Alvaro Escribano : Citation Profile

Are you Alvaro Escribano?

Universidad Carlos III de Madrid

14

H index

18

i10 index

966

Citations

RESEARCH PRODUCTION:

44

Articles

93

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   37 years (1987 - 2024). See details.
   Cites by year: 26
   Journals where Alvaro Escribano has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 63 (6.12 %)

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   Permalink: http://citec.repec.org/pes1
   Updated: 2024-12-03    RAS profile: 2024-09-11    
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Relations with other researchers

Works with:

Blazsek, Szabolcs (17)

Sibbertsen, Philipp (2)

Ayala, Astrid (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)

Véganzonès, Marie-Ange (13)

Panagiotidis, Theodore (13)

Milas, Costas (12)

Francq, Christian (12)

Poncela, Pilar (11)

Otero, Jesus (11)

Mignon, Valérie (10)

Kinda, Tidiane (10)

Pelagatti, Matteo (10)

Cites to:

Blazsek, Szabolcs (63)

Bollerslev, Tim (51)

Lucas, Andre (45)

Koopman, Siem Jan (40)

Phillips, Peter (38)

Engle, Robert (34)

Jaffe, Adam (34)

Hall, Bronwyn (34)

Sucarrat, Genaro (28)

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 & Econometrics5
Oxford Bulletin of Economics and Statistics3
Journal of Econometrics3
Applied Economics3
Energy Economics3
International Journal of Forecasting2
Journal of Applied Econometrics2
Research Policy2
Spanish Economic Review2
The European Journal of Finance2
Journal of Time Series Analysis2

Working Papers Series with more than one paper published# docs
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía47
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística22
DES - Documentos de Trabajo. Estadística y Econometría. DS / Universidad Carlos III de Madrid. Departamento de Estadística3
MPRA Paper / University Library of Munich, Germany3
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 Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales2

Recent works citing Alvaro Escribano (2024 and 2023)

YearTitle of citing document
2023Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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2023Network log-ARCH models for forecasting stock market volatility. (2023). Otto, Philipp ; Mattera, Raffaele. In: Papers. RePEc:arx:papers:2303.11064.

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2024Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK. (2024). Szendrei, Tibor ; Varga, Katalin. In: Papers. RePEc:arx:papers:2404.01451.

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2024Common Trends and Long-Run Multipliers in Nonlinear Structural VARs. (2024). Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2404.05349.

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2024Can the construction of a research and development platform encourage innovation in green technology by private enterprises? Evidence from China. (2024). Li, Yingming ; Wang, Mingyue ; Wu, Yujie ; Cao, Xiangjie ; Zhou, Junbi. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:742-763.

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2023Technological innovation and stock returns: Innovative skill versus innovative luck. (2023). Johnston, Mitchell ; Angelo, Ben. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:811-832.

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2023Complementarity of additionalities resulting from European Union funds: Perspective of the users of research infrastructures. (2023). Hegerty, Scott ; Lewandowska, Magorzata S ; Kowalski, Arkadiusz M. In: Review of Policy Research. RePEc:bla:revpol:v:40:y:2023:i:2:p:307-331.

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2023Specialisation precedes diversification: R&D productivity effects. (2023). Zhou, Peng ; Foreman-Peck, James. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/16.

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2023The impact of offshore wind energy on Northern European wholesale electricity prices. (2023). Schluter, Jan Chr ; Wacker, Benjamin ; Seebass, Johann V ; Hosius, Emil. In: Applied Energy. RePEc:eee:appene:v:341:y:2023:i:c:s030626192300274x.

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2024Beyond the borders: Estimating the effect of Chinas Bonded Zones on innovation and its spillovers. (2024). Xu, Peng ; Gao, Tiantian ; Fang, Guanfu. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x2300189x.

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2023Testing for integration and cointegration when time series are observed with noise. (2023). Pelagatti, Matteo ; Parisio, Lucia ; Maranzano, Paolo ; Gianfreda, Angelica. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001645.

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2024Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Song, Haiyan ; Liu, Han ; Wen, Long. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622.

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2024Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions. (2024). van Brummelen, Janneke ; Koopman, Siem Jan ; Blasques, Francisco ; Gorgi, Paolo. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002919.

