The data shown for the Universidad Carlos III de Madrid are partial, as they are intended to answer 2 questions:

  • Who is researching a specific topic?
  • What is an expert, group or particular department researching?

The search results will adhere to the following limits: active Researchers at Carlos III University of Madrid, Projects since 2006 and Publications, Theses, Patents and Software since 2008.

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Author profile at the institutional portal

Escribano Saez, Alvaro alvaroe@eco.uc3m.es

Economía / Universidad Carlos III de Madrid

Publications

Open Access

Non-Gaussian score-driven conditionally heteroskedastic models with a macroeconomic application

  • Blazsek, Szabolcs
  • Escribano Saez, Alvaro
  • Licht, Adrian

MACROECONOMIC DYNAMICS (p. 32-50) - 3/2023

https://doi.org/10.1017/s1365100522000712 View at source

  • EISSN 1469-8056
  • ISSN 1365-1005
Open Access

Co-integration with score-driven models: an application to US real GDP growth, US inflation rate, and effective federal funds rate

  • Blazsek, Szabolcs Istvan
  • Escribano Saez, Alvaro
  • Licht, Adrian

MACROECONOMIC DYNAMICS (p. 203-223) - 1/2023

10.1017/s1365100521000365 View at source

  • EISSN 1469-8056
  • ISSN 1365-1005

Multivariate Markov-switching score-driven models: An application to the global crude oil market

  • Blazsek, Szabolcs
  • Escribano Saez, Alvaro
  • Licht, Adrian

STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS - 6/2022

https://doi.org/10.1515/snde-2020-0099 View at source

  • EISSN 1558-3708
  • ISSN 1081-1826
Open Access

Anticipating extreme losses using score-driven shape filters

  • Ayala, Astrid
  • Blazsek, Szabolcs Istvan
  • Escribano Saez, Alvaro

STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS (p. 1-36) - 1/2022

10.1515/snde-2021-0102 View at source

  • EISSN 1558-3708
  • ISSN 1081-1826

Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility

  • Blazsek, Szabolcs Istvan
  • Escribano Saez, Alvaro
  • Licht, Adrian

STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS - 1/2022

10.1515/snde-2021-0083 View at source

  • EISSN 1558-3708
  • ISSN 1081-1826

What drives spectrum prices in multi-band spectrum markets? An empirical analysis of 4G and 5G auctions in Europe

  • Martinez Santos, Fernando
  • Frias Barroso, Zoraida
  • Escribano Saez, Alvaro

Applied Economics (p. 536-553) - 1/1/2022

10.1080/00036846.2021.1967277 View at source

  • EISSN 1466-4283
  • ISSN 00036846
Open Access

30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial

  • Escribano Saez, Alvaro
  • Peña Sanchez De Rivera, Daniel
  • Ruiz Ortega, Esther

INTERNATIONAL JOURNAL OF FORECASTING (p. 1333-1337) - 10/2021

10.1016/j.ijforecast.2021.06.004 View at source

  • EISSN 1872-8200
  • ISSN 0169-2070

Mixed random forest, cointegration, and forecasting gasoline prices

  • Escribano Saez, Alvaro
  • Wang, Dandan

INTERNATIONAL JOURNAL OF FORECASTING (p. 1442-1462) - 10/2021

10.1016/j.ijforecast.2020.12.008 View at source

  • EISSN 1872-8200
  • ISSN 0169-2070

Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models

  • Blazsek, Szabolcs
  • Escribano Saez, Alvaro
  • Licht, Adrian

Journal of Econometric Methods - 1/2021

https://doi.org/10.1515/jem-2020-0003 View at source

  • ISSN 2156-6674
Open Access

Equation-by-equation estimation of multivariate periodic electricity price volatility

  • Escribano Saez, Alvaro
  • Sucarrat, Genaro Daniel Weil Johnsen

Energy Economics (p. 287-298) - 8/2018

10.1016/j.eneco.2018.05.017 View at source

  • EISSN 1873-6181
  • ISSN 0140-9883

This researcher has no books.

