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Alvaro Escribano

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Personal Details

First Name: Alvaro
Middle Name:
Last Name: Escribano
Suffix:

RePEc Short-ID: pes1

Email:
Homepage: http://www.eco.uc3m.es/english/staff/cv/alvaroe.html
Postal Address: Department of Economics University Carlos III of Madrid Madrid 126 28903 Madrid Spain
Phone: 34-91-6249854

Affiliation

Departamento de Economía
Universidad Carlos III de Madrid
Location: Madrid, Spain
Homepage: http://www.eco.uc3m.es/
Email:
Phone: +34-91 6249594
Fax: +34-91 6249329
Postal: C./ Madrid, 126, 28903 Getafe (Madrid)
Handle: RePEc:edi:deuc3es (more details at EDIRC)

Works

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Working papers

  1. Sucarrat, Genaro & Escribano, Alvaro, 2013. "Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns," MPRA Paper 50699, University Library of Munich, Germany.
  2. 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.
  3. Alvaro Escribano & Szabolcs Blazsek, 2012. "Patents, secret innovations and firm's rate of return : differential effects of the innovation leader," Economics Working Papers we1202, Universidad Carlos III, Departamento de Economía.
  4. Alvaro Escribano & J. Luis Guasch, 2012. "Robust investment climate effects on alternative firm-level productivity measures," Economics Working Papers we1201, Universidad Carlos III, Departamento de Economía.
  5. 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.
  6. Alvaro Escribano & Marco S. Giarratana, 2011. "EU Patent System: to be or not to be?," Economics Working Papers we1101, Universidad Carlos III, Departamento de Economía.
  7. Genaro Sucarrat & Alvaro Escribano, 2010. "The power log-GARCH model," Economics Working Papers we1013, Universidad Carlos III, Departamento de Economía.
  8. José Luis Ferreira & Alvaro Escribano, 2010. "An evaluation of public aids towards renewable energy sources in Spain," Economics Working Papers we1037, Universidad Carlos III, Departamento de Economía.
  9. Escribano, Alvaro & Guasch, J. Luis & Pena, Jorge, 2010. "Assessing the impact of infrastructure quality on firm productivity in Africa : cross-country comparisons based on investment climate surveys from 1999 to 2005," Policy Research Working Paper Series 5191, The World Bank.
  10. Szabolcs Blazsek & Alvaro Escribano, 2009. "Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors," Economics Working Papers we098951, Universidad Carlos III, Departamento de Economía.
  11. Genaro Sucarrat & Alvaro Escribano, 2009. "Automated financial multi-path GETS modelling," Economics Working Papers we093620, Universidad Carlos III, Departamento de Economía.
  12. Alvaro Escribano & Jorge Pena, 2009. "Empirical econometric evaluation of alternative methods of dealing with missing values in Investment Climate surveys," Economics Working Papers we098750, Universidad Carlos III, Departamento de Economía.
  13. Alvaro Escribano & Rodolfo Stucchi, 2008. "Catching up in total factor productivity through the business cycle : evidence from Spanish manufacturing surveys," Economics Working Papers we085125, Universidad Carlos III, Departamento de Economía.
  14. Alvaro Escribano & J. Luis Guasch & Manuel De Orte & Jorge Pena, 2008. "Investment climate and firm’s economic performance: econometric methodology and application to Turkey's investment climate survey," Economics Working Papers we082113, Universidad Carlos III, Departamento de Economía.
  15. Alvaro Escribano & J. Luis Guasch, 2008. "Robust methodology for investment climate assessment on productivity: application to investment climate surveys from Central America," Economics Working Papers we081911, Universidad Carlos III, Departamento de Economía.
  16. Alvaro Escribano & J. Luis Guasch & Manuel De Orte & Jorge Pena, 2008. "Investment climate assessment based on demean Olley and Pakes decompositions: methodology and application to Turkey's investment climate survey," Economics Working Papers we082012, Universidad Carlos III, Departamento de Economía.
  17. 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.
  18. Felipe M. Aparicio & Alvaro Escribano & Ana García, 2004. "A Range Unit Root Test," Statistics and Econometrics Working Papers ws041104, Universidad Carlos III, Departamento de Estadística y Econometría.
  19. Felipe M. Aparicio & Alvaro Escribano & Ana García, 2003. "Range Unit Root Tests," Statistics and Econometrics Working Papers ws031126, Universidad Carlos III, Departamento de Estadística y Econometría.
  20. Felipe M. Aparicio & Alvaro Escribano, 2003. "Cointegration Tests Based On Record Counting Statistics," Statistics and Econometrics Working Papers ws036615, Universidad Carlos III, Departamento de Estadística y Econometría.
  21. Álvaro Escribano & Diego Moreno, 2002. "Homenaje A Juan Urrutia," Documentos de Trabajo de Economía de020801, Universidad Carlos III, Departamento de Economía.
  22. Alvaro Escribano & Juan Ignacio Peña & Pablo Villaplana, 2002. "Modeling Electricity Prices: International Evidence," Economics Working Papers we022708, Universidad Carlos III, Departamento de Economía.
  23. Miguel A. Arranz & Alvaro Escribano & Francesc Mármol, 2002. "Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers," Economics Working Papers we20091101, Universidad Carlos III, Departamento de Economía, revised Nov 2009.
  24. Alvaro Escribano & Santiago Mira, 2001. "Nonlinear error correction models," Documentos de trabajo conjunto ULL-ULPGC 2001-03, Facultad de Ciencias Económicas de la ULPGC.
  25. Pedro Balbín & Álvaro Escribano Saéz, 1998. "The Spanish 1898 disaster: the drift towards national-protectionism," Working Papers in Economic History wh980301, Universidad Carlos III, Departamento de Historia Económica e Instituciones.
  26. 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.
  27. Escribano, A., 1987. "Error-correction systems: nonlinear adjustments to linear long-run relationships," CORE Discussion Papers 1987030, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  28. Escribano, A. & , ., 1987. "Co-integration, time co-trends and error-correction systems: an alternative approach," CORE Discussion Papers 1987015, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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  29. Alvaro Escribano & Oscar Jorda, . "Improved Testing And Specification Of Smooth Transition Regression Models," Department of Economics 97-26, California Davis - Department of Economics.

