Mariano
Matilla-García
Mariano
Matilla-García
PUBLICACIONES EN REVISTAS INDEXADAS / PAPERS IN ACADEMIC JOURNALS
[1] Dimension Estimation with the BDS-G statistic. Applied Economics, Vol 36, number 11, June 2004 (with Sanz, P and Vázquez, F.J)
[2] A Generalized BDS statistic. Computational Economics, Vol. 4, 3, October 2004. (with, Queralt R., Sanz P, Vázquez, F.J)
[3] A SVAR model for Estimating Core Inflation in the Euro-Zone. Applied Economics Letters, Vol 12, 3, February 2005.
[4] The BDS test and Delay Time, Applied Economics Letters, Vol 12, 2, February 2005. (with Sanz, P and Vázquez, F.J)
[5] A note on cointegrated relatioships estimated with genetic algorithms. Applied Economics Letters, Vol 12, 4, February 2005.
[6] An hybrid approach based on Neural Networks and Genetic Algorithms to the study of profitability in the Spanish Stock Market. Applied Economics Letters, Vol. 12 (5): 303-308. April 2005 (with Argüello, C.)
[7] Aplicabilidad del Test BDS al análisis de series económicas, Estudios de Economía Aplicada, Vol 23-2, Agosto 2005. (with Rodríguez Ruiz, J.)
[8] Análisis de la Estabilidad de la Función de Consumo. Información Comercial Española. Tribuna de Economía, Vol. 827: 209-222 December 2005 (with P. Pérez, B. Sanz).
[9] Are trading rules based on genetic algorithms profitable?, Applied Economics Letters, Vol 13(2): 123-126. February 2006.
[10] Testing for Parameter Stability. The Spanish Comsumption Function. Applied Economics Letters, Vol. 13(7): 445- 448, June, 2006.
[11] Nonlinear dynamics in energy futures, The Energy Journal, Vol. 28, No. 3: 7-30, July 2007.
[12] A test for independence based on symbolic dynamics, Journal of Economic Dynamics and Control, Vol. 31 (12), 2007.
[13] 'Core Inflation' en la Zona Euro y España. Información Comercial Española. Tribuna de Economía, Vol. 840 , 169-178, Enero-Febrero 2008.
[14] A non-parametric independence test, Journal of Econometrics, Vol. 144, 139–155, May 2008 (with Manuel Ruiz Marín).
[15] Evaluación de programas de gasto público mediante micro-simulación del potencial de calidad de vida(QLP), Presupuesto y Gasto Público, Vol 55, 31-47, 2009 (with Rafael Pinilla).
[16] Detection of Non-linear Structure in Time Series, Economics Letters, 105, (1), 1-6, 2009 (with Manuel Ruiz Marín).
[17] La integración del mercado español a finales del siglo XIX: los precios del trigo entre 1891 y 1905, Revista de Historia Económica (Journal of Iberian and Latin American Economic History), Vol. 27, Otoño 2009 (with P. Pérez and B. Sanz).
[18] A symbolic test for testing independence between time series. Journal of Times Series Analysis, vol. 31, 76-85, 2010 (with José Miguel Rodríguez and Manuel Ruiz Marín)
[19] An Entropy Test for Single-Locus Genetic Association Analysis, (2010), BMC Genetics, (with M Ruiz, Jose A Gacia, J.L. Susillo, A. Romo, A. Gonzalez, A. Ruiz y J. Gayan)
[20] Advanced Methods and Applications in Regional Science, (2010), Annals of Regional Science, (with M. Ruiz)
[21] Non-Parametric Spatial Independence Test Using Symbolic Entropy, (2010), Regional Science and Urban Economics, doi: 10.1016/j.regsciurbeco.2009.11.003 (with F. López, J. Mur, M. Ruiz)
[22]
Matilla-García, M and Ruiz, M. (2010). A new test for chaos and determinism
based on symbolic dynamics. Journal of Economic Behavior & Organization,
76, 600-614.
[23] Matilla-García, M. and Ruiz, M. (2011). Spatial Symbolic Entropy: A Tool
for Detecting the Order of Contiguity. Geographical Analysis. 43,
228–239
[24] López, F. A., Matilla-García, M., Mur, J. and Marín, M. R. (2011). Four
tests of independence in spatiotemporal data. Papers in Regional Science,
no. doi: 10.1111/j.1435-5957.2010.00335.x
[25] Dore, M., Matilla-García, M. and Ruiz, M. 2011. Testing Nonlinear
Dependence in Financial Markets. Nonlinear Dynamics, Psychology, and Life
Sciences, 15 (3), pp 407–418.
