social: el sector pesquero en Galicia," Revista Espanola de Estudios Agrosociales y Pesqueros, Ministerio de Medio Ambiente, Rural y Marino (formerly Ministry of Agriculture), issue 212, pages 1-39.
  15. Ignacio Díaz-Emparanza & Javier Fernández-Macho, 2006. "Cyclical common factors in cointegrated systems," Spanish Economic Review, Springer;Spanish Economic Association, vol. 8(1), pages 53-82, March.
  16. Fernandez-Macho, Javier, 2005. "Comments on "Combining filter design with model-based filtering"," International Journal of Forecasting, Elsevier, vol. 21(4), pages 711-715.
  17. Javier Fernández Macho & Pilar González Casimiro, 2004. "Matrices de Contabilidad Social: una panorámica," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 57(03), pages 132-163.
  18. F. Javier Fernández‐Macho, 1996. "Spectral Maximum Likelihood Estimation Of A Signal‐To‐Noise Ratio Lying In The Vicinity Of Zero," Journal of Time Series Analysis, Wiley Blackwell, vol. 17(5), pages 447-459, September.
  19. F. Javier Fernández, 1990. "Estimation And Testing Of A Multivariate Exponential Smoothing Model," Journal of Time Series Analysis, Wiley Blackwell, vol. 11(2), pages 89-105, March.
  20. Fernandez, F Javier & Harvey, Andrew C, 1990. "Seemingly Unrelated Time Series Equations and a Test for Homogeneity," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(1), pages 71-81, January.
  21. F. Javier Fernandez Macho & Andrew C. Harvey & James H. Stock, 1987. "Forecasting and Interpolation Using Vector Autoregressions with Common Trends," Annals of Economics and Statistics, GENES, issue 6-7, pages 279-287.

Chapters

  1. Alberto Calderero & Hanna Kuittinen & Javier Fernández-Macho, 2009. "An Alternative to Represent Time Series: the Time Scatter Plot," EHUCHAPS, in: Ignacio Díaz-Emparanza & Petr Mariel & María Victoria Esteban (ed.), Econometrics with gretl. Proceedings of the gretl Conference 2009, edition 1, chapter 15, pages 229-242, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.

Books

  1. Javier Fernández-Macho & Pilar González, 2009. "Evaluación de Territorios Inteligentes en la Sociedad del Conocimiento," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, number 12, June.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Fernández Macho, Francisco Javier, 2011. "Wavelet multiple correlation and cross-correlation: A multiscale analysis of euro zone stock markets," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).

    Cited by:

    1. Zhu, Bangzhu & Ye, Shunxin & Han, Dong & Wang, Ping & He, Kaijian & Wei, Yi-Ming & Xie, Rui, 2019. "A multiscale analysis for carbon price drivers," Energy Economics, Elsevier, vol. 78(C), pages 202-216.
    2. Kaijian He & Rui Zha & Jun Wu & Kin Keung Lai, 2016. "Multivariate EMD-Based Modeling and Forecasting of Crude Oil Price," Sustainability, MDPI, vol. 8(4), pages 1-11, April.
    3. Benhmad, François, 2013. "Bull or bear markets: A wavelet dynamic correlation perspective," Economic Modelling, Elsevier, vol. 32(C), pages 576-591.
    4. Gandjon Fankem, Gislain Stéphane & Fouda Mbesa, Lucien Cédric, 2023. "Business cycle synchronization and African monetary union: A wavelet analysis," Journal of Macroeconomics, Elsevier, vol. 77(C).
    5. Umar, Zaghum & Trabelsi, Nader & Alqahtani, Faisal, 2021. "Connectedness between cryptocurrency and technology sectors: International evidence," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 910-922.
    6. Avishek BHANDARI, 2017. "Wavelets based multiscale analysis of select global equity returns," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(4(613), W), pages 75-88, Winter.
    7. Chakrabarty, Anindya & De, Anupam & Gunasekaran, Angappa & Dubey, Rameshwar, 2015. "Investment horizon heterogeneity and wavelet: Overview and further research directions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 45-61.
    8. Samia Nasreen & Syed Asif Ali Naqvi & Aviral Kumar Tiwari & Shawkat Hammoudeh & Syed Ale Raza Shah, 2020. "A Wavelet-Based Analysis of the Co-Movement between Sukuk Bonds and Shariah Stock Indices in the GCC Region: Implications for Risk Diversification," JRFM, MDPI, vol. 13(4), pages 1-21, March.
    9. Chaker Aloui & Rania Jammazi & Hela Ben Hamida, 2018. "Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View," Computational Economics, Springer;Society for Computational Economics, vol. 52(2), pages 603-626, August.
    10. Antonios K. Alexandridis & Mohammad S. Hasan, 2020. "Global financial crisis and multiscale systematic risk: Evidence from selected European stock markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 518-546, October.
    11. Berger, Theo, 2015. "A wavelet based approach to measure and manage contagion at different time scales," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 436(C), pages 338-350.
    12. Boubaker, Heni & Raza, Syed Ali, 2017. "A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets," Energy Economics, Elsevier, vol. 64(C), pages 105-117.
    13. Bošnjak Mile & Novak Ivan & Bašić Maja, 2021. "Capital Market Returns and Inflation Nexus in Croatia: Wavelet Coherence Analysis," Business Systems Research, Sciendo, vol. 12(2), pages 253-267, December.
    14. Gourène, Grakolet Arnold Zamereith & Mendy, Pierre, 2014. "Beginning an African Stock Markets Integration? A Wavelet Analysis," MPRA Paper 76048, University Library of Munich, Germany.
    15. Huang, Shupei & An, Haizhong & Gao, Xiangyun & Huang, Xuan, 2015. "Identifying the multiscale impacts of crude oil price shocks on the stock market in China at the sector level," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 434(C), pages 13-24.
    16. Fousekis, Panos & Grigoriadis, Vasilis, 2016. "Spatial price dependence by time scale: Empirical evidence from the international butter markets," Economic Modelling, Elsevier, vol. 54(C), pages 195-204.
    17. Dilip M. Nachane & Amlendu Dubey, 2021. "The Spectral Envelope: An Application to the Decoupling Problem in Economics," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 287-308, December.
    18. Boako, Gideon & Alagidede, Imhotep Paul & Sjo, Bo & Uddin, Gazi Salah, 2020. "Commodities price cycles and their interdependence with equity markets," Energy Economics, Elsevier, vol. 91(C).

