Alvaro Escribano : Citation Profile


Are you Alvaro Escribano?

Universidad Carlos III de Madrid

14

H index

17

i10 index

873

Citations

RESEARCH PRODUCTION:

41

Articles

89

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   35 years (1987 - 2022). See details.
   Cites by year: 24
   Journals where Alvaro Escribano has often published
   Relations with other researchers
   Recent citing documents: 99.    Total self citations: 59 (6.33 %)

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   Permalink: http://citec.repec.org/pes1
   Updated: 2023-01-28    RAS profile: 2022-07-10    
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Relations with other researchers


Works with:

Blazsek, Szabolcs (17)

Ayala, Astrid (3)

Sucarrat, Genaro (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alvaro Escribano.

Is cited by:

Sucarrat, Genaro (14)

Panagiotidis, Theodore (13)

Panagiotidis, Theodore (13)

Francq, Christian (12)

Véganzonès, Marie-Ange (11)

Milas, Costas (11)

Otero, Jesus (10)

Dufrénot, Gilles (10)

Mignon, Valérie (10)

Poncela, Pilar (9)

Parisio, Lucia (9)

Cites to:

Blazsek, Szabolcs (53)

Bollerslev, Tim (43)

Lucas, Andre (39)

Granger, Clive (37)

Phillips, Peter (37)

Hall, Bronwyn (34)

Jaffe, Adam (34)

Engle, Robert (33)

Koopman, Siem Jan (33)

Rodrik, Dani (28)

Subramanian, Arvind (28)

Main data


Where Alvaro Escribano has published?


Journals with more than one article published# docs
Studies in Nonlinear Dynamics & Econometrics3
Journal of Econometrics3
Journal of Time Series Analysis3
Applied Economics3
Oxford Bulletin of Economics and Statistics3
The European Journal of Finance2
Journal of Applied Econometrics2
Spanish Economic Review2
International Journal of Forecasting2
Research Policy2

Working Papers Series with more than one paper published# docs
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía45
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística22
MPRA Paper / University Library of Munich, Germany3
DES - Documentos de Trabajo. Estadística y Econometría. DS / Universidad Carlos III de Madrid. Departamento de Estadística3
Policy Research Working Paper Series / The World Bank3
DEE - Working Papers. Business Economics. WB / Universidad Carlos III de Madrid. Departamento de Economía de la Empresa2
Working Papers / Instituto Madrileo de Estudios Avanzados (IMDEA) Ciencias Sociales2

Recent works citing Alvaro Escribano (2022 and 2021)


YearTitle of citing document
2021TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION. (2021). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:09-21.

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2021Is There a Change in the Money Demand Stability in Turkey? A Nonlinear Approach. (2021). Şıklar, İlyas. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2021:p:28-42.

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2021The Role of Binance in Bitcoin Volatility Transmission. (2021). Kaeck, Andreas ; Heck, Daniel ; Alexander, Carol. In: Papers. RePEc:arx:papers:2107.00298.

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2022A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263.

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2022Are EU Climate and Energy Package 20-20-20 targets achievable and compatible? Evidence from the impact of renewables on electricity prices. (2022). Rodriguez, Rosa ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.01720.

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2022Tail Risk of Electricity Futures. (2022). Mayoral, Silvia ; Rodriguez, Rosa ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.01732.

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2022A Multivariate Spatial and Spatiotemporal ARCH Model. (2022). Otto, Philipp. In: Papers. RePEc:arx:papers:2204.12472.

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2022Efficiency of the Moscow Stock Exchange before 2022. (2022). Marmi, Stefano ; Mazzarisi, Piero ; Shternshis, Andrey. In: Papers. RePEc:arx:papers:2207.10476.

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2021Quote dynamics of cross?listed stocks. (2021). Tourani-Rad, Alireza ; Frijns, Bart ; Indriawan, Ivan ; Touranirad, Alireza. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:497-522.

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2021The Effects of Absorptive Capacity on Innovation Performance: A Cross?country Perspective*. (2021). Harris, Richard ; Moffat, John ; Krenz, Astrid. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:59:y:2021:i:3:p:589-607.

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2021Organization of R&D outsourcing: Asymmetric cross?effects between locations. (2021). Huergo, Elena ; Vega, Maria Garcia ; GarciaVega, Maria . In: Journal of Economics & Management Strategy. RePEc:bla:jemstr:v:30:y:2021:i:3:p:503-524.

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2022Johansen?type cointegration tests with a Fourier function. (2022). Lee, Junsoo ; Pascalau, Razvan ; Lu, Yan ; Nazlioglu, Saban. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:828-852.

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2021Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model. (2021). Chevallier, Julien ; Abderrazak, Dhaoui ; Feng, MA ; Julien, Chevallier . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:19:n:3.

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2021Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9027.

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2022Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9544.

