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 23
- Books 0
- Book chapters 2
- Conferences 4
- Working papers 36
- Technical reports 0
- Research projects 28
- Supervised theses 4
- Patent or software license 0
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 Saez, Alvaro
- Santos Martín, María Teresa
- 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
- EISSN 1573-0441
- ISSN 0895-562X
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 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
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
Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada
- Blazsek, Szabolcs Istvan
- Escribano Saez, Alvaro
- Licht, Adrian
2018
Seasonal quasi-vector autoregressive models for macroeconomic data
- Blazsek, Szabolcs Istvan
- Escribano Saez, Alvaro
- Licht, Adrian
2018
Editor: UNIVERSIDAD CARLOS III DE MADRID
Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models
- Blazsek, Szabolcs Istvan
- Escribano Saez, Alvaro
- Licht, Adrian
2018
The Power Log-GARCH Model
- Sucarrat, Genaro Daniel Weil Johnsen
- Escribano Saez, Alvaro
2010
Editor: UNIVERSIDAD CARLOS III DE MADRID
Transporte, infraestructura y crecimiento económico en España
- Aza Custodio, Claudia
- Escribano Saez, Alvaro
2019
This researcher has no technical reports.
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
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)
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
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
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)
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
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)
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
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
This researcher has no patents or software licenses.
Research groups
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