Alvaro Escribano : Citation Profile


Universidad Carlos III de Madrid

16

H index

19

i10 index

1015

Citations

RESEARCH PRODUCTION:

47

Articles

95

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   37 years (1987 - 2024). See details.
   Cites by year: 27
   Journals where Alvaro Escribano has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 64 (5.93 %)

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   Permalink: http://citec.repec.org/pes1
   Updated: 2025-03-08    RAS profile: 2024-12-06    
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Relations with other researchers


Works with:

Blazsek, Szabolcs (16)

Sibbertsen, Philipp (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alvaro Escribano.

Is cited by:

Sucarrat, Genaro (14)

Panagiotidis, Theodore (13)

Panagiotidis, Theodore (13)

Véganzonès, Marie-Ange (13)

Francq, Christian (12)

Milas, Costas (12)

Poncela, Pilar (11)

Otero, Jesus (11)

Dufrénot, Gilles (10)

Mignon, Valérie (10)

Kinda, Tidiane (10)

Cites to:

Blazsek, Szabolcs (63)

Bollerslev, Tim (51)

Lucas, Andre (46)

Koopman, Siem Jan (40)

Phillips, Peter (38)

Engle, Robert (34)

Jaffe, Adam (34)

Hall, Bronwyn (34)

Subramanian, Arvind (28)

Rodrik, Dani (28)

Harvey, Andrew (28)

Main data


Where Alvaro Escribano has published?


Journals with more than one article published# docs
Studies in Nonlinear Dynamics & Econometrics5
Journal of Econometrics3
Macroeconomic Dynamics3
Applied Economics3
Oxford Bulletin of Economics and Statistics3
Energy Economics3
Journal of Time Series Analysis3
The European Journal of Finance2
Journal of Applied Econometrics2
Research Policy2
International Journal of Forecasting2
Spanish Economic Review2

Working Papers Series with more than one paper published# docs
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía49
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística22
Policy Research Working Paper Series / The World Bank3
MPRA Paper / University Library of Munich, Germany3
DES - Documentos de Trabajo. Estadística y Econometría. DS / Universidad Carlos III de Madrid. Departamento de Estadística3
Working Papers / Instituto Madrileo de Estudios Avanzados (IMDEA) Ciencias Sociales2
DEE - Working Papers. Business Economics. WB / Universidad Carlos III de Madrid. Departamento de Economía de la Empresa2

Recent works citing Alvaro Escribano (2025 and 2024)


YearTitle of citing document
2024Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK. (2024). Szendrei, Tibor ; Varga, Katalin. In: Papers. RePEc:arx:papers:2404.01451.

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2024Common Trends and Long-Run Multipliers in Nonlinear Structural VARs. (2024). Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2404.05349.

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2024Can the construction of a research and development platform encourage innovation in green technology by private enterprises? Evidence from China. (2024). Li, Yingming ; Wang, Mingyue ; Wu, Yujie ; Cao, Xiangjie ; Zhou, Junbi. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:742-763.

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2024Extended multivariate EGARCH model: A model for zero€ return and negative spillovers. (2024). Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/24.

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2024Trends in the Sea Ice and Snow Cover Extent: A Fractional Integration Analysis. (2024). Caporale, Guglielmo Maria ; Gil-Alana, Luis Alberiko ; Romero-Rojo, Maria Fatima. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11475.

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2025Are money demand equations still alive and kicking? Historical evidence of cointegration for the UK, using nonlinear techniques. (2025). Arranz, Miguel Angel ; Rodrguez, Juan Andrs ; Escribano, Lvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:45845.

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2024Beyond the borders: Estimating the effect of Chinas Bonded Zones on innovation and its spillovers. (2024). Xu, Peng ; Gao, Tiantian ; Fang, Guanfu. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x2300189x.

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2024Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Song, Haiyan ; Liu, Han ; Wen, Long. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622.

