Details about Alvaro Escribano

Access statistics for papers by Alvaro Escribano.

Last updated 2009-11-05. Update your information in the RePEc Author Service.

Short-id: pes1

Working Papers

2008

1. Catching up in total factor productivity through the business cycle: evidence from Spanish manufacturing surveys
   Economics Working Papers, Universidad Carlos III, Departamento de Economía View citations
2. Investment climate and firm’s economic performance: econometric methodology and application to Turkey's investment climate survey
   Economics Working Papers, Universidad Carlos III, Departamento de Economía
3. Investment climate assessment based on demean Olley and Pakes decompositions: methodology and application to Turkey's investment climate survey
   Economics Working Papers, Universidad Carlos III, Departamento de Economía
4. Robust methodology for investment climate assessment on productivity: application to investment climate surveys from Central America
   Economics Working Papers, Universidad Carlos III, Departamento de Economía View citations

2005

5. Assessing the impact of the investment climate on productivity using firm-level data: methodology and the cases of Guatemala, Honduras, and Nicaragua
   Policy Research Working Paper Series, The World Bank View citations

2004

6. A RANGE UNIT ROOT TEST
   Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría View citations

2003

7. COINTEGRATION TESTS BASED ON RECORD COUNTING STATISTICS
   Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría
8. RANGE UNIT ROOT TESTS
   Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría View citations

2002

9. HOMENAJE A JUAN URRUTIA
   Documentos de Trabajo de Economía, Universidad Carlos III, Departamento de Economía
10. MODELING ELECTRICITY PRICES: INTERNATIONAL EVIDENCE
    Economics Working Papers, Universidad Carlos III, Departamento de Economía View citations

2001

11. Nonlinear error correction models
    Documentos de trabajo conjunto ULL-ULPGC, Facultad de Ciencias Económicas de la ULPGC View citations

1998

12. Decision Rules for Selecting between Exponential and Logistic STAR
    Working Papers, University of California at Davis, Department of Economics View citations
13. Nonlinearities and outliers: robust specification of STAR models
    Econometric Institute Report, Erasmus University Rotterdam, Econometric Institute
14. The Spanish 1898 disaster: the drift towards national-protectionism
    Working Papers in Economic History, Universidad Carlos III, Departamento de Historia Económica e Instituciones

1996

15. Investigating the Relationship between Gold and Silver Prices
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations

1987

16. Co-integration, time co-trends and error-correction systems: an alternative approach
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations
17. Error-correction systems: nonlinear adjustments to linear long-run relationships
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations

Undated

18. IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS
    Department of Economics, California Davis - Department of Economics View citations

Journal Articles

2009

1. INVESTMENT CLIMATE ASSESSMENT IN INDONESIA, MALAYSIA, THE PHILIPPINES AND THAILAND: RESULTS FROM POOLING FIRM-LEVEL DATA
   The Singapore Economic Review (SER), 2009, 54, (03), 335-366
2. Managing external knowledge flows: The moderating role of absorptive capacity
   Research Policy, 2009, 38, (1), 96-105

2008

3. Testing for cointegration using induced-order statistics
   Computational Statistics, 2008, 23, (1), 131-151

2007

4. The Econometrics of Industrial Organization
   Journal of Applied Econometrics, 2007, 22, (7), 1153-1156 View citations

2006

5. Asymmetries in bid and ask responses to innovations in the trading process
   Empirical Economics, 2006, 30, (4), 913-946 View citations
6. Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test
   TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2006, 15, (1), 179-208
7. Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers
   Journal of Time Series Analysis, 2006, 27, (4), 545-576 View citations

2004

8. Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis
   Journal of Banking & Finance, 2004, 28, (1), 107-128 View citations
9. NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878 2000)
   Macroeconomic Dynamics, 2004, 8, (01), 76-116 View citations
10. On the bi-dimensionality of liquidity
    European Journal of Finance, 2004, 10, (6), 542-566 View citations
11. Outliers - robust ECM cointegration tests based on the trend components
    Spanish Economic Review, 2004, 6, (4), 243-266

2002

12. INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION
    Econometric Theory, 2002, 18, (03), 646-672 View citations

2001

13. Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models
    Spanish Economic Review, 2001, 3, (3), 193-209 View citations

2000

14. Cointegration Testing under Structural Breaks: A Robust Extended Error Correction Model
    Oxford Bulletin of Economics and Statistics, 2000, 62, (1), 23-52 View citations

1999

15. Predicción y análisis de funciones de exportación e importación en España
    Investigaciones Economicas, 1999, 23, (1), 55-94

1998

16. Information-Theoretic Analysis of Serial Dependence and Cointegration
    Studies in Nonlinear Dynamics & Econometrics, 1998, 3, (3) View citations
17. Non-linear error correction, asymmetric adjustment and cointegration
    Economic Modelling, 1998, 15, (2), 197-216 View citations

1996

18. Editor's introduction: Asymmetries and nonlinearities in dynamic economic models
    Journal of Econometrics, 1996, 74, (1), 1-2

1995

19. PcGive Professional 8: A Review
    Journal of Applied Econometrics, 1995, 10, (1), 79-86

1994

20. Comments on "estimating systems of trending variables" by soren johansen
    Econometric Reviews, 1994, 13, (3), 387-389