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Alvaro Escribano

Global rank #5187 94%

Institution: Universidad Carlos III de Madrid

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/view/uc3m-dpto-economia

First Publication: 1996

Most Recent: 2025

RePEc ID: pes1 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 2.35 1.68 0.00 6.70
Last 10 Years 0.00 4.36 1.68 0.00 12.07
All Time 0.00 6.03 5.70 0.00 19.94

Publication Statistics

Raw Publications 19
Coauthorship-Adjusted Count 16.16

Publications (19)

Year Article Journal Tier Authors
2025 Modeling and forecasting the long memory of Cyclical Trends in paleoclimate data Energy Economics A 3
2024 Global, Arctic, and Antarctic sea ice volume predictions using score-driven threshold climate models Energy Economics A 3
2023 Score-driven threshold ice-age models: Benchmark models for long-run climate forecasts Energy Economics A 2
2022 What drives spectrum prices in multi-band spectrum markets? An empirical analysis of 4G and 5G auctions in Europe Applied Economics C 3
2021 30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial International Journal of Forecasting B 3
2021 Mixed random forest, cointegration, and forecasting gasoline prices International Journal of Forecasting B 2
2020 European gasoline markets: price transmission asymmetries in mean and variance Applied Economics C 2
2018 Equation-by-equation estimation of multivariate periodic electricity price volatility Energy Economics A 2
2018 A new Cramer-Von Misses cointegration test with application to environmental Kuznets curve Applied Economics C 3
2016 Score-driven dynamic patent count panel data models Economics Letters C 2
2016 Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers Journal of Econometrics A 2
2012 Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications Oxford Bulletin of Economics and Statistics B 2
2011 Modelling Electricity Prices: International Evidence Oxford Bulletin of Economics and Statistics B 3
2010 Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors Journal of Econometrics A 2
2004 Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis Journal of Banking & Finance B 3
2002 INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION Econometric Theory B 3
2000 Cointegration Testing Under Structural Breaks: A Robust Extended Error Correction Model Oxford Bulletin of Economics and Statistics B 2
1998 Non-linear error correction, asymmetric adjustment and cointegration Economic Modeling C 2
1996 Editor's introduction: Asymmetries and nonlinearities in dynamic economic models Journal of Econometrics A 3