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2024Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions. (2024). van Brummelen, Janneke ; Koopman, Siem Jan ; Blasques, Francisco ; Gorgi, Paolo. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002919.

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2024High-Speed Rail: A game changer for Spanish motorway transport?. (2024). Albalate, Daniel ; Leon-Gomez, Carlos R. In: Economics of Transportation. RePEc:eee:ecotra:v:39:y:2024:i:c:s2212012224000194.

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2024Optimal trading with regime switching: Numerical and analytic techniques applied to valuing storage in an electricity balancing market. (2024). Duck, Peter ; Johnson, Paul ; Szabo, David Zoltan. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:2:p:611-624.

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2024The impact of energy-consuming rights trading on green total factor productivity in the context of digital economy: Evidence from listed firms in China. (2024). Wu, Haitao ; Wang, Jianlong. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000501.

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2024Sentiment and energy price volatility: A nonlinear high frequency analysis. (2024). Uddin, Gazi ; Rozin, Philippe ; Bourghelle, David ; Jawadi, Fredj ; Cheffou, Abdoulkarim Idi. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001737.

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2024Integrating into the global innovation network and non-financial companies financialization——evidence from China-listed companies. (2024). Zhang, Xiaotao ; Min, Yue. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324000965.

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2024The role of public external knowledge for firm innovativeness. (2024). Vicente-Chirivella, Oscar ; Garcia-Vega, Maria. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:93:y:2024:i:c:s0167718724000110.

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2024Technological and non-technological innovation synergies under the lens of absorptive capacity efficiency. (2024). Tsekouras, K ; Gkypali, A ; Dimakopoulou, A G. In: Journal of Business Research. RePEc:eee:jbrese:v:176:y:2024:i:c:s0148296324000973.

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2024Climate change and economic prosperity: Evidence from a flexible damage function. (2024). Eberhardt, Markus ; Desbordes, Rodolphe. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:125:y:2024:i:c:s0095069624000482.

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2024Does improved digital governance in government promote natural resource management? Quasi-natural experiments based on smart city pilots. (2024). Jiang, Tao ; Ameer, Waqar ; Shoaib, Muhammad ; Li, Qiyuan ; Chen, KE. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000886.

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2024GDP nowcasting: A machine learning and remote sensing data-based approach for Bolivia. (2024). Bolivar Rosales, Osmar. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:3:s2666143824000085.

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2024Condition monitoring based on corrupted multiple time series with common trends. (2024). Ye, Zhi-Sheng ; Wei, Yujie ; Pan, Ershun. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:251:y:2024:i:c:s095183202400396x.

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2024Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index. (2024). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924002411.

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2024The logGARCH stochastic volatility model. (2024). Hamrat, Malika ; Guerbyenne, Hafida ; Hamdi, Fayal. In: Statistics & Probability Letters. RePEc:eee:stapro:v:214:y:2024:i:c:s0167715224001548.

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2024Measuring process innovation outputs and understanding their implications for firms and workers: Evidence from Pakistan. (2024). Wadho, Waqar ; Chaudhry, Azam. In: Technovation. RePEc:eee:techno:v:136:y:2024:i:c:s0166497224001354.

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2024Patent length and innovation: Novel evidence from China. (2024). Liu, Rui ; Zhu, Xuezhong ; Zhang, Meiyang. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006959.

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2024Does the import of green products encourage green technology innovation? Empirical evidence from China. (2024). Hao, Lili ; Wu, Liudan ; Chen, JI ; Streimikiene, Dalia ; Yu, Xiao. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008223.

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2024Exploring the role of digital servitization for green innovation: Absorptive capacity, transformative capacity, and environmental strategy. (2024). Kim, Yanghee ; Roh, Taewoo ; Lee, Min-Jae. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:207:y:2024:i:c:s0040162524004128.

