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Alvaro Escribano

Personal Details

First Name:Alvaro
Middle Name:
Last Name:Escribano
Suffix:
RePEc Short-ID:pes1
[This author has chosen not to make the email address public]
https://sites.google.com/view/uc3m-dpto-economia
Department of Economics University Carlos III of Madrid Madrid 126 28903 Madrid Spain
34-91-6249854
Terminal Degree:1986 Department of Economics; University of California-San Diego (UCSD) (from RePEc Genealogy)

Affiliation

Departamento de Economía
Universidad Carlos III de Madrid

Madrid, Spain
http://www.eco.uc3m.es/
RePEc:edi:deuc3es (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Barrio Castro, Tomás del & Escribano, Álvaro & Sibbertsen, Philipp, 2024. "Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data," UC3M Working papers. Economics 43987, Universidad Carlos III de Madrid. Departamento de Economía.
  2. Blazsek, Szabolcs Istvan & Kristof, Erzsebet, 2024. "Global, Arctic, and Antarctic sea ice volume predictions: using score-driven threshold climate models," UC3M Working papers. Economics 39546, Universidad Carlos III de Madrid. Departamento de Economía.
  3. Enrique Estefania-Salazar & Michael Carter & Eva Iglesias & Álvaro Escribano, 2024. "Breaking Boundaries: Lower Tail Dependence Can Triple the Economic Value of Index Insurance for Rural Households," NBER Working Papers 32618, National Bureau of Economic Research, Inc.
  4. Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2024. "Anthropogenic effects of climate change: Further evidence from a fractionally integrated ice-age model," UC3M Working papers. Economics 44712, Universidad Carlos III de Madrid. Departamento de Economía.
  5. Rodriguez, Juan Andrés, 2023. "Monetary trends in the UK and the USA from 1874 to 2020: a nonlinear approach to money demand," UC3M Working papers. Economics 37911, Universidad Carlos III de Madrid. Departamento de Economía.
  6. Blazsek, Szabolcs, 2022. "Score-driven threshold ice-age models: benchmark models for long-run climate forecasts," UC3M Working papers. Economics 34757, Universidad Carlos III de Madrid. Departamento de Economía.
  7. Cobos, Carlos, 2022. "High-Speed Rail: a panel data impact evaluation by Municipalities on depopulation and unemployment," UC3M Working papers. Economics 35284, Universidad Carlos III de Madrid. Departamento de Economía.
  8. Blazsek, Szabolcs, 2021. "Robust estimation and forecasting of climate change using score-driven ice-age models," UC3M Working papers. Economics 33453, Universidad Carlos III de Madrid. Departamento de Economía.
  9. Ortega, Álvaro, 2021. "A structural analysis of the merit-order effect in the Spanish day-ahead power market," UC3M Working papers. Economics 33298, Universidad Carlos III de Madrid. Departamento de Economía.
  10. Blazsek, Szabolcs & Licht, Adrian, 2020. "Prediction accuracy of bivariate score-driven risk premium and volatility filters: an illustration for the Dow Jones," UC3M Working papers. Economics 31339, Universidad Carlos III de Madrid. Departamento de Economía.
  11. Blazsek, Szabolcs & Licht, Adrian, 2020. "Nonlinear common trends for the global crude oil market: Markov-switching score-driven models of the multivariate t-distribution," UC3M Working papers. Economics 30346, Universidad Carlos III de Madrid. Departamento de Economía.
  12. Torrado, María, 2020. "European gasoline markets: price transmission asymmetries in mean and variance," UC3M Working papers. Economics 29633, Universidad Carlos III de Madrid. Departamento de Economía.
  13. Wang, Dandan, 2020. "Forecasting gasoline prices with mixed random forest error correction models," UC3M Working papers. Economics 30557, Universidad Carlos III de Madrid. Departamento de Economía.
  14. Blazsek, Szabolcs & Licht, Adrian, 2020. "Dynamic stochastic general equilibrium inference using a score-driven approach," UC3M Working papers. Economics 30347, Universidad Carlos III de Madrid. Departamento de Economía.