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2021Accessing the Effect of Renewables on the Wholesale Power Market. (2021). Alam, Mohammad Nure. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-42.

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2021Energy trading efficiency in the US Midcontinent electricity markets. (2021). Zarnikau, J ; Woo, C K ; Tsai, C H ; Qi, H S ; Cao, K H. In: Applied Energy. RePEc:eee:appene:v:302:y:2021:i:c:s0306261921008886.

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2022The reward and contract theories of patents in a model of endogenous growth. (2022). Klein, Michael. In: European Economic Review. RePEc:eee:eecrev:v:147:y:2022:i:c:s0014292122001003.

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2022Investment in process innovation in supply chains with knowledge spillovers under innovation uncertainty. (2022). Shen, Houcai ; Niu, Wenju. In: European Journal of Operational Research. RePEc:eee:ejores:v:302:y:2022:i:3:p:1128-1141.

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2021An analysis of electricity congestion price patterns in North America. (2021). Ibrahim, Zinatu ; Godin, Frederic. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003893.

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2022Forecasting crude oil volatility with exogenous predictors: As good as it GETS?. (2022). Bonnier, Jean-Baptiste. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002249.

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2021Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components. (2021). Theodossiou, Panayiotis ; Savva, Christos ; Kosmidou, Kyriaki ; Ioannidis, Filippos. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000153.

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2021Evaluation of a cross-border electricity interconnection: The case of Spain-France. (2021). Chamorro, Jose Manuel ; Abadie, Luis Maria. In: Energy. RePEc:eee:energy:v:233:y:2021:i:c:s0360544221014250.

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2022Impact of wind-hydro dynamics on electricity price: A seasonal spatial econometric analysis. (2022). Sheng, Mingyue Selena ; Yi, Ming ; Sharp, Basil ; Suomalainen, Kiti ; Wen, LE. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pc:s0360544221023240.

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2022Optimal management of a mega pumped hydro storage system under stochastic hourly electricity prices in the Iberian Peninsula. (2022). Goicoechea, Nestor ; Abadie, Luis M. In: Energy. RePEc:eee:energy:v:252:y:2022:i:c:s0360544222008775.

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2021Complements or substitutes? The contingent role of corporate reputation on the interplay between internal R&D and external knowledge sourcing. (2021). Navas-Lopez, Jose Emilio ; Cruz-Gonzalez, Jorge ; Castro, Gregorio Martin-De ; Delgado-Verde, Miriam . In: European Management Journal. RePEc:eee:eurman:v:39:y:2021:i:1:p:70-83.

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2021Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Miranda, Karen ; Poncela, Pilar. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425.

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2021Identification of volatility proxies as expectations of squared financial returns. (2021). Sucarrat, Genaro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1677-1690.

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2021Foreign interfirm networks and internationalization: Evidence from sub-Saharan Africa. (2021). Mousavi, Mohammad Mahdi ; Henley, John ; Liu, Ling. In: Journal of International Management. RePEc:eee:intman:v:27:y:2021:i:1:s1075425320305822.

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2021Knowledge transfer and home-market innovativeness: A comparison of emerging and advanced economy multinationals. (2021). Urbig, Diemo ; Procher, Vivien D ; Steinberg, Philip J ; Volkmann, Christine. In: Journal of International Management. RePEc:eee:intman:v:27:y:2021:i:4:s1075425321000533.

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2021Pathways to innovation in Romanian software SMEs: Exploring the impact of interdependencies between internationalisation and knowledge sources. (2021). Crian-Mitra, Catalina ; Yoruk, Esin ; Bunduchi, Raluca ; Salan, Irina-Iulia . In: Journal of International Management. RePEc:eee:intman:v:27:y:2021:i:4:s1075425321000545.

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2021Can traditional organizations be digitally transformed by themselves? The moderating role of absorptive capacity and strategic interdependence. (2021). Trichina, Eleni ; Vrontis, Demetris ; Siachou, Evangelia. In: Journal of Business Research. RePEc:eee:jbrese:v:124:y:2021:i:c:p:408-421.

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2021Qualitative comparative analysis: Configurational paths to innovation performance. (2021). Ulrich, Klaus ; Zheng, LU ; Sendra-Garcia, Javier. In: Journal of Business Research. RePEc:eee:jbrese:v:128:y:2021:i:c:p:83-93.

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2022Understanding organizational resilience in a platform-based sharing business: The role of absorptive capacity. (2022). Yu, Jiang ; Liu, Martin J ; Luo, Jun ; Yuan, Ruizhi. In: Journal of Business Research. RePEc:eee:jbrese:v:141:y:2022:i:c:p:85-99.

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2022Innovation and misconduct in the pharmaceutical industry. (2022). Stewart, Oscar Jerome ; Troyer, Jennifer L ; Amato, Louis H ; Arnold, Denis G. In: Journal of Business Research. RePEc:eee:jbrese:v:144:y:2022:i:c:p:1052-1063.