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2024Are industry associations conducive to radical innovation in biopharmaceutical companies?—The dual effect of absorptive capacity and digital investment. (2024). Cao, Yili ; Yi, Rui ; Wang, Haojun ; Lyu, Bei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:207:y:2024:i:c:s0040162524004177.

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2024Technology spillover and market competitiveness in green credit induced corporate green innovation: An evolutionary game theory and empirical study. (2024). Ye, Penghao ; Xu, Pei ; Zhao, Fan ; Jahanger, Atif. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:207:y:2024:i:c:s0040162524004207.

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2024Innovation Networks and Knowledge Diffusion Across Industries: An Empirical Study from an Emerging Economy. (2024). Almudaihesh, Abdulaziz Saleh ; Benin, Ibn Wahab ; Bawa, Suleman. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:24:p:11308-:d:1550943.

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2024Carbon Taxation and Electricity Price Dynamics: Empirical Evidence from the Australian Market. (2024). Comincioli, Nicola ; Guerini, Mattia ; Vergalli, Sergio. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:12:d:10.1007_s10640-024-00908-4.

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2024Is digitalization a source of innovation? Exploring the role of digital diffusion in SME innovation performance. (2024). Krause, Kevin ; Meisner, Konrad ; Hassan, Sohaib S ; Moog, Petra ; Bzhalava, Levan. In: Small Business Economics. RePEc:kap:sbusec:v:62:y:2024:i:4:d:10.1007_s11187-023-00826-7.

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2024How does the digital economy impact green manufacturing: A new perspective from the construction of a unified large market in China. (2024). Xia, Haibo ; Liu, Xuewen ; Wang, Chenchen. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04258-w.

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2025Firms sustainable and responsible innovation in Nigeria: Does informality play a role?. (2025). , Dorgyles ; Sanni, Maruf ; Gasmi, Farid. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:33:y:2025:i:1:p:139-164.

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Works by Alvaro Escribano:


