Álvaro Escribano

Universidad Carlos III de Madrid - Department of Economics

Professor

Calle Madrid 126

Getafe, 28903

Spain

http://www.eco.uc3m.es/english/staff/contact_info/

SCHOLARLY PAPERS

13

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Top 7,569

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62

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Scholarly Papers (13)

1.

Modeling Electricity Prices: International Evidence

EFMA 2002 London Meetings; EFA 2002 Berlin Meetings Presented Paper
Number of pages: 32 Posted: 06 Feb 2002
Álvaro Escribano, Juan Ignacio Peña and Pablo Villaplana
Universidad Carlos III de Madrid - Department of Economics, Universidad Carlos III de Madrid - Department of Business Administration and Comisión Nacional de Energía
Downloads 1,781 (8,588)

Abstract:

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electricity prices, seasonality, mean reversion, GARCH, jumps, unit root test, bootstrap

2.

Assessing the Impact of the Investment Climate on Productivity Using Firm-Level Data: Methodology and the Cases of Guatemala, Honduras, and Nicaragua

World Bank Policy Research Working Paper No. 3621
Number of pages: 107 Posted: 14 Jul 2005
Álvaro Escribano and J. Luis Guasch
Universidad Carlos III de Madrid - Department of Economics and World Bank - Finance, Private Sector and Infrastructure Sector (LCSFP)
Downloads 467 (59,259)

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3.

Asymmetries in Bid and Ask Responses to Innovations in the Trading Process

Empirical Economics, 30, 913-946 (2006)
Number of pages: 40 Posted: 11 Jul 2001 Last Revised: 06 Oct 2014
Álvaro Escribano and Roberto Pascual
Universidad Carlos III de Madrid - Department of Economics and Universidad de las Islas Baleares
Downloads 298 (99,763)

Abstract:

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Market Microstructure, bid and ask time series, VEC models, adverse-selection costs, asymmetric dynamics

4.

Assessing the Impact of Infrastructure Quality on Firm Productivity in Africa: Cross-Country Comparisons Based on Investment Climate Surveys from 1999 to 2005

World Bank Policy Research Working Paper No. 5191
Number of pages: 117 Posted: 20 Apr 2016
Álvaro Escribano, J. Luis Guasch and Jorge Pena
Universidad Carlos III de Madrid - Department of Economics, World Bank - Finance, Private Sector and Infrastructure Sector (LCSFP) and Universidad Carlos III de Madrid
Downloads 233 (129,008)

Abstract:

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Transport Economics Policy & Planning, Economic Theory & Research, E-Business, Labor Policies, Infrastructure Economics

5.

On the Bi-Dimensionality of Liquidity

European Journal of Finance, 10, 6, 542-566 (2004)
Number of pages: 37 Posted: 04 Mar 2003 Last Revised: 07 Oct 2014
Roberto Pascual, Álvaro Escribano and Mikel Tapia
Universidad de las Islas Baleares, Universidad Carlos III de Madrid - Department of Economics and Universidad del País Vasco (UPV/EHU)
Downloads 195 (152,840)

Abstract:

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Liquidity, bi-dimensionality, ambiguity, volatility

6.

Managing External Knowledge Flows: The Moderating Role of Absorptive Capacity

Research Policy 38, pp. 96-105, 2009
Number of pages: 11 Posted: 28 Aug 2014
Álvaro Escribano, Andrea Fosfuri and Josep A. Tribo
Universidad Carlos III de Madrid - Department of Economics, Universidad Carlos III de Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 65 (336,741)

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Absorptive capacity, Innovation, External knowledge flows

7.

Empirical Econometric Evaluation of Alternative Methods of Dealing with Missing Values in Investment Climate Surveys

World Bank Policy Research Working Paper No. 5346
Number of pages: 100 Posted: 20 Apr 2016
Álvaro Escribano, Jorge Pena and J. Luis Guasch
Universidad Carlos III de Madrid - Department of Economics, Universidad Carlos III de Madrid and World Bank - Finance, Private Sector and Infrastructure Sector (LCSFP)
Downloads 52 (375,078)

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E-Business, Statistical & Mathematical Sciences, Economic Theory & Research, Information Security & Privacy, Information and Records Management

8.

Range Unit-Root (Rur) Tests: Robust Against Nonlinearities, Error Distributions, Structural Breaks and Outliers

Journal of Time Series Analysis, Vol. 27, No. 4, pp. 545-576, July 2006
Number of pages: 32 Posted: 02 Jun 2006
Felipe Aparicio, Álvaro Escribano and Ana E. Sipols
Universidad Carlos III de Madrid - Department of Statistics and Econometrics, Universidad Carlos III de Madrid - Department of Economics and Universidad Rey Juan Carlos de Madrid
Downloads 22 (501,068)
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9.

Nonlinear Error Correction Models

Journal of Time Series Analysis, Vol. 23, pp. 509-522, 2002
Number of pages: 14 Posted: 15 May 2003
Álvaro Escribano and Santiago Mira Navarro
Universidad Carlos III de Madrid - Department of Economics and Universidad de Las Palmas de Gran Canaria
Downloads 12 (558,995)
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10.

The Impact of Health Research on Length of Stay in Spanish Public Hospitals

Research Policy (Forthcoming)
Posted: 01 Feb 2017
Antonio Garcia Romero, Álvaro Escribano and Josep A. Tribo
IE Business School. IE University, Universidad Carlos III de Madrid - Department of Economics and Universidad Carlos III de Madrid - Department of Business Administration

Abstract:

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Medical, Surgical and Basic Research, Clinical Outcomes, Length of Stay, Hospital Efficiency, Absorptive Capacity, Translational Approach

11.

Investment Climate Assessment in Indonesia, Malaysia, the Philippines and Thailand: Results from Pooling Firm-Level Data

The Singapore Economic Review, Vol. 54, No. 3, pp. 335-366, 2009
Posted: 25 Apr 2010
Álvaro Escribano, J. Luis Guasch, Manuel de Orte and Jorge Pena
Universidad Carlos III de Madrid - Department of Economics, World Bank - Finance, Private Sector and Infrastructure Sector (LCSFP), Universidad Carlos III de Madrid and Universidad Carlos III de Madrid

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Total factor productivity, investment climate, firms' perceptions, robust econometric methodology, demean Olley and Pakes decomposition, cross-country comparisons

12.

Improved Testing and Specification of Smooth Transition Regression Models

UC Davis Working Paper #97-26
Posted: 29 Nov 1997
Álvaro Escribano and Oscar Jorda
Universidad Carlos III de Madrid - Department of Economics and University of California, Davis - Department of Economics

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13.

Investigating the Relationship between Gold and Silver Prices

UCSD Economics Discussion Paper 96-38
Posted: 26 Feb 1997
Álvaro Escribano and Clive W. J. Granger
Universidad Carlos III de Madrid - Department of Economics and University of California, San Diego (UCSD) - Department of Economics

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