Economía y Sociedad de la Información y del Conocimiento (SIC) en España: una comparación internacional. In: La Sociedad de la Información y el Conocimiento

  • Escribano Saez, Alvaro
  • Pena Izquierdo, Jorge
  • Lin Lin, Weiyi

La Sociedad de la Información y el Conocimiento (p. 86-130) - 9/2010

Editor: INSTITUTO DE ESPAÑA

  • ISBN 978-84-92901-02-9

Econometrics: Nonlinear Cointegration. In: Encyclopedia of Complexity and Systems Science

  • Escanciano Reyero, Juan Carlos
  • Escribano Saez, Alvaro

Encyclopedia of Complexity and Systems Science (p. 2757-2769) - 6/2009

Editor: SPRINGER

  • ISBN 978-0-387-75888-6
Open Access

Nonlinear and Asymmetric Pricing Behaviour in the Spanish Gasoline Market

  • Escribano Saez, Alvaro
  • Torrado, María

3rd International Workshop on “Financial Markets and Nonlinear Dynamics” (FMND) - 2017

Editor: UNIVERSIDAD CARLOS III DE MADRID

Catch Up, Convergence and the Business Cycle: Firm Level Evidence from Spain

  • Stucchi, Rodolfo Mario
  • Escribano Saez, Alvaro

MFJ-RIETI-WASEDA International Conference on \"Organization and Performance: Understanding the Diversity of Firms\" - 2008

Productivity Catching Up: Evidence form Spanish Manufacturing Firms

  • Stucchi, Rodolfo Mario
  • Escribano Saez, Alvaro

2008 ENTER Jamboree - 2008

Assessing the Impact of the Investment Climate on Productivity Using Firm-Level Data: Methodology and the Case of Costa Rica

  • Escribano Saez, Alvaro

2008

Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data

  • Barrio Castro, Tomás Del
  • Escribano Saez, Alvaro
  • Sibbertsen, Philipp

2024

Editor: UNIVERSIDAD CARLOS III DE MADRID

Global, Arctic, and Antarctic sea ice volume predictions: using score-driven threshold climate models

  • Blazsek, Szabolcs Istvan
  • Escribano Saez, Alvaro
  • Kristof, Erzsebet

2024

Editor: UNIVERSIDAD CARLOS III DE MADRID

Monetary trends in the UK and the USA from 1874 to 2020: a nonlinear approach to money demand

  • Escribano Saez, Alvaro
  • Rodriguez, Juan Andres

2023

Editor: UNIVERSIDAD CARLOS III DE MADRID

High-Speed Rail: a panel data impact evaluation by Municipalities on depopulation and unemployment

  • Cobos, Carlos
  • Escribano Saez, Alvaro

2022

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Score-driven threshold ice-age models: benchmark models for long-run climate forecasts

  • Blazsek, Szabolcs Istvan
  • Escribano Saez, Alvaro

Energy Economics - 2/2022

Editor: UNIVERSIDAD CARLOS III DE MADRID

https://doi.org/10.1016/j.eneco.2023.106522 View at source

  • EISSN 1873-6181
  • ISSN 0140-9883

A structural analysis of the merit-order effect in the Spanish day-ahead power market

  • Escribano Saez, Alvaro
  • Ortega, Álvaro

2021

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Robust estimation and forecasting of climate change using score-driven ice-age models

  • Blazsek, Szabolcs
  • Escribano Saez, Alvaro

Econometrics (p. 1-29) - 3/2021

Editor: UNIVERSIDAD CARLOS III DE MADRID

https://doi.org/10.3390/econometrics10010009 View at source

  • ISSN 2225-1146

Forecasting gasoline prices with mixed random forest error correction models

  • Escribano Saez, Alvaro
  • Wang, Dandan

2020

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Nonlinear common trends for the global crude oil market: Markov-switching score-driven models of the multivariate t-distribution

  • Blazsek, Szabolcs Istvan
  • Escribano Saez, Alvaro
  • Licht, Adrian

2020

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Dynamic stochastic general equilibrium inference using a score-driven approach

  • Blazsek, Szabolcs Istvan
  • Escribano Saez, Alvaro
  • Licht, Adrian

2020

Editor: UNIVERSIDAD CARLOS III DE MADRID

This researcher has no technical reports.