[26] Mariano Matilla García; Manuel Ruiz Marín. Spatial Symbolic Entropy: A Tool for Detecting the Order of Contiguity.Geographical Analysis.111,pp. 1 - 11. 2011.
[27] Mariano Matilla García; Julián Rodríguez Ruiz; Manuel Ruiz Marín. Detecting The Order of Spatial Dependence Via Symbolic Analysis.International Journal of Geographical Information Science.26,pp. 1015 - 1029.2012.
[28]
Mariano Matilla-García, Manuel Ruiz, Mohammed Dore y Rina Ojeda, Nonparametric
correlation integral–based tests for linear and nonlinear stochastic processes,
Decisions in Economics and Finance, (2013), DOI
10.1007/s10203-013-0143-0.
[29] Mariano Matilla-García, Isidro Morales and Manuel Ruiz, Testing
heteroskedasticity of unknown form using symbolic dynamics, European Physical
Journal-Special Topics, (2013), 222, pp 301–316
[30] Mohammed Dore, Mariano Matilla-García y Manuel Ruiz, Changing Patterns of
Precipitation at the Sooke Reservoir in British Columbia, (2013), Atlantic
Economic Journal, DOI: 10.1007/s11293-012-9346-y.
[31] Mariano Matilla-García, Manuel Ruiz, Mohammed Dore. A permutation entropy
based test for causality: The volume–stock price relation'. Physica A
(2014) DOI: 10.1016/j.physa.2013.11.031
[32]
Faura, U, Lafuente, M., Matilla-García, M and Ruiz, M. 2015. Identifying the
Most Relevant Lag with Runs. Entropy, 17(5):2706-2722
[33] Macías A., Matilla-García M., 2015. Net energy analysis in a Ramsey–Hotelling
growth model, Energy Policy, Volume 86, Pages 562-573
[34] Matilla-García, Ojeda, R. and Ruiz, M. Selection of temporal lags when modelling economic and financial processes. Nonlinear Dynamics, Psychology, and Life Sciences, 20(4), 445-469.
[35] López, F.A., Matilla-García, M. Mur, J. Páez, A. Ruiz, M. A note on the SG(m) Test .Journal of Geographical Systems DOI: 10.1007/s10109-015-0221-7
[36]
Navio-Marco, J. Solórzano, M. Matilla-García, M. Urueña, A. Language as a key
factor of long-term value creation in mergers and acquisitions in the
telecommunications sector. Journal of Telecommunications Policy, vol. 40,
1052-1063.
[37] Arbués, I., Ledo, R., and Matilla-García, M. (2016). Automatic
Identification of General Vector Error Correction Models. Economics: The
Open-Access, Open-Assessment E-Journal, 10 (2016-26): 1—41.
[38] Matilla-García M. and Mur, J. (2016). Econometric aspects of social
networks. In: Commendatore P. et al. Complex networks and dynamics, Lectures
Notes in Economics and Mathematical Systems, Springer, Switzerland, p 65-91.
[39] Caballero, MV, Matilla-García, M, and Ruiz, M. (2017). Symbolic Correlation Integral. Econometric Reviews (forthcoming)
[40] Caballero, MV, Matilla-García, M, and Ruiz, M. (2018). Symbolic Recurrence Plots to analyse dynamical systems. Chaos (forthcoming)
libros (BOOKS)
Commendatore, P, Matilla-García, M. Varela, L. and Canovas, S. (2016) (Eds). Complex Networks and Dynamics. (Lectures Notes in Economics and Mathematical Systems), Springer, Switzerland
Updated: 2018
Ibáñez, F. y Matilla-García, M. Reinterpretación de la depreciación por evaporación de los procesos de los bienes de capital fijo dentro de la teoría clásica de los precio. Revista de Economía Crítica, Vol 2, Diciembre 2003
Matilla García, M. y Vázquez, F., 2000.
“Determinismo, no linealidad y caos”.
Empiria. No.3 pp:167-175.
Matilla-García,
M. y Vázquez, F.,
2001. “Autoorganización: de la Biología a los Mercados
Financieros”. Encuentros Multidisciplinares.
Matilla-García, M. Autoorganización y Mercados de Valores, en Procesos de Autoorganización, Capitulo 13 Fecha: 2003 Editorial: UNIÓN EDITORIAL Matilla-García, M, Morales, I. and Ruiz, M. Detecting structure in non-linear economic time series via symbolic analysis, in Advanced Nonlinear Economic Dynamics. Editores: Tonu Puu and Anastasiia Panchuck, Editorial NOVA, (2010). ISBN: 978-1-61668-788-5.
Matilla-García M. and Ruiz M. Testing causality in time series. Advances in Discrete Dynamics. Eds: Canovas, S. Editorial NOVA (2011)