YearTitleTypeCited
1994COINTEGRATION AND COMMON FACTORS In: Journal of Time Series Analysis.
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article31
2002Nonlinear error correction models In: Journal of Time Series Analysis.
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article50
2001Nonlinear error correction models.(2001) In: Documentos de trabajo conjunto ULL-ULPGC.
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This paper has nother version. Agregated cites: 50
paper
1997Nonlinear error correction models.(1997) In: DES - Working Papers. Statistics and Econometrics. WS.
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This paper has nother version. Agregated cites: 50
paper
2006Range Unit‐Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers In: Journal of Time Series Analysis.
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article27
2000Cointegration Testing Under Structural Breaks: A Robust Extended Error Correction Model In: Oxford Bulletin of Economics and Statistics.
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article7
2011Modelling Electricity Prices: International Evidence In: Oxford Bulletin of Economics and Statistics.
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article178
2002Modeling electricity prices: international evidence.(2002) In: UC3M Working papers. Economics.
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This paper has nother version. Agregated cites: 178
paper
2012Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications In: Oxford Bulletin of Economics and Statistics.
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article13
2021Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models In: Journal of Econometric Methods.
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article0
2018Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market In: Studies in Nonlinear Dynamics & Econometrics.
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article2
2017Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market.(2017) In: UC3M Working papers. Economics.
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This paper has nother version. Agregated cites: 2
paper
2022Multivariate Markov-switching score-driven models: an application to the global crude oil market In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2023Anticipating extreme losses using score-driven shape filters In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2024Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility In: Studies in Nonlinear Dynamics & Econometrics.
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article0
1998Information-Theoretic Analysis of Serial Dependence and Cointegration In: Studies in Nonlinear Dynamics & Econometrics.
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article11
1997Information-theoretic analysis of seral dependence and cointegration.(1997) In: DES - Working Papers. Statistics and Econometrics. WS.
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This paper has nother version. Agregated cites: 11
paper
2003IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS In: Working Papers.
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paper35
1997Improved testing and specification of smooth transition regression models.(1997) In: DES - Working Papers. Statistics and Econometrics. WS.
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paper
1997IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS.(1997) In: Department of Economics.
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paper
1987Co-integration, time co-trends and error-correction systems: an alternative approach In: LIDAM Discussion Papers CORE.
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paper5
1987Error-correction systems: nonlinear adjustments to linear long-run relationships In: LIDAM Discussion Papers CORE.
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paper7
2002Homenaje a Juan Urrutia In: DE - Documentos de Trabajo. Economía. DE.
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paper0
1995Estudio comparado sobre funciones de exportación e importación en España In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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paper0
1995Evaluación del PcGive Professional 8: el punto de vista de un usuario In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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1997Análisis comparativo y predictivo de recientes funciones de exportación e importación en España In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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paper0
1999How does liquidity behave? A multidimensional analysis of NYSE stocks In: DEE - Working Papers. Business Economics. WB.
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paper0
2000BLM: bidimensional approach to measure liquidity In: DEE - Working Papers. Business Economics. WB.
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paper1
2016Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility In: UC3M Working papers. Economics.
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paper6
2018Equation-by-equation estimation of multivariate periodic electricity price volatility.(2018) In: Energy Economics.
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article
2016Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility.(2016) In: MPRA Paper.
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paper
2016Score-driven dynamic patent count panel data models In: UC3M Working papers. Economics.
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2016Score-driven dynamic patent count panel data models.(2016) In: Economics Letters.
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article
2017Dynamic conditional score models with time-varying location, scale and shape parameters In: UC3M Working papers. Economics.
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paper1
2017Score-driven non-linear multivariate dynamic location models In: UC3M Working papers. Economics.
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paper1
2018Seasonal quasi-vector autoregressive models for macroeconomic data In: UC3M Working papers. Economics.
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paper1
2018Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models In: UC3M Working papers. Economics.
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paper0
2018Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada In: UC3M Working papers. Economics.
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paper0
1991Nonlinear error correction, asymmetric adjusment and cointegration In: UC3M Working papers. Economics.
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paper0
2019Score-driven time series models with dynamic shape : an application to the Standard & Poors 500 index In: UC3M Working papers. Economics.
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paper0
2019Efectos de la digitalización y la productividad en la economía española : una comparación internacional In: UC3M Working papers. Economics.
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paper0
2019Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate In: UC3M Working papers. Economics.
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paper1
2019Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk In: UC3M Working papers. Economics.
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paper0
2019Investment Climate Effects on Alternative Firm-Level Productivity Measures In: UC3M Working papers. Economics.
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paper0
2019Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production In: UC3M Working papers. Economics.
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paper0
2019Transporte, infraestructura y crecimiento económico en España In: UC3M Working papers. Economics.
