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
A characterization of cointegrating relationships using induced-order statistics 0 0 0 0 0 1 3 8
A model free cointegration approach for pairs of I(d) variables 0 0 0 0 1 2 7 15
A new instrumental variable approach for estimation and testing in fractional cointegrating regressions 0 0 0 1 2 2 3 9
A range unit root test 0 0 1 459 0 1 3 1,417
Adverse selection costs, trading activity and liquidity in the NYSE: an empirical analysis in a dynamic context 0 0 1 4 2 5 12 33
An evaluation of public aids towards renewable energy sources in Spain 0 0 0 84 3 4 5 62
Análisis comparativo y predictivo de recientes funciones de exportación e importación en España 0 0 1 2 0 3 6 11
Assessing the impact of infrastructure quality on firm productivity in Africa: Cross‐country comparisons based on investment climate surveys from 1999 to 2005 0 1 3 54 1 5 9 147
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 4 145 2 3 8 395
Assessing the impact of the investment climate on productivity using firm-level data: methodology and the cases of Guatemala, Honduras, and Nicaragua 0 1 2 259 2 5 12 661
Asymmetric and time-varying error-correction: an application to labour demand in the UK 0 0 0 1 1 1 2 6
Automated financial multi-path GETS modelling 0 0 1 15 1 1 8 124
Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations 0 0 2 34 2 6 19 120
BLM: bidimensional approach to measure liquidity 0 0 0 1 0 1 1 13
Bootstraping cointegration tests under structural co-breaks: a robust extended ECM test 0 0 1 1 0 0 6 20
Catching up in total factor productivity through the business cycle: Evidence from Spanish manufacturing firms 0 0 0 41 1 3 11 166
Catching up in total factor productivity through the business cycle: evidence from Spanish manufacturing surveys 0 0 2 94 0 2 8 349
Co-integration and common trends analysis with score-driven models: an application to the federal funds effective rate and US inflation rate 0 1 25 25 1 4 36 36
Co-integration, time co-trends and error-correction systems: an alternative approach 0 0 0 0 0 0 0 29
Cointegration and common factors 0 0 4 9 1 2 9 25
Cointegration testing using the ranges 0 0 0 0 0 0 1 8
Cointegration tests based on record counting statistics 0 0 0 118 0 1 1 383
Detrending procedures and cointegration testing: ECM tests under structural breaks 0 0 0 2 2 2 6 16
Dynamic asymmetries in bid-ask responses to innovations in the trading process 0 0 0 0 3 5 10 17
Dynamic conditional score models with time-varying location, scale and shape parameters 1 4 13 38 4 12 36 71
Dynamic conditional score patent count panel data models 0 1 1 28 2 5 7 45
EU Patent System: to be or not to be? 1 1 1 80 2 2 5 114
Efectos de la digitalización y la productividad en la economía española: una comparación internacional 0 2 13 13 0 5 37 37
Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers 0 0 0 9 2 3 7 55
Empirical econometric evaluation of alternative methods of dealing with missing values in Investment Climate surveys 0 0 0 58 2 2 2 208
Empirical econometric evaluation of alternative methods of dealing with missing values in investment climate surveys 0 0 0 53 1 1 4 158
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 0 28 1 1 7 34
Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility 0 0 0 40 1 1 7 29
Error-correction systems: nonlinear adjustments to linear long-run relationships 0 0 0 0 0 1 2 41
Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown 0 0 0 33 0 0 6 79
Estudio comparado sobre funciones de exportación e importación en España 0 0 0 3 0 2 4 15
Evaluación del PcGive Professional 8: el punto de vista de un usuario 0 0 0 1 2 5 5 11
Homenaje a Juan Urrutia 0 0 0 85 1 1 10 572
How does liquidity behave? A multidimensional analysis of NYSE stocks 0 0 1 1 1 1 5 20
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 0 0 1 413 0 3 10 889
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 0 0 2 2 1 4 14 16
Improved testing and specification of smooth transition regression models 0 0 2 4 0 1 7 25
Information-theoretic analysis of seral dependence and cointegration 0 0 1 2 0 1 4 12
Investigating the relationship between gold and silver prices 0 0 1 9 0 0 6 32
Investment Climate Effects on Alternative Firm-Level Productivity Measures 0 1 10 10 1 6 18 18
Investment climate and firm’s economic performance: econometric methodology and application to Turkey's investment climate survey 0 3 5 226 5 13 29 873
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 4 417
Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors 0 2 2 119 1 5 12 322
Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production 0 16 26 26 3 16 21 21
Maximum likelihood estimation of score-driven models with dynamic shape parameters: an application to Monte Carlo value-at-risk 0 1 27 27 3 6 19 19
Modeling electricity prices: international evidence 2 4 10 1,841 4 10 33 3,825
Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market 0 1 5 49 2 3 16 46
Nonlinear cointegration and nonlinear error correction 0 0 0 3 3 3 7 19
Nonlinear cointegration with mixing errors 0 0 0 0 0 0 0 8