  2. Hoyos Ramos, David & Mariel Chladkova, Petr & Fernández Macho, Francisco Javier, 2008. "The influence of cultural identity on the WTP to protect natural resources: some empirical evidence," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).

    Cited by:

    1. Abdullah, Sabah & Mariel, Petr, 2010. "Choice experiment study on the willingness to pay to improve electricity services," Energy Policy, Elsevier, vol. 38(8), pages 4570-4581, August.
    2. George Halkos & Panagiotis Stavros Aslanidis & Angelos Plataniotis & Phoebe Koundouri, 2024. "Global insights on Sustainable Development Goal 14: Reviewing willingness-to-pay levels for marine ecosystem protection and conservation," DEOS Working Papers 2416, Athens University of Economics and Business.
    3. Faccioli, Michela & Czajkowski, Mikołaj & Glenk, Klaus & Martin-Ortega, Julia, 2020. "Environmental attitudes and place identity as determinants of preferences for ecosystem services," Ecological Economics, Elsevier, vol. 174(C).
    4. Vogdrup-Schmidt, Mathias & Strange, Niels & Thorsen, Bo Jellesmark, 2019. "Support for Transnational Conservation in a Gain-Loss Context," Ecological Economics, Elsevier, vol. 162(C), pages 49-58.
    5. Carson, Richard T. & DeShazo, J.R. & Schwabe, Kurt A. & Vincent, Jeffrey R. & Ahmad, Ismariah, 2015. "Incorporating local visitor valuation information into the design of new recreation sites in tropical forests," Ecological Economics, Elsevier, vol. 120(C), pages 338-349.
    6. de Ayala, Amaia & Hoyos, David & Mariel, Petr, 2015. "Suitability of discrete choice experiments for landscape management under the European Landscape Convention," Journal of Forest Economics, Elsevier, vol. 21(2), pages 79-96.
    7. Birdir, Sevda & Ünal, Özlem & Birdir, Kemal & Williams, Allan T., 2013. "Willingness to pay as an economic instrument for coastal tourism management: Cases from Mersin, Turkey," Tourism Management, Elsevier, vol. 36(C), pages 279-283.
    8. Hoyos Ramos, David & Mariel Chladkova, Petr & Garmendia Oleaga, Eneko & Etxano Gandariasbeitia, Iker & Pascual, Unai, 2011. "The management of Natura 2000 Network sites: a discrete choice experiment approach," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
    9. Michela Faccioli & Mikołaj Czajkowski & Klaus Glenk & Julia Martin-Ortega, 2018. "Environmental attitudes and place identity as simultaneous determinants of preferences for environmental goods," Working Papers 2018-08, Faculty of Economic Sciences, University of Warsaw.
    10. Wakita, Kazumi & Shen, Zhonghua & Oishi, Taro & Yagi, Nobuyuki & Kurokura, Hisashi & Furuya, Ken, 2014. "Human utility of marine ecosystem services and behavioural intentions for marine conservation in Japan," Marine Policy, Elsevier, vol. 46(C), pages 53-60.
    11. Koundouri, Phoebe & Kountouris, Yannis & Stithou, Mavra, 2012. "A Choice Experiments Application in Transport Infrastructure: A Case Study on Travel Time Savings, Accidents and Pollution Reduction," MPRA Paper 38274, University Library of Munich, Germany.
    12. Mariel, Petr & Ayala, Amaya de & Hoyos, David & Abdullah, Sabah, 2013. "Selecting random parameters in discrete choice experiment for environmental valuation: A simulation experiment," Journal of choice modelling, Elsevier, vol. 7(C), pages 44-57.
    13. Hoyos Ramos, David, 2010. "Using discrete choice experiments for environmental valuation," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
    14. Markanday, Ambika & Lliso, Bosco & Sorman, Alevgul H., 2024. "Investing in Nature: Assessing the Effects of Monetary and Non-Monetary Valuations on Decision-Making," Ecological Economics, Elsevier, vol. 219(C).
    15. Hoyos, David & Mariel, Petr & Pascual, Unai & Etxano, Iker, 2012. "Valuing a Natura 2000 network site to inform land use options using a discrete choice experiment: An illustration from the Basque Country," Journal of Forest Economics, Elsevier, vol. 18(4), pages 329-344.
    16. Desbureaux, Sébastien & Brimont, Laura, 2015. "Between economic loss and social identity: The multi-dimensional cost of avoiding deforestation in Eastern Madagascar," Ecological Economics, Elsevier, vol. 118(C), pages 10-20.
    17. Yuan Pan & Yue Che & Stuart Marshall & Lorraine Maltby, 2020. "Heterogeneity in Ecosystem Service Values: Linking Public Perceptions and Environmental Policies," Sustainability, MDPI, vol. 12(3), pages 1-14, February.
    18. Hynes, S. & Ghermandi, A. & Norton, D. & Williams, H., 2017. "Marine Recreational Ecosystem Service Value Meta-Analysis," Working Papers 266404, National University of Ireland, Galway, Socio-Economic Marine Research Unit.
    19. de Ayala, Amaia & Mariel, Petr & Meyerhoff, Jürgen, 2014. "Transferring landscape values using discrete choice experiments: Is meta-analysis an option?," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 14(01), pages 1-16, June.
    20. Ainhoa Vega-Bayo & Petr Mariel, 2019. "A Discrete Choice Experiment Application to School Choice in the Basque Country," Hacienda Pública Española / Review of Public Economics, IEF, vol. 230(3), pages 41-62, September.
    21. Bakhtiari, Fatemeh & Jacobsen, Jette Bredahl & Thorsen, Bo Jellesmark & Lundhede, Thomas Hedemark & Strange, Niels & Boman, Mattias, 2018. "Disentangling Distance and Country Effects on the Value of Conservation across National Borders," Ecological Economics, Elsevier, vol. 147(C), pages 11-20.
    22. Li-Min Chuang & Pi-Ching Chen & Yen-Yu Chen, 2018. "The Determinant Factors of Travelers’ Choices for Pro-Environment Behavioral Intention-Integration Theory of Planned Behavior, Unified Theory of Acceptance, and Use of Technology 2 and Sustainability ," Sustainability, MDPI, vol. 10(6), pages 1-26, June.
