Access Statistics for Alvaro Escribano

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
40 Years of Empirical Evidence of Cointegration and Nonlinear Equilibrium Correction in UK Money Demand since the XIX Century 0 0 2 13 0 0 24 30
A characterization of cointegrating relationships using induced-order statistics 0 0 0 1 2 2 9 20
A model free cointegration approach for pairs of I(d) variables 0 0 0 2 1 2 10 40
A new instrumental variable approach for estimation and testing in fractional cointegrating regressions 0 0 0 3 1 1 16 37
A range unit root test 0 0 1 465 1 2 23 1,525
A structural analysis of the merit-order effect in the Spanish day-ahead power market 0 1 2 25 0 1 25 69
Adverse selection costs, trading activity and liquidity in the NYSE: an empirical analysis in a dynamic context 0 0 1 7 0 0 28 91
An evaluation of public aids towards renewable energy sources in Spain 0 0 0 88 0 0 7 80
Anthropogenic effects of climate change: Further evidence from a fractionally integrated ice-age model 0 0 0 3 0 1 17 35
Análisis comparativo y predictivo de recientes funciones de exportación e importación en España 0 0 0 7 0 0 5 39
Are money demand equations still alive and kicking? Historical evidence of cointegration for the UK, using nonlinear techniques 0 1 3 29 0 2 16 40
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 60 0 0 22 208
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 1 150 0 1 19 452
Assessing the impact of the investment climate on productivity using firm-level data: methodology and the cases of Guatemala, Honduras, and Nicaragua 0 0 3 265 0 0 19 757
Asymmetric and time-varying error-correction: an application to labour demand in the UK 0 0 0 1 0 2 9 19
Automated financial multi-path GETS modelling 0 0 0 17 0 0 8 176
Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations 0 0 0 50 0 0 15 206
BLM: bidimensional approach to measure liquidity 0 0 0 2 0 0 6 40
Bootstraping cointegration tests under structural co-breaks: a robust extended ECM test 0 0 0 3 0 0 9 36
Breaking Boundaries: Lower Tail Dependence Can Triple the Economic Value of Index Insurance for Rural Households 0 0 0 2 0 0 8 20
Catching up in total factor productivity through the business cycle: Evidence from Spanish manufacturing firms 0 0 0 44 1 1 18 232
Catching up in total factor productivity through the business cycle: evidence from Spanish manufacturing surveys 0 0 0 98 0 0 10 406
Climate persistence, structural change, and heteroscedasticity in CENOGRID: A score-driven fractional 0 14 14 14 3 7 7 7
Co-integration and common trends analysis with score-driven models: an application to the federal funds effective rate and US inflation rate 0 0 0 39 0 0 10 91
Co-integration, time co-trends and error-correction systems: an alternative approach 0 0 0 0 0 0 5 41
Cointegration and common factors 1 1 1 19 1 2 13 75
Cointegration testing using the ranges 0 0 0 0 1 1 13 31
Cointegration tests based on record counting statistics 0 0 0 119 0 0 4 400
Detrending procedures and cointegration testing: ECM tests under structural breaks 0 0 0 9 0 0 7 45
Dynamic asymmetries in bid-ask responses to innovations in the trading process 0 0 0 3 2 2 6 45
Dynamic conditional score models with time-varying location, scale and shape parameters 0 1 2 53 0 1 17 160
Dynamic conditional score patent count panel data models 0 0 0 28 0 1 14 121
Dynamic stochastic general equilibrium inference using a score-driven approach 0 0 0 58 0 2 8 53
EU Patent System: to be or not to be? 0 0 0 83 2 4 23 150
Efectos de la digitalización y la productividad en la economía española: una comparación internacional 0 0 0 42 0 1 11 125
Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers 0 0 0 9 0 0 13 89
Empirical econometric evaluation of alternative methods of dealing with missing values in Investment Climate surveys 0 0 0 59 0 0 7 226