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2022Explore how SME family businesses of travel service industry use market knowledge for product innovation. (2022). Huan, Tzung-Cheng ; Chen, Kuan-Yang. In: Journal of Business Research. RePEc:eee:jbrese:v:151:y:2022:i:c:p:519-530.

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2022Productivity with Endogenous FDI Spillovers: A Novel Estimation Approach. (2022). Tsionas, Mike ; Bournakis, Ioannis. In: International Journal of Production Economics. RePEc:eee:proeco:v:251:y:2022:i:c:s0925527322001396.

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2022Financial development and renewable energy consumption in Nigeria. (2022). Asongu, Simplice ; Ekesiobi, Chukwunonso ; Madichie, Chekwube V ; Dimnwobi, Stephen Kelechi. In: Renewable Energy. RePEc:eee:renene:v:192:y:2022:i:c:p:668-677.

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2021Can we estimate a monetary value of scientific publications?. (2021). Rousseau, Sandra ; Daraio, Cinzia ; Catalano, Giuseppe. In: Research Policy. RePEc:eee:respol:v:50:y:2021:i:1:s0048733320301918.

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2021Inbound Open Innovation and Innovation Performance: A Robustness Study. (2021). Galia, Fabrice ; Ebersberger, Bernd ; Salter, Ammon ; Laursen, Keld. In: Research Policy. RePEc:eee:respol:v:50:y:2021:i:7:s0048733321000743.

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2021Innovation performance feedback and technological alliance portfolio diversity: The moderating role of firms’ R&D intensity. (2021). Garcia-Canal, Esteban ; Martinez-Noya, Andrea. In: Research Policy. RePEc:eee:respol:v:50:y:2021:i:9:s0048733321001220.

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2022A question worth a million: The expert, the crowd, or myself? An investigation of problem solving. (2022). Vieth, Sabrina ; Haeussler, Carolin . In: Research Policy. RePEc:eee:respol:v:51:y:2022:i:3:s0048733321002456.

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2022Global value chains and exchange rate pass-through—The role of non-linearities. (2022). Kotowski, Jacek ; Haka, Aleksandra ; Hagemejer, Jan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:461-478.

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2022Absorbing knowledge from an emerging field: The role of interfacing by proponents in big pharma. (2022). , Iwan ; van der Sijde, Peter. In: Technovation. RePEc:eee:techno:v:110:y:2022:i:c:s0166497221001449.

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2022Measuring open innovation practices through topic modelling: Revisiting their impact on firm financial performance. (2022). Chesbrough, Henry ; Lu, Qinli. In: Technovation. RePEc:eee:techno:v:114:y:2022:i:c:s0166497221002157.

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2021Reacting to the paradigm shift: QCA study of the factors shaping innovation in publishing, information services, advertising and market research activities in the European Union.. (2021). Llopis-Amoros, Maria-Pilar ; Arnal-Pastor, Maria ; Berne-Martinez, J M. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:162:y:2021:i:c:s0040162520311665.

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2021Returnee policies in China: Does a strategy of alleviating the financing difficulty of returnee firms promote innovation?. (2021). Guan, Jiancheng ; Zhang, Chao. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:164:y:2021:i:c:s0040162520313354.

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2021Inventor group identification approach for selecting university-industry collaboration partners. (2021). Yoon, Janghyeok ; Ko, Namuk ; Chung, Jaemin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:171:y:2021:i:c:s0040162521004200.

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2022Corporate innovation and R&D expenditure disclosures. (2022). Luo, Rongxi ; Gu, Junjian ; Chen, Chao. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:174:y:2022:i:c:s0040162521006636.

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2022Informal competition and firm level innovation in South Asia: The moderating role of innovation time off and R&D intensity. (2022). Abbas, Sadia ; Adapa, Sujana ; Azeem, Muhammad Masood ; Sheridan, Alison. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:181:y:2022:i:c:s0040162522002761.

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2021Optimal degree of openness in open innovation: A perspective from knowledge acquisition & knowledge leakage. (2021). Zhou, Yong ; Han, Zhao'An ; Wu, Haizhen. In: Technology in Society. RePEc:eee:teinso:v:67:y:2021:i:c:s0160791x21002311.

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2021Smooth Threshold Autoregressive models and Markov process: An application to the Lebanese GDP growth rate. (2021). Verne, Jean-Franois . In: International Econometric Review (IER). RePEc:erh:journl:v:13:y:2021:i:3:p:71-88.

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2021Dynamic Econometrics in Action: A Biography of David F. Hendry. (2021). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1311.

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2022The Effect of Digitalization on Innovation Capabilities through the Lenses of the Knowledge Management Strategy. (2022). Ramirez, Sergio Sanchez ; Gomez, Fatima Guadamillas ; Gonzalez, Isabel M ; Grieva, Olga. In: Administrative Sciences. RePEc:gam:jadmsc:v:12:y:2022:i:4:p:144-:d:953144.

