Álvaro Escribano Sáez

[Educación] [Áreas de Interés] [Publicaciones]

Álvaro Escribano es Catedrático en el Departamento de Economía de la Universidad Carlos III de Madrid y Titular de la Cátedra Telefónica-UC3M de “Economía de las Telecomunicaciones”.

Información de Contacto

Educación

Doctor en Economía (Ph.D): Universty of California, San Diego , 1986.
Licenciado en Economía: Universidad Autónoma de Madrid, 1979.

Áreas de Interés

Microeconometría
Economía Industrial: Telecomunicaciones, Energía y Cambio técnico.
Econometría Financiera.
Macroeconometría.
Series Temporales

Publicaciones

Artículos en Revistas con Evaluadores Anónimos

“Testing for Cointegration Based on Induced Order Statistics”. Joint with A. Garcia and T. Santos. Computacional Statistics (forthcoming).
”Range Unit Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers”. Joint with A. Garcia and F. Aparicio. Journal of Time Series Analysis. 2006. (forthcoming).
”Nonlinear Cointegration and Nonlinear Error Correction: Applications of Tests Based on First Differences of Ranges”. Joint work with A. García and F. Aparicio. Communications in Statistics.2006. (forthcoming).
“Asymmetries in Bid-Ask Responses to Innovations in the Trading Process”. Joint Work with R. Pascual. Empirical Economics. 2006. Vol.30, 913-946 (2006).
“Boostrapping Cointegration Tests Under Structural Co-breaks: A Robust Extended ECM Test”. Joint Work with M. A. Arranz. TEST, 2005.
"On the Bidimentionality of Liquidity”. Joint with R. Pascual and M. Tapia. European Journal of Finance. 2004. Vol.10, 1-15.
“Outlier-Robust ECM Cointegration Tests Based on the Trend Components”. Joint with M. A. Arranz. Spanish Economic Review. 2004. Vol. 6, 243-266.
“Synchronicity Between Financial Time Series: An Exploratory Analysis”. Joint Work with F. Aparicio and A. García. Editor: Ch. Kyrtsou. Progress in Financial Markets Research. Nova Science Publishers, New York (forthcoming).
"Nonlinear Error Correction: The Case of Money Demand in the UK (1878-2000)". Macroeconomic Dynamic. 2004, 8, 76-116.
“Evolution and Analysis of the Market Structure of Postal Services in Spain”. Joint with P. González y J. Lasheras. In M. Crew and P. Kleindorfer (eds.) Competitive Transformation of the Postal and Delivery Sector. 2003, 287-309.
"Adverse Selection Costs, Trading Activity and Liquidity in the NYSE: An Empirical Analysis in a Dynamic Context." (junto a R. Pascual y M. Tapia) Journal of Banking and Finance, 2003.
“Nonlinear Error Correction Models”. Joint with S. Mira. Journal of Time Series Analysis. Vol. 23, 509-522, 2002.
"Instrumental Variable Interpretation of Cointegration with Inference Results for Fractional Cointegration" (junto con F. Marmol y F. Aparicio). Econometric Theory, 18, 646-672, 2002.
"Testing Nonlinearity: Decision Rules for Selecting between Logistic and Exponential STAR Models" (junto con O. Jorda) Spanish Economic Review, Vol. 3, 193-209, 2001.
"Cointegration Testing Under Structural Breaks: A Robust Extended Error Correction Model." (junto a M. Ángel) Oxford Bulletin of Economics and Statistics 62, 23-52, 2000.
“Nonlinear Time Series Models: Consistency and Asymptotic Normality of NLS Under New Conditions”. Ed. Barnett et al. Nonlinear Econometric Modeling in time Series Analysis. Joint with S. Mira. Cambridge University Press. 119-164, 2000.
“Improved Testing and Specification of Smooth Transition Regression Models”. Ed. Ph. Rothman. Nonlinear Time Series Analysis of Economic and Financial Data. Joint with O. Jorda. 289-320, 1999.
"Information-Theoretic Analysis of Serial Correlation and Cointegration." (junto a Aparicio, Felipe) Studies in Nonlinear Dynamics and Econometrics, Vol. 3 (3), 119-140, 1999.
“Cointegration: Linearity, Nonlinearity, Outliers and Structural Breaks”. Ed. S. B. Dahiya, The Current State of Economic Science. Joint with F. Aparicio. Spellbound Publications.383-408, 1999.
"Cointegration and Common Factors”. Joint with D. Peña . Journal of Time Series Analysis. Vol. 15, nº 6, 577-586, 1994.
"Nonlinear Error Correction, Asymmetric Adjustment and Cointegration." (junto a Pfann, Gerard) Economic Modelling 15: 197-216, 1998.
"Investigating the Relationship between Gold and Silver Prices." (junto a Granger, C.W.J.) Journal of Forecasting 17: 81-107, 1998.
“Forecasting and Analyzing Export and Import Functions in Spain”. Investigaciones Económicas. Vol. XXIII (1), 55-94, 1999.
“Hypothesis Testing by Comparison of the Results Obtained from Different Data Bases and Estimators: An Application to Export and Import Functions in Spain”. Revista de Economía Aplicada. Vol. V, 121-155, 1998.
"The Spanish 1898 Disaster: The Drift Towards National-Protectionism." (junto a Fraile, Pedro) Revista de Historia Económica, Vol 1, 265-290, 1998.
"Computer Investigation of Some Nonlinear Time Series Models". (Joint with C.W.J. Granger, F.C. Huynh y C. Mustafa). Proceedings of the Conference on "Interface Between Statistics and Computing" Atlanta, March 1984.
"PcGive Professional 8: A Review." Journal of Applied Econometrics 10: 79-86, 1995.
"Computer Investigation of Some Nonlinear Time Series Models". (Joint with C.W.J. Granger, F.C. Huynh y C. Mustafa). Proceedings of the Conference on "Interface Between Statistics and Computing" Atlanta, March 1984.
"The Marshallian Demand Function as an Instrument for Measuring the Changes in the Utility of an Individual". Investigaciones Económicas, 15. May-August 1981.