Nonlinear error correction models 0 0 0 580 0 1 6 1,286
Nonlinear error correction models 0 1 2 8 0 1 7 29
Nonlinear error correction, asymmetric adjusment and cointegration 0 0 0 3 0 1 5 25
Nonlinear time series models: consistency and asymptotic normality of nls under new conditions 0 0 0 1 1 1 4 14
Nonlinearities and outliers: robust specification of STAR models 0 1 2 39 0 1 3 85
Outliers robust ECM cointegration test based on the trend components 0 0 0 2 0 0 4 10
Patents, secret innovations and firm's rate of return: differential effects of the innovation leader 0 1 2 56 1 4 15 234
Propensity to patent, R&D and market competition: dynamic spillovers of innovation leaders and followers 1 2 6 76 3 7 14 155
Range unit root tests 0 0 0 191 1 1 2 551
Robust investment climate effects on alternative firm-level productivity measures 0 0 0 56 2 5 6 141
Robust methodology for investment climate assessment on productivity: application to investment climate surveys from Central America 0 0 5 312 0 2 16 985
Score-driven dynamic patent count panel data models 0 0 1 30 3 5 21 61
Score-driven non-linear multivariate dynamic location models 0 0 0 17 1 2 6 30
Score-driven time series models with dynamic shape: an application to the Standard & Poor's 500 index 0 1 40 40 6 17 64 64
Searching for linear and nonlinear cointegration: a new approach 0 0 0 0 0 1 1 11
Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada 0 1 6 39 0 7 25 41
Seasonal quasi-vector autoregressive models for macroeconomic data 0 1 4 38 3 4 23 57
Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models 1 1 6 35 2 4 19 36
Syncronicity between macroeconomic time series: an exploratory analysis 0 0 0 1 0 2 4 9
Testing nonlinearity: decision rules for selecting between logistic and exponential star models 0 0 0 3 1 3 5 20
The Spanish 1898 disaster: the drift towards national-protectionism 0 1 1 71 1 5 17 787
The power log-GARCH model 0 0 4 112 3 6 28 348
Transporte, infraestructura y crecimiento económico en España 2 7 7 7 5 11 11 11
Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns 0 0 2 11 0 0 4 50
Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns 0 0 2 19 3 4 7 53
Total Working Papers 8 56 258 6,413 103 267 847 17,194
1 registered items for which data could not be found


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 1 2 2 0 1 4 9
Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis 0 0 0 44 0 1 3 164
Asymmetries in bid and ask responses to innovations in the trading process 0 1 3 50 3 6 10 162
Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications 1 1 1 9 3 3 6 50
Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test 0 0 0 30 0 1 4 90
COINTEGRATION AND COMMON FACTORS 0 0 0 0 1 1 1 1
Cointegration Testing under Structural Breaks: A Robust Extended Error Correction Model 0 0 1 102 0 0 4 228
Does recession drive convergence in firms’ productivity? Evidence from Spanish manufacturing firms 0 2 2 15 2 4 14 68
Editor's introduction: Asymmetries and nonlinearities in dynamic economic models 0 0 0 14 2 2 2 92
Equation-by-equation estimation of multivariate periodic electricity price volatility 0 0 1 2 2 5 14 22
Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown 1 1 2 3 1 1 5 22
Estimation of log-GARCH models in the presence of zero returns 1 1 1 2 1 1 3 6
INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION 0 0 0 14 3 3 4 89
INVESTMENT CLIMATE ASSESSMENT IN INDONESIA, MALAYSIA, THE PHILIPPINES AND THAILAND: RESULTS FROM POOLING FIRM-LEVEL DATA 0 0 1 1 0 2 7 9
Information-Theoretic Analysis of Serial Dependence and Cointegration 0 0 0 96 0 0 2 246
Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors 0 2 2 40 1 5 9 142
Managing external knowledge flows: The moderating role of absorptive capacity 0 0 2 123 0 4 23 458
Modelling Electricity Prices: International Evidence 0 1 14 70 2 7 35 217
NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878–2000) 0 0 0 113 0 0 0 241
Non-linear error correction, asymmetric adjustment and cointegration 0 0 0 83 1 2 7 204
Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market 1 2 3 3 4 13 28 28
Nonlinear error correction models 0 0 1 1 0 0 8 8
On the bi-dimensionality of liquidity 0 0 0 39 0 0 6 179
Outliers - robust ECM cointegration tests based on the trend components 0 0 0 58 0 0 5 274
Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers 1 2 3 19 4 6 12 94
PcGive Professional 8: A Review 0 0 0 142 1 1 3 531
Predicción y análisis de funciones de exportación e importación en España 0 0 0 87 0 0 1 713
Range Unit‐Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers 0 0 0 53 0 2 11 224
Score-driven dynamic patent count panel data models 0 0 2 9 1 1 7 26
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 2 281 1 2 5 1,004
The Econometrics of Industrial Organization 0 0 0 201 0 0 5 409
The Spanish 1898 Disaster: The Drift towards Natonal-Protectionism 0 0 0 6 0 1 4 28
The impact of health research on length of stay in Spanish public hospitals 1 2 5 8 4 10 28 46
Total Journal Articles 6 16 48 1,745 37 85 280 6,170


Statistics updated 2020-02-04