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

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.

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

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.

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