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Javier Fernandez-Macho

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This is information that was supplied by Javier Fernandez-Macho in registering through RePEc. If you are Javier Fernandez-Macho , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Javier
Middle Name:
Last Name: Fernandez-Macho
Suffix:

RePEc Short-ID: pfe234

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

Departamento de Economía Aplicada III (Econometría y Estadística)
Facultad de Ciencias Económicas y Empresariales
Universidad del País Vasco - Euskal Herriko Unibertsitatea
Location: Bilbao, Spain
Homepage: http://www.ea3.ehu.es/
Email:
Phone: + 34 94 601 3740
Fax: + 34 94 601 3754
Postal: Avda. Lehendakari, Aguirre, 83, 48015 Bilbao
Handle: RePEc:edi:deehues (more details at EDIRC)

Works

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Working papers

  1. Fernández Macho, Francisco Javier, 2011. "Stochastic Surface Models for Commodity Futures: A 2D Kalman Filter Approach," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) 2011-05, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  2. Fernández Macho, Francisco Javier, 2011. "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) 2011-04, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  3. Gallastegui Zulaika, María Carmen & Hoyos Ramos, David & Riera Micaló, Pere & García, Dolores & Fernández Macho, Francisco Javier, 2008. "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) 2008-02, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  4. Mariel Chladkova, Petr & Hoyos Ramos, David & Fernández Macho, Francisco Javier, 2008. "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) 2008-03, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).

Articles

  1. 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, Elsevier, vol. 391(4), pages 1097-1104.
  2. 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, Elsevier, vol. 68(8-9), pages 2372-2381, June.
  3. Fernández-Macho, Javier, 2008. "Spectral estimation of a structural thin-plate smoothing model," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 53(1), pages 189-195, September.
  4. Ignacio Díaz-Emparanza & Javier Fernández-Macho, 2006. "Cyclical common factors in cointegrated systems," Spanish Economic Review, Springer, Springer, vol. 8(1), pages 53-82, 03.
  5. Fernandez-Macho, Javier, 2005. "Comments on "Combining filter design with model-based filtering"," International Journal of Forecasting, Elsevier, Elsevier, vol. 21(4), pages 711-715.
  6. 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, American Statistical Association, vol. 8(1), pages 71-81, January.
  7. F.Javier FERNANDEZ MACHO & Andrew C. HARVEY & James H. STOCK, 1987. "Forecasting and Interpolation Using Vector Autoregressions with Common Trends," Annales d'Economie et de Statistique, ENSAE, 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, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, 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, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, number 12.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (2) 2008-05-24 2008-07-14. Author is listed
  2. NEP-CUL: Cultural Economics (1) 2008-07-14. Author is listed
  3. NEP-DCM: Discrete Choice Models (2) 2008-05-24 2008-07-14. Author is listed
  4. NEP-ECM: Econometrics (1) 2011-07-27. Author is listed
  5. NEP-EEC: European Economics (1) 2011-07-27. Author is listed
  6. NEP-ENV: Environmental Economics (2) 2008-05-24 2008-07-14. Author is listed
  7. NEP-ETS: Econometric Time Series (1) 2012-02-08. Author is listed
  8. NEP-ORE: Operations Research (1) 2012-02-08. Author is listed
  9. NEP-PPM: Project, Program & Portfolio Management (1) 2008-05-24. Author is listed
  10. NEP-RES: Resource Economics (1) 2008-05-24. Author is listed
  11. NEP-TUR: Tourism Economics (1) 2008-05-24. Author is listed

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