    23. Alberto Longo & David Hoyos & Anil Markandya, 2012. "Willingness to Pay for Ancillary Benefits of Climate Change Mitigation," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 51(1), pages 119-140, January.
    24. Filippini, Massimo & Wekhof, Tobias, 2021. "The effect of culture on energy efficient vehicle ownership," Journal of Environmental Economics and Management, Elsevier, vol. 105(C).
    25. Nekane Castillo-Eguskitza & David Hoyos & Miren Onaindia & Mikolaj Czajkowski, 2019. "Unraveling local preferences and willingness to pay for different management scenarios: A choice experiment to Biosphere Reserve management," Working Papers 2019-05, Faculty of Economic Sciences, University of Warsaw.
    26. Hynes, Stephen & Ghermandi, Andrea & Norton, Daniel & Williams, Heidi, 2018. "Marine recreational ecosystem service value estimation: A meta-analysis with cultural considerations," Ecosystem Services, Elsevier, vol. 31(PC), pages 410-419.
    27. Aline Chiabai & Ibon Galarraga & Anil Markandya & Unai Pascual, 2011. "The Equivalency Principle for Discounting the Value of Natural Assets: An Application to an Investment Project in the Basque Coast," Working Papers 2011-10, BC3.
    28. Manero, Ana & Taylor, Kat & Nikolakis, William & Adamowicz, Wiktor & Marshall, Virginia & Spencer-Cotton, Alaya & Nguyen, Mai & Grafton, R. Quentin, 2022. "A systematic literature review of non-market valuation of Indigenous peoples’ values: Current knowledge, best-practice and framing questions for future research," Ecosystem Services, Elsevier, vol. 54(C).
    29. Groh, Elke D., 2022. "Exposure to wind turbines, regional identity and the willingness to pay for regionally produced electricity," Resource and Energy Economics, Elsevier, vol. 70(C).
    30. Yiannis Kountouris & Kyriaki Remoundou, 2016. "Cultural Influence on Preferences and Attitudes for Environmental Quality," Kyklos, Wiley Blackwell, vol. 69(2), pages 369-397, May.
    31. M. Guimarães & Carlos Sousa & Tiago Garcia & Tomaz Dentinho & Tomasz Boski, 2011. "The value of improved water quality in Guadiana estuary—a transborder application of contingent valuation methodology," Letters in Spatial and Resource Sciences, Springer, vol. 4(1), pages 31-48, March.
    32. Allen Blackman & Sahan T. M. Dissanayake & Adan L. Martinez-Cruz & Leonardo Corral & Maja Schling, 2024. "The Benefits of Titling Indigenous Communities in the Peruvian Amazon: A Stated Preference Approach," Land Economics, University of Wisconsin Press, vol. 100(2), pages 333-352.
    33. Miller, Sini & Tait, Peter & Saunders, Caroline, 2015. "Estimating indigenous cultural values of freshwater: A choice experiment approach to Māori values in New Zealand," Ecological Economics, Elsevier, vol. 118(C), pages 207-214.
    34. Abdullah, Sabah & Mariel Chladkova, Petr, 2009. "Choice experiment study on the willingness to pay to improve," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
    35. Lin Xu & Maoliang Ling & Yujie Lu & Meng Shen, 2017. "Understanding Household Waste Separation Behaviour: Testing the Roles of Moral, Past Experience, and Perceived Policy Effectiveness within the Theory of Planned Behaviour," Sustainability, MDPI, vol. 9(4), pages 1-27, April.
    36. Stephen Hynes & Daniel Norton & Nick Hanley, 2013. "Adjusting for Cultural Differences in International Benefit Transfer," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 56(4), pages 499-519, December.
    37. Tomas Badura & Silvia Ferrini & Michael Burton & Amy Binner & Ian J. Bateman, 2020. "Using Individualised Choice Maps to Capture the Spatial Dimensions of Value Within Choice Experiments," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 75(2), pages 297-322, February.
    38. Morey, Edward & Thiene, Mara, 2012. "A parsimonious, stacked latent-class methodology for predicting behavioral heterogeneity in terms of life-constraint heterogeneity," Ecological Economics, Elsevier, vol. 74(C), pages 130-144.
    39. Hoyos, David, 2010. "The state of the art of environmental valuation with discrete choice experiments," Ecological Economics, Elsevier, vol. 69(8), pages 1595-1603, June.
    40. Gallardo, R. Karina & Olanie, Aaron & Ordóñez, Rita & Ostrom, Ostrom, 2015. "The Use of Electronic Payment Machines at Farmers Markets: Results from a Choice Experiment Study," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 18(1), pages 1-26, February.
    41. Hynes, Stephen & Norton, Daniel & Hanley, Nick, 2012. "Accounting for Cultural Dimensions in Estimating the Value of Coastal Zone Ecosystem Services using International Benefit Transfer," Working Papers 148828, National University of Ireland, Galway, Socio-Economic Marine Research Unit.
    42. Zander, Kerstin K. & Straton, Anna, 2010. "An economic assessment of the value of tropical river ecosystem services: Heterogeneous preferences among Aboriginal and non-Aboriginal Australians," Ecological Economics, Elsevier, vol. 69(12), pages 2417-2426, October.
    43. De Ayala Bilbao, Amaya & Hoyos Ramos, David & Mariel Chladkova, Petr, 2012. "Landscape valuation through discrete choice experiments: Current practice and future research reflections," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
    44. Mariel, Petr & Artabe, Alaitz, 2020. "Interpreting correlated random parameters in choice experiments," Journal of Environmental Economics and Management, Elsevier, vol. 103(C).

