IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to follow this author

Alvaro Escribano

This is information that was supplied by Alvaro Escribano in registering through RePEc. If you are Alvaro Escribano , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Alvaro
Middle Name:
Last Name:Escribano
Suffix:
RePEc Short-ID:pes1
http://www.eco.uc3m.es/english/staff/cv/alvaroe.html
Department of Economics University Carlos III of Madrid Madrid 126 28903 Madrid Spain
34-91-6249854
Madrid, Spain
http://www.eco.uc3m.es/

: +34-91 6249594
+34-91 6249329
C./ Madrid, 126, 28903 Getafe (Madrid)
RePEc:edi:deuc3es (more details at EDIRC)
in new window
  1. Escribano, Álvaro & Blazsek, Szabolcs, 2015. "Dynamic conditional score patent count panel data models," UC3M Working papers. Economics we1510, Universidad Carlos III de Madrid. Departamento de Economía.
  2. Blazsek, Szabolcs & Escribano, Álvaro, 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.
  3. 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.
  4. 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.
  5. Escribano, Álvaro & 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.
  6. Guasch, J. Luis & Escribano, Álvaro, 2012. "Robust investment climate effects on alternative firm-level productivity measures," UC3M Working papers. Economics we1201, Universidad Carlos III de Madrid. Departamento de Economía.
  7. 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.
  8. Giarratana, Marco S. & Escribano, Álvaro, 2011. "EU Patent System: to be or not to be?," UC3M Working papers. Economics we1101, Universidad Carlos III de Madrid. Departamento de Economía.
  9. Escribano, Álvaro & Ferreira, José Luis, 2010. "An evaluation of public aids towards renewable energy sources in Spain," UC3M Working papers. Economics we1037, Universidad Carlos III de Madrid. Departamento de Economía.
  10. Sucarrat, Genaro & Escribano, Álvaro, 2010. "The power log-GARCH model," UC3M Working papers. Economics we1013, Universidad Carlos III de Madrid. Departamento de Economía.
  11. 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.
  12. Pena, Jorge & Escribano, Álvaro, 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.
  13. Escribano, Álvaro & Sucarrat, Genaro, 2009. "Automated financial multi-path GETS modelling," UC3M Working papers. Economics we093620, Universidad Carlos III de Madrid. Departamento de Economía.
  14. Escribano, Álvaro & 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.
  15. Stucchi, Rodolfo & Escribano, Álvaro, 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.
  16. Guasch, J. Luis & Escribano, Álvaro, 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.
  17. Escribano, Álvaro & Pena, Jorge & Orte, Manuel De & Guasch, J. Luis, 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.
  18. Escribano, Álvaro & Pena, Jorge & Orte, Manuel De & Guasch, J. Luis, 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.
  19. 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.
  20. Escribano, Álvaro & García, Ana & Aparicio, Felipe M., 2004. "A range unit root test," DES - Working Papers. Statistics and Econometrics. WS ws041104, Universidad Carlos III de Madrid. Departamento de Estadística.
  21. Escribano, Álvaro & 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.
  22. Escribano, Álvaro & García, Ana & Aparicio, Felipe M., 2003. "Range unit root tests," DES - Working Papers. Statistics and Econometrics. WS ws031126, Universidad Carlos III de Madrid. Departamento de Estadística.
  23. Mármol, Francesc & Escribano, Álvaro & Arranz, Miguel A., 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.
  24. Peña Sánchez de Rivera, Juan Ignacio & Escribano, Álvaro & Villaplana, Pablo, 2002. "Modeling electricity prices: international evidence," UC3M Working papers. Economics we022708, Universidad Carlos III de Madrid. Departamento de Economía.
  25. Escribano, Álvaro & Moreno, Diego, 2002. "Homenaje a Juan Urrutia," DE - Documentos de Trabajo. Economía. DE de020801, Universidad Carlos III de Madrid. Departamento de Economía.
  26. Alvaro Escribano & Santiago Mira, 2001. "Nonlinear error correction models," Documentos de trabajo conjunto ULL-ULPGC 2001-03, Facultad de Ciencias Económicas de la ULPGC.
  27. Escribano, Álvaro & 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.
  28. Pascual, Roberto & Escribano, Álvaro, 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.
  29. García, Ana & Escribano, Álvaro & Aparicio, Felipe M., 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.
  30. Tapia, Mikel & Escribano, Álvaro & 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.
  31. Escribano, Álvaro & Arranz, Miguel A. & Aparicio, Felipe M., 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.
  32. Tapia, Mikel & Escribano, Álvaro & 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.
  33. Tapia, Mikel & Escribano, Álvaro & 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.
  34. Escribano, Álvaro & Aparicio, Felipe M. & Mármol, Francesc, 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.