Libros

"La Inversión en España: Modelización Econométrica con Restricciones de Equilibrio" J. Andrés, A. Escribano, C. Molinas y D. Taguas. Antoni Bosch, Editor e Instituto de Estudios Fiscales, 1990.
"MOISEES: Modelo de Investigación y Simulación de la Economía Española" C. Molinas, C.F. Ballabriga, E. Canadell, A. Escribano, E. López, L. Manzanedo, R. Mestre, M. Sebastián, D. Taguas. Antoni Bosch, Editor e Instituto de Estudios Fiscales, 1990.

Artículos en Otras Revistas

“Las Tecnologías de la Información y el Crecimiento Económico en el Siglo XXI”. A. Escribano y J. L. Feito. Sociedad de la Información en España 2003. Telefónica, 15-46.
"Evolución de la Estructura de Mercado de las Telecomunicaciones en España" (junto Antonio G. Zaballos). Economistas : España 2001; un balance, 91 extra, 336-344, 2002.
"El Funcionamiento de los Mercados y el Comercio Electrónico: Principios Básicos para el Análisis". Revista de Economía Industrial. Vol. 340, 13-30, 2002.
“A Comparative Analysis of Exports and Import Functions in Spain”. Información Comercial Española, 1996.
"Comments to the paper "Estimating Systems of Trending Variables" of S. Johansen. Econometric Reviews, Vol. 13, 3, 387-191, 1994.
“Comments on the paper "Evolución y Determinantes de la Inversión en Inmuebles en España" of A. Carrascosa and L. Sastre, Moneda y Crédito, Vol., 194, 273-275, 1992.
“Comments on the paper "Cointegración: Una Panorámica" of J. J. Dolado. Revista de Estadística Española, Vol 32, 367-369. 1990.
"Introduction to the Issue of Cointegration and Trends". Cuadernos Económicos de I.C.E. 44, 7-42, March-April 1990.
"Investment in Spain: A Macroeconomic Approach". (joint with J. Andrés, C. Molinas and D. Taguas). Moneda y Crédito, 67-98. 1989

Documentos de Trabajo en proceso de evaluación

"Modeling Electricity Prices: International Evidence" Joint Work with J. I. Peña and Villaplana. Working Paper Universidad Carlos III de Madrid.
“Managing Knowledge Spillovers: The Impact of Absorptive Capacity on Innovation Performance”. Joint work wityh A. Fosfuri y J. A. Tribo. Working Paper Universidad Carlos III de Madrid.
“Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers”. Joint Work with M. Arranz and F. Mármol. Working Paper. Universidad Carlos III de Madrid.
“Assessing the Impact of the Investment Climate on productivity Using Firm-Level Data: Methodology and the Cases of Guatemala, Honduras and Nicaragua”. Joint work with J. Luis Guasch. Working Paper. The World Bank, 2005.