  15. Ayala, Astrid & Blazsek, Szabolcs, 2019. "Score-driven time series models with dynamic shape : an application to the Standard & Poor's 500 index," UC3M Working papers. Economics 28133, Universidad Carlos III de Madrid. Departamento de Economía.
  16. Guasch, J. Luis & Pena, Jorge, 2019. "Investment Climate Effects on Alternative Firm-Level Productivity Measures," UC3M Working papers. Economics 28639, Universidad Carlos III de Madrid. Departamento de Economía.
  17. Blazsek, Szabolcs & Licht, Adrian, 2019. "Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production," UC3M Working papers. Economics 29030, Universidad Carlos III de Madrid. Departamento de Economía.
  18. Aza, Claudia, 2019. "Transporte, infraestructura y crecimiento económico en España," UC3M Working papers. Economics 29294, Universidad Carlos III de Madrid. Departamento de Economía.
  19. Aza, Claudia, 2019. "Efectos de la digitalización y la productividad en la economía española : una comparación internacional," UC3M Working papers. Economics 28182, Universidad Carlos III de Madrid. Departamento de Economía.
  20. Ayala, Astrid & Blazsek, Szabolcs, 2019. "Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk," UC3M Working papers. Economics 28638, Universidad Carlos III de Madrid. Departamento de Economía.
  21. Blazsek, Szabolcs & Licht, Adrian, 2019. "Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate," UC3M Working papers. Economics 28451, Universidad Carlos III de Madrid. Departamento de Economía.
  22. Blazsek, Szabolcs & Licht, Adrian, 2018. "Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada," UC3M Working papers. Economics 27484, Universidad Carlos III de Madrid. Departamento de Economía.
  23. Blazsek, Szabolcs & Licht, Adrian, 2018. "Seasonal quasi-vector autoregressive models for macroeconomic data," UC3M Working papers. Economics 26316, Universidad Carlos III de Madrid. Departamento de Economía.
  24. Blazsek, Szabolcs & Licht, Adrian, 2018. "Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models," UC3M Working papers. Economics 27483, Universidad Carlos III de Madrid. Departamento de Economía.
  25. Ayala, Astrid & Blazsek, Szabolcs, 2017. "Dynamic conditional score models with time-varying location, scale and shape parameters," UC3M Working papers. Economics 25043, Universidad Carlos III de Madrid. Departamento de Economía.
  26. Torrado, María, 2017. "Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market," UC3M Working papers. Economics 24984, Universidad Carlos III de Madrid. Departamento de Economía.
  27. Blazsek, Szabolcs & Licht, Adrian, 2017. "Score-driven non-linear multivariate dynamic location models," UC3M Working papers. Economics 25739, Universidad Carlos III de Madrid. Departamento de Economía.
  28. Blazsek, Szabolcs, 2016. "Score-driven dynamic patent count panel data models," UC3M Working papers. Economics 23458, Universidad Carlos III de Madrid. Departamento de Economía.
  29. Sucarrat, Genaro, 2016. "Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility," UC3M Working papers. Economics 23436, Universidad Carlos III de Madrid. Departamento de Economía.
  30. Blazsek, Szabolcs, 2015. "Dynamic conditional score patent count panel data models," UC3M Working papers. Economics we1510, Universidad Carlos III de Madrid. Departamento de Economía.
  31. Blazsek, Szabolcs, 2014. "Propensity to patent, R&D and market competition : dynamic spillovers of innovation leaders and followers," UC3M Working papers. Economics we1412, Universidad Carlos III de Madrid. Departamento de Economía.
  32. Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro, 2013. "Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown," MPRA Paper 49344, University Library of Munich, Germany.
  33. Sucarrat, Genaro, 2013. "Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns," UC3M Working papers. Economics we1321, Universidad Carlos III de Madrid. Departamento de Economía.
  34. Blazsek, Szabolcs, 2012. "Patents, secret innovations and firm's rate of return : differential effects of the innovation leader," UC3M Working papers. Economics we1202, Universidad Carlos III de Madrid. Departamento de Economía.
