CV (2012-2018)

Click here for a pdf version of my 2012—2018 CV (in Spanish)

Current Position:

1995 to present: Full Professor of Econometrics,

Dpt of Econometrics & Statistics, University of the Basque Country (UPV/EHU)

Education:

Posts held:

Recent publications:

• J. Polanco, L.M. Abadie, J. Fernández-Macho, Analyzing the dynamic relationship between crude oil and petroleum prices through the wavelet local multiple correlation, Applied Energy, , 2018, (in press)
• Ocean Economy Report 2016: Australia · Ireland · Spain;ISBN: 978-89-7998-140-7; Dec 2016; Korea Maritime Institute; Busan, Korea.
• Javier Fernández-Macho, Wavelet Multiple Regression and Correlation in R. IEEE Computing in Science and Engineering, 20, 2018, (in press)
• J. Fernández-Macho, Time-Localized Wavelet Multiple Regression and Correlation. Physica A: Statistical Mechanics, 490, 1226--1238, 2018; doi: 10.1016/j.physa.2017.11.050
• J. Polanco-Martínez, J. Fernández-Macho, M. Neumann, S. Faria, 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, 490, 1211--1227, 2018; doi:10.1016/j.physa.2017.08.065
• Javier Fernández-Macho, Oil spills can be catastrophic: which European coastal regions are most at risk?, Atlas of Science; http://atlasofscience.org/oil-spills-can-be-catastrophic-which-european-coastal-regions-are-most-at-risk/#more-21868, 2017
• Aleida Cobas, Javier Fernández-Macho, Ana Fernández, Earnings Distribution of Cuban Immigrants in the USA: Evidence from Quantile Regression with Sample Selection, Applied Economics, 49, 3685--3700, 2017; doi: 10.1080/00036846.2016.1265079
• J. Fernández , Wavemulcor package, 2011; version 2: June 2017, https://CRAN.R-project.org/package=wavemulcor
• Javier Fernández-Macho, Risk assessment for marine spills along European coastlines. Marine Pollution Bulletin, 113,200—210, 2016; doi: 10.1016/j.marpolbul.2016.09.015
• Javier Fernández-Macho, Pilar González, Jorge Virto, An index to assess maritime importance in the European Atlantic economy, Marine Policy, 64 ,72—81 2016; doi: 0.1016/j.marpol.2015.11.011
• Javier Fernández-Macho, A statistical assessment of maritime socioeconomic indicators for the European Atlantic area, Journal of Ocean and Coastal Economics, 2, 2016; doi: 10.15351/2373-8456.1047
• Javier Fernández-Macho, et al, Measuring the Maritime Economy: Spain in the European Atlantic Arc, Marine Policy, 60,9—61, 2015; doi: 10.1016/j.marpol.2015.05.010
• Javier Fernández-Macho, Comment on testing for spurious and cointegrated regressions: a wavelet approach, Journal of Applied Statistics, 42, 1759—1769, 2015; doi: 10.1080/02664763.2015.1005583
• Naomi S Foley, Rebecca Corless, Marta Escapa, Frances Fahy, Javier Fernandez-Macho, et al, Developing a Comparative Marine Socio-Economic Framework for the European Atlantic Area. Journal of Ocean and Coastal Economics, 1, 2014
• Polanco, Josué; Javier Fernández-Macho, Package W2CWM2C: description, features and applications, IEEE Computing in Science and Engineering, 16, 68—78, 2014; doi: 10.1109/MCSE.2014.96
• Javier Fernández-Macho, A wavelet approach to multiple cointegration testing. Department of Economics Discussion Paper Series (Univ. of Oxford) 668, July 2013
• Javier Fernández-Macho, A Test for the Null of Multiple Cointegrating Vectors. Department of Economics Discussion Paper Series (Univ. of Oxford) 657, June 2013
• Javier Fernández-Macho, Wavelet multiple correlation and cross-correlation: A multiscale analysis of Euro zone stock markets, Physica A: Statistical Mechanics, 391,1097--1104, 2012; doi: 10.1016/j.physa.2011.11.002

Recent invited conference/seminar presentations:

• A statistical assessment of maritime socioeconomic indicators for the European Atlantic area, Center for the Blue Economy: The Oceans in National Income Accounts, Middlebury Institute of International Studies at Monterey (EEUU); October 2015
• Stochastic Surface Models for Commodity Futures: A 2D Kalman Filter Approach, Time Series Econometrics Conference Universidad de Oxford, June 2012

Awards and Scholarships:

• Euskoiker Foundation Award to Reasearch 2012 (Social Sciences).
• Basque Government: University of Oxford, Abril-Sept. 2013.

Computer Skills:

Gretl, Matlab, Mathematica, R

Languages:

Spanish (native), English (fluent), French (basic).