Access Statistics for Alvaro Escribano

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A characterization of cointegrating relationships using induced-order statistics 0 0 1 1 0 0 2 10
A model free cointegration approach for pairs of I(d) variables 0 0 0 1 0 0 2 23
A new instrumental variable approach for estimation and testing in fractional cointegrating regressions 0 0 0 1 0 1 3 13
A range unit root test 0 0 0 460 1 3 12 1,430
Adverse selection costs, trading activity and liquidity in the NYSE: an empirical analysis in a dynamic context 0 0 0 5 2 4 10 52
An evaluation of public aids towards renewable energy sources in Spain 1 1 1 86 2 2 5 70
Análisis comparativo y predictivo de recientes funciones de exportación e importación en España 0 0 0 4 1 1 7 24
Assessing the impact of infrastructure quality on firm productivity in Africa: Cross‐country comparisons based on investment climate surveys from 1999 to 2005 0 0 2 58 0 1 9 164
Assessing the impact of infrastructure quality on firm productivity in Africa: cross-country comparisons based on investment climate surveys from 1999 to 2005 0 0 1 146 0 2 15 422
Assessing the impact of the investment climate on productivity using firm-level data: methodology and the cases of Guatemala, Honduras, and Nicaragua 0 0 0 259 1 8 17 682
Asymmetric and time-varying error-correction: an application to labour demand in the UK 0 0 0 1 0 1 2 8
Automated financial multi-path GETS modelling 1 1 2 17 1 3 11 137
Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations 0 0 3 39 0 3 17 155
BLM: bidimensional approach to measure liquidity 0 0 0 2 0 0 1 19
Bootstraping cointegration tests under structural co-breaks: a robust extended ECM test 0 0 0 1 0 0 3 23
Catching up in total factor productivity through the business cycle: Evidence from Spanish manufacturing firms 0 2 2 43 2 10 24 197
Catching up in total factor productivity through the business cycle: evidence from Spanish manufacturing surveys 0 1 1 95 3 6 15 374
Co-integration and common trends analysis with score-driven models: an application to the federal funds effective rate and US inflation rate 0 0 1 35 2 2 15 68
Co-integration, time co-trends and error-correction systems: an alternative approach 0 0 0 0 0 0 1 31
Cointegration and common factors 0 0 2 13 0 2 11 46
Cointegration testing using the ranges 0 0 0 0 0 1 3 11
Cointegration tests based on record counting statistics 0 0 1 119 0 2 4 390
Detrending procedures and cointegration testing: ECM tests under structural breaks 0 0 0 2 1 2 4 23
Dynamic asymmetries in bid-ask responses to innovations in the trading process 0 0 0 1 0 1 6 33
Dynamic conditional score models with time-varying location, scale and shape parameters 0 0 5 46 0 9 31 120
Dynamic conditional score patent count panel data models 0 0 0 28 0 3 16 68
Dynamic stochastic general equilibrium inference using a score-driven approach 1 1 5 53 1 2 19 28
EU Patent System: to be or not to be? 0 0 0 81 0 0 3 118
Efectos de la digitalización y la productividad en la economía española: una comparación internacional 0 0 2 25 1 2 21 80
Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers 0 0 0 9 0 4 10 66
Empirical econometric evaluation of alternative methods of dealing with missing values in Investment Climate surveys 0 0 0 58 0 0 4 215
Empirical econometric evaluation of alternative methods of dealing with missing values in investment climate surveys 0 0 0 53 0 0 2 163
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 2 2 43 0 5 11 47
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 1 1 30 1 4 17 59
Error-correction systems: nonlinear adjustments to linear long-run relationships 0 0 0 0 0 1 5 49
Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown 0 0 3 38 0 3 18 105
Estudio comparado sobre funciones de exportación e importación en España 0 0 0 4 0 1 4 25
European gasoline markets: price transmission asymmetries in mean and variance 0 1 3 48 1 2 11 39
Evaluación del PcGive Professional 8: el punto de vista de un usuario 0 0 0 1 0 0 3 20
Forecasting gasoline prices with mixed random forest error correction models 1 1 8 68 4 6 33 74
Homenaje a Juan Urrutia 0 0 0 85 1 1 3 577