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2023Threshold effects, technology purchasing, and firm outcomes: An absorptive capacity perspective. (2023). Fang, Hanqing ; Wang, Cizhi ; Yu, Zhu ; Sun, Zhongjuan. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000905.

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2023Modelling Australian electricity prices using indicator saturation. (2023). Apergis, Nicholas ; Wang, Shixuan ; Reade, James ; Pan, Wei-Fong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001147.

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2023Electricity price spike clustering: A zero-inflated GARX approach. (2023). Suthaharan, Neyavan ; Lu, YE. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003328.

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2023How will power outages affect the national economic growth: Evidence from 152 countries. (2023). Wang, Mingming ; Jin, LU ; Chen, Hao ; Wu, Jingwen ; Guo, Lin. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005534.

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2024The impact of energy-consuming rights trading on green total factor productivity in the context of digital economy: Evidence from listed firms in China. (2024). Wu, Haitao ; Wang, Jianlong. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000501.

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2024Sentiment and energy price volatility: A nonlinear high frequency analysis. (2024). Uddin, Gazi ; Rozin, Philippe ; Bourghelle, David ; Jawadi, Fredj ; Cheffou, Abdoulkarim Idi. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001737.

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2023Rebuilding energy infrastructures and the manufacturing sector in post-conflict countries. (2023). Binetti, Marco Nicola. In: Energy Policy. RePEc:eee:enepol:v:172:y:2023:i:c:s0301421522005171.

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2023Asymmetric behaviour and the 9-ending pricing of retail gasoline. (2023). Holmes, Mark ; Otero, Jesus. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222026524.

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2023Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect. (2023). Bee, Marco ; Tafakori, Laleh ; Pourkhanali, Armin. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003198.

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2023The hedging effectiveness of electricity futures in the Spanish market. (2023). Pea, Juan Ignacio. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322006833.

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2024Integrating into the global innovation network and non-financial companies financialization——evidence from China-listed companies. (2024). Zhang, Xiaotao ; Min, Yue. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324000965.

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2024The role of public external knowledge for firm innovativeness. (2024). Vicente-Chirivella, Oscar ; Garcia-Vega, Maria. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:93:y:2024:i:c:s0167718724000110.

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2023Nonlinearities in the exchange rate pass-through: The role of inflation expectations. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:86-101.

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2023The impact of artificial intelligence capabilities on servitization: The moderating role of absorptive capacity-A dynamic capabilities perspective. (2023). Lopez-Tenorio, Pablo J ; Ruiz-Alba, Jose L ; Abou-Foul, Mohamad. In: Journal of Business Research. RePEc:eee:jbrese:v:157:y:2023:i:c:s0148296322010748.

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2024Technological and non-technological innovation synergies under the lens of absorptive capacity efficiency. (2024). Tsekouras, K ; Gkypali, A ; Dimakopoulou, A G. In: Journal of Business Research. RePEc:eee:jbrese:v:176:y:2024:i:c:s0148296324000973.

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2024Climate change and economic prosperity: Evidence from a flexible damage function. (2024). Eberhardt, Markus ; Desbordes, Rodolphe. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:125:y:2024:i:c:s0095069624000482.

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2023Microstructure and high-frequency price discovery in the soybean complex. (2023). Debie, Philippe ; Gohin, Alexandre ; Bagnarosa, Guillaume ; Zhou, Xinquan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000041.

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2023Forecasting on metal resource spot settlement price: New evidence from the machine learning model. (2023). Zhang, YI ; Li, Chongyang ; Shi, Tao. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000685.

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2023Energy prices in Europe. Evidence of persistence across markets. (2023). Gil-Alana, Luis ; Martin-Valmayor, Miguel A ; Infante, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300257x.

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2024Does improved digital governance in government promote natural resource management? Quasi-natural experiments based on smart city pilots. (2024). Jiang, Tao ; Ameer, Waqar ; Shoaib, Muhammad ; Li, Qiyuan ; Chen, KE. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000886.

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2023Driving industrial and economic growth in Central and Eastern Europe: The role of electricity infrastructure and renewable energy. (2023). Koji, Milena ; Miti, Petar ; Fedajev, Aleksandra ; Radulescu, Magdalena. In: Utilities Policy. RePEc:eee:juipol:v:85:y:2023:i:c:s0957178723001959.