Documentos de Trabajo no publicados

“Cointegration Testing Using Correlations Among Ranges: An Exploratory Analysis”. Joint Work with F. Aparicio. Working Paper. Univesidad Carlos III de Madrid, 1998.
“A Nonlinear Framework for Testing Cointegration Using Induced-Order Statistics”. Joint Work with F. Aparicio. Working Paper. Universidad Carlos III de Madrid, 1998.
“Searching for Linear and Nonlinear Cointegration: A New Approach”. Joint Work with F. Aparicio. Working Paper Universidad Carlos III de Madrid, 97-65(26), 1997.
“A Comparative and Predictive Analysis of Recent Export and Import Functions in Spain. Working Paper. Universidad Carlos III de Madrid, 97-06(01), 1997
“Nonlinear Cointegration with Mixing Errors”. Joint Working with S. Mira. Working Paper. Universidad Carlos III de Madrid, 1997.
"Nonlinear Error-correction Models: The Case of the Money Demand in U.K. 1878-1970". W. P. Universidad Carlos III de Madrid, 1996.
“Employment and Wage Bargaining Models: An Application of a Disequilibrium Approach to the Spanish Labour Market”. Working Paper. Universidad Carlos III de Madrid, 1993.
"Cointegration, Time Co-trend and Error-correction Systems: An Alternative Approach". C.O.R.E, W.P nº 8715, Universite Catholique de Louvain, Louvain La-Neuve, Belgium, 1987.
"Error-correction Systems: Nonlinear Adjustment to Linear Long Run Relationships". C.O.R.E, W nº 8730. Universite Catholique de Louvain, Louvain La-Neuve. Belgium, 1987