  3. Hoyos Ramos, David & Riera Micaló, Pere & Fernández Macho, Francisco Javier & Gallastegui Zulaika, María Carmen & García, Dolores, 2008. "Valuing environmental impacts of coastal development projects: a choice modelling application in Spain," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).

    Cited by:

    1. Hoyos, David & Mariel, Petr & Fernández-Macho, Javier, 2009. "The influence of cultural identity on the WTP to protect natural resources: Some empirical evidence," Ecological Economics, Elsevier, vol. 68(8-9), pages 2372-2381, June.
    2. Aline Chiabai & Ibon Galarraga & Anil Markandya & Unai Pascual, 2011. "The Equivalency Principle for Discounting the Value of Natural Assets: An Application to an Investment Project in the Basque Coast," Working Papers 2011-10, BC3.
    3. Hoyos, David & Riera, Pere, 2013. "Convergent validity between revealed and stated recreation demand data: Some empirical evidence from the Basque Country, Spain," Journal of Forest Economics, Elsevier, vol. 19(3), pages 234-248.

Articles

  1. Polanco Martínez, Josué M. & Abadie, Luis M. & Fernández-Macho, J., 2018. "A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices," Applied Energy, Elsevier, vol. 228(C), pages 1550-1560.

    Cited by:

    1. Zhou, Guangzhao & Guo, Zanquan & Sun, Simin & Jin, Qingsheng, 2023. "A CNN-BiGRU-AM neural network for AI applications in shale oil production prediction," Applied Energy, Elsevier, vol. 344(C).
    2. Turdyeva, Natalia, 2019. "Effects of a terms of trade shock on the Russian economy," Conference papers 333094, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    3. Valadkhani, Abbas & Anwar, Sajid & Ghazanfari, Arezoo & Nguyen, Jeremy, 2021. "Are petrol retailers less responsive to changes in wholesale or crude oil prices when they face lower competition? The case of Greater Sydney," Energy Policy, Elsevier, vol. 153(C).
    4. Zhou, Jie & Sun, Mei & Han, Dun & Gao, Cuixia, 2021. "Analysis of oil price fluctuation under the influence of crude oil stocks and US dollar index — Based on time series network model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 582(C).
    5. Guo, Sui & Li, Huajiao & An, Haizhong & Ma, Ning & Sun, Qingru & Feng, Sida & Sun, Guangzhao & Liu, Yanxin, 2024. "Detecting the horizontal/vertical price relationship patterns in the global oil industry chain through network analysis," Energy, Elsevier, vol. 296(C).
    6. Yu, Hongchu & Fang, Zhixiang & Lu, Feng & Murray, Alan T. & Zhang, Hengcai & Peng, Peng & Mei, Qiang & Chen, Jinhai, 2019. "Impact of oil price fluctuations on tanker maritime network structure and traffic flow changes," Applied Energy, Elsevier, vol. 237(C), pages 390-403.
    7. Angeliki Skoura, 2019. "Detection of Lead-Lag Relationships Using Both Time Domain and Time-Frequency Domain; An Application to Wealth-To-Income Ratio," Economies, MDPI, vol. 7(2), pages 1-27, April.
    8. Scarcioffolo, Alexandre R. & Etienne, Xiaoli, 2021. "Testing directional predictability between energy prices: A quantile-based analysis," Resources Policy, Elsevier, vol. 74(C).
    9. Miljkovic, Dragan & Goetz, Cole, 2020. "The effects of futures markets on oil spot price volatility in regional US markets," Applied Energy, Elsevier, vol. 273(C).
    10. Milena Bieniek, 2021. "Bartering: Price-Setting Newsvendor Problem with Barter Exchange," Sustainability, MDPI, vol. 13(12), pages 1-22, June.
    11. Trabelsi, Nader & Tiwari, Aviral Kumar & Hammoudeh, Shawkat, 2022. "Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).

  2. Polanco-Martínez, J.M. & Fernández-Macho, J. & Neumann, M.B. & Faria, S.H., 2018. "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, Elsevier, vol. 490(C), pages 1211-1227.

    Cited by:

    1. Mobeen Ur Rehman, 2020. "Dynamic correlation pattern amongst alternative energy market for diversification opportunities," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 9(1), pages 1-24, December.
    2. Ngo Thai Hung, 2020. "Identifying the Dynamic Connectedness between Propane and Oil Prices: Evidence from Wavelet Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 10(5), pages 315-326.
    3. María del Carmen Valls Martínez & Pedro Antonio Martín Cervantes, 2021. "Testing the Resilience of CSR Stocks during the COVID-19 Crisis: A Transcontinental Analysis," Mathematics, MDPI, vol. 9(5), pages 1-24, March.
    4. Yang, Xiaoming & Islam, Md. Monirul & Mentel, Grzegorz & Ahmad, Ashfaq & Vasa, László, 2024. "Synergistic dynamics unveiled: Interplay between rare earth prices, clean energy innovations, and tech companies' market resilience amidst the Covid-19 pandemic and Russia-Ukraine conflict," Resources Policy, Elsevier, vol. 89(C).
