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

Enrique Estefania-Salazar, Michael R. Carter, Eva Iglesias y Escribano, A. “The Economic Gains from Breaking Boundaries: Reformulating Index Insurance Zones to Maximize Lower Tail Dependence”. Revise and Resubmit, Journal of Development Economics (2026).

Szabolcs Blazsek, Escribano, A. y Erzsébet Kristóf “Score-driven global climate zones from 1940 to 2024: A new objective climate classification method” (2026).

Escribano, A., Juan-Andrés Rodríguez y M.A. Arranz. “Forty Years of Empirical Evidence of Cointegration and Nonlinear Equilibrium Correction in UK Money Demand since the XIXth Century”. Oxford Bulletin of Economics and Statistics (2026).

Blazsek, Escribano, A. y A. Licht. “Anthropogenic effects of climate change: Evidence from a fractionally integrated ice-age model.” Studies in Nonlinear Dynamics and Econometrics (2025).

Tomás del Barrio Castro, Escribano, A. , Yeliz Özer y Philipp Sibbertsen. “Frequency-Specific Coupling in Cenozoic Climate Variability”.

Szabolcs Blazsek, Raven Amina Dupree y Escribano, A. “Climate persistence, structural change, and heteroscedasticity in CENOGRID: A score-driven fractional”.

Szabolcs Blazsek, Escribano, A. y Adrian Licht. “Fractionally Integrated Multivariate Score-Driven Location Models with an Application to Climate Data” Studies in Nonlinear Dynamics & Econometrics (SNDE) (2025).

Del Barrio, T. Escribano A., y Ph. Sibbertsen. “Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data”. Energy Economics, 147, 108520, 2025.

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

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

Blazsek, S. Escribano A. y 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. 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.

Escribano, A. y G. Sucarrat “Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility”. Energy Economics, Vol. 74, pages 297-298, (2018).

Antonio García-Romero, Escribano, A. y Josep A. Tribó. “The impact of health research on length of stay in Spanish public hospitals”. Research policy, Vol.46, Issue 3, pages 591-604, (2017).

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. y G. Sucarrat “Automated Model Selection in Finance: General-to-Specific Modeling of the Mean and Volatility Specifications”. Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 5, pages 716-735, (2012).

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

Blazsek, S. Escribano, A., and Adrian Licht. “Non-Gaussian score-driven conditionally heteroskedastic models with a macroeconomic application”. 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. “Estimation of log-GARCH models in the presence of zero returns”. The European Journal of Finance, 2017.