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 0 0 0 0 1 8
A model free cointegration approach for pairs of I(d) variables 0 0 1 1 1 4 8 21
A new instrumental variable approach for estimation and testing in fractional cointegrating regressions 0 0 0 1 0 0 3 10
A range unit root test 0 0 1 460 0 0 2 1,418
Adverse selection costs, trading activity and liquidity in the NYSE: an empirical analysis in a dynamic context 0 0 1 5 1 4 14 42
An evaluation of public aids towards renewable energy sources in Spain 1 1 1 85 2 2 7 65
Análisis comparativo y predictivo de recientes funciones de exportación e importación en España 0 0 2 4 2 3 9 17
Assessing the impact of infrastructure quality on firm productivity in Africa: Cross‐country comparisons based on investment climate surveys from 1999 to 2005 1 1 3 56 2 3 13 155
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 0 145 0 6 15 407
Assessing the impact of the investment climate on productivity using firm-level data: methodology and the cases of Guatemala, Honduras, and Nicaragua 0 0 1 259 0 0 9 665
Asymmetric and time-varying error-correction: an application to labour demand in the UK 0 0 0 1 0 0 1 6
Automated financial multi-path GETS modelling 0 0 0 15 0 0 3 126
Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations 0 0 2 36 4 5 24 138
BLM: bidimensional approach to measure liquidity 0 0 1 2 0 2 6 18
Bootstraping cointegration tests under structural co-breaks: a robust extended ECM test 0 0 0 1 0 0 0 20
Catching up in total factor productivity through the business cycle: Evidence from Spanish manufacturing firms 0 0 0 41 0 1 10 173
Catching up in total factor productivity through the business cycle: evidence from Spanish manufacturing surveys 0 0 0 94 0 3 12 359
Co-integration and common trends analysis with score-driven models: an application to the federal funds effective rate and US inflation rate 1 2 10 34 2 5 21 53
Co-integration, time co-trends and error-correction systems: an alternative approach 0 0 0 0 0 1 1 30
Cointegration and common factors 0 0 2 11 0 1 12 35
Cointegration testing using the ranges 0 0 0 0 0 0 0 8
Cointegration tests based on record counting statistics 0 0 0 118 0 1 4 386
Detrending procedures and cointegration testing: ECM tests under structural breaks 0 0 0 2 1 2 5 19
Dynamic asymmetries in bid-ask responses to innovations in the trading process 0 0 1 1 1 4 15 27
Dynamic conditional score models with time-varying location, scale and shape parameters 0 1 7 41 3 6 30 89
Dynamic conditional score patent count panel data models 0 0 1 28 1 5 12 52
Dynamic stochastic general equilibrium inference using a score-driven approach 0 1 48 48 0 1 9 9
EU Patent System: to be or not to be? 0 1 2 81 0 1 3 115
Efectos de la digitalización y la productividad en la economía española: una comparación internacional 0 3 12 23 1 6 27 59
Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers 0 0 0 9 0 1 4 56
Empirical econometric evaluation of alternative methods of dealing with missing values in Investment Climate surveys 0 0 0 58 1 2 5 211
Empirical econometric evaluation of alternative methods of dealing with missing values in investment climate surveys 0 0 0 53 0 1 4 161
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 1 41 2 3 8 36
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 1 29 0 1 9 42
Error-correction systems: nonlinear adjustments to linear long-run relationships 0 0 0 0 0 1 4 44
Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown 0 1 2 35 1 4 8 87
Estudio comparado sobre funciones de exportación e importación en España 0 0 1 4 0 1 8 21
European gasoline markets: price transmission asymmetries in mean and variance 2 4 45 45 2 5 28 28
Evaluación del PcGive Professional 8: el punto de vista de un usuario 0 0 0 1 0 2 11 17
Forecasting gasoline prices with mixed random forest error correction models 0 6 60 60 1 14 41 41
Homenaje a Juan Urrutia 0 0 0 85 1 1 3 574
How does liquidity behave? A multidimensional analysis of NYSE stocks 0 0 0 1 0 3 7 26
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 0 1 4 6 1 6 21 33
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 0 1 1 414 2 5 9 895
Improved testing and specification of smooth transition regression models 0 0 0 4 1 4 9 33
Information-theoretic analysis of seral dependence and cointegration 0 0 0 2 0 0 3 14
Investigating the relationship between gold and silver prices 0 1 2 11 1 3 8 40
Investment Climate Effects on Alternative Firm-Level Productivity Measures 0 1 2 11 0 3 13 25
Investment climate and firm’s economic performance: econometric methodology and application to Turkey's investment climate survey 0 0 5 228 0 4 28 888
Investment climate assessment based on demean Olley and Pakes decompositions: methodology and application to Turkey's investment climate survey 0 0 0 116 0 0 2 419
Knowledge spillovers in U.S. patents: A dynamic patent intensity model with secret common innovation factors 0 0 0 1 0 0 9 30
Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors 0 0 2 119 0 4 12 329
Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production 1 3 26 36 4 10 46 51
Maximum likelihood estimation of score-driven models with dynamic shape parameters: an application to Monte Carlo value-at-risk 1 3 6 32 1 7 20 33
Modeling electricity prices: international evidence 3 6 16 1,853 5 11 41 3,856
Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market 0 2 4 52 0 3 10 53