	Álvaro Escribano Sáez [Educación] [Áreas de Interés] [Publicaciones] Álvaro Escribano es Catedrático en el Departamento de Economía de la Universidad Carlos III de Madrid y Titular de la Cátedra Telefónica-UC3M de “Economía de las Telecomunicaciones”. Información de Contacto Educación Doctor en Economía (Ph.D): Universty of California, San Diego , 1986. Licenciado en Economía: Universidad Autónoma de Madrid, 1979.
	Áreas de Interés Microeconometría Economía Industrial: Telecomunicaciones, Energía y Cambio técnico. Econometría Financiera. Macroeconometría. Series Temporales Publicaciones
	Artículos en Revistas con Evaluadores Anónimos “Testing for Cointegration Based on Induced Order Statistics”. Joint with A. Garcia and T. Santos. Computacional Statistics (forthcoming). ”Range Unit Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers”. Joint with A. Garcia and F. Aparicio. Journal of Time Series Analysis. 2006. (forthcoming). ”Nonlinear Cointegration and Nonlinear Error Correction: Applications of Tests Based on First Differences of Ranges”. Joint work with A. García and F. Aparicio. Communications in Statistics.2006. (forthcoming). “Asymmetries in Bid-Ask Responses to Innovations in the Trading Process”. Joint Work with R. Pascual. Empirical Economics. 2006. Vol.30, 913-946 (2006). “Boostrapping Cointegration Tests Under Structural Co-breaks: A Robust Extended ECM Test”. Joint Work with M. A. Arranz. TEST, 2005. "On the Bidimentionality of Liquidity”. Joint with R. Pascual and M. Tapia. European Journal of Finance. 2004. Vol.10, 1-15. “Outlier-Robust ECM Cointegration Tests Based on the Trend Components”. Joint with M. A. Arranz. Spanish Economic Review. 2004. Vol. 6, 243-266. “Synchronicity Between Financial Time Series: An Exploratory Analysis”. Joint Work with F. Aparicio and A. García. Editor: Ch. Kyrtsou. Progress in Financial Markets Research. Nova Science Publishers, New York (forthcoming). "Nonlinear Error Correction: The Case of Money Demand in the UK (1878-2000)". Macroeconomic Dynamic. 2004, 8, 76-116. “Evolution and Analysis of the Market Structure of Postal Services in Spain”. Joint with P. González y J. Lasheras. In M. Crew and P. Kleindorfer (eds.) Competitive Transformation of the Postal and Delivery Sector. 2003, 287-309. "Adverse Selection Costs, Trading Activity and Liquidity in the NYSE: An Empirical Analysis in a Dynamic Context." (junto a R. Pascual y M. Tapia) Journal of Banking and Finance, 2003. “Nonlinear Error Correction Models”. Joint with S. Mira. Journal of Time Series Analysis. Vol. 23, 509-522, 2002. "Instrumental Variable Interpretation of Cointegration with Inference Results for Fractional Cointegration" (junto con F. Marmol y F. Aparicio). Econometric Theory, 18, 646-672, 2002. "Testing Nonlinearity: Decision Rules for Selecting between Logistic and Exponential STAR Models" (junto con O. Jorda) Spanish Economic Review, Vol. 3, 193-209, 2001. "Cointegration Testing Under Structural Breaks: A Robust Extended Error Correction Model." (junto a M. Ángel) Oxford Bulletin of Economics and Statistics 62, 23-52, 2000. “Nonlinear Time Series Models: Consistency and Asymptotic Normality of NLS Under New Conditions”. Ed. Barnett et al. Nonlinear Econometric Modeling in time Series Analysis. Joint with S. Mira. Cambridge University Press. 119-164, 2000. “Improved Testing and Specification of Smooth Transition Regression Models”. Ed. Ph. Rothman. Nonlinear Time Series Analysis of Economic and Financial Data. Joint with O. Jorda. 289-320, 1999. "Information-Theoretic Analysis of Serial Correlation and Cointegration." (junto a Aparicio, Felipe) Studies in Nonlinear Dynamics and Econometrics, Vol. 3 (3), 119-140, 1999. “Cointegration: Linearity, Nonlinearity, Outliers and Structural Breaks”. Ed. S. B. Dahiya, The Current State of Economic Science. Joint with F. Aparicio. Spellbound Publications.383-408, 1999. "Cointegration and Common Factors”. Joint with D. Peña . Journal of Time Series Analysis. Vol. 15, nº 6, 577-586, 1994. "Nonlinear Error Correction, Asymmetric Adjustment and Cointegration." (junto a Pfann, Gerard) Economic Modelling 15: 197-216, 1998. "Investigating the Relationship between Gold and Silver Prices." (junto a Granger, C.W.J.) Journal of Forecasting 17: 81-107, 1998. “Forecasting and Analyzing Export and Import Functions in Spain”. Investigaciones Económicas. Vol. XXIII (1), 55-94, 1999. “Hypothesis Testing by Comparison of the Results Obtained from Different Data Bases and Estimators: An Application to Export and Import Functions in Spain”. Revista de Economía Aplicada. Vol. V, 121-155, 1998. "The Spanish 1898 Disaster: The Drift Towards National-Protectionism." (junto