Javier Hualde : Citation Profile


Are you Javier Hualde?

Universidad Pública de Navarra

6

H index

5

i10 index

182

Citations

RESEARCH PRODUCTION:

6

Articles

5

Papers

RESEARCH ACTIVITY:

   10 years (2002 - 2012). See details.
   Cites by year: 18
   Journals where Javier Hualde has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 3 (1.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu337
   Updated: 2019-07-14    RAS profile: 2012-05-27    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Javier Hualde.

Is cited by:

Gil-Alana, Luis (37)

DE TRUCHIS, Gilles (18)

Nielsen, Morten (15)

Iacone, Fabrizio (12)

Łasak, Katarzyna (10)

ALOY, Marcel (10)

Caporale, Guglielmo Maria (10)

Velasco, Carlos (9)

Gerolimetto, Margherita (6)

Santucci de Magistris, Paolo (6)

Hartl, Tobias (6)

Cites to:

Robinson, Peter (6)

Johansen, Soren (3)

Nielsen, Morten (3)

Łasak, Katarzyna (3)

Szafarz, Ariane (2)

Hurvich, Clifford (2)

Velasco, Carlos (2)

Phillips, Peter (2)

juselius, katarina (2)

Ouliaris, Sam (1)

Warne, Anders (1)

Main data


Where Javier Hualde has published?


Journals with more than one article published# docs
Journal of Econometrics2
Econometric Theory2

Recent works citing Javier Hualde (2018 and 2017)


YearTitle of citing document
2019Assessing predictive accuracy in panel data models with long-range dependence. (2019). Christensen, Bent Jesper ; Borup, Daniel ; Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2019-04.

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2019Approximate State Space Modelling of Unobserved Fractional Components. (2018). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142.

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2019Multivariate Fractional Components Analysis. (2018). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09149.

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2017Revisiting inflation in the euro area allowing for long memory. (2017). Iacone, Fabrizio ; Hualde, Javier. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:145-150.

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2017Estimation of fractionally integrated panels with fixed effects and cross-section dependence. (2017). Velasco, Carlos ; Ergemen, Yunus Emre . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:248-258.

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2017On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning. (2017). Keddad, Benjamin ; DE TRUCHIS, Gilles ; Delleva, Cyril . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:82-98.

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2018Wavelet eigenvalue regression for n-variate operator fractional Brownian motion. (2018). Abry, Patrice ; Didier, Gustavo. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:168:y:2018:i:c:p:75-104.

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2017Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Carcel, Hector ; Aye, Goodness C. In: Resources Policy. RePEc:eee:jrpoli:v:54:y:2017:i:c:p:53-57.

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2017Signed spillover effects building on historical decompositions. (2017). Siklos, Pierre ; Dungey, Mardi ; Volkov, Vladimir ; Harvey, John . In: CAMA Working Papers. RePEc:een:camaaa:2017-52.

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2018Integration and Disintegration of EMU Government Bond Markets. (2018). Sibbertsen, Philipp ; Leschinski, Christian ; Voges, Michelle . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-625.

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2017Government Size, Political Institutions and Output Growth in Nigeria. (2017). Fasoranti, Modupe Mary ; Alimi, Rasaq Santos . In: MPRA Paper. RePEc:pra:mprapa:80562.

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2018How do Stocks in BRICS co-move with REITs?. (2018). YAYA, OLAOLUWA ; Gil-Alana, Luis. In: MPRA Paper. RePEc:pra:mprapa:88753.

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2018High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach. (2018). YAYA, OLAOLUWA ; Gil-Alana, Luis A. In: MPRA Paper. RePEc:pra:mprapa:90518.

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2017Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Carcel, Hector ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201753.

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2019Truncated sum of squares estimation of fractional time series models with deterministic trends. (2018). Nielsen, Morten ; Hualde, Javier. In: Working Papers. RePEc:qed:wpaper:1376.

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2017Testing for substitutability in the mackerel market: a new method using fractional cointegration. (2017). García Enríquez, Javier ; Arteche, Josu ; Murillas-Maza, Arantza ; Garca-Enrquez, Javier . In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:39:p:3912-3926.

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2018Likelihood based inference for an Identifiable Fractional Vector Error Correction Model. (2018). Carlini, Federico ; Lasak, Katarzyna . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180085.

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2018How Do Trade and Communication Costs Shape the Spatial Organization Of Firms?. (2018). Kichko, Sergey ; Thisse, Jacques-Franois ; Gokan, Toshitaka . In: HSE Working papers. RePEc:hig:wpaper:191/ec/2018.

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Works by Javier Hualde:


YearTitleTypeCited
2012Weak convergence to a modified fractional Brownian motion In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article1
2006ROOT-N-CONSISTENT ESTIMATION OF WEAKFRACTIONAL COINTEGRATION In: STICERD - Econometrics Paper Series.
[Full Text][Citation analysis]
paper43
2007Root-n-consistent estimation of weak fractional cointegration.(2007) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 43
article
2006UNBALANCED COINTEGRATION In: Econometric Theory.
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article7
2005Unbalanced Cointegration.(2005) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 7
paper
2008DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION In: Econometric Theory.
[Full Text][Citation analysis]
article10
2006Distribution-free Tests of Fractional Cointegration.(2006) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2003Cointegration in Fractional Systems with Unknown Integration Orders In: Econometrica.
[Full Text][Citation analysis]
article86
2002Cointegration in Fractional Systems with Unknown Integration Orders.(2002) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 86
paper
2010Semiparametric inference in multivariate fractionally cointegrated systems In: Journal of Econometrics.
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article22
2006Semiparametric Estimation of Fractional Cointegration In: Faculty Working Papers.
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paper13

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