  35. Guasch, J. Luis, 2012. "Robust investment climate effects on alternative firm-level productivity measures," UC3M Working papers. Economics we1201, Universidad Carlos III de Madrid. Departamento de Economía.
  36. Giarratana, Marco S., 2011. "EU Patent System: to be or not to be?," UC3M Working papers. Economics we1101, Universidad Carlos III de Madrid. Departamento de Economía.
  37. Alvaro Escribano & Genaro Sucarrat, 2011. "Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations," Working Papers 2011-09, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
  38. Sucarrat, Genaro, 2010. "The power log-GARCH model," UC3M Working papers. Economics we1013, Universidad Carlos III de Madrid. Departamento de Economía.
  39. Guasch, J. Luis & Pena, Jorge, 2009. "Assessing the impact of infrastructure quality on firm productivity in Africa: Cross‐country comparisons based on investment climate surveys from 1999 to 2005," UC3M Working papers. Economics we098649, Universidad Carlos III de Madrid. Departamento de Economía.
  40. Blazsek, Szabolcs, 2009. "Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors," UC3M Working papers. Economics we098951, Universidad Carlos III de Madrid. Departamento de Economía.
  41. Sucarrat, Genaro, 2009. "Automated financial multi-path GETS modelling," UC3M Working papers. Economics we093620, Universidad Carlos III de Madrid. Departamento de Economía.
  42. Pena, Jorge, 2009. "Empirical econometric evaluation of alternative methods of dealing with missing values in Investment Climate surveys," UC3M Working papers. Economics we098750, Universidad Carlos III de Madrid. Departamento de Economía.
  43. Guasch, J. Luis, 2008. "Robust methodology for investment climate assessment on productivity: application to investment climate surveys from Central America," UC3M Working papers. Economics we081911, Universidad Carlos III de Madrid. Departamento de Economía.
  44. Stucchi, Rodolfo, 2008. "Catching up in total factor productivity through the business cycle : evidence from Spanish manufacturing surveys," UC3M Working papers. Economics we085125, Universidad Carlos III de Madrid. Departamento de Economía.
  45. Guasch, J. Luis & Orte, Manuel De & Pena, Jorge, 2008. "Investment climate and firm’s economic performance: econometric methodology and application to Turkey's investment climate survey," UC3M Working papers. Economics we082113, Universidad Carlos III de Madrid. Departamento de Economía.
  46. Guasch, J. Luis & Orte, Manuel De & Pena, Jorge, 2008. "Investment climate assessment based on demean Olley and Pakes decompositions: methodology and application to Turkey's investment climate survey," UC3M Working papers. Economics we082012, Universidad Carlos III de Madrid. Departamento de Economía.
  47. Escribano, Alvaro & Guasch, J. Luis, 2005. "Assessing the impact of the investment climate on productivity using firm-level data : methodology and the cases of Guatemala, Honduras, and Nicaragua," Policy Research Working Paper Series 3621, The World Bank.
  48. Aparicio, Felipe M. & García, Ana, 2003. "Range unit root tests," DES - Working Papers. Statistics and Econometrics. WS ws031126, Universidad Carlos III de Madrid. Departamento de Estadística.
  49. Oscar Jorda & Alvaro Escribano, 2003. "Improved Testing And Specification Of Smooth Transition Regression Models," Working Papers 210, University of California, Davis, Department of Economics.
  50. Aparicio, Felipe M., 2003. "Cointegration tests based on record counting statistics," DES - Working Papers. Statistics and Econometrics. WS ws036615, Universidad Carlos III de Madrid. Departamento de Estadística.
  51. Arranz, Miguel A. & Mármol, Francesc, 2002. "Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers," UC3M Working papers. Economics we20091101, Universidad Carlos III de Madrid. Departamento de Economía.
  52. Villaplana Conde, Pablo, 2002. "Modeling electricity prices: international evidence," UC3M Working papers. Economics we022708, Universidad Carlos III de Madrid. Departamento de Economía.
  53. Alvaro Escribano & Santiago Mira, 2001. "Nonlinear error correction models," Documentos de trabajo conjunto ULL-ULPGC 2001-03, Facultad de Ciencias Económicas de la ULPGC.