Empirical econometric evaluation of alternative methods of dealing with missing values in investment climate surveys 0 0 0 53 0 0 7 173
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 0 32 0 0 13 88
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 0 44 1 3 18 75
Error-correction systems: nonlinear adjustments to linear long-run relationships 0 0 0 0 0 0 7 61
Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown 0 0 0 39 1 1 8 127
Estudio comparado sobre funciones de exportación e importación en España 0 0 0 6 0 0 4 37
European gasoline markets: price transmission asymmetries in mean and variance 0 0 0 55 0 1 28 83
Evaluación del PcGive Professional 8: el punto de vista de un usuario 0 0 0 1 1 1 5 28
Forecasting gasoline prices with mixed random forest error correction models 0 0 0 88 0 1 16 149
Frequency-Specific Coupling in Cenozoic Climate Variability 0 0 2 2 1 5 13 13
Frequency-Specific Coupling in Cenozoic Climate Variability 0 15 15 15 0 6 6 6
Global, Arctic, and Antarctic sea ice volume predictions: using score-driven threshold climate models 0 0 0 4 0 1 12 25
High-Speed Rail: a panel data impact evaluation by Municipalities on depopulation and unemployment 0 1 2 19 0 2 15 53
Homenaje a Juan Urrutia 0 0 0 88 0 0 8 592
How does liquidity behave? A multidimensional analysis of NYSE stocks 0 0 0 3 0 0 12 160
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 0 0 0 418 0 0 9 928
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 0 0 1 21 0 0 44 122
Improved gradient scaling for score-driven filters with an application to stock market volatility 0 0 2 17 0 1 10 25
Improved testing and specification of smooth transition regression models 0 0 0 7 0 0 7 60
Information-theoretic analysis of seral dependence and cointegration 0 0 0 2 0 1 7 30
Investigating the relationship between gold and silver prices 1 1 2 23 5 10 62 139
Investment Climate Effects on Alternative Firm-Level Productivity Measures 0 0 0 13 1 1 15 103
Investment climate and firm’s economic performance: econometric methodology and application to Turkey's investment climate survey 0 0 0 231 1 1 10 964
Investment climate assessment based on demean Olley and Pakes decompositions: methodology and application to Turkey's investment climate survey 0 1 1 118 0 1 16 520
Knowledge spillovers in U.S. patents: A dynamic patent intensity model with secret common innovation factors 0 0 0 1 0 0 7 58
Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors 0 0 0 122 1 1 20 367
Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production 0 0 2 65 0 5 25 276
Maximum likelihood estimation of score-driven models with dynamic shape parameters: an application to Monte Carlo value-at-risk 0 0 0 41 0 1 17 90
Modeling Long Memory in 67 Million Years of Cyclical Climate Trends: Anticipating Future Cycles 6 14 14 14 4 8 8 8
Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data 1 1 1 3 1 1 9 13
Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data 0 0 0 6 1 1 18 37
Modeling electricity prices: international evidence 0 0 2 1,918 1 2 15 4,042
Modeling the Impact of CO₂ on Arctic and Antarctic Sea-Ice Volume: A Dynamic Nonlinear Approach 0 0 0 10 0 1 16 16
Monetary trends in the UK and the USA from 1874 to 2020: a nonlinear approach to money demand 0 0 1 27 0 1 12 54
Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market 0 0 0 55 0 3 16 94
Nonlinear cointegration and nonlinear error correction 0 1 1 13 1 3 16 93
Nonlinear cointegration with mixing errors 0 0 0 4 0 0 12 34
Nonlinear common trends for the global crude oil market: Markov-switching score-driven models of the multivariate t-distribution 0 0 0 113 0 1 14 47
Nonlinear error correction models 0 0 1 14 0 0 18 74
Nonlinear error correction models 0 0 0 584 0 1 13 1,322
Nonlinear error correction, asymmetric adjusment and cointegration 0 0 0 5 2 4 15 60
Nonlinear time series models: consistency and asymptotic normality of nls under new conditions 0 0 0 5 0 2 20 66
