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. 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”, Studies in Nonlinear Dynamics and Econometrics, 2018.

Escribano, A., and Sucarrat, G. " Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility”, 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)

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