  54. Pascual, Roberto, 2000. "Dynamic asymmetries in bid-ask responses to innovations in the trading process," UC3M Working papers. Economics 7271, Universidad Carlos III de Madrid. Departamento de Economía.
  55. Aparicio, Felipe M. & García, Ana, 2000. "Syncronicity between macroeconomic time series: an exploratory analysis," DES - Working Papers. Statistics and Econometrics. WS 9922, Universidad Carlos III de Madrid. Departamento de Estadística.
  56. Pascual, Roberto, 2000. "BLM: bidimensional approach to measure liquidity," DEE - Working Papers. Business Economics. WB 9958, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  57. Arranz, Miguel A., 2000. "Outliers robust ECM cointegration test based on the trend components," DES - Working Papers. Statistics and Econometrics. WS 10142, Universidad Carlos III de Madrid. Departamento de Estadística.
  58. Aparicio, Felipe M. & Arranz, Miguel A., 2000. "A model free cointegration approach for pairs of I(d) variables," DES - Working Papers. Statistics and Econometrics. WS 9967, Universidad Carlos III de Madrid. Departamento de Estadística.
  59. Pascual, Roberto, 2000. "Adverse selection costs, trading activity and liquidity in the NYSE: an empirical analysis in a dynamic context," UC3M Working papers. Economics 7276, Universidad Carlos III de Madrid. Departamento de Economía.
  60. Pascual, Roberto, 1999. "How does liquidity behave? A multidimensional analysis of NYSE stocks," DEE - Working Papers. Business Economics. WB 6433, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  61. Mármol, Francesc & Aparicio, Felipe M., 1999. "A new instrumental variable approach for estimation and testing in fractional cointegrating regressions," DES - Working Papers. Statistics and Econometrics. WS 6298, Universidad Carlos III de Madrid. Departamento de Estadística.
  62. Aparicio, Felipe M., 1998. "Cointegration testing using the ranges," DES - Working Papers. Statistics and Econometrics. WS 10941, Universidad Carlos III de Madrid. Departamento de Estadística.
  63. Escribano, A. & Franses, Ph.H.B.F. & van Dijk, D.J.C., 1998. "Nonlinearities and outliers: robust specification of STAR models," Econometric Institute Research Papers EI 9832, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  64. Arranz, Miguel A., 1998. "Bootstraping cointegration tests under structural co-breaks: a robust extended ECM test," DES - Working Papers. Statistics and Econometrics. WS 4552, Universidad Carlos III de Madrid. Departamento de Estadística.
  65. Arranz, Miguel A., 1998. "Detrending procedures and cointegration testing: ECM tests under structural breaks," DES - Working Papers. Statistics and Econometrics. WS 4551, Universidad Carlos III de Madrid. Departamento de Estadística.
  66. Aparicio, Felipe M., 1998. "A characterization of cointegrating relationships using induced-order statistics," DES - Working Papers. Statistics and Econometrics. WS 10942, Universidad Carlos III de Madrid. Departamento de Estadística.
  67. Aparicio, Felipe M., 1997. "Information-theoretic analysis of seral dependence and cointegration," DES - Working Papers. Statistics and Econometrics. WS 6208, Universidad Carlos III de Madrid. Departamento de Estadística.
  68. Aparicio, Felipe M., 1997. "Searching for linear and nonlinear cointegration: a new approach," DES - Working Papers. Statistics and Econometrics. WS 6219, Universidad Carlos III de Madrid. Departamento de Estadística.
  69. Mira, Santiago, 1997. "Nonlinear cointegration with mixing errors," DES - Working Papers. Statistics and Econometrics. WS 6204, Universidad Carlos III de Madrid. Departamento de Estadística.
  70. Jordá, Óscar, 1997. "Testing nonlinearity: decision rules for selecting between logistic and exponential star models," DES - Working Papers. Statistics and Econometrics. WS 6216, Universidad Carlos III de Madrid. Departamento de Estadística.