  35. 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.
  36. Escribano, Álvaro & 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.
  37. Escribano, Álvaro & 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.
  38. Escribano, Álvaro & 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.
  39. Escribano, Álvaro & 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.
  40. Escribano, Álvaro & Fraile Balbín, Pedro, 1998. "The Spanish 1898 disaster: the drift towards national-protectionism," IFCS - Working Papers in Economic History.WH wh980301, Universidad Carlos III de Madrid. Instituto Figuerola.
  41. Escribano, Álvaro, 1997. "Análisis comparativo y predictivo de recientes funciones de exportación e importación en España," DES - Documentos de Trabajo. Estadística y Econometría. DS 3644, Universidad Carlos III de Madrid. Departamento de Estadística.
  42. Escribano, Álvaro & Mira, Santiago, 1997. "Nonlinear cointegration with mixing errors," DES - Working Papers. Statistics and Econometrics. WS 6204, Universidad Carlos III de Madrid. Departamento de Estadística.
  43. Escribano, Álvaro & 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.
  44. Escribano, Álvaro & 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.
  45. Escribano, Álvaro & 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.
  46. Escribano, Álvaro, 1995. "Evaluación del PcGive Professional 8: el punto de vista de un usuario," DES - Documentos de Trabajo. Estadística y Econometría. DS 3637, Universidad Carlos III de Madrid. Departamento de Estadística.
  47. Granger, C.W.J. (Clive William John) & Escribano, Álvaro, 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.
  48. Escribano, Álvaro & 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.
  49. Escribano, Álvaro, 1995. "Estudio comparado sobre funciones de exportación e importación en España," DES - Documentos de Trabajo. Estadística y Econometría. DS 3636, Universidad Carlos III de Madrid. Departamento de Estadística.
  50. Escribano, Álvaro & Jordá, Óscar, 1994. "Testing nonlinearity: decision rules for selecting between logistic and exponential star models," DES - Working Papers. Statistics and Econometrics. WS 3957, Universidad Carlos III de Madrid. Departamento de Estadística.
  51. Escribano, Álvaro & Peña, Daniel, 1993. "Cointegration and common factors," DES - Working Papers. Statistics and Econometrics. WS 3680, Universidad Carlos III de Madrid. Departamento de Estadística.
  52. Pfann, Gerard A. & Escribano, Álvaro & Burgess, Simon M., 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.
  53. Pfann, Gerard & Escribano, Álvaro, 1991. "Nonlinear error correction, asymmetric adjusment and cointegration," UC3M Working papers. Economics 2807, Universidad Carlos III de Madrid. Departamento de Economía.
  54. 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).
  55. 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).
  56. Alvaro Escribano & Oscar Jorda, . "Improved Testing And Specification Of Smooth Transition Regression Models," Department of Economics 97-26, California Davis - Department of Economics.
  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. Alvaro Escribano & M. Santos & Ana Sipols, 2008. "Testing for cointegration using induced-order statistics," Computational Statistics, Springer, vol. 23(1), pages 131-151, January.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. Escribano, Alvaro & Pfann, Gerard A., 1998. "Non-linear error correction, asymmetric adjustment and cointegration," Economic Modelling, Elsevier, vol. 15(2), pages 197-216, April.
  22. 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.
  23. 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.
  24. 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.
  25. Escribano, Alvaro, 1995. "PcGive Professional 8: A Review," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(1), pages 79-86, Jan.-Marc.
27 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 (2) 2003-03-03 2014-07-05
  5. NEP-CSE: Economics of Strategic Management (3) 2010-01-16 2012-02-20 2014-07-05
  6. NEP-CWA: Central & Western Asia (2) 2008-11-11 2008-11-11
  7. NEP-ECM: Econometrics (10) 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. 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 (5) 2010-01-16 2011-03-26 2012-02-20 2014-07-05 2015-12-08. Author is listed
  15. NEP-IPR: Intellectual Property Rights (5) 2010-01-16 2011-03-26 2012-02-20 2014-07-05 2015-12-08. Author is listed
  16. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2010-01-16
  17. NEP-ORE: Operations Research (1) 2010-06-18
  18. NEP-SBM: Small Business Management (3) 2010-01-16 2011-07-13 2012-02-20
  19. NEP-TID: Technology & Industrial Dynamics (2) 2010-01-16 2014-07-05
This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works
  2. Closeness measure in co-authorship network
  3. Betweenness measure in co-authorship network
  4. Record of graduates

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Alvaro Escribano should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.