How does liquidity behave? A multidimensional analysis of NYSE stocks 0 1 2 3 3 10 30 56
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 1 2 4 10 1 3 18 51
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 0 0 1 415 1 2 9 904
Improved testing and specification of smooth transition regression models 1 2 2 6 1 6 9 42
Information-theoretic analysis of seral dependence and cointegration 0 0 0 2 0 0 1 15
Investigating the relationship between gold and silver prices 0 0 1 12 0 1 10 50
Investment Climate Effects on Alternative Firm-Level Productivity Measures 0 0 1 12 1 8 23 48
Investment climate and firm’s economic performance: econometric methodology and application to Turkey's investment climate survey 0 0 3 231 1 4 35 923
Investment climate assessment based on demean Olley and Pakes decompositions: methodology and application to Turkey's investment climate survey 0 0 1 117 3 10 23 442
Knowledge spillovers in U.S. patents: A dynamic patent intensity model with secret common innovation factors 0 0 0 1 0 2 10 40
Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors 0 1 1 120 0 1 6 335
Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production 2 4 14 50 11 26 76 127
Maximum likelihood estimation of score-driven models with dynamic shape parameters: an application to Monte Carlo value-at-risk 0 0 4 36 0 2 22 55
Modeling electricity prices: international evidence 1 3 8 1,861 2 13 36 3,892
Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market 0 0 1 53 1 2 14 67
Nonlinear cointegration and nonlinear error correction 0 0 3 8 3 5 20 49
Nonlinear cointegration with mixing errors 0 0 0 1 0 1 6 15
Nonlinear common trends for the global crude oil market: Markov-switching score-driven models of the multivariate t-distribution 0 0 1 110 0 1 10 23
Nonlinear error correction models 0 1 3 11 1 2 10 45
Nonlinear error correction models 0 0 0 581 0 1 6 1,298
Nonlinear error correction, asymmetric adjusment and cointegration 0 0 0 3 0 2 7 35
Nonlinear time series models: consistency and asymptotic normality of nls under new conditions 0 1 1 2 0 2 10 31
Nonlinearities and outliers: robust specification of STAR models 0 1 1 41 0 6 11 100
Outliers robust ECM cointegration test based on the trend components 0 0 0 2 0 1 6 19
Patents, secret innovations and firm's rate of return: differential effects of the innovation leader 0 0 1 58 1 8 30 270
Prediction accuracy of bivariate score-driven risk premium and volatility filters: an illustration for the Dow Jones 0 0 21 21 1 2 26 26
Propensity to patent, R&D and market competition: dynamic spillovers of innovation leaders and followers 0 0 3 84 0 3 14 178
Range unit root tests 0 0 0 191 0 2 9 564
Robust investment climate effects on alternative firm-level productivity measures 0 0 0 56 0 3 8 151
Robust methodology for investment climate assessment on productivity: application to investment climate surveys from Central America 0 1 1 313 2 5 14 1,008
Score-driven dynamic patent count panel data models 0 0 0 30 0 1 2 69
Score-driven non-linear multivariate dynamic location models 0 0 2 21 1 2 5 45
Score-driven time series models with dynamic shape: an application to the Standard & Poor's 500 index 0 0 3 55 1 3 23 195
Searching for linear and nonlinear cointegration: a new approach 0 0 0 0 0 1 3 16
Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada 0 0 0 42 1 4 21 72
Seasonal quasi-vector autoregressive models for macroeconomic data 0 0 1 44 0 4 9 75
Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models 0 0 2 40 1 3 12 64
Syncronicity between macroeconomic time series: an exploratory analysis 0 0 0 1 0 0 3 14
Testing nonlinearity: decision rules for selecting between logistic and exponential star models 0 0 0 3 1 2 5 30
The Spanish 1898 disaster: the drift towards national-protectionism 1 1 11 84 5 13 82 892
The power log-GARCH model 0 0 1 113 0 2 9 364
Transporte, infraestructura y crecimiento económico en España 0 0 9 30 2 7 57 126
Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns 0 1 1 20 1 2 6 61
Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns 0 0 0 11 1 1 4 59
Total Working Papers 10 30 154 6,964 72 277 1,160 19,199