a Fraile, Pedro) Revista de Historia Económica, Vol 1, 265-290, 1998. "Computer Investigation of Some Nonlinear Time Series Models". (Joint with C.W.J. Granger, F.C. Huynh y C. Mustafa). Proceedings of the Conference on "Interface Between Statistics and Computing" Atlanta, March 1984. "PcGive Professional 8: A Review." Journal of Applied Econometrics 10: 79-86, 1995. "Computer Investigation of Some Nonlinear Time Series Models". (Joint with C.W.J. Granger, F.C. Huynh y C. Mustafa). Proceedings of the Conference on "Interface Between Statistics and Computing" Atlanta, March 1984. "The Marshallian Demand Function as an Instrument for Measuring the Changes in the Utility of an Individual". Investigaciones Económicas, 15. May-August 1981.
	Libros "La Inversión en España: Modelización Econométrica con Restricciones de Equilibrio" J. Andrés, A. Escribano, C. Molinas y D. Taguas. Antoni Bosch, Editor e Instituto de Estudios Fiscales, 1990. "MOISEES: Modelo de Investigación y Simulación de la Economía Española" C. Molinas, C.F. Ballabriga, E. Canadell, A. Escribano, E. López, L. Manzanedo, R. Mestre, M. Sebastián, D. Taguas. Antoni Bosch, Editor e Instituto de Estudios Fiscales, 1990. Artículos en Otras Revistas “Las Tecnologías de la Información y el Crecimiento Económico en el Siglo XXI”. A. Escribano y J. L. Feito. Sociedad de la Información en España 2003. Telefónica, 15-46. "Evolución de la Estructura de Mercado de las Telecomunicaciones en España" (junto Antonio G. Zaballos). Economistas : España 2001; un balance, 91 extra, 336-344, 2002. "El Funcionamiento de los Mercados y el Comercio Electrónico: Principios Básicos para el Análisis". Revista de Economía Industrial. Vol. 340, 13-30, 2002. “A Comparative Analysis of Exports and Import Functions in Spain”. Información Comercial Española, 1996. "Comments to the paper "Estimating Systems of Trending Variables" of S. Johansen. Econometric Reviews, Vol. 13, 3, 387-191, 1994. “Comments on the paper "Evolución y Determinantes de la Inversión en Inmuebles en España" of A. Carrascosa and L. Sastre, Moneda y Crédito, Vol., 194, 273-275, 1992. “Comments on the paper "Cointegración: Una Panorámica" of J. J. Dolado. Revista de Estadística Española, Vol 32, 367-369. 1990. "Introduction to the Issue of Cointegration and Trends". Cuadernos Económicos de I.C.E. 44, 7-42, March-April 1990. "Investment in Spain: A Macroeconomic Approach". (joint with J. Andrés, C. Molinas and D. Taguas). Moneda y Crédito, 67-98. 1989
	Documentos de Trabajo en proceso de evaluación "Modeling Electricity Prices: International Evidence" Joint Work with J. I. Peña and Villaplana. Working Paper Universidad Carlos III de Madrid. “Managing Knowledge Spillovers: The Impact of Absorptive Capacity on Innovation Performance”. Joint work wityh A. Fosfuri y J. A. Tribo. Working Paper Universidad Carlos III de Madrid. “Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers”. Joint Work with M. Arranz and F. Mármol. Working Paper. Universidad Carlos III de Madrid. “Assessing the Impact of the Investment Climate on productivity Using Firm-Level Data: Methodology and the Cases of Guatemala, Honduras and Nicaragua”. Joint work with J. Luis Guasch. Working Paper. The World Bank, 2005.
	Documentos de Trabajo no publicados “Cointegration Testing Using Correlations Among Ranges: An Exploratory Analysis”. Joint Work with F. Aparicio. Working Paper. Univesidad Carlos III de Madrid, 1998. “A Nonlinear Framework for Testing Cointegration Using Induced-Order Statistics”. Joint Work with F. Aparicio. Working Paper. Universidad Carlos III de Madrid, 1998. “Searching for Linear and Nonlinear Cointegration: A New Approach”. Joint Work with F. Aparicio. Working Paper Universidad Carlos III de Madrid, 97-65(26), 1997. “A Comparative and Predictive Analysis of Recent Export and Import Functions in Spain. Working Paper. Universidad Carlos III de Madrid, 97-06(01), 1997 “Nonlinear Cointegration with Mixing Errors”. Joint Working with S. Mira. Working Paper. Universidad Carlos III de Madrid, 1997. "Nonlinear Error-correction Models: The Case of the Money Demand in U.K. 1878-1970". W. P. Universidad Carlos III de Madrid, 1996. “Employment and Wage Bargaining Models: An Application of a Disequilibrium Approach to the Spanish Labour Market”. Working Paper. Universidad Carlos III de Madrid, 1993. "Cointegration, Time Co-trend and Error-correction Systems: An Alternative Approach". C.O.R.E, W.P nº 8715, Universite Catholique de Louvain, Louvain La-Neuve, Belgium, 1987. "Error-correction Systems: Nonlinear Adjustment to Linear Long Run Relationships". C.O.R.E, W nº 8730. Universite Catholique de Louvain, Louvain La-Neuve. Belgium, 1987