  71. Mira, Santiago, 1996. "Nonlinear cointegration and nonlinear error correction," DES - Working Papers. Statistics and Econometrics. WS 4546, Universidad Carlos III de Madrid. Departamento de Estadística.
  72. Granger, C.W.J. (Clive William John), 1995. "Investigating the relationship between gold and silver prices," DES - Working Papers. Statistics and Econometrics. WS 4517, Universidad Carlos III de Madrid. Departamento de Estadística.
  73. Mira, Santiago, 1995. "Nonlinear time series models: consistency and asymptotic normality of nls under new conditions," DES - Working Papers. Statistics and Econometrics. WS 6202, Universidad Carlos III de Madrid. Departamento de Estadística.
  74. Burgess, Simon M. & Pfann, Gerard A., 1993. "Asymmetric and time-varying error-correction: an application to labour demand in the UK," DES - Working Papers. Statistics and Econometrics. WS 3681, Universidad Carlos III de Madrid. Departamento de Estadística.
  75. Pfann, Gerard, 1991. "Nonlinear error correction, asymmetric adjusment and cointegration," UC3M Working papers. Economics 2807, Universidad Carlos III de Madrid. Departamento de Economía.
  76. Escribano, A., 1987. "Error-correction systems: nonlinear adjustments to linear long-run relationships," LIDAM Discussion Papers CORE 1987030, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  77. Escribano, A. & , ., 1987. "Co-integration, time co-trends and error-correction systems: an alternative approach," LIDAM Discussion Papers CORE 1987015, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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Articles

  1. Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrián, 2024. "Non-Gaussian score-driven conditionally heteroskedastic models with a macroeconomic application," Macroeconomic Dynamics, Cambridge University Press, vol. 28(1), pages 32-50, January.
  2. Blazsek Szabolcs & Escribano Alvaro & Licht Adrian, 2024. "Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(1), pages 61-82, February.
  3. Blazsek, Szabolcs & Escribano, Alvaro & Kristof, Erzsebet, 2024. "Global, Arctic, and Antarctic sea ice volume predictions using score-driven threshold climate models," Energy Economics, Elsevier, vol. 134(C).
  4. Blazsek, Szabolcs & Escribano, Alvaro & Licht, Adrian, 2023. "Co-integration with score-driven models: an application to US real GDP growth, US inflation rate, and effective federal funds rate," Macroeconomic Dynamics, Cambridge University Press, vol. 27(1), pages 203-223, January.
  5. Blazsek, Szabolcs & Escribano, Alvaro, 2023. "Score-driven threshold ice-age models: Benchmark models for long-run climate forecasts," Energy Economics, Elsevier, vol. 118(C).
  6. Ayala Astrid & Blazsek Szabolcs & Escribano Alvaro, 2023. "Anticipating extreme losses using score-driven shape filters," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(4), pages 449-484, September.
  7. Fernando Martínez-Santos & Zoraida Frias & Álvaro Escribano, 2022. "What drives spectrum prices in multi-band spectrum markets? An empirical analysis of 4G and 5G auctions in Europe," Applied Economics, Taylor & Francis Journals, vol. 54(5), pages 536-553, January.
  8. Blazsek Szabolcs & Escribano Alvaro & Licht Adrian, 2022. "Multivariate Markov-switching score-driven models: an application to the global crude oil market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(3), pages 313-335, June.
  9. Szabolcs Blazsek & Alvaro Escribano, 2022. "Robust Estimation and Forecasting of Climate Change Using Score-Driven Ice-Age Models," Econometrics, MDPI, vol. 10(1), pages 1-29, February.
  10. Escribano, Alvaro & Peña, Daniel & Ruiz, Esther, 2021. "30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1333-1337.
  11. Blazsek Szabolcs & Escribano Alvaro & Licht Adrian, 2021. "Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models," Journal of Econometric Methods, De Gruyter, vol. 10(1), pages 53-66, January.
  12. Escribano, Álvaro & Wang, Dandan, 2021. "Mixed random forest, cointegration, and forecasting gasoline prices," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1442-1462.
  13. María Torrado & Álvaro Escribano, 2020. "European gasoline markets: price transmission asymmetries in mean and variance," Applied Economics, Taylor & Francis Journals, vol. 52(42), pages 4621-4638, September.