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new Cramer-Von Misses cointegration test with application to environmental Kuznets curve 0 0 1 3 0 1 8 19
Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis 0 0 0 44 6 10 20 187
Asymmetries in bid and ask responses to innovations in the trading process 0 0 1 51 0 1 11 177
Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications 0 0 0 10 1 2 8 68
Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test 0 0 0 30 0 0 2 92
COINTEGRATION AND COMMON FACTORS 0 0 0 0 0 0 3 7
Cointegration Testing Under Structural Breaks: A Robust Extended Error Correction Model 0 1 1 103 0 1 5 233
Does recession drive convergence in firms’ productivity? Evidence from Spanish manufacturing firms 0 0 1 17 0 2 11 91
Editor's introduction: Asymmetries and nonlinearities in dynamic economic models 0 0 0 14 0 1 4 96
Equation-by-equation estimation of multivariate periodic electricity price volatility 0 5 6 9 1 10 22 50
Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown 0 0 1 5 0 2 13 38
Estimation of log-GARCH models in the presence of zero returns 0 0 2 6 0 0 7 20
European gasoline markets: price transmission asymmetries in mean and variance 0 0 0 3 0 2 4 8
INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION 0 0 0 15 0 1 3 97
INVESTMENT CLIMATE ASSESSMENT IN INDONESIA, MALAYSIA, THE PHILIPPINES AND THAILAND: RESULTS FROM POOLING FIRM-LEVEL DATA 0 0 0 2 0 1 8 19
Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models 0 1 1 1 0 1 5 5
Information-Theoretic Analysis of Serial Dependence and Cointegration 0 0 2 100 0 0 3 253
Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors 0 0 2 42 0 4 14 163
Managing external knowledge flows: The moderating role of absorptive capacity 2 3 12 139 5 6 31 513
Modelling Electricity Prices: International Evidence 0 0 2 78 0 2 8 239
NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878–2000) 0 0 0 114 0 0 2 244
Non-linear error correction, asymmetric adjustment and cointegration 0 0 0 83 0 5 12 216
Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market 0 0 1 4 0 0 4 38
Nonlinear error correction models 0 0 0 1 0 1 4 15
On the bi-dimensionality of liquidity 0 0 0 39 0 2 7 194
Outliers - robust ECM cointegration tests based on the trend components 0 0 0 58 0 1 6 283
Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers 0 0 0 21 2 5 12 117
PcGive Professional 8: A Review 0 0 0 142 0 1 3 535
Predicción y análisis de funciones de exportación e importación en España 0 0 0 88 0 0 8 725
Range Unit‐Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers 0 0 0 53 2 2 6 230
Score-driven dynamic patent count panel data models 0 0 0 9 1 3 7 34
Testing for cointegration using induced-order statistics 0 0 0 25 1 1 2 88
Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models 0 0 1 283 3 4 10 1,023
The Econometrics of Industrial Organization 0 0 1 203 1 2 6 417
The Spanish 1898 Disaster: The Drift towards Natonal-Protectionism 0 0 0 6 1 1 4 36
The impact of health research on length of stay in Spanish public hospitals 0 0 0 12 1 5 18 73
Total Journal Articles 2 10 35 1,813 25 80 301 6,643


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Productivity in Emerging Countries 0 0 0 0 0 1 1 1
Total Books 0 0 0 0 0 1 1 1


Chapter File Downloads Abstract Views
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Asymmetries in bid and ask responses to innovations in the trading process 0 0 0 0 0 2 5 5
Total Chapters 0 0 0 0 0 2 5 5


Statistics updated 2021-11-05