    5. Zeitun, Rami & Rehman, Mobeen Ur & Ahmad, Nasir & Vo, Xuan Vinh, 2023. "The impact of Twitter-based sentiment on US sectoral returns," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
    6. Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Dankwah, Boakye & Lee, Chi-Chuan, 2024. "Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
    7. Abakah, Emmanuel Joel Aikins & Adeabah, David & Tiwari, Aviral Kumar & Abdullah, Mohammad, 2023. "Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks," International Review of Financial Analysis, Elsevier, vol. 90(C).
    8. Park, Ji Hwan & Chang, Woojin & Song, Jae Wook, 2020. "Link prediction in the Granger causality network of the global currency market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 553(C).
    9. Polanco Martínez, Josué M. & Abadie, Luis M. & Fernández-Macho, J., 2018. "A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices," Applied Energy, Elsevier, vol. 228(C), pages 1550-1560.
    10. Nana Kwame Akosah & Imhotep Paul Alagidede & Eric Schaling, 2021. "Dynamics of Money Market Interest Rates in Ghana: Time‐Frequency Analysis of Volatility Spillovers," South African Journal of Economics, Economic Society of South Africa, vol. 89(4), pages 555-589, December.
    11. Walid Mensi & Mobeen Ur Rehman & Muhammad Shafiullah & Khamis Hamed Al-Yahyaee & Ahmet Sensoy, 2021. "High frequency multiscale relationships among major cryptocurrencies: portfolio management implications," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-21, December.
    12. Milos Kopa & Kristina Sutiene & Audrius Kabasinskas & Ausrine Lakstutiene & Aidas Malakauskas, 2022. "Dominance Tracking Index for Measuring Pension Fund Performance with Respect to the Benchmark," Sustainability, MDPI, vol. 14(15), pages 1-28, August.
    13. Lu, Xunfa & Huang, Nan & Mo, Jianlei & Ye, Zhitao, 2023. "Dynamics of the return and volatility connectedness among green finance markets during the COVID-19 pandemic," Energy Economics, Elsevier, vol. 125(C).
    14. Nguyen, Thi Thu Ha & Naeem, Muhammad Abubakr & Balli, Faruk & Balli, Hatice Ozer & Vo, Xuan Vinh, 2021. "Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds," Finance Research Letters, Elsevier, vol. 40(C).
    15. Chen, Qitong & Zhu, Huiming & Yu, Dongwei & Hau, Liya, 2022. "How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    16. Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Yousaf, Imran & Kumar Tiwari, Aviral & Li, Yanshuang, 2024. "Economic sanctions sentiment and global stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
    17. Mohti, Wahbeeah & Dionísio, Andreia & Vieira, Isabel & Ferreira, Paulo, 2019. "Financial contagion analysis in frontier markets: Evidence from the US subprime and the Eurozone debt crises," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 1388-1398.
    18. Shuangqi Li & Qi‐an Chen, 2021. "Do the Shanghai–Hong Kong & Shenzhen–Hong Kong Stock Connect programs enhance co‐movement between the Mainland Chinese, Hong Kong, and U.S. stock markets?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2871-2890, April.
    19. Domingo Rodríguez Benavides & Ignacio Perrotini Hernández, 2019. "Las correlaciones dinámicas de contagio financiero:Estados Unidos y América Latina," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(2), pages 151-168, Abril-Jun.
    20. Tiwari, Aviral Kumar & Adewuyi, Adeolu O. & Adeleke, Musefiu Adebowale & Abakah, Emmanuel Joel Aikins, 2023. "A time-varying Granger causality analysis between water stock and green stocks using novel approaches," Energy Economics, Elsevier, vol. 126(C).
    21. Maurice Omane-Adjepong & Imhotep Paul Alagidede, 2020. "Dynamic Linkages and Economic Role of Leading Cryptocurrencies in an Emerging Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(4), pages 537-585, December.
    22. Liu, Jiatong, 2023. "Time-frequency correlations and extreme spillover effects between carbon markets and NFTs: The roles of EPU and COVID-19," Finance Research Letters, Elsevier, vol. 54(C).
    23. Farid, Saqib & Karim, Sitara & Naeem, Muhammad A. & Nepal, Rabindra & Jamasb, Tooraj, 2023. "Co-movement between dirty and clean energy: A time-frequency perspective," Energy Economics, Elsevier, vol. 119(C).
    24. Abakah, Emmanuel Joel Aikins & Wali Ullah, G M & Abdullah, Mohammad & Lee, Chi-Chuan & Sulong, Zunaidah, 2024. "Correlation structure between fiat currencies and blockchain assets," Finance Research Letters, Elsevier, vol. 62(PA).