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2021How Will the Improvements of Electricity Supply Quality in Poor Regions Reduce the Regional Economic Gaps? A Case Study of China. (2021). Wang, Mingming ; Zhang, Boyan. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:12:p:3456-:d:573111.

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2021Old Wind Farm Life Extension vs. Full Repowering: A Review of Economic Issues and a Stochastic Application for Spain. (2021). Goicoechea, Nestor ; Abadie, Luis M. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:12:p:3678-:d:578522.

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2021Synthesis of Alkyl Aliphatic Hydrazine and Application in Crude Oil as Flow Improvers. (2021). Zhang, Huani ; Slan, Michal ; Deng, Qiang ; Chen, Gang ; Du, Weichao ; Li, Yongfei ; Gu, Xuefan. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:15:p:4703-:d:607552.

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2021Impact of Electrification on African Development-Analysis with Using Grey Systems Theory. (2021). Opatka, Pawe ; Rabczun, Aleksandra ; Nowak, Marcin. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:16:p:5181-:d:619269.

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2021Energy Market Prices in Times of COVID-19: The Case of Electricity and Natural Gas in Spain. (2021). Abadie, Luis M. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:6:p:1632-:d:517157.

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2022The Impact of Coskewness and Cokurtosis as Augmentation Factors in Modeling Colombian Electricity Price Returns. (2022). Sarmiento, Julio ; Cayon, Edgardo. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:19:p:6930-:d:921619.

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2021Forecasting Volatility and Tail Risk in Electricity Markets. (2021). Storti, Giuseppe ; Naimoli, Antonio. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:294-:d:582734.

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2022.

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2022.

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2021A Study on the Impact of R&D Intensity on Business Performance: Evidence from South Korea. (2021). Lee, Su Jin ; Park, Jun-Hwan ; Hahn, Hyuk. In: JOItmC. RePEc:gam:joitmc:v:7:y:2021:i:2:p:135-:d:555657.

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2021The Effect of Mean-Reverting Processes in the Pricing of Options in the Energy Market: An Arithmetic Approach. (2021). Schwerin, Stefan ; Schmeck, Maren Diane. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:100-:d:557359.

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2021Infrastructure Public–Private Partnership (PPP) Investment and Government Fiscal Expenditure on Science and Technology from the Perspective of Sustainability. (2021). Liu, Chang. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:11:p:6193-:d:566276.

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2021Knowledge Transfer Performance of Industry-University-Research Institute Collaboration in China: The Moderating Effect of Partner Difference. (2021). Zhu, Guilong ; Li, Zihanxin. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:23:p:13202-:d:690425.

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2021Business Friendliness: A Double-Edged Sword. (2021). Phan, Phillip ; Sun, Xian. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:4:p:1819-:d:495495.

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2022Substitution or Complementarity: Influence of Industry–University–Research-Institute Cooperation Governance Mechanism on Knowledge Transfer—An Empirical Analysis from China. (2022). Lan, Jing ; Wan, Ting ; Li, Zihanxin. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:13:p:7606-:d:845236.

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2022Saudi Non-Oil Exports before and after COVID-19: Historical Impacts of Determinants and Scenario Analysis. (2022). Joutz, Frederick L ; Javid, Muhammad ; Hasanov, Fakhri J. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:4:p:2379-:d:753249.

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2022Managing Knowledge Resources in Family Firms: Opportunity or Challenge?. (2022). Belkhodja, Omar. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:9:p:5087-:d:800412.

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2021International knowledge flows between industry inventors and universities: The role of multinational companies. (2021). Rossi, Federica ; Geuna, Aldo ; Fassio, Claudio. In: Working Papers. RePEc:img:wpaper:44.

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2021Learning through observation or through acquisition? Innovation performance as an outcome of internal and external knowledge combination. (2021). Xia, Jun ; Lin, Zhouyu ; Jiao, Jie ; Jiang, Marshall S. In: Asia Pacific Journal of Management. RePEc:kap:asiapa:v:38:y:2021:i:1:d:10.1007_s10490-018-9592-x.

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2022Rainbow Wash or Rainbow Revolution? Dynamic Stakeholder Engagement for SDG-Driven Responsible Innovation. (2022). Gutierrez, Leopoldo ; Montiel, Ivan ; Surroca, Jordi A ; Tribo, Josep A. In: Journal of Business Ethics. RePEc:kap:jbuset:v:180:y:2022:i:4:d:10.1007_s10551-022-05190-2.

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2021The impact of technology complexity on the financial performance of R&D projects: evidence from Singapore. (2021). Muscio, Alessandro ; Bellavitis, Cristiano ; Cheah, Sarah. In: The Journal of Technology Transfer. RePEc:kap:jtecht:v:46:y:2021:i:2:d:10.1007_s10961-020-09777-7.

