The data shown for the Universidad Carlos III de Madrid are partial, as they are intended to answer 2 questions:
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- 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.
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.
Metodología para la Estimación del Consumo Real del Acero en España
- Escribano Saez, Alvaro
Period: 01-09-2008 - 31-12-2010
Funding entity: UNION DE EMPRESAS SIDERURGICAS
Recopilación de datos científicos y técnicos dentro del proyecto de investigación valoración del impacto económico de la cultura
- Escribano Saez, Alvaro
Period: 28-11-2008 - 27-02-2009
Funding entity: MINISTERIO DE CULTURA-DIR GRAL DE POLITICA E INDUS. CULTURAL
S2007/HUM-0444 - EXCELECOM-CM: INVESTIGACIÓN ECONÓMICA DE EXCELENCIA EN MADRID: Econometría y economía aplicada
- Delgado Gonzalez, Miguel Angel
- Escribano Saez, Alvaro
- San Juan Mesonada, Carlos
- Velasco Gomez, Carlos
- Alonso Borrego, Cesar
- Gonzalo Muñoz, Jesus
- Cardoso-marta Pinto-machado, Matilde
- Carrasco Perea, Raquel
- Mora Villarrubia, Ricardo
- Albarran Perez, Pedro
- Caceres Delpiano, Julio
- Carro Prieto, Jesus Maria
- Bottino, Eleonora
- Gomes, Joseph Flavian
- Kirkby, Robert Dieter
- Risi, Francesco
Period: 01-01-2008 - 30-06-2012
Type of funding: Regional
Funding entity: Dirección General de Universidades de la Comunidad de Madrid (DGUCM)
Análisis del clima de Inversión en la Comunidad de Madrid
- Escribano Saez, Alvaro
Period: 22-02-2008 - 27-02-2009
Funding entity: CAM-CONSEJERIA DE ECONOMIA E INNOVACION TECNOLOGICA
FP6-MEIF-CT-2006-042097 - AutoFIM: Automated Financial Modelling
- Escribano Saez, Alvaro
- Sucarrat, Genaro Daniel
- Navalpotro Gil, Raquel
Period: 01-09-2007 - 31-08-2009
Type of funding: European
Funding entity: COMISION EUROPEA RESEARCH DIRECTORATE-GENERAL
Análisis de metodologías de valoración y diseño de contratos a plazo con subyacente energético
- Peña Sanchez De Rivera, Juan Ignacio
- Escribano Saez, Alvaro
- Gonzalez Pedraz, Carlos Ubaldo
- Castillo Vargas, Ramiro
Period: 01-10-2007 - 30-09-2008
Type of funding: National
Funding entity: COMISION NACIONAL DE LA ENERGIA
SEJ2006-27610-E - Organización de la IV conferencia internacional sobre la industria ferroviaria
- Escribano Saez, Alvaro
- Moreno Ruiz, Diego
- Gagnepain, Philippe
Period: 01-10-2006 - 30-09-2007
Type of funding: National
Funding entity: MINISTERIO DE EDUCACION Y CIENCIA DIR. GRAL. INVESTIGACION
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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