  14. Álvaro Escribano & M. Teresa Santos-Martín & Ana E. Sipols, 2018. "A new Cramer-Von Misses cointegration test with application to environmental Kuznets curve," Applied Economics, Taylor & Francis Journals, vol. 50(36), pages 3966-3978, August.
  15. Escribano Alvaro & Torrado María, 2018. "Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(5), pages 1-19, December.
  16. Genaro Sucarrat & Alvaro Escribano, 2018. "Estimation of log-GARCH models in the presence of zero returns," The European Journal of Finance, Taylor & Francis Journals, vol. 24(10), pages 809-827, July.
  17. Escribano, Alvaro & Sucarrat, Genaro, 2018. "Equation-by-equation estimation of multivariate periodic electricity price volatility," Energy Economics, Elsevier, vol. 74(C), pages 287-298.
  18. García-Romero, Antonio & Escribano, Álvaro & Tribó, Josep A., 2017. "The impact of health research on length of stay in Spanish public hospitals," Research Policy, Elsevier, vol. 46(3), pages 591-604.
  19. Sucarrat, Genaro & Grønneberg, Steffen & Escribano, Alvaro, 2016. "Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 582-594.
  20. Blazsek, Szabolcs & Escribano, Alvaro, 2016. "Score-driven dynamic patent count panel data models," Economics Letters, Elsevier, vol. 149(C), pages 116-119.
  21. Blazsek, Szabolcs & Escribano, Alvaro, 2016. "Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers," Journal of Econometrics, Elsevier, vol. 191(1), pages 145-163.
  22. Álvaro Escribano & Rodolfo Stucchi, 2014. "Does recession drive convergence in firms’ productivity? Evidence from Spanish manufacturing firms," Journal of Productivity Analysis, Springer, vol. 41(3), pages 339-349, June.
  23. Genaro Sucarrat & Alvaro Escribano, 2012. "Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(5), pages 716-735, October.
  24. Alvaro Escribano & J. Ignacio Peña & Pablo Villaplana, 2011. "Modelling Electricity Prices: International Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(5), pages 622-650, October.
  25. Blazsek, Szabolcs & Escribano, Alvaro, 2010. "Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors," Journal of Econometrics, Elsevier, vol. 159(1), pages 14-32, November.
  26. Alvaro Escribano & J. Luis Guasch & Manuel De Orte & Jorge Pena, 2009. "Investment Climate Assessment In Indonesia, Malaysia, The Philippines And Thailand: Results From Pooling Firm-Level Data," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 54(03), pages 335-366.
  27. Escribano, Alvaro & Fosfuri, Andrea & Tribó, Josep A., 2009. "Managing external knowledge flows: The moderating role of absorptive capacity," Research Policy, Elsevier, vol. 38(1), pages 96-105, February.
  28. Alvaro Escribano & M. Santos & Ana Sipols, 2008. "Testing for cointegration using induced-order statistics," Computational Statistics, Springer, vol. 23(1), pages 131-151, January.
  29. Luc Bauwens & Alvaro Escribano & Michel Lubrano, 2007. "The Econometrics of Industrial Organization," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(7), pages 1153-1156.
  30. Miguel Arranz & Alvaro Escribano, 2006. "Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 15(1), pages 179-208, June.
  31. Felipe Aparicio & Alvaro Escribano & Ana E. Sipols, 2006. "Range Unit‐Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(4), pages 545-576, July.
  32. Alvaro Escribano & Roberto Pascual, 2006. "Asymmetries in bid and ask responses to innovations in the trading process," Empirical Economics, Springer, vol. 30(4), pages 913-946, January.
  33. Pascual, Roberto & Escribano, Alvaro & Tapia, Mikel, 2004. "Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 107-128, January.
  34. Escribano, Alvaro, 2004. "Nonlinear Error Correction: The Case Of Money Demand In The United Kingdom (1878–2000)," Macroeconomic Dynamics, Cambridge University Press, vol. 8(1), pages 76-116, February.