Nonlinearities and outliers: robust specification of STAR models 0 0 0 42 0 0 9 155
Outliers robust ECM cointegration test based on the trend components 0 0 0 2 0 0 7 37
Patents, secret innovations and firm's rate of return: differential effects of the innovation leader 0 0 0 58 0 3 12 335
Prediction accuracy of bivariate score-driven risk premium and volatility filters: an illustration for the Dow Jones 0 0 0 24 0 0 5 40
Propensity to patent, R&D and market competition: dynamic spillovers of innovation leaders and followers 0 0 0 85 1 1 20 231
Range unit root tests 0 0 0 192 0 0 6 587
Robust estimation and forecasting of climate change using score-driven ice-age models 0 0 0 15 0 2 11 23
Robust investment climate effects on alternative firm-level productivity measures 0 0 0 56 0 1 8 168
Robust methodology for investment climate assessment on productivity: application to investment climate surveys from Central America 0 0 0 314 0 0 10 1,049
Score-driven dynamic patent count panel data models 0 0 0 31 0 1 17 91
Score-driven global climate zones from 1940 to 2024: A new objective climate classification method 0 0 0 0 1 1 9 12
Score-driven non-linear multivariate dynamic location models 0 0 0 25 3 3 11 66
Score-driven threshold ice-age models: benchmark models for long-run climate forecasts 0 0 0 13 0 1 12 35
Score-driven time series models with dynamic shape: an application to the Standard & Poor's 500 index 0 0 0 60 0 1 12 225
Searching for linear and nonlinear cointegration: a new approach 0 0 0 2 0 1 10 29
Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada 0 0 0 50 0 3 13 117
Seasonal quasi-vector autoregressive models for macroeconomic data 0 0 0 46 0 0 7 87
Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models 0 0 0 41 0 0 18 88
Syncronicity between macroeconomic time series: an exploratory analysis 0 0 0 1 0 0 9 26
Testing nonlinearity: decision rules for selecting between logistic and exponential star models 0 0 0 6 0 2 10 48
The Spanish 1898 disaster: the drift towards national-protectionism 0 0 5 91 1 3 33 971
The power log-GARCH model 0 0 0 120 1 2 14 412
Threshold effects of CO₂ on Sea-Ice Volume:Empirical Evidence with Data from Global Circulation Models of the Arctic and Antarctic 0 0 9 9 1 1 11 11
Transporte, infraestructura y crecimiento económico en España 0 0 0 44 0 1 13 184
Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns 0 0 0 14 1 2 10 83
Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns 0 0 0 20 0 0 13 80
Total Working Papers 9 52 92 7,530 46 136 1,414 22,719


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial 0 0 0 24 0 1 12 71
A new Cramer-Von Misses cointegration test with application to environmental Kuznets curve 0 0 0 3 0 0 3 23
Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis 0 0 0 45 0 0 6 268
Anticipating extreme losses using score-driven shape filters 0 0 2 3 1 1 19 21
Asymmetries in bid and ask responses to innovations in the trading process 0 0 0 52 3 4 17 204
Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications 0 0 1 16 0 0 9 85
Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test 0 0 0 30 1 2 15 108
COINTEGRATION AND COMMON FACTORS 0 0 0 1 0 0 11 26
Co-integration with score-driven models: an application to US real GDP growth, US inflation rate, and effective federal funds rate 0 0 0 3 0 1 4 13
Cointegration Testing Under Structural Breaks: A Robust Extended Error Correction Model 0 0 0 107 0 1 8 249
Does recession drive convergence in firms’ productivity? Evidence from Spanish manufacturing firms 0 0 0 19 0 0 13 119
Editor's introduction: Asymmetries and nonlinearities in dynamic economic models 0 0 0 14 0 0 6 104
Equation-by-equation estimation of multivariate periodic electricity price volatility 0 0 0 10 0 0 6 74
Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown 0 0 0 7 0 1 8 59