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2022Testing for UIP-Type Relationships: Nonlinearities, Monetary Announcements and Interest Rate Expectations. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: Open Economies Review. RePEc:kap:openec:v:33:y:2022:i:4:d:10.1007_s11079-021-09640-8.

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2022Climate change and economic prosperity: Evidence from a flexible damage function. (2022). Eberhardt, Markus ; Desbordes, Rodolphe. In: Discussion Papers. RePEc:not:notgep:2022-06.

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2021The Impact of University–Industry Relationships on Firms’ Performance: A Meta-Regression Analysis. (2021). Nieto, Mariano ; Miguel-Davila, Jose-Angel ; Acebo, Enrique. In: Science and Public Policy. RePEc:oup:scippl:v:48:y:2021:i:2:p:276-293..

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2021Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall. (2021). Uhde, Andre ; Feng, Yuanhua ; Letmathe, Sebastian. In: Working Papers CIE. RePEc:pdn:ciepap:141.

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2021The Impact of Business Environment Reforms on Firms’ Performance in Transition Economies. (2021). Berulava, George ; Gogokhia, Teimuraz. In: MPRA Paper. RePEc:pra:mprapa:106327.

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2021The reward and contract theories of patents in a model of endogenous growth. (2021). Klein, Michael. In: MPRA Paper. RePEc:pra:mprapa:107481.

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2022Analysis of Nonlinear Comovement of Benchmark Thai Government Bond Yields. (2022). Khanthaporn, Rewat. In: PIER Discussion Papers. RePEc:pui:dpaper:183.

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2022.

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2021Innovation Challenges in South Asia: Evidence from Bangladesh, Pakistan and India. (2021). Karaman, Fatma Nur. In: Journal of South Asian Development. RePEc:sae:soudev:v:16:y:2021:i:1:p:100-129.

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2021Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages. (2021). Figa-Talamanca, Gianna ; Patacca, Marco ; Focardi, Sergio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00318-x.

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2022University spillovers, absorptive capacities, and firm performance. (2022). Wirsching, Katharine ; Menter, Matthias ; Lehmann, Erik E. In: Eurasian Business Review. RePEc:spr:eurasi:v:12:y:2022:i:1:d:10.1007_s40821-021-00199-5.

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2022Knowledge Sharing Opportunities for Industry 4.0 Firms. (2022). Spigarelli, Francesca ; Micozzi, Alessandra ; Dubbini, Sabrina ; Lepore, Dominique. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:13:y:2022:i:1:d:10.1007_s13132-021-00750-9.

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2021IPR Law Protection and Enforcement and the Effect on Horizontal Productivity Spillovers from Inward FDI to Domestic Firms: A Meta-analysis. (2021). Magkonis, Georgios ; Wang, Chengang ; Papageorgiadis, Nikolaos ; Christopoulou, Danai. In: Management International Review. RePEc:spr:manint:v:61:y:2021:i:2:d:10.1007_s11575-021-00443-0.

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2021Absorptive capacity and its impact on innovation and performance: findings from SEM and fsQCA. (2021). Miquel-Romero, Maria-Jose ; Guerrero-Sanchez, Diana L ; Cruz-Ros, Sonia. In: Review of Managerial Science. RePEc:spr:rvmgts:v:15:y:2021:i:2:d:10.1007_s11846-018-0319-7.

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2022A statistical investigation of a stock valuation model. (2022). Tavora, Jose L ; Ospina, Raydonal ; Paes, Nelson L ; Amaral, Joo B ; Bernardino, Wilton. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:8:d:10.1007_s43546-022-00270-x.

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2021Nonlinear Interactions and Volatility Spillovers between Stock and Foreign Exchange Markets: The STVEC-STGARCH-DCC Approach. (2021). Cho, Po-Hung Luo ; Hung, Pi-Hsia ; Liu, Hsiang-Hsi. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:11:y:2021:i:4:f:11_4_3.

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2022The effect of firm informality on sustainable and responsible innovation in developing countries: Evidence from Nigeria. (2022). Gasmi, Farid ; Kouakou, Dorgyles ; Sanni, Maruf. In: TSE Working Papers. RePEc:tse:wpaper:127408.

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2021TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION.. (2021). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers of BETA. RePEc:ulp:sbbeta:2021-36.

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2022Futures–spot price transmission in EU corn markets. (2022). Trestini, Samuele ; Giampietri, Elisa ; Penone, Carlotta. In: Agribusiness. RePEc:wly:agribz:v:38:y:2022:i:3:p:679-709.

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2021Resilience in “Flash Events” in the Corn and Lean Hog Futures Markets. (2021). Serra, Teresa ; He, Xinyue ; Garcia, Philip. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:103:y:2021:i:2:p:743-764.

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2022Step?ahead spot price densities using daily synchronously reported prices and wind forecasts. (2022). Solibakke, Per B. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:17-42.