  3. Fernández-Macho, Javier, 2018. "Time-localized wavelet multiple regression and correlation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 492(C), pages 1226-1238.

    Cited by:

    1. Alqaralleh, Huthaifa & Canepa, Alessandra, 2022. "The role of precious metals in portfolio diversification during the Covid19 pandemic: A wavelet-based quantile approach," Resources Policy, Elsevier, vol. 75(C).
    2. Umar, Zaghum & Trabelsi, Nader & Alqahtani, Faisal, 2021. "Connectedness between cryptocurrency and technology sectors: International evidence," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 910-922.
    3. Elie Bouri & Rangan Gupta & Christian Pierdzioch, 2024. "Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter?," Working Papers 202406, University of Pretoria, Department of Economics.
    4. Bouri, Elie & Nekhili, Ramzi & Kinateder, Harald & Choudhury, Tonmoy, 2023. "Expected inflation and U.S. stock sector indices: A dynamic time-scale tale from inflationary and deflationary crisis periods," Finance Research Letters, Elsevier, vol. 55(PA).
    5. Bouri, Elie & Nekhili, Ramzi & Todorova, Neda, 2023. "Dynamic co-movement in major commodity markets during crisis periods: A wavelet local multiple correlation analysis," Finance Research Letters, Elsevier, vol. 55(PB).

  4. Fernández-Macho, Javier & González, Pilar & Virto, Jorge, 2016. "An index to assess maritime importance in the European Atlantic economy," Marine Policy, Elsevier, vol. 64(C), pages 72-81.

    Cited by:

    1. Wai-Ming To & Peter K. C. Lee, 2018. "China’s Maritime Economic Development: A Review, the Future Trend, and Sustainability Implications," Sustainability, MDPI, vol. 10(12), pages 1-13, December.
    2. Gen Li & Jingwen Wang & Fan Liu & Tao Wang & Ying Zhou & Airui Tian, 2023. "Regional Differences and Convergence of Technical Efficiency in China’s Marine Economy under Carbon Emission Constraints," Sustainability, MDPI, vol. 15(9), pages 1-17, May.
    3. Claudio Quintano & Paolo Mazzocchi & Antonella Rocca, 2020. "A competitive analysis of EU ports by fixing spatial and economic dimensions," Journal of Shipping and Trade, Springer, vol. 5(1), pages 1-19, December.

  5. Fernández-Macho, Javier & Murillas, Arantza & Ansuategi, Alberto & Escapa, Marta & Gallastegui, Carmen & González, Pilar & Prellezo, Raul & Virto, Jorge, 2015. "Measuring the maritime economy: Spain in the European Atlantic Arc," Marine Policy, Elsevier, vol. 60(C), pages 49-61.