PID2022-141414OB-I00 - Nuevos métodos para analizar y afrontar nuevos retos en política climática, transformación energética y paradigmas de movilidad geografica e intergeneracional -Nuevos métodos

  • Escribano Saez, Alvaro
  • Caceres Delpiano, Julio

Period: 01-09-2023 - 31-08-2027

Type of funding: National

Funding entity: AGENCIA ESTATAL DE INVESTIGACION (AEI)

Barómetros adelantados del transporte por carretera de mercancías (indicador CORELL-ASTIC) en España

  • Escribano Saez, Alvaro
  • Pena Izquierdo, Jorge

Period: 02-11-2021 - 01-11-2023

Type of funding: Regional

Funding entity: FUNDACION FRANCISCO CORELL

Cuantificación Individual de 32 camiones y ratificación informe pericial en acta de juicio

  • Escribano Saez, Alvaro

Period: 09-04-2021 - 10-04-2023

Type of funding: Regional

Funding entity: CARTEL DAMAGES INCASSO S.L.

Transporte, Infraestructura y crecimiento económico en España

  • Escribano Saez, Alvaro
  • Aza Custodio, Claudia

Period: 30-10-2019 - 29-11-2019

Type of funding: Regional

Funding entity: FUNDACION FRANCISCO CORELL

Indicador adelantado ASTIC del transporte de mercancías por carretera (anualidad 2019)

  • Escribano Saez, Alvaro
  • Pena Izquierdo, Jorge
  • Ruiz Rua, Aurora

Period: 02-01-2019 - 31-12-2019

Type of funding: Regional

Funding entity: ASOCIACIÓN TRANSPORTE INTERNACIONAL POR CARRETERA (ASTIC)

RTI2018-101371-B-I00 - Big data, robots y efectos causales: Nuevas formas de obtener datos y de modelización automática en la búsqueda de relaciones causales en una economía digital

  • Escribano Saez, Alvaro
  • Caceres Delpiano, Julio

Period: 01-01-2019 - 31-12-2022

Type of funding: National

Funding entity: AGENCIA ESTATAL DE INVESTIGACION (AEI)

Informe Riesgo-País de una selección de países de latinoamérica y Europa: Colombia, Grecia y Venezuela

  • Escribano Saez, Alvaro
  • Blas Perez, Maria Beatriz De
  • Serrano Jimenez, Pedro Jose
  • Pena Izquierdo, Jorge
  • Dans Rodriguez, Noemi
  • Morell Sanz, Dolores

Period: 27-04-2018 - 26-06-2018

Type of funding: International

Funding entity: ALLUWANT (HK) INT L CO. LTD.

Estudio sobre el impacto de la transformación digital en la economía española

  • Escribano Saez, Alvaro
  • Carrasco Perea, Raquel
  • Pena Izquierdo, Jorge
  • Aza Custodio, Claudia

Period: 26-10-2017 - 31-01-2018

Type of funding: National

Funding entity: INDRA BUSINESS CONSULTING S.L.U.

Prestación de servicios para Mediterráneo Vida

  • Balbas De La Corte, Alejandro
  • Muñoz Garcia, Alberto
  • Escribano Saez, Alvaro
  • Garrido Manso, Jose
  • Carrasco Perea, Raquel
  • Arias Rodriguez, Juan David
  • Serrano Jimenez, Pedro Jose
  • Pena Izquierdo, Jorge
... View more Collapse

Period: 20-11-2017 - 19-02-2018

Type of funding: National

Funding entity: MEDITERRANEO VIDA, SOCIEDAD ANÓNIMA DE SEGUROS Y REASEGUROS

Evaluación de daños a empresas de transporte

  • Escribano Saez, Alvaro
  • Pena Izquierdo, Jorge
  • Parra Lopez, Carlos

Period: 23-05-2017 - 22-07-2017

Type of funding: National

Funding entity: CARTEL DAMAGES INCASSO S.L.

Essays on investment climate in developing countries

  • Escribano Saez, Alvaro
  • Hacihasanoglu, Yavuz Selim

Reading date: 28-10-2013

Reading institution: CAMPUS DE GETAFE

Economic Determinants of IndiaŽs Investment Climate

  • De Orte, Manuel
  • Escribano Saez, Alvaro

Reading date: 01-06-2010

The Macro-Financial Transmission of Shocks

  • Alonso Alvarez, Irma
  • Escribano Saez, Alvaro
  • Serrano Jimenez, Pedro Jose

Reading date: 12-01-2022

Essays on the Investment Climate and its Effects on Firms Efficiency

  • Escribano Saez, Alvaro
  • Pena Izquierdo, Jorge

(p. 1-275) - 2009

Reading date: 01-03-2010

Reading institution: UNED. Universidad Nacional de Educación a Distancia

This researcher has no patents or software licenses.

Last data update: 8/24/24 9:33 AM