Álvaro Escribano-Sáez
Catedrático. Director Máster Economía Industrial
Microeconometría, Macroeconometría, 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, Director del Máster Universitario en Industrial Economics and Markets y miembro del Consejo de Gobierno de la UC3M. Es Titular de la Cátedra UC3M de Internacionalización y Editor Asociado de Macroeconomic Dynamics y Studies in Nonlinear Dynamics and Econometrics , and Cambidge Elements in the Economics of Emerging Markets.
Publicaciones Destacadas
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.
Investigación Reciente
Escribano, A. and Torrado, M. “Nonlinear and asymmetric pricing behaviour in the Spanish gasolina market”, forthcoming in SNDE, 2018.
Escribano, A., and Sucarrat, G. " Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility”, forthcoming in 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.
Docencia
Quatitative Macroeconomics (Grado); Econometría II: ARIMA, VAR y Cointegración (Máster)