Javier García-Enríquez

Javier García-Enríquez
University of the Basque Country | UPV/EHU · Departamento de Métodos Cuantitativos

PhD in Economics

About

21
Publications
2,709
Reads
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166
Citations
Additional affiliations
January 2008 - July 2020
University of the Basque Country
Position
  • Professor (Associate)
July 2006 - July 2007
AZTI
Position
  • Grant holder

Publications

Publications (21)
Article
Macao was a Portuguese colony until 1999, when its sovereignty was transferred to China, initiating its integration process. This article attempts to estimate the consequences of this socio-economic process in terms of per capita gross domestic product (GDP). We build a panel data set spanning 1970 to 2012, with 25 countries, setting 2000 as the in...
Conference Paper
This article proposes a teaching innovation aimed to deepen the education-research-sustainability teaching strategy by integrating the major challenges facing the planet as set out in the United Nations’ SDGs. Thus, the teaching process acquires a professional identity that integrates teaching and research through the interrelation between teaching...
Article
Estimation of the Value at risk (VaR) requires prediction of the future volatility. Whereas this is a simple task in ARCH and related models, it becomes much more complicated in Stochastic Volatility (SV) processes where the volatility is a function of a latent variable that is not observable. In‐sample (present and past values) and out‐of‐sample (...
Article
Full-text available
This paper analyzes the effects that the Arab Spring and the subsequent revolution had on per capita real Gross Domestic Product in Egypt. The estimation procedure that we follow is the synthetic control method. After comparing the observed evolution of Egyptian real output in the period 2011–2017 with that of synthetic Egypt, our estimates show (i...
Article
Frequency domain semiparametric estimation of memory parameters belongs to the standard toolkit of applied time series researchers. These methods are based on a local approximation of the spectral density, which robustifies the estimation methods against misspecification, but induces a loss with respect to the parametric setting, where the spectral...
Article
Full-text available
This paper analyzes the effects that the 2012 VAT rise in Spain had on household’ demand for cultural goods and services. Household’ demands are modeled as a two-stage QUAIDS. After estimating price and expenditure elasticities, and the pass-through parameter associated with the reform, our results show that the individual welfare loss and the incr...
Article
In 2011 a wave of revolutionary movements, the so-called Arab Spring, spread in the Middle East and North Africa. Libya was one of the most affected countries, ending Gaddafi’s dictatorship after an international intervention and a civil war. This paper assesses the effects that this revolution had on Libyan economy. The analysis is made by means o...
Article
Firms delegate strategic decisions to managers because they find it profitable to do so. In the product market, when agents make conjectures about the reaction of their rivals to marginal changes in their own strategies, the set of equilibriums can be enlarged with respect to the case of no conjectures. This paper takes a duopolistic linear market...
Article
This article seeks to extend knowledge of the mackerel (Scomber scombrus) market in the Basque Country (a region in Spain) by analysing possible relationships between this and other species with similar characteristics such as the sardine (Sardina pilchardus), the horse mackerel (Trachurus trachurus) and the Atlantic chub mackerel (Scomber colias),...
Article
Estimating the in-sample volatility is one of the main difficulties that face Stochastic Volatility models when applied to financial time series. A non-parametric strategy based on Singular Spectrum Analysis is proposed to solve this problem. Its main advantage is its generality as it does not impose any parametric restriction on the volatility com...
Article
Full-text available
This paper analyses the activity of the Basque fleet during the mackerel fishing season and presents an economic analysis of the equilibrium of this fishery. It seeks to determine whether its economic structure represents an internal factor explaining the fishermen’s behaviour. The inverse demand function and the average cost function are therefore...
Article
This paper analyses the effects that the 2012 VAT reform in Spain had on households' welfare, focusing on a major expenditure group: food and non-alcoholic beverages. Households' demands are modeled as a two-stage Quadratic Almost Ideal Demand System, which is then estimated by means of a consistent two-step estimator introduced in Tauchmann () and...
Article
This article analyses the potential links between regional first-sale markets for mackerel in Spain using fractional cointegration techniques. The results indicate that this is not an integrated market, and we demonstrate that there are no links, at least in the long term, between any of Spain's five regional markets. This result has significant im...
Article
This article analyses the potential links between regional first-sale markets for mackerel in Spain using fractional cointegration techniques. The results indicate that this is not an integrated market, and we demonstrate that there are no links, at least in the long term, between any of Spain's five regional markets. This result has significant im...
Article
This paper analyzes weekly prices for mackerel landed by the inshore fleet at the ports of the Basque Country in 1995–2008, using recently proposed econometric techniques applied to the fishing market. The idea is to learn to what extent fishermen can pass on the effects of negative shocks (e.g. fuel price increases) to their ex-vessel prices. This...
Article
Full-text available
This paper analyses weekly prices for mackerel landed by the inshore fleet at the ports of the Basque Country in 1995-2008, using new econometric techniques never before applied to the fishing market. The idea is to learn to what extent fishermen can pass on the effects of negative shocks (e.g. fuel price increases) to their ex-vessel prices. This...
Article
Full-text available
Resumen En este trabajo se analizan las posibles interrelaciones entre los mercados regionales de primera venta de verdel en España. Con este objetivo se utiliza una nueva metodología de análisis de cointegración fraccional (Hualde, 2009) basada en la propuesta de Gómez-Biscarri y Hualde (2010) para cointegración entera, que no ha sido aplicada con...

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