Nonlinear cointegration and nonlinear error correction 0 0 2 5 1 4 13 29
Nonlinear cointegration with mixing errors 0 1 1 1 0 1 1 9
Nonlinear common trends for the global crude oil market: Markov-switching score-driven models of the multivariate t-distribution 0 1 109 109 1 4 13 13
Nonlinear error correction models 0 0 1 581 1 3 7 1,292
Nonlinear error correction models 0 0 1 8 0 3 7 35
Nonlinear error correction, asymmetric adjusment and cointegration 0 0 0 3 1 3 4 28
Nonlinear time series models: consistency and asymptotic normality of nls under new conditions 0 0 0 1 1 3 8 21
Nonlinearities and outliers: robust specification of STAR models 0 0 2 40 0 1 5 89
Outliers robust ECM cointegration test based on the trend components 0 0 0 2 0 2 3 13
Patents, secret innovations and firm's rate of return: differential effects of the innovation leader 0 1 2 57 0 4 10 240
Propensity to patent, R&D and market competition: dynamic spillovers of innovation leaders and followers 0 0 7 81 0 3 16 164
Range unit root tests 0 0 0 191 1 3 5 555
Robust investment climate effects on alternative firm-level productivity measures 0 0 0 56 0 1 7 143
Robust methodology for investment climate assessment on productivity: application to investment climate surveys from Central America 0 0 0 312 1 5 11 994
Score-driven dynamic patent count panel data models 0 0 0 30 0 3 11 67
Score-driven non-linear multivariate dynamic location models 0 1 2 19 1 5 12 40
Score-driven time series models with dynamic shape: an application to the Standard & Poor's 500 index 2 3 13 52 8 13 125 172
Searching for linear and nonlinear cointegration: a new approach 0 0 0 0 0 2 3 13
Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada 0 1 4 42 1 3 17 51
Seasonal quasi-vector autoregressive models for macroeconomic data 0 2 6 43 0 4 13 66
Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models 0 2 4 38 1 8 20 52
Syncronicity between macroeconomic time series: an exploratory analysis 0 0 0 1 0 2 4 11
Testing nonlinearity: decision rules for selecting between logistic and exponential star models 0 0 0 3 0 2 8 25
The Spanish 1898 disaster: the drift towards national-protectionism 1 2 3 73 6 15 28 810
The power log-GARCH model 0 0 0 112 0 1 13 355
Transporte, infraestructura y crecimiento económico en España 1 3 21 21 13 19 69 69
Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns 0 0 0 11 0 1 5 55
Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns 0 0 0 19 0 0 6 55
Total Working Papers 14 56 452 6,810 81 283 1,091 18,039


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 2 0 0 3 11
Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis 0 0 0 44 0 0 4 167
Asymmetries in bid and ask responses to innovations in the trading process 0 0 1 50 0 1 10 166
Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications 0 1 2 10 3 6 13 60
Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test 0 0 0 30 0 0 1 90
COINTEGRATION AND COMMON FACTORS 0 0 0 0 0 0 4 4
Cointegration Testing Under Structural Breaks: A Robust Extended Error Correction Model 0 0 0 102 0 0 0 228
Does recession drive convergence in firms’ productivity? Evidence from Spanish manufacturing firms 0 0 3 16 1 3 16 80
Editor's introduction: Asymmetries and nonlinearities in dynamic economic models 0 0 0 14 0 0 2 92
Equation-by-equation estimation of multivariate periodic electricity price volatility 0 0 1 3 0 1 11 28
Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown 0 0 2 4 0 0 4 25
Estimation of log-GARCH models in the presence of zero returns 1 2 3 4 1 3 8 13
INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION 0 1 1 15 0 3 8 94
INVESTMENT CLIMATE ASSESSMENT IN INDONESIA, MALAYSIA, THE PHILIPPINES AND THAILAND: RESULTS FROM POOLING FIRM-LEVEL DATA 0 0 1 2 0 1 4 11
Information-Theoretic Analysis of Serial Dependence and Cointegration 0 1 2 98 0 2 4 250
Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors 0 0 2 40 1 2 12 149
Managing external knowledge flows: The moderating role of absorptive capacity 1 2 4 127 2 6 28 482
Modelling Electricity Prices: International Evidence 1 3 7 76 2 6 21 231
NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878–2000) 0 0 1 114 0 0 1 242
Non-linear error correction, asymmetric adjustment and cointegration 0 0 0 83 0 0 2 204
Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market 0 0 2 3 0 2 19 34
Nonlinear error correction models 0 0 0 1 0 1 3 11
On the bi-dimensionality of liquidity 0 0 0 39 0 1 8 187
Outliers - robust ECM cointegration tests based on the trend components 0 0 0 58 1 2 3 277
Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers 0 0 4 21 0 0 17 105
PcGive Professional 8: A Review 0 0 0 142 1 1 2 532
Predicción y análisis de funciones de exportación e importación en España 0 0 1 88 0 1 4 717
Range Unit‐Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers 0 0 0 53 0 0 2 224
Score-driven dynamic patent count panel data models 0 0 0 9 0 0 2 27
Testing for cointegration using induced-order statistics 0 0 0 25 0 0 0 86
Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models 0 0 1 282 0 3 11 1,013
The Econometrics of Industrial Organization 0 0 1 202 0 0 2 411
The Spanish 1898 Disaster: The Drift towards Natonal-Protectionism 0 0 0 6 0 1 5 32
The impact of health research on length of stay in Spanish public hospitals 1 1 6 12 1 3 19 55
Total Journal Articles 4 11 46 1,775 13 49 253 6,338


Statistics updated 2020-11-03