The data shown for the Universidad Carlos III de Madrid are partial, as they are intended to answer 2 questions:
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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.
Escribano Saez, Alvaro alvaroe@eco.uc3m.es
Publications
- Articles 22
- Books 0
- Book chapters 2
- Conferences 4
- Working papers 34
- Technical reports 0
- Research projects 27
- Supervised theses 4
- Patent or software license 0
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
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, Zoraida
- Escribano, Alvaro;
Applied Economics (p. 536-553) - 1/1/2022
10.1080/00036846.2021.1967277 View at source
- EISSN 1466-4283
- ISSN 00036846
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
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
Estimation of log-GARCH models in the presence of zero returns
- Sucarrat, Genaro
- Escribano Saez, Alvaro
European Journal of Finance (p. 809-827) - 1/2018
10.1080/1351847x.2017.1336452 View at source
- EISSN 1466-4364
- ISSN 1351-847X
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
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
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
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
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
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
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
Prediction accuracy of bivariate score-driven risk premium and volatility filters: an illustration for the Dow Jones
- Blazsek, Szabolcs Istvan
- Escribano Saez, Alvaro
- Licht, Adrian
2020
Editor: UNIVERSIDAD CARLOS III DE MADRID
European gasoline markets: price transmission asymmetries in mean and variance
- Torrado, Maria
- Escribano Saez, Alvaro
APPLIED ECONOMICS (p. 4621-4638) - 4/2020
Editor: UNIVERSIDAD CARLOS III DE MADRID
https://doi.org/10.1080/00036846.2020.1739224 View at source
- EISSN 1466-4283
- ISSN 0003-6846
This researcher has no technical reports.
Contratación del servicio para la realización de la evaluación del plan estratégico de internacionalización de la economía española 2014-2015
- Escribano Saez, Alvaro
- Pena Izquierdo, Jorge
Period: 15-09-2016 - 30-11-2016
Type of funding: National
Funding entity: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL
ECO2015-65599-P - Estrategias y Nuevos Investigaciones de los Activos Intangibles
- Martinez Ros, Ester
- Escribano Saez, Alvaro
- Gutierrez Calderon, Maria Isabel
- Palomeras Vilches, Neus
- Kavadis, Nikolaos
Period: 01-01-2016 - 31-12-2018
Type of funding: National
Funding entity: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL
S2015/HUM-3444 - Madrid Economics. MADECO-CM
- Crespo Fernandez, Juan Alfonso (Investigador principal (IP))
Period: 01-01-2016 - 30-06-2019
Type of funding: Regional
Funding entity: CAM. CONSEJERÍA DE EDUCACIÓN E INVESTIGACION
- iMarina
- UC3M
MDM-2014-0431 - Unidad de Excelencia Maria de Maeztu - Departamento Economia
- Delgado Gonzalez, Miguel Angel
- Escribano Saez, Alvaro
- Gonzalo Muñoz, Jesus
- Desmet, Klaus
- Fabra Portela, Natalia
- Rincon Zapatero, Juan Pablo
- Fuster Perez, Maria Luisa
- Salazar Perez, Alvaro
- Jin, Weifeng
Period: 01-07-2015 - 31-03-2020
Type of funding: National
Funding entity: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL
Barómetro del transporte internacional por carretera (PMI-ASTIC) para los asociados de ASTIC
- Escribano Saez, Alvaro
- Pena Izquierdo, Jorge
- Ruiz Rua, Aurora
Period: 27-04-2015 - 26-07-2016
Type of funding: Regional
Funding entity: ASOCIACIÓN TRANSPORTE INTERNACIONAL POR CARRETERA (ASTIC)
ECO2012-33427 - Innovacion en la economia del Conocimiento: estrategia y organizacion
- Fosfuri, Andrea
- Martinez Ros, Ester
- Escribano Saez, Alvaro
- Roca I Batllori, Esther
- Gutierrez Calderon, Maria Isabel
- Giarratana, Marco
- Palomeras Vilches, Neus
- Kulcsar, Borbala
- Aksoy Yurdagul, Dilan
- Cabaleiro Cerviño, Goretti
- Mastrogiorgio, Mariano
- Helmers, Christian
- Kunapatarawong, Rasi
- Perri, Alessandra
- Ali, Ayfer Habib
- Wehrheim, David Alexander
Period: 01-01-2013 - 30-06-2016
Type of funding: National
Funding entity: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL
Análisis crítico de la propuesta europea de crear una patente europea única en tres idiomas (inglés, francés y alemán).
- Escribano Saez, Alvaro
- Giarratana, Marco
Period: 10-03-2011 - 09-05-2011
Type of funding: Regional
Funding entity: OFICINA ESPAÑOLA DE PATENTES Y MARCAS
Cátedra Telefónica de Estudios sobre Tecnologías y Economía de las Telecomunicaciones
- Escribano Saez, Alvaro
- Figueiras Vidal, Anibal Ramon
- Azcorra Saloña, Arturo
- Pena Izquierdo, Jorge
Period: 01-01-2011 - 31-12-2014
Type of funding: Regional
Funding entity: TELEFONICA, S.A.
Análisis crítico del trabajo "Study of the effects on employment of public aid to renewable energy resources"
- Escribano Saez, Alvaro
- Ferreira Garcia, Jose Luis
Period: 28-05-2009 - 28-07-2009
Funding entity: INSTITUTO PARA LA DIVERSIFICACION Y AHORRO DE LA ENERGIA (IDAE)
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.
Research groups
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