Estimation of log-GARCH models in the presence of zero returns 0 0 3 12 0 1 24 54
European gasoline markets: price transmission asymmetries in mean and variance 0 0 0 4 0 1 16 32
Forty Years of Empirical Evidence of Cointegration and Nonlinear Equilibrium Correction in UK Money Demand Since the XIXth Century 0 0 0 0 0 1 1 1
Fractionally Integrated Multivariate Score-Driven Location Models with an Application to Climate Data 0 0 0 0 1 1 1 1
Global, Arctic, and Antarctic sea ice volume predictions using score-driven threshold climate models 0 0 0 2 0 0 13 20
INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION 0 0 0 15 0 3 12 114
INVESTMENT CLIMATE ASSESSMENT IN INDONESIA, MALAYSIA, THE PHILIPPINES AND THAILAND: RESULTS FROM POOLING FIRM-LEVEL DATA 0 0 0 3 0 2 12 41
Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models 0 0 0 11 0 2 15 52
Information-Theoretic Analysis of Serial Dependence and Cointegration 0 0 0 103 0 1 10 270
Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors 0 0 0 43 0 0 11 198
Managing external knowledge flows: The moderating role of absorptive capacity 0 3 10 171 1 6 30 614
Mixed random forest, cointegration, and forecasting gasoline prices 1 1 8 26 1 14 32 89
Modeling and forecasting the long memory of Cyclical Trends in paleoclimate data 0 0 1 4 0 0 21 29
Modelling Electricity Prices: International Evidence 1 1 8 103 2 3 28 313
Multivariate Markov-switching score-driven models: an application to the global crude oil market 0 0 1 14 1 1 10 35
NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878–2000) 0 0 0 122 0 2 9 264
Non-Gaussian score-driven conditionally heteroskedastic models with a macroeconomic application 0 0 1 1 0 1 7 8
Non-linear error correction, asymmetric adjustment and cointegration 0 0 1 87 0 1 16 243
Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market 0 0 0 7 0 4 13 62
Nonlinear error correction models 0 0 1 6 2 3 17 40
On the bi-dimensionality of liquidity 0 0 0 40 0 0 4 232
Outliers - robust ECM cointegration tests based on the trend components 0 0 0 58 0 1 12 301
Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers 0 0 1 28 1 3 23 166
PcGive Professional 8: A Review 0 0 0 144 0 0 3 543
Predicción y análisis de funciones de exportación e importación en España 0 1 1 89 0 2 11 740
Range Unit‐Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers 0 0 0 62 0 1 13 273
Robust Estimation and Forecasting of Climate Change Using Score-Driven Ice-Age Models 0 0 0 2 1 1 13 16
Score-driven dynamic patent count panel data models 0 0 0 9 0 2 13 49
Score-driven global climate zones from 1940 to 2024: A new objective climate classification method 1 1 3 3 1 1 6 6
Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility 0 1 1 3 1 4 17 23
Score-driven threshold ice-age models: Benchmark models for long-run climate forecasts 0 0 0 1 0 0 6 10
Testing for cointegration using induced-order statistics 0 0 0 25 0 1 9 100
Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models 0 0 0 290 2 3 13 1,063
The Econometrics of Industrial Organization 0 0 0 206 0 2 5 429
The Spanish 1898 Disaster: The Drift towards Natonal-Protectionism 0 0 2 9 0 4 28 68
The economic gains from breaking boundaries: Reformulating index insurance zones to maximize lower tail dependence 0 0 0 0 2 2 2 2
The impact of health research on length of stay in Spanish public hospitals 0 1 3 29 0 2 15 187
What drives spectrum prices in multi-band spectrum markets? An empirical analysis of 4G and 5G auctions in Europe 0 0 3 20 1 1 11 49
Total Journal Articles 3 9 51 2,086 22 88 639 8,161


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 0 2 9
Total Books 0 0 0 0 0 0 2 9


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetries in bid and ask responses to innovations in the trading process 0 0 0 0 0 0 8 18
Total Chapters 0 0 0 0 0 0 8 18


Statistics updated 2026-10-11