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2021Financial And Legal Obstacles And Small And Medium Firm Performance: Evidence from Middle Income East Asian. (2021). van Ta, Thi Khanh ; Pham, Linh Chi ; Bui, Anh Tuan. In: GLO Discussion Paper Series. RePEc:zbw:glodps:990.

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2021Is more diverse always the better? External knowledge source clusters and innovation performance in Germany. (2021). Ali, Maryam Haji. In: Ilmenau Economics Discussion Papers. RePEc:zbw:tuiedp:156.

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2021Organizational innovation: Interactive role of external knowledge strategies and market dynamisms. (2021). Ali, Maryam Haji. In: Ilmenau Economics Discussion Papers. RePEc:zbw:tuiedp:159.

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Works by Alvaro Escribano:


YearTitleTypeCited
1994COINTEGRATION AND COMMON FACTORS In: Journal of Time Series Analysis.
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article30
1993Cointegration and common factors.(1993) In: DES - Working Papers. Statistics and Econometrics. WS.
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2002Nonlinear error correction models In: Journal of Time Series Analysis.
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2001Nonlinear error correction models.(2001) In: Documentos de trabajo conjunto ULL-ULPGC.
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1997Nonlinear error correction models.(1997) In: DES - Working Papers. Statistics and Econometrics. WS.
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paper
2006Range Unit?Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers In: Journal of Time Series Analysis.
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article24
2000Cointegration Testing Under Structural Breaks: A Robust Extended Error Correction Model In: Oxford Bulletin of Economics and Statistics.
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article6
2011Modelling Electricity Prices: International Evidence In: Oxford Bulletin of Economics and Statistics.
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article165
2002Modeling electricity prices: international evidence.(2002) In: UC3M Working papers. Economics.
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paper
2012Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications In: Oxford Bulletin of Economics and Statistics.
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article9
2021Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models In: Journal of Econometric Methods.
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article0
2018Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market In: Studies in Nonlinear Dynamics & Econometrics.
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article2
2017Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market.(2017) In: UC3M Working papers. Economics.
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This paper has another version. Agregated cites: 2
paper
2022Multivariate Markov-switching score-driven models: an application to the global crude oil market In: Studies in Nonlinear Dynamics & Econometrics.
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article0
1998Information-Theoretic Analysis of Serial Dependence and Cointegration In: Studies in Nonlinear Dynamics & Econometrics.
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article10
1997Information-theoretic analysis of seral dependence and cointegration.(1997) In: DES - Working Papers. Statistics and Econometrics. WS.
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paper
2003IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS In: Working Papers.
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paper35
1997Improved testing and specification of smooth transition regression models.(1997) In: DES - Working Papers. Statistics and Econometrics. WS.
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paper
1997IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS.(1997) In: Department of Economics.
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paper
1987Co-integration, time co-trends and error-correction systems: an alternative approach In: LIDAM Discussion Papers CORE.
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paper5
1987Error-correction systems: nonlinear adjustments to linear long-run relationships In: LIDAM Discussion Papers CORE.
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paper6
2002Homenaje a Juan Urrutia In: DE - Documentos de Trabajo. Economía. DE.
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1995Estudio comparado sobre funciones de exportación e importación en España In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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1995Evaluación del PcGive Professional 8: el punto de vista de un usuario In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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paper0
1997Análisis comparativo y predictivo de recientes funciones de exportación e importación en España In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
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1999How does liquidity behave? A multidimensional analysis of NYSE stocks In: DEE - Working Papers. Business Economics. WB.
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2000BLM: bidimensional approach to measure liquidity In: DEE - Working Papers. Business Economics. WB.
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paper1
2016Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility In: UC3M Working papers. Economics.
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paper5
2018Equation-by-equation estimation of multivariate periodic electricity price volatility.(2018) In: Energy Economics.
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article
2016Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility.(2016) In: MPRA Paper.
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This paper has another version. Agregated cites: 5
paper
2016Score-driven dynamic patent count panel data models In: UC3M Working papers. Economics.
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paper0
2016Score-driven dynamic patent count panel data models.(2016) In: Economics Letters.
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article
2017Dynamic conditional score models with time-varying location, scale and shape parameters In: UC3M Working papers. Economics.
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paper1
2017Score-driven non-linear multivariate dynamic location models In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper1
2018Seasonal quasi-vector autoregressive models for macroeconomic data In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper1
2018Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper0
2018Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper0
1991Nonlinear error correction, asymmetric adjusment and cointegration In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
paper0
2019Score-driven time series models with dynamic shape : an application to the Standard & Poors 500 index In: UC3M Working papers. Economics.
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paper0
2019Efectos de la digitalización y la productividad en la economía española : una comparación internacional In: UC3M Working papers. Economics.
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paper0
2019Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate In: UC3M Working papers. Economics.
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paper1
2019Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk In: UC3M Working papers. Economics.
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paper0