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2020European gasoline markets: price transmission asymmetries in mean and variance In: UC3M Working papers. Economics.
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2020European gasoline markets: price transmission asymmetries in mean and variance.(2020) In: Applied Economics.
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2020Nonlinear common trends for the global crude oil market: Markov-switching score-driven models of the multivariate t-distribution In: UC3M Working papers. Economics.
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paper0
2020Dynamic stochastic general equilibrium inference using a score-driven approach In: UC3M Working papers. Economics.
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2020Forecasting gasoline prices with mixed random forest error correction models In: UC3M Working papers. Economics.
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paper0
2020Prediction accuracy of bivariate score-driven risk premium and volatility filters: an illustration for the Dow Jones In: UC3M Working papers. Economics.
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paper0
2021A structural analysis of the merit-order effect in the Spanish day-ahead power market In: UC3M Working papers. Economics.
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paper0
2021Robust estimation and forecasting of climate change using score-driven ice-age models In: UC3M Working papers. Economics.
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paper0
2022Robust Estimation and Forecasting of Climate Change Using Score-Driven Ice-Age Models.(2022) In: Econometrics.
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2022Score-driven threshold ice-age models: benchmark models for long-run climate forecasts In: UC3M Working papers. Economics.
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2023Score-driven threshold ice-age models: Benchmark models for long-run climate forecasts.(2023) In: Energy Economics.
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2022High-Speed Rail: a panel data impact evaluation by Municipalities on depopulation and unemployment In: UC3M Working papers. Economics.
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paper1
2023Monetary trends in the UK and the USA from 1874 to 2020: a nonlinear approach to money demand In: UC3M Working papers. Economics.
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paper1
2024Global, Arctic, and Antarctic sea ice volume predictions: using score-driven threshold climate models In: UC3M Working papers. Economics.
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2024Global, Arctic, and Antarctic sea ice volume predictions using score-driven threshold climate models.(2024) In: Energy Economics.
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This paper has nother version. Agregated cites: 1
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2024Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data In: UC3M Working papers. Economics.
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2024Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data.(2024) In: Hannover Economic Papers (HEP).
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2024Anthropogenic effects of climate change: Further evidence from a fractionally integrated ice-age model In: UC3M Working papers. Economics.
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2000Dynamic asymmetries in bid-ask responses to innovations in the trading process In: UC3M Working papers. Economics.
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2000Adverse selection costs, trading activity and liquidity in the NYSE: an empirical analysis in a dynamic context In: UC3M Working papers. Economics.
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2008Robust methodology for investment climate assessment on productivity: application to investment climate surveys from Central America In: UC3M Working papers. Economics.
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2008Investment climate assessment based on demean Olley and Pakes decompositions: methodology and application to Turkeys investment climate survey In: UC3M Working papers. Economics.
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2008Investment climate and firm’s economic performance: econometric methodology and application to Turkeys investment climate survey In: UC3M Working papers. Economics.
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2008Catching up in total factor productivity through the business cycle : evidence from Spanish manufacturing surveys In: UC3M Working papers. Economics.
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2011Catching up in total factor productivity through the business cycle: Evidence from Spanish manufacturing firms.(2011) In: Working Papers.
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2009Automated financial multi-path GETS modelling In: UC3M Working papers. Economics.
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2009Assessing the impact of infrastructure quality on firm productivity in Africa: Cross‐country comparisons based on investment climate surveys from 1999 to 2005 In: UC3M Working papers. Economics.
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2010Assessing the impact of infrastructure quality on firm productivity in Africa : cross-country comparisons based on investment climate surveys from 1999 to 2005.(2010) In: Policy Research Working Paper Series.
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2009Empirical econometric evaluation of alternative methods of dealing with missing values in Investment Climate surveys In: UC3M Working papers. Economics.
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2010Empirical econometric evaluation of alternative methods of dealing with missing values in investment climate surveys.(2010) In: Policy Research Working Paper Series.
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2009Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors In: UC3M Working papers. Economics.
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2010Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors.(2010) In: Journal of Econometrics.
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2010Knowledge spillovers in U.S. patents: A dynamic patent intensity model with secret common innovation factors.(2010) In: Post-Print.
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2010The power log-GARCH model In: UC3M Working papers. Economics.
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2010An evaluation of public aids towards renewable energy sources in Spain In: UC3M Working papers. Economics.
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2011EU Patent System: to be or not to be? In: UC3M Working papers. Economics.
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2012Robust investment climate effects on alternative firm-level productivity measures In: UC3M Working papers. Economics.
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2012Patents, secret innovations and firms rate of return : differential effects of the innovation leader In: UC3M Working papers. Economics.
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2013Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns In: UC3M Working papers. Economics.
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paper2
2013Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns.(2013) In: MPRA Paper.
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2014Propensity to patent, R&D and market competition : dynamic spillovers of innovation leaders and followers In: UC3M Working papers. Economics.
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paper1
2015Dynamic conditional score patent count panel data models In: UC3M Working papers. Economics.
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