    Cited by:

    1. Katarzyna Skrzeszewska, 2020. "Employees of the Global Labor Market and the Polish Social Security System," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 363-376.
    2. Wai-Ming To & Peter K. C. Lee, 2018. "China’s Maritime Economic Development: A Review, the Future Trend, and Sustainability Implications," Sustainability, MDPI, vol. 10(12), pages 1-13, December.
    3. Haddad, Eduardo A. & Araujo, Inacio F., 2024. "Shades of Blue: The Geography of the Ocean Economy in Brazil," TD NEREUS 3-2024, Núcleo de Economia Regional e Urbana da Universidade de São Paulo (NEREUS).
    4. Peter J. Stavroulakis & Stratos Papadimitriou, 2017. "Situation analysis forecasting: the case of European maritime clusters," Maritime Policy & Management, Taylor & Francis Journals, vol. 44(6), pages 779-789, August.
    5. Gacutan, Jordan & Galparsoro, Ibon & Murillas-Maza, Arantza, 2019. "Towards an understanding of the spatial relationships between natural capital and maritime activities: A Bayesian Belief Network approach," Ecosystem Services, Elsevier, vol. 40(C).
    6. Tsakiridis, Andreas & Mateo-Mantecón, Ingrid & O'Connor, Eamonn & Hynes, Stephen & O'Donoghue, Cathal, 2021. "Efficiency benchmarking of Irish and North Atlantic Spanish ports: Implications for blue growth," Utilities Policy, Elsevier, vol. 72(C).
    7. Santos, Felipe dos & Bícego, Samuel & Rocha, Ademir & Haddad, Eduardo, 2024. "Multidimensional Analysis of the Sea Economy: A Case Study for the Madeira Island, Portugal," TD NEREUS 8-2024, Núcleo de Economia Regional e Urbana da Universidade de São Paulo (NEREUS).
    8. Fernández-Macho, Javier & González, Pilar & Virto, Jorge, 2016. "An index to assess maritime importance in the European Atlantic economy," Marine Policy, Elsevier, vol. 64(C), pages 72-81.
    9. Koliousis, Ioannis G. & Papadimitriou, Stratos & Riza, Elena & Stavroulakis, Peter J. & Tsioumas, Vangelis, 2019. "Strategic correlations for maritime clusters," Transportation Research Part A: Policy and Practice, Elsevier, vol. 120(C), pages 43-57.
    10. Prellezo, Raúl & Corrales, Xavier & Andonegi, Eider & Bald, Carlos & Fernandes-Salvador, Jose A. & Iñarra, Bruno & Irigoien, Xabier & Martin, Adrian & Murillas-Maza, Arantza & Tasdemir, Deniz, 2024. "Economic trade-offs of harvesting the ocean twilight zone: An ecosystem services approach," Ecosystem Services, Elsevier, vol. 67(C).

  6. Suárez, I. & Prieto, M.M. & Fernández, F.J., 2013. "Analysis of potential energy, economic and environmental savings in residential buildings: Solar collectors combined with microturbines," Applied Energy, Elsevier, vol. 104(C), pages 128-136.

    Cited by:

    1. Oropeza-Perez, Ivan & Østergaard, Poul Alberg, 2014. "The influence of an estimated energy saving due to natural ventilation on the Mexican energy system," Energy, Elsevier, vol. 64(C), pages 1080-1091.
    2. Elisa Marrasso & Carlo Roselli & Maurizio Sasso & Francesco Tariello, 2016. "Analysis of a Hybrid Solar-Assisted Trigeneration System," Energies, MDPI, vol. 9(9), pages 1-23, September.
    3. Cao, Sunliang & Hasan, Ala & Sirén, Kai, 2014. "Matching analysis for on-site hybrid renewable energy systems of office buildings with extended indices," Applied Energy, Elsevier, vol. 113(C), pages 230-247.
    4. Konečná, Eva & Teng, Sin Yong & Máša, Vítězslav, 2020. "New insights into the potential of the gas microturbine in microgrids and industrial applications," Renewable and Sustainable Energy Reviews, Elsevier, vol. 134(C).
    5. Sawhney, Rapinder & Thakur, Kaveri & Venkatesan, Bharadwaj & Ji, Shuguang & Upreti, Girish & Sanseverino, John, 2014. "Empirical analysis of the solar incentive policy for Tennessee solar value chain," Applied Energy, Elsevier, vol. 131(C), pages 368-376.
    6. Haupt, Axel & Müller, Karsten, 2017. "Integration of a LOHC storage into a heat-controlled CHP system," Energy, Elsevier, vol. 118(C), pages 1123-1130.
    7. Oropeza-Perez, Ivan & Østergaard, Poul Alberg, 2014. "Potential of natural ventilation in temperate countries – A case study of Denmark," Applied Energy, Elsevier, vol. 114(C), pages 520-530.
    8. Yilmaz, Saban & Binici, Hanifi & Ozcalik, Hasan Riza, 2016. "Energy supply in a green school via a photovoltaic-thermal power system," Renewable and Sustainable Energy Reviews, Elsevier, vol. 57(C), pages 713-720.