  35. Miguel Arranz & Alvaro Escribano, 2004. "Outliers - robust ECM cointegration tests based on the trend components," Spanish Economic Review, Springer;Spanish Economic Association, vol. 6(4), pages 243-266, December.
  36. Roberto Pascual & Alvaro Escribano & Mikel Tapia, 2004. "On the bi-dimensionality of liquidity," The European Journal of Finance, Taylor & Francis Journals, vol. 10(6), pages 542-566.
  37. Marmol, Francesc & Escribano, Alvaro & Aparicio, Felipe M., 2002. "Instrumental Variable Interpretation Of Cointegration With Inference Results For Fractional Cointegration," Econometric Theory, Cambridge University Press, vol. 18(3), pages 646-672, June.
  38. Alvaro Escribano & Santiago Mira, 2002. "Nonlinear error correction models," Journal of Time Series Analysis, Wiley Blackwell, vol. 23(5), pages 509-522, September.
  39. Álvaro Escribano & Oscar Jordá, 2001. "Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models," Spanish Economic Review, Springer;Spanish Economic Association, vol. 3(3), pages 193-209.
  40. Miguel A. Arranz & Alvaro Escribano, 2000. "Cointegration Testing Under Structural Breaks: A Robust Extended Error Correction Model," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(1), pages 23-52, February.
  41. Álvaro Escribano, 1999. "Predicción y análisis de funciones de exportación e importación en España," Investigaciones Economicas, Fundación SEPI, vol. 23(1), pages 55-94, January.
  42. Aparicio F. M. & Escribano A., 1998. "Information-Theoretic Analysis of Serial Dependence and Cointegration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 3(3), pages 1-24, October.
  43. Fraile, Pedro & Escribano, Alvaro, 1998. "The Spanish 1898 Disaster: The Drift towards Natonal-Protectionism," Revista de Historia Económica / Journal of Iberian and Latin American Economic History, Cambridge University Press, vol. 16(1), pages 265-290, March.
  44. Escribano, Alvaro & Pfann, Gerard A., 1998. "Non-linear error correction, asymmetric adjustment and cointegration," Economic Modelling, Elsevier, vol. 15(2), pages 197-216, April.
  45. Burgess, Simon & Escribano, Alvaro & Pfann, Gerard, 1996. "Editor's introduction: Asymmetries and nonlinearities in dynamic economic models," Journal of Econometrics, Elsevier, vol. 74(1), pages 1-2, September.
  46. Escribano, Alvaro, 1995. "PcGive Professional 8: A Review," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(1), pages 79-86, Jan.-Marc.
  47. Alvaro Escribano & Daniel Peña, 1994. "Cointegration And Common Factors," Journal of Time Series Analysis, Wiley Blackwell, vol. 15(6), pages 577-586, November.

Chapters

  1. Alvaro Escribano & Roberto Pascual, 2008. "Asymmetries in bid and ask responses to innovations in the trading process," Studies in Empirical Economics, in: Luc Bauwens & Winfried Pohlmeier & David Veredas (ed.), High Frequency Financial Econometrics, pages 49-82, Springer.