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2023Entrepreneurial innovativeness: When too little or too much agglomeration hurts. (2023). Martinez, Marian Garcia ; Sanchez, Mercedes ; Pindado, Emilio. In: Research Policy. RePEc:eee:respol:v:52:y:2023:i:1:s0048733322001469.

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2023Employees entrepreneurial human capital and firm performance. (2023). Lappi, Emma ; Braunerhjelm, Pontus. In: Research Policy. RePEc:eee:respol:v:52:y:2023:i:2:s0048733322002244.

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2023Specialisation precedes diversification: R&D productivity effects. (2023). Zhou, Peng ; foreman-peck, james. In: Research Policy. RePEc:eee:respol:v:52:y:2023:i:7:s0048733323000926.

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2023An integrated conceptual framework for analysing heterogeneous configurations of absorptive capacity in manufacturing firms with the DUI innovation mode. (2023). Horvat, Djerdj ; Som, Oliver ; Weidner, Nadia. In: Technovation. RePEc:eee:techno:v:121:y:2023:i:c:s0166497222001857.

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2023How upstream innovativeness of ecosystems affects firms innovation: The contingent role of absorptive capacity and upstream dependence. (2023). Qiu, Shumin ; Tang, Fangcheng ; Liu, Xielin ; Dong, Caiting. In: Technovation. RePEc:eee:techno:v:124:y:2023:i:c:s0166497223000469.

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2023How firms support formal standardization: The role of alliance portfolio and internal technological diversity. (2023). Harms, Rainer ; Zeng, Deming ; Zhou, Qing ; Li, Jian ; Wen, Jinyan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:196:y:2023:i:c:s0040162523005395.

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2024Patent length and innovation: Novel evidence from China. (2024). Liu, Rui ; Zhu, Xuezhong ; Zhang, Meiyang. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006959.

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2024Does the import of green products encourage green technology innovation? Empirical evidence from China. (2024). Hao, Lili ; Wu, Liudan ; Chen, JI ; Streimikiene, Dalia ; Yu, Xiao. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008223.

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2023.

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2023.

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2023Impact of Digital Finance on Manufacturing Technology Innovation: Fixed-Effects and Panel-Threshold Approaches. (2023). Obuobi, Bright ; Tang, Decai ; Chen, Wenya ; Sheng, Xin. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:14:p:11476-:d:1201570.

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2023Rockets and Feathers in the Gasoline Market: Evidence from South Korea. (2023). Lee, Chul-Yong ; Cha, Kyung Soo . In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3815-:d:1074031.

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2024Is digitalization a source of innovation? Exploring the role of digital diffusion in SME innovation performance. (2024). Krause, Kevin ; Meisner, Konrad ; Hassan, Sohaib S ; Moog, Petra ; Bzhalava, Levan. In: Small Business Economics. RePEc:kap:sbusec:v:62:y:2024:i:4:d:10.1007_s11187-023-00826-7.

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2023FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series. (2023). Letmathe, Sebastian ; Gries, Thomas ; Feng, Yuanhua. In: Working Papers CIE. RePEc:pdn:ciepap:156.

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2023Identification of causal relationships in non-stationary time series with an information measure: Evidence for simulated and financial data. (2023). Diks, Cees ; Kugiumtzis, Dimitris ; Kyrtsou, Catherine ; Papana, Angeliki. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02275-9.

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2023Knowledge Activities of External Knowledge Network and Technological Capability: Evidence from China. (2023). Xie, Fuji ; Zhan, Xiangdong. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:14:y:2023:i:2:d:10.1007_s13132-022-00894-2.

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2023The Mediating Role of Knowledge Creation Processes in the Relationship Between Social Media and Open Innovation. (2023). Cegarra-Navarro, Juan-Gabriel ; Garrido-Moreno, Aurora ; Ortega-Gutierrez, Jaime ; Cepeda-Carrion, Ignacio. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:14:y:2023:i:2:d:10.1007_s13132-022-00949-4.

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2023Measuring open innovation in SMEs: an overview of current research. (2023). Garcia-Perez, Domingo ; Castillo-Vergara, Mauricio ; Carrasco-Carvajal, Omar. In: Review of Managerial Science. RePEc:spr:rvmgts:v:17:y:2023:i:2:d:10.1007_s11846-022-00533-9.

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2023Artificial Intelligence and Firm Innovation: The Resource-Allocation Perspective.. (2023). Belitski, Maksim ; Colombelli, Alessandra ; Daamico, Elettra. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202316.