  7. Fernández-Macho, Javier, 2012. "Wavelet multiple correlation and cross-correlation: A multiscale analysis of Eurozone stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(4), pages 1097-1104.
    See citations under working paper version above.
  8. Hoyos, David & Mariel, Petr & Fernández-Macho, Javier, 2009. "The influence of cultural identity on the WTP to protect natural resources: Some empirical evidence," Ecological Economics, Elsevier, vol. 68(8-9), pages 2372-2381, June.
    See citations under working paper version above.
  9. Fernández-Macho, Javier, 2008. "Spectral estimation of a structural thin-plate smoothing model," Computational Statistics & Data Analysis, Elsevier, vol. 53(1), pages 189-195, September.

    Cited by:

    1. Fernández Macho, Francisco Javier, 2011. "Stochastic Surface Models for Commodity Futures: A 2D Kalman Filter Approach," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).

  10. Javier Fernández Macho & Pilar González Casimiro, 2004. "Matrices de Contabilidad Social: una panorámica," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 57(03), pages 132-163.

    Cited by:

    1. Lillian Marlen Centeno Cruz & Pilar Campoy Muñoz & Gerardo Ángeles Castro, 2019. "Impacto económico de alternativas de inversión para el sistema de pensiones en México. (Economic impact assessment of alternative investment scenarios for pension funds in Mexico)," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(1), pages 87-134, May.

  11. Fernandez, F Javier & Harvey, Andrew C, 1990. "Seemingly Unrelated Time Series Equations and a Test for Homogeneity," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(1), pages 71-81, January.

    Cited by:

    1. Iñaki Bildosola & Pilar Gonzalez & Paz Moral, 2017. "An approach for modelling and forecasting research activity related to an emerging technology," Scientometrics, Springer;Akadémiai Kiadó, vol. 112(1), pages 557-572, July.
    2. K. Triantafyllopoulos, 2007. "Covariance estimation for multivariate conditionally Gaussian dynamic linear models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(8), pages 551-569.
    3. Yoshida, Wataru & Hirose, Kei, 2024. "Fast same-step forecast in SUTSE model and its theoretical properties," Computational Statistics & Data Analysis, Elsevier, vol. 190(C).
    4. Corberán-Vallet, Ana & Bermúdez, José D. & Vercher, Enriqueta, 2011. "Forecasting correlated time series with exponential smoothing models," International Journal of Forecasting, Elsevier, vol. 27(2), pages 252-265.
    5. Moauro, Filippo, 2010. "A monthly indicator of employment in the euro area: real time analysis of indirect estimates," MPRA Paper 27797, University Library of Munich, Germany, revised 30 Dec 2010.
    6. Alejandro Ferrer Pérez & José Casals Carro & Sonia Sotoca López, 2014. "Linking the problems of estimating and allocating unconditional capital," Documentos de Trabajo del ICAE 2014-13, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    7. Strickland, Chris M. & Turner, Ian. W. & Denham, Robert & Mengersen, Kerrie L., 2009. "Efficient Bayesian estimation of multivariate state space models," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4116-4125, October.
    8. Corberán-Vallet, Ana & Bermúdez, José D. & Vercher, Enriqueta, 2011. "Forecasting correlated time series with exponential smoothing models," International Journal of Forecasting, Elsevier, vol. 27(2), pages 252-265, April.

  12. F. Javier Fernandez Macho & Andrew C. Harvey & James H. Stock, 1987. "Forecasting and Interpolation Using Vector Autoregressions with Common Trends," Annals of Economics and Statistics, GENES, issue 6-7, pages 279-287.

    Cited by:

    1. Stefan Gerlach & Matthew S. Yiu, 2004. "A Dynamic Factor Model for Current-Quarter Estimates of Economic Activity in Hong Kong," Working Papers 162004, Hong Kong Institute for Monetary Research.
    2. Peter Fuleky & Carl Bonham, 2010. "Forecasting Based on Common Trends in Mixed Frequency Samples," Working Papers 2010-17R1, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, revised Jul 2013.
    3. Juan Carlos Carlo Santos, 2019. "Pronósticos del PIB mediante modelos de factores dinámicos," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 30(1), pages 125-174, January -.
    4. Francisco J. Goerlich-Gisbert, 1999. "Shocks agregados versus shocks sectoriales. Un análisis factorial dinámico," Investigaciones Economicas, Fundación SEPI, vol. 23(1), pages 27-53, January.
    5. Peter Fuleky & Carl S. Bonham, 2013. "Forecasting with Mixed Frequency Samples: The Case of Common Trends," Working Papers 201305, University of Hawaii at Manoa, Department of Economics.
    6. Ko, Byoung Wook, 2010. "An application of dynamic factor model to dry Bulk Market - focusing on the analysis of synchronicity and idiosyncrasy in the sub-markets with different ship - size," MPRA Paper 32572, University Library of Munich, Germany.
    7. James H. Stock & Mark W. Watson, 1988. "A Probability Model of The Coincident Economic Indicators," NBER Working Papers 2772, National Bureau of Economic Research, Inc.
    8. Fabio H. Nieto, 2007. "Ex post and ex ante prediction of unobserved multivariate time series: a structural-model based approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(1), pages 53-76.

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NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 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-ETS: Econometric Time Series (4) 2012-02-08 2013-07-28 2013-07-28 2013-11-16
  2. NEP-ECM: Econometrics (3) 2013-07-28 2013-07-28 2013-11-16
  3. NEP-ORE: Operations Research (1) 2012-02-08

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