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.

RDF/XML JSON-LD N3/Turtle RDF/JSON
Author profile at the institutional portal

Escribano Saez, Alvaro alvaroe@eco.uc3m.es

Economía / Universidad Carlos III de Madrid

Publications

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

A new Cramer-Von Misses cointegration test with application to environmental Kuznets curve

  • Escribano, Alvaro
  • Teresa Santos-Martin, M.
  • Sipols, Ana E.;

APPLIED ECONOMICS (p. 3966-3978) - 1/1/2018

10.1080/00036846.2018.1430348 View at source

  • EISSN 1466-4283
  • ISSN 00036846

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

Automated model selection in finance: general-to-specific modelling of the mean and volatility specifications

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

OXFORD BULLETIN OF ECONOMICS AND STATISTICS (p. 716-735) - 10/2012

https://doi.org/10.1111/j.1468-0084.2011.00669.x View at source

  • EISSN 1468-0084
  • ISSN 0305-9049

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

Does recession drive convergence in firms' productivity? : evidence from Spanish manufacturing firms

  • Escribano Saez, Alvaro
  • Stucchi, Rodolfo

JOURNAL OF PRODUCTIVITY ANALYSIS (p. 339-349) - 6/2014

https://doi.org/10.1007/s11123-013-0368-5 View at source

  • ISSN 0895-562X
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
Open Access

Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown

  • Sucarrat, Genaro Daniel
  • Gronneberg, Steffen
  • Escribano Saez, Alvaro

COMPUTATIONAL STATISTICS & DATA ANALYSIS (p. 582-594) - 8/2016

https://doi.org/10.1016/j.csda.2015.12.005 View at source

  • EISSN 1872-7352
  • ISSN 0167-9473

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

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

This researcher has no books.

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

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

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

  • Escribano Saez, Alvaro

2008

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

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

Productivity Catching Up: Evidence form Spanish Manufacturing Firms

  • Stucchi, Rodolfo Mario
  • Escribano Saez, Alvaro

2008 ENTER Jamboree - 2008

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

An Evaluation of Public Aids towards Renewable Energy Sources in Spain

  • Ferreira Garcia, Jose Luis
  • Escribano Saez, Alvaro

2010

Editor: UNIVERSIDAD CARLOS III DE MADRID

Assessing the Impact of Infrastructure Quality on Firm Productivity in Africa: Cross-Country Comparisons Based on Investment Climate Surveys from 1999 to 2005

  • Escribano Saez, Alvaro
  • Pena Izquierdo, Jorge
  • Guasch, J. Luis

2009

Editor: UNIVERSIDAD CARLOS III DE MADRID

Automated Financial Multi-Path GETS Modelling

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

2009

Editor: UNIVERSIDAD CARLOS III DE MADRID

Catching Up in Total Factor Productivity Tthrough the Business Cycle: Evidence from Spanish Manufacturing Surveys

  • Stucchi, Rodolfo Mario
  • Escribano Saez, Alvaro

2008

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Co-integration and common trends analysis with score-driven models : an application to US macroeconomic data

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

2019

Open Access

Dynamic conditional score models with time-varying location, scale and shape parameters

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

2017

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Dynamic conditional score patent count panel data models

  • Blazsek, Szabolcs Istvan
  • Escribano Saez, Alvaro

2015

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

Open Access

EU Patent System: to be or not to be?

  • Giarratana, Marco
  • Escribano Saez, Alvaro

2011

Editor: Universidad Carlos III de Madrid. Departamento de Economía

This researcher has no technical reports.

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

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

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

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

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

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

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
... View more Collapse

Period: 01-07-2015 - 31-03-2020

Type of funding: National

Funding entity: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL

Economic Determinants of IndiaŽs Investment Climate

  • De Orte, Manuel
  • Escribano Saez, Alvaro

Reading date: 01-06-2010

Essays on investment climate in developing countries

  • Escribano Saez, Alvaro
  • Hacihasanoglu, Yavuz Selim

Reading date: 28-10-2013

Reading institution: CAMPUS DE GETAFE

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

The Macro-Financial Transmission of Shocks

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

Reading date: 12-01-2022

This researcher has no patents or software licenses.

Last data update: 4/8/24 3:56 PM