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2023Digital transformation and corporate innovation: A factor input perspective. (2023). Gong, Cheng ; Liu, Jianmei. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:44:y:2023:i:4:p:2159-2174.

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Works by Alvaro Escribano:

YearTitleTypeCited
1994COINTEGRATION AND COMMON FACTORS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article30
2002Nonlinear error correction models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article49
2001Nonlinear error correction models.(2001) In: Documentos de trabajo conjunto ULL-ULPGC.
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This paper has nother version. Agregated cites: 49		paper
1997Nonlinear error correction models.(1997) In: DES - Working Papers. Statistics and Econometrics. WS.
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This paper has nother version. Agregated cites: 49		paper
2000Cointegration Testing Under Structural Breaks: A Robust Extended Error Correction Model In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article6
2011Modelling Electricity Prices: International Evidence In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article177
2002Modeling electricity prices: international evidence.(2002) In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 177		paper
2012Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article11
2021Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models In: Journal of Econometric Methods.
[Full Text][Citation analysis]		article0
2018Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article2
2017Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market.(2017) In: UC3M Working papers. Economics.
[Full Text][Citation analysis]
This paper has nother 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.
[Full Text][Citation analysis]		article1
2023Anticipating extreme losses using score-driven shape filters In: Studies in Nonlinear Dynamics & Econometrics.
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2024Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility In: Studies in Nonlinear Dynamics & Econometrics.
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1998Information-Theoretic Analysis of Serial Dependence and Cointegration In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article11
1997Information-theoretic analysis of seral dependence and cointegration.(1997) In: DES - Working Papers. Statistics and Econometrics. WS.
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2003IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS In: Working Papers.
[Full Text][Citation analysis]		paper35
1997Improved testing and specification of smooth transition regression models.(1997) In: DES - Working Papers. Statistics and Econometrics. WS.
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1997IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS.(1997) In: Department of Economics.
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1987Co-integration, time co-trends and error-correction systems: an alternative approach In: LIDAM Discussion Papers CORE.
[Citation analysis]		paper5
1987Error-correction systems: nonlinear adjustments to linear long-run relationships In: LIDAM Discussion Papers CORE.
[Citation analysis]		paper7
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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1997Análisis comparativo y predictivo de recientes funciones de exportación e importación en España In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper1
2016Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper5
2018Equation-by-equation estimation of multivariate periodic electricity price volatility.(2018) In: Energy Economics.
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This paper has nother version. Agregated cites: 5		article
2016Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility.(2016) In: MPRA Paper.
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This paper has nother version. Agregated cites: 5		paper
2016Score-driven dynamic patent count panel data models In: UC3M Working papers. Economics.
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2016Score-driven dynamic patent count panel data models.(2016) In: Economics Letters.
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2017Dynamic conditional score models with time-varying location, scale and shape parameters In: UC3M Working papers. Economics.
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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.
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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.
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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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2019Efectos de la digitalización y la productividad en la economía española : una comparación internacional In: UC3M Working papers. Economics.
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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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2019Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper0
2019Investment Climate Effects on Alternative Firm-Level Productivity Measures In: UC3M Working papers. Economics.
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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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2019Transporte, infraestructura y crecimiento económico en España In: UC3M Working papers. Economics.
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2020European gasoline markets: price transmission asymmetries in mean and variance In: UC3M Working papers. Economics.
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2020European gasoline markets: price transmission asymmetries in mean and variance.(2020) In: Applied Economics.
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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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2020Dynamic stochastic general equilibrium inference using a score-driven approach In: UC3M Working papers. Economics.
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2020Forecasting gasoline prices with mixed random forest error correction models In: UC3M Working papers. Economics.
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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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2021A structural analysis of the merit-order effect in the Spanish day-ahead power market In: UC3M Working papers. Economics.
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2000Dynamic asymmetries in bid-ask responses to innovations in the trading process In: UC3M Working papers. Economics.
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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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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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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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2011Catching up in total factor productivity through the business cycle: Evidence from Spanish manufacturing firms.(2011) In: Working Papers.
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2009Automated financial multi-path GETS modelling In: UC3M Working papers. Economics.
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2009Empirical econometric evaluation of alternative methods of dealing with missing values in Investment Climate surveys In: UC3M Working papers. Economics.
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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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