Alvaro Escribano
Full Professor and Director of the International School at UC3M
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 and member of the Board of Governors of the UC3M. Member of the Advisory Board of AIReF and Balia Foundation, Member of the Board of Directors of the VIA-Círculo Jefferson Association. He holds the UC3M Chair in Internationalization and he is Associate Editor of Macroeconomic Dynamics, Studies in Nonlinear Dynamics and Econometrics, and Cambidge Elements in the Economics of Emerging Markets.
Forthcoming
Blazsek, S., Escribano, A. y Licht, A., “Score-Driven Location Plus Scale Models: Asymptotic Theory and An Application to Forecasting Dow Jones Volatility”. Studies in Nonlinear Dynamics & Econometrics (SNDE).
Selected Publications
Blazsek, S. y Escribano, A. "Robust estimation and forecasting of climate change using score-driven ice-age models" . Econometrics (2022)
Escribano, A. and Wang, D., "Mixed Random Forest, Cointegration, and Forecasting Gasoline Prices". International Journal of Forecasting, V. 37(4), 1442-1462, 2021.
Escribano, A. and Pena, J., “Productivity in Emerging Countries”. Cambridge University Press, 2021
Blazsek, S. and Escribano, A., “Patent Propensity, R&D and Market Competition: Dynamic Spillovers of Innovation Leaders and Followers”. Journal of Econometrics, V. 191, 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, V. 159, 14-32, 2010.
Escribano, A., Fosfuri, A. and Tribó, J., “Managing Knowledge Spillovers: The Impact of Absorptive Capacity on Innovation Performance”. Research Policy, 38 pages, 96-105, 2009.
Escribano, A., “Nonlinear Error Correction: The Case of Money Demand in the UK (1878-2000)”. Macroeconomic Dynamics, V. 8, Issue 1, 76-116, 2004.
Escribano, A. and Granger, C.W.J., “Investigating the Relationship Between Gold and Silver Prices”. Journal of Forecasting, V. 17, 81-107, 1998.
Recent Research
Cobos, C. and Escribano, A., "High-Speed Rail: a panel data impact evaluation by Municipalities on depopulation and unemployment", 2022.
Blazsek, S. and Escribano, A., "Score-Driven Threshold Ice-Age Models: Benchmark Models for Long-Run Climate Forecasts". 2022.
Escribano, A., Peña, D. and Ruiz, E., "30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial", V.37(4), 1333-1337, 2021.
Escribano, A. and Ortega, A. "A Structural Analysis of the Merit-Order Effect in the Spanish Day-Ahead Power Market". Universidad Carlos III de Madrid. Departamento de Economía (2021)
Martínez-Santos, F., Frías, Z. and Escribano, A. "What drives spectrum prices in multi-band spectrum markets? An empirical analysis of 4G and 5G auctions in Europe" Applied Economics (online 2021).
Escribano, A. and Torrado, M. “Nonlinear and asymmetric pricing behaviour in the Spanish gasolina market”, Studies in Nonlinear Dynamics and Econometrics, V. 22(5), 1-19, 2018.
Escribano, A., and Sucarrat, G. " Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility”, Energy Economics, V. 74, 287-298, 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.
Teaching
Quatitative Macroeconomics (Bachelor)
Econometrics II: ARIMA, VAR and Cointegration (Master)