2019Investment Climate Effects on Alternative Firm-Level Productivity Measures In: UC3M Working papers. Economics.
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paper0
2019Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production In: UC3M Working papers. Economics.
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paper0
2019Transporte, infraestructura y crecimiento económico en España In: UC3M Working papers. Economics.
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paper0
2020European gasoline markets: price transmission asymmetries in mean and variance In: UC3M Working papers. Economics.
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paper0
2020European gasoline markets: price transmission asymmetries in mean and variance.(2020) In: Applied Economics.
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article
2020Nonlinear common trends for the global crude oil market: Markov-switching score-driven models of the multivariate t-distribution In: UC3M Working papers. Economics.
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paper0
2020Dynamic stochastic general equilibrium inference using a score-driven approach In: UC3M Working papers. Economics.
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paper0
2020Forecasting gasoline prices with mixed random forest error correction models In: UC3M Working papers. Economics.
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paper0
2020Prediction accuracy of bivariate score-driven risk premium and volatility filters: an illustration for the Dow Jones In: UC3M Working papers. Economics.
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paper0
2021A structural analysis of the merit-order effect in the Spanish day-ahead power market In: UC3M Working papers. Economics.
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paper0
2021Robust estimation and forecasting of climate change using score-driven ice-age models In: UC3M Working papers. Economics.
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paper0
2022Robust Estimation and Forecasting of Climate Change Using Score-Driven Ice-Age Models.(2022) In: Econometrics.
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This paper has another version. Agregated cites: 0
article
2022Score-driven threshold ice-age models: benchmark models for long-run climate forecasts In: UC3M Working papers. Economics.
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paper0
2022High-Speed Rail: a panel data impact evaluation by Municipalities on depopulation and unemployment In: UC3M Working papers. Economics.
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paper0
2000Dynamic asymmetries in bid-ask responses to innovations in the trading process In: UC3M Working papers. Economics.
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paper0
2000Adverse selection costs, trading activity and liquidity in the NYSE: an empirical analysis in a dynamic context In: UC3M Working papers. Economics.
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paper1
2008Robust methodology for investment climate assessment on productivity: application to investment climate surveys from Central America In: UC3M Working papers. Economics.
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paper6
2008Investment climate assessment based on demean Olley and Pakes decompositions: methodology and application to Turkeys investment climate survey In: UC3M Working papers. Economics.
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paper7
2008Investment climate and firm’s economic performance: econometric methodology and application to Turkeys investment climate survey In: UC3M Working papers. Economics.
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paper1
2008Catching up in total factor productivity through the business cycle : evidence from Spanish manufacturing surveys In: UC3M Working papers. Economics.
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paper12
2011Catching up in total factor productivity through the business cycle: Evidence from Spanish manufacturing firms.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 12
paper
2009Automated financial multi-path GETS modelling In: UC3M Working papers. Economics.
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paper0
2009Assessing the impact of infrastructure quality on firm productivity in Africa: Cross?country comparisons based on investment climate surveys from 1999 to 2005 In: UC3M Working papers. Economics.
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paper11
2010Assessing the impact of infrastructure quality on firm productivity in Africa : cross-country comparisons based on investment climate surveys from 1999 to 2005.(2010) In: Policy Research Working Paper Series.
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This paper has another version. Agregated cites: 11
paper
2009Empirical econometric evaluation of alternative methods of dealing with missing values in Investment Climate surveys In: UC3M Working papers. Economics.
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paper0
2010Empirical econometric evaluation of alternative methods of dealing with missing values in investment climate surveys.(2010) In: Policy Research Working Paper Series.
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This paper has another version. Agregated cites: 0
paper
2009Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors In: UC3M Working papers. Economics.
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paper6
2010Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors.(2010) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 6
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2010Knowledge spillovers in U.S. patents: A dynamic patent intensity model with secret common innovation factors.(2010) In: Post-Print.
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This paper has another version. Agregated cites: 6
paper
2010The power log-GARCH model In: UC3M Working papers. Economics.
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paper4
2010An evaluation of public aids towards renewable energy sources in Spain In: UC3M Working papers. Economics.
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2011EU Patent System: to be or not to be? In: UC3M Working papers. Economics.
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2012Robust investment climate effects on alternative firm-level productivity measures In: UC3M Working papers. Economics.
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paper0
2012Patents, secret innovations and firms rate of return : differential effects of the innovation leader In: UC3M Working papers. Economics.
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2013Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns In: UC3M Working papers. Economics.
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paper2
2013Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns.(2013) In: MPRA Paper.
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This paper has another version. Agregated cites: 2
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2014Propensity to patent, R&D and market competition : dynamic spillovers of innovation leaders and followers In: UC3M Working papers. Economics.
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2015Dynamic conditional score patent count panel data models In: UC3M Working papers. Economics.
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paper0
2002Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers In: UC3M Working papers. Economics.
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1998The Spanish 1898 disaster: the drift towards national-protectionism In: IFCS - Working Papers in Economic History.WH.