Books

  1. Escribano,Alvaro & Pena,Jorge, 2021. "Productivity in Emerging Countries," Cambridge Books, Cambridge University Press, number 9781108829441, September.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Works
  2. Number of Distinct Works
  3. Number of Distinct Works, Weighted by Number of Authors
  4. Number of Journal Pages
  5. Number of Journal Pages, Weighted by Number of Authors
  6. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  7. Closeness measure in co-authorship network
  8. Betweenness measure in co-authorship network
  9. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 54 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (26) 2002-03-04 2003-03-19 2004-02-23 2004-02-23 2010-06-18 2010-07-03 2011-07-13 2013-08-31 2013-10-25 2015-12-08 2016-08-07 2016-08-14 2017-08-06 2017-11-12 2018-03-05 2018-10-15 2018-10-15 2019-03-11 2019-06-10 2019-07-29 2019-10-28 2020-05-18 2020-05-18 2020-06-15 2020-11-16 2024-11-04. Author is listed
  2. NEP-ETS: Econometric Time Series (19) 2002-04-08 2003-03-19 2004-02-23 2004-02-23 2010-06-18 2011-07-13 2013-08-31 2013-10-25 2018-03-05 2018-10-15 2018-10-15 2019-03-11 2019-06-10 2019-07-29 2019-10-28 2020-05-18 2020-05-18 2020-11-16 2024-07-15. Author is listed
  3. NEP-ENE: Energy Economics (13) 2003-03-10 2010-02-05 2016-08-07 2016-08-07 2017-07-23 2018-10-15 2019-10-28 2020-02-10 2020-05-18 2020-06-15 2021-09-27 2021-10-25 2022-05-23. Author is listed
  4. NEP-ENV: Environmental Economics (11) 2008-11-11 2008-11-11 2008-11-11 2012-02-20 2019-07-29 2021-10-25 2022-05-23 2024-02-12 2024-07-15 2024-07-15 2024-11-04. Author is listed
  5. NEP-EFF: Efficiency and Productivity (10) 2005-12-14 2008-11-11 2008-11-11 2008-11-11 2008-12-07 2010-01-16 2010-02-05 2011-07-13 2012-02-20 2019-07-29. Author is listed
  6. NEP-ORE: Operations Research (7) 2010-06-18 2019-07-29 2019-10-28 2019-12-09 2020-05-18 2020-06-15 2021-09-27. Author is listed
  7. NEP-INO: Innovation (6) 2010-01-16 2011-03-26 2012-02-20 2014-07-05 2015-12-08 2016-08-14. Author is listed
  8. NEP-IPR: Intellectual Property Rights (6) 2010-01-16 2011-03-26 2012-02-20 2014-07-05 2015-12-08 2016-08-14. Author is listed
  9. NEP-CSE: Economics of Strategic Management (5) 2010-01-16 2012-02-20 2014-07-05 2016-08-07 2016-08-07. Author is listed
  10. NEP-COM: Industrial Competition (4) 2003-03-03 2014-07-05 2017-07-23 2020-02-10
  11. NEP-FOR: Forecasting (4) 2020-06-15 2021-10-25 2022-05-23 2024-07-15
  12. NEP-REG: Regulation (3) 2017-07-23 2020-02-10 2021-09-27
  13. NEP-RMG: Risk Management (3) 2019-03-11 2019-07-29 2020-11-16
  14. NEP-SBM: Small Business Management (3) 2010-01-16 2011-07-13 2012-02-20
  15. NEP-AFR: Africa (2) 2010-01-16 2010-02-05
  16. NEP-BEC: Business Economics (2) 2011-07-13 2016-08-14
  17. NEP-BIG: Big Data (2) 2020-06-15 2024-08-12
  18. NEP-CMP: Computational Economics (2) 2011-07-13 2020-06-15
  19. NEP-CWA: Central and Western Asia (2) 2008-11-11 2008-11-11
  20. NEP-EUR: Microeconomic European Issues (2) 2011-03-26 2020-02-10
  21. NEP-HIS: Business, Economic and Financial History (2) 2021-10-25 2023-08-21
  22. NEP-MAC: Macroeconomics (2) 2018-03-05 2018-10-15
  23. NEP-TID: Technology and Industrial Dynamics (2) 2010-01-16 2014-07-05
  24. NEP-DEM: Demographic Economics (1) 2022-07-18
  25. NEP-DGE: Dynamic General Equilibrium (1) 2020-05-18
  26. NEP-GEO: Economic Geography (1) 2022-07-18
  27. NEP-IND: Industrial Organization (1) 2011-03-26
  28. NEP-ISF: Islamic Finance (1) 2021-09-27
  29. NEP-KNM: Knowledge Management and Knowledge Economy (1) 2010-01-16
  30. NEP-MON: Monetary Economics (1) 2023-08-21
  31. NEP-TRE: Transport Economics (1) 2022-07-18
  32. NEP-UPT: Utility Models and Prospect Theory (1) 2024-08-12
  33. NEP-URE: Urban and Real Estate Economics (1) 2022-07-18

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