Álvaro Escribano Sáez

Catedrático y Director de la Escuela Internacional UC3M
Macroeconometría, Microeconometría, Econometría Financiera y Economía Industrial
+34 91 624 9854 +34 91 624 9367 Despacho: 15.2.71 (Getafe) 9.0.50 (Getafe)
alvaroe@eco.uc3m.es
Web Personal

Biografía

Álvaro Escribano Sáez es Director de la Escuela internacional Carlos III (Carlos III International School, C3IS), Catedrático de Economía Aplicada de la UC3M y miembro del Consejo de Gobierno de la UC3M; Miembro del “Consejo de Productividad de España”, del “Consejo Asesor de AIReF”, de la “Fundación Balia” y de la Junta Directiva de la “Asociación VIA-Círculo Jefferson”. Es Editor Asociado de Macroeconomic Dynamics, Studies in Nonlinear Dynamics and Econometrics, y Cambridge Elements in the Economics of Emerging Markets.

Publicaciones Destacadas

Blazsek, S., Escribano, A. and E. Kristof “Global, Arctic, and Antarctic Sea Ice Volume Predictions Using Score-Driven Threshold Climate Models”. Energy Economics, 134, 1-18, 2024.

Blazsek, S. and Escribano, A., “Score-driven threshold ice-age models: Benchmark models for long-run climate forecasts”. Energy Economics, 2023.

Blazsek, S. Escribano A. and A. Licht. “Multivariate Markov-switching score-driven models: an application to the global crude oil market”. Studies in Nonlinear Dynamics and Econometrics, 2022, Vol. 26, Nº 3, pp. 313-335, ha obtenido el “Premio al Mejor Artículo del año 2022” publicado en Studies in Nonlinear Dynamics, and Econometrics.

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. y Pena, J., “Productivity in Emerging Countries”. Cambridge University Press, 2021.

Blazsek, S. y 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. y Villaplana, P., ”Modeling Electricity Prices: International Evidence”. Oxford Bulletin of Economics and Statistics, V. 73, 622-650, 2011.

Blazsek, S. y 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. y Tribó, J., “Managing Knowledge Spillovers: The Impact of Absorptive Capacity on Innovation Performance”. Research Policy, 38 págs., 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. y Granger, C.W.J., “Investigating the Relationship Between Gold and Silver Prices”. Journal of Forecasting, V. 17, 81-107, 1998.

Investigación Reciente

Blazsek, S., Escribano A., and A. Licht.” Anthropogenic effects of climate change: Evidence from a fractionally integrated ice-age model". (Enviado a publicar), 2025.

Blazsek S., Escribano A., and Ayala A. “Improved gradient scaling for score-driven filters with an application to stock market volatility”. Working Paper UC3M. (Enviado a publicar), 2025.

del Barrio, T. Escribano A., and Ph. Sibbertsen. “Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data”. (Enviado a publicar), 2025.

Estefanía_Salazar E., Carter M. Iglesias E. and Escribano A. "The Economic Gains from Breaking Boundaries: Reformulating Index Insurance Zones to Maximize Lower Tail Dependence" NBER Working Paper 32618. (Enviado a publicar), http://www.nber.org/papers/w32618.

Escribano A., y J. A. Rodriguez. “Monetary trends in the UK and the USA from 1874 to 2020: a nonlinear approach to money demand”. Working Paper UC3M (2023). Presentado, en abril de 2024 en la Conferencia “26th Dynamic Econometrics Conference”, University of Oxford.

Blazsek, S. Escribano, A., and Adrian Licht. “Non-Gaussian score-driven conditionally heteroskedastic models with a macroeconomic application”. Trabajo. Macroeconomics Dynamics (2023).

Blazsek, S. y Escribano, A. "Robust estimation and forecasting of climate change using score-driven ice-age models". Econometrics, 2022.

Escribano, A., Peña, D. and Ruiz, E., "30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial", International Journal of Forecasting, V.37(4), 1333-1337, 2021.

Escribano, A. y Ortega, A. "A Structural Analysis of the Merit-Order Effect in the Spanish Day-Ahead Power Market". Working Paper Universidad Carlos III de Madrid. Departamento de Economía, 2021.

Martínez-Santos, F., Frías, Z. y 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).

Blazsek, S., Escribano, A. y Licht, A. "Co-integration with score-driven models: an application to US real GDP growth, US inflation rate, and effective federal funds rate". Macroeconomic Dynamics (2021), 1-212

Blazsek, S., Escribano, A. y Licht, A."Multivariate Markov-switching score-driven models: an application to the global crude oil market". Studies in Nonlinear Dynamics and Econometrics (online 2021).

Escribano, A. y 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., y Sucarrat, G. " Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility”, Energy Economics, V. 74, 287-298, 2018.

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