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1998The Spanish 1898 Disaster: The Drift towards Natonal-Protectionism.(1998) In: Revista de Historia Económica / Journal of Iberian and Latin American Economic History.
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2000Outliers robust ECM cointegration test based on the trend components In: DES - Working Papers. Statistics and Econometrics. WS.
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2004Outliers - robust ECM cointegration tests based on the trend components.(2004) In: Spanish Economic Review.
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1998Cointegration testing using the ranges In: DES - Working Papers. Statistics and Econometrics. WS.
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1998A characterization of cointegrating relationships using induced-order statistics In: DES - Working Papers. Statistics and Econometrics. WS.
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1993Asymmetric and time-varying error-correction: an application to labour demand in the UK In: DES - Working Papers. Statistics and Econometrics. WS.
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1995Investigating the relationship between gold and silver prices In: DES - Working Papers. Statistics and Econometrics. WS.
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1996Nonlinear cointegration and nonlinear error correction In: DES - Working Papers. Statistics and Econometrics. WS.
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1998Detrending procedures and cointegration testing: ECM tests under structural breaks In: DES - Working Papers. Statistics and Econometrics. WS.
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1998Bootstraping cointegration tests under structural co-breaks: a robust extended ECM test In: DES - Working Papers. Statistics and Econometrics. WS.
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2006Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test.(2006) In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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1995Nonlinear time series models: consistency and asymptotic normality of nls under new conditions In: DES - Working Papers. Statistics and Econometrics. WS.
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1997Nonlinear cointegration with mixing errors In: DES - Working Papers. Statistics and Econometrics. WS.
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1997Testing nonlinearity: decision rules for selecting between logistic and exponential star models In: DES - Working Papers. Statistics and Econometrics. WS.
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2001Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models.(2001) In: Spanish Economic Review.
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1997Searching for linear and nonlinear cointegration: a new approach In: DES - Working Papers. Statistics and Econometrics. WS.
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1999A new instrumental variable approach for estimation and testing in fractional cointegrating regressions In: DES - Working Papers. Statistics and Econometrics. WS.
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2000Syncronicity between macroeconomic time series: an exploratory analysis In: DES - Working Papers. Statistics and Econometrics. WS.
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2000A model free cointegration approach for pairs of I(d) variables In: DES - Working Papers. Statistics and Econometrics. WS.
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2003Range unit root tests In: DES - Working Papers. Statistics and Econometrics. WS.
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2004A range unit root test.(2004) In: DES - Working Papers. Statistics and Econometrics. WS.
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2003Cointegration tests based on record counting statistics In: DES - Working Papers. Statistics and Econometrics. WS.
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2002INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION In: Econometric Theory.
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2004NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878–2000) In: Macroeconomic Dynamics.
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2016Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown In: Computational Statistics & Data Analysis.
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2013Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown.(2013) In: MPRA Paper.
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2016Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers In: Journal of Econometrics.
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1996Editors introduction: Asymmetries and nonlinearities in dynamic economic models In: Journal of Econometrics.
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202130 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial In: International Journal of Forecasting.
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2021Mixed random forest, cointegration, and forecasting gasoline prices In: International Journal of Forecasting.
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2004Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis In: Journal of Banking & Finance.
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2009Managing external knowledge flows: The moderating role of absorptive capacity In: Research Policy.
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2017The impact of health research on length of stay in Spanish public hospitals In: Research Policy.
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1998Nonlinearities and outliers: robust specification of STAR models In: Econometric Institute Research Papers.
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1999Predicción y análisis de funciones de exportación e importación en España In: Investigaciones Economicas.
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2011Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations In: Working Papers.
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1995PcGive Professional 8: A Review. In: Journal of Applied Econometrics.
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2008Testing for cointegration using induced-order statistics In: Computational Statistics.
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2008Asymmetries in bid and ask responses to innovations in the trading process.(2008) In: Studies in Empirical Economics.
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2018A new Cramer-Von Misses cointegration test with application to environmental Kuznets curve In: Applied Economics.
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2022What drives spectrum prices in multi-band spectrum markets? An empirical analysis of 4G and 5G auctions in Europe In: Applied Economics.
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2004On the bi-dimensionality of liquidity In: The European Journal of Finance.
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2018Estimation of log-GARCH models in the presence of zero returns In: The European Journal of Finance.
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2005Assessing the impact of the investment climate on productivity using firm-level data : methodology and the cases of Guatemala, Honduras, and Nicaragua In: Policy Research Working Paper Series.
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2009INVESTMENT CLIMATE ASSESSMENT IN INDONESIA, MALAYSIA, THE PHILIPPINES AND THAILAND: RESULTS FROM POOLING FIRM-LEVEL DATA In: The Singapore Economic Review (SER).
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