Alvaro Escribano

Full Professor. Master´s Director in Industrial Economics
Macroeconometrics, Microeconometrics, Financial Econometrics and Industrial Economics
+34 91 624 9854 +34 91 624 9367 Office: 15.2.71 (Getafe) 9.0.50 (Getafe)
alvaroe@eco.uc3m.es
Personal website

Biography

Álvaro Escribano is Director of the Carlos III International School (C3IS), Professor in Applied Economics at UC3M, Director of the Master in Industrial Economics and Markets and member of the Board of Governors of the UC3M. He holds the UC3M Chair in Internationalization and he is Associate Editor of Macroeconomic Dynamics and Studies in Nonlinear Dynamics and Econometrics, and Cambidge Elements in the Economics of Emerging Markets.

Selected Publications

Blazsek, S., and Escribano, A. Patent Propensity, R&D and Market Competition: Dynamic Spillovers of Innovation Leaders and Followers”.  Journal of Econometrics 19, 145–163, 2016. 

Escribano, A., Peña, J.I.,  and Villaplana, P. Modeling Electricity Prices: International Evidence”. Oxford Bulletin of Economics and Statistics, V. 73, 622-650, 2011.

Blazsek, S., and Escribano, A.Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation   factors”. Journal of Econometrics, 159, 14-32, 2010.

Escribano, A., Fosfuri, A., and Tribo, J. “Managing Knowledge Spillovers: The Impact of Absorptive Capacity on Innovation Performance”. Research Policy. 38 pags. 96-105,  2009.

Escribano, A.Nonlinear Error Correction: The Case of Money Demand in the UK (1878-2000). Macroeconomic Dynamics.  8, 76-116, 2004.

Escribano, A.,  and Granger, C.W.J. Investigating the Relationship Between Gold and Silver Prices”. Journal of Forecasting. Vol. 17, 81-107, 1998.

Recent Research

Escribano, A. and Torrado, M. “Nonlinear and asymmetric pricing behaviour in the Spanish gasolina market”, Studies in Nonlinear Dynamics and Econometrics, 2018.

Escribano, A., and Sucarrat, G. " Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility”, Energy Economics, 2018.

García-Romero, A., Escribano, A., and Tribó, J. ”The impact of health research on length of stay in Spanish public hospitals”. Research policy, V.46, n3, (591-604), 2017.

Escribano, A., and Sucarrat, G. “Estimation of log-GARCH models in the presence of zero returns”. The European Journal of Finance, 2017.

Blazsek, S. and, Escribano, A.Patent Propensity, R&D and Market Competition: Dynamic Spillovers of Innovation Leaders and Followers”. Journal of Econometrics 19, 145–163, 2016.

Escribano, A., Grønneberg, S.  and Sucarrat, G. “Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models when the Conditional Density is Unknown”. Computational Statistics and Data Analysis 100, 582–594, 2016.

Teaching

Quatitative Macroeconomics (Bachelor); Econometrics II: ARIMA, VAR and Cointegration (Master)

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