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

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

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

Testing for Cointegration Using Induced-Order Statistics

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

COMPUTATIONAL STATISTICS (p. 131-151) - 1/1/2008

https://doi.org/10.1007/s00180-007-0081-9 View at source

  • EISSN 1613-9658
  • ISSN 0943-4062
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
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

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

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
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

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

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

Productivity Catching Up: Evidence form Spanish Manufacturing Firms

  • Stucchi, Rodolfo Mario
  • Escribano Saez, Alvaro

2008 ENTER Jamboree - 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

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

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

  • Escribano Saez, Alvaro

2008

Open Access

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
Open Access

Score-driven dynamic patent count panel data models

  • Blazsek, Szabolcs Istvan
  • Escribano Saez, Alvaro

ECONOMICS LETTERS (p. 116-119) - 12/2016

https://doi.org/10.1016/j.econlet.2016.10.026 View at source

  • EISSN 1873-7374
  • ISSN 0165-1765
Open Access

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
Open Access

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

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

Open Access

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

Open Access

Unbiased QML estimation of Log-GARCH models in the presence of zero returns

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

2013

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

Open Access

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

This researcher has no technical reports.

Evaluación de daños a empresas de transporte

  • Escribano Saez, Alvaro
  • Pena Izquierdo, Jorge
  • Parra Lopez, Carlos

Period: 23-05-2017 - 22-07-2017

Type of funding: National

Funding entity: CARTEL DAMAGES INCASSO S.L.

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

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

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.

Indicador adelantado ASTIC del transporte de mercancías por carretera

  • Escribano Saez, Alvaro
  • Pena Izquierdo, Jorge
  • Ruiz Rua, Aurora

Period: 02-03-2017 - 01-02-2018

Type of funding: Regional

Funding entity: ASOCIACIÓN TRANSPORTE INTERNACIONAL POR CARRETERA (ASTIC)

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

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)

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

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

This researcher has no patents or software licenses.

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