Álvaro Escribano Sáez
Catedrático
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 Asesor de AIReF y de la Fundación Balia; Miembro de la Junta Directiva de la Asociación VIA-Círculo Jefferson. Es Titular de la Cátedra UC3M de Internacionalización y Editor Asociado de Macroeconomic Dynamics, Studies in Nonlinear Dynamics and Econometrics, y Cambidge Elements in the Economics of Emerging Markets.
Próximas Publicaciones
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).
Publicaciones Destacadas
Blazsek, S. y Escribano, A. "Robust estimation and forecasting of climate change using score-driven ice-age models" . Econometrics (2022)
Escribano, A. y 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
Cobos, C. y Escribano, A., "High-Speed Rail: a panel data impact evaluation by Municipalities on depopulation and unemployment", 2022.
Blazsek, S. y 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. y 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. 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.
Escribano, A., y Sucarrat, G. “Estimation of log-GARCH models in the presence of zero returns”. The European Journal of Finance, 2017.
Docencia
Quatitative Macroeconomics (Grado)
Econometría II: ARIMA, VAR y Cointegración (Máster)