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Articles

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. Alvaro Escribano & M. Santos & Ana Sipols, 2008. "Testing for cointegration using induced-order statistics," Computational Statistics, Springer, vol. 23(1), pages 131-151, January.
  7. 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.
  8. 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, 07.
  9. 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, vol. 15(1), pages 179-208, June.
  10. 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.
  11. 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.
  12. Escribano, Alvaro, 2004. "Nonlinear Error Correction: The Case Of Money Demand In The United Kingdom (1878 2000)," Macroeconomic Dynamics, Cambridge University Press, vol. 8(01), pages 76-116, February.
  13. 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.
  14. Miguel Arranz & Alvaro Escribano, 2004. "Outliers - robust ECM cointegration tests based on the trend components," Spanish Economic Review, Springer, vol. 6(4), pages 243-266, December.
  15. 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(03), pages 646-672, June.
  16. Álvaro Escribano & Oscar Jordá, 2001. "Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models," Spanish Economic Review, Springer, vol. 3(3), pages 193-209.
  17. Arranz, Miguel A & Escribano, Alvaro, 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.
  18. 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.
  19. Escribano, Alvaro & Pfann, Gerard A., 1998. "Non-linear error correction, asymmetric adjustment and cointegration," Economic Modelling, Elsevier, vol. 15(2), pages 197-216, April.
  20. 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.
  21. Fraile, Pedro & Escribano, Alvaro, 1998. "The Spanish 1898 Disaster: The Drift towards Natonal-Protectionism," Revista de Historia Económica, Cambridge University Press, vol. 16(01), pages 265-290, March.
  22. 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.
  23. Escribano, Alvaro, 1995. "PcGive Professional 8: A Review," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(1), pages 79-86, Jan.-Marc.

NEP Fields

26 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AFR: Africa (2) 2010-01-16 2010-02-05
  2. NEP-BEC: Business Economics (1) 2011-07-13
  3. NEP-CMP: Computational Economics (1) 2011-07-13
  4. NEP-COM: Industrial Competition (1) 2003-03-03
  5. NEP-CSE: Economics of Strategic Management (3) 2010-01-16 2010-02-20 2012-02-20
  6. NEP-CWA: Central & Western Asia (2) 2008-11-11 2008-11-11
  7. NEP-ECM: Econometrics (9) 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. Author is listed
  8. NEP-EFF: Efficiency & Productivity (9) 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. Author is listed
  9. NEP-ENE: Energy Economics (3) 2003-03-10 2010-02-05 2010-12-23
  10. NEP-ENV: Environmental Economics (5) 2008-11-11 2008-11-11 2008-11-11 2010-12-23 2012-02-20. Author is listed
  11. NEP-ETS: Econometric Time Series (8) 2002-04-08 2003-03-19 2004-02-23 2004-02-23 2010-06-18 2011-07-13 2013-08-31 2013-10-25. Author is listed
  12. NEP-EUR: Microeconomic European Issues (1) 2011-03-26
  13. NEP-IND: Industrial Organization (1) 2011-03-26
  14. NEP-INO: Innovation (4) 2010-01-16 2010-02-20 2011-03-26 2012-02-20
  15. NEP-IPR: Intellectual Property Rights (3) 2010-01-16 2011-03-26 2012-02-20
  16. NEP-KNM: Knowledge Management & Knowledge Economy (2) 2010-01-16 2010-02-20
  17. NEP-ORE: Operations Research (1) 2010-06-18
  18. NEP-SBM: Small Business Management (4) 2010-01-16 2010-02-20 2011-07-13 2012-02-20
  19. NEP-TID: Technology & Industrial Dynamics (1) 2010-01-16

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