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~isPartOf:"American journal of agricultural economics"
~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of real estate finance and economics"
~isPartOf:"Working paper"
~person:"Escribano, Álvaro"
~subject:"Agrarpolitik"
~subject:"Asset pricing models"
~subject:"CAPM"
~subject:"EU-Staaten"
~subject:"Forecasting model"
~subject:"United States"
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Escribano, Álvaro
McAleer, Michael
41
Sirmans, Clemon F.
23
Goodwin, Barry K.
22
Guidolin, Massimo
22
Chavas, Jean-Paul
21
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21
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Guo, Hui
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American journal of agricultural economics
Journal of financial economics
The journal of real estate finance and economics
Working paper
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Working papers / Department of Economics, Universidad Carlos III de Madrid
2
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ECONIS (ZBW)
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Global, Arctic, and Antarctic sea ice volume predictions : using score-driven threshold climate models
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Kristof, Erzsebet
-
2024
Persistent link: https://www.econbiz.de/10014517265
Saved in:
2
Modeling and forecasting the long memory of cyclical trends in paleoclimate data
Barrio Castro, Tomás del
;
Escribano, Álvaro
; …
-
2024
Persistent link: https://www.econbiz.de/10014566880
Saved in:
3
Monetary trends in the UK and the USA from 1874 to 2020 : a nonlinear approach to money demand
Escribano, Álvaro
;
Rodríguez, Juan-Andrés
-
2023
Persistent link: https://www.econbiz.de/10014320871
Saved in:
4
Score-driven threshold ice-age models : benchmark models for long-run climate forecasts
Blazsek, Szabolcs
;
Escribano, Álvaro
-
2022
Persistent link: https://www.econbiz.de/10013259822
Saved in:
5
Robust estimation and forecasting of climate change using score-driven ice-age models
Blazsek, Szabolcs
;
Escribano, Álvaro
-
2021
Persistent link: https://www.econbiz.de/10013259967
Saved in:
6
Forecasting gasoline prices with mixed random forest error correction models
Escribano, Álvaro
;
Wang, Dandan
-
2020
Persistent link: https://www.econbiz.de/10012310571
Saved in:
7
Prediction accuracy of bivariate score-driven risk premium and volatility filters : an illustration for the Dow Jones
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012310604
Saved in:
8
Efectos de la digitalización y la productividad en la economía española : una comparación internacional
Aza, Claudia
;
Escribano, Álvaro
-
2019
Persistent link: https://www.econbiz.de/10012038183
Saved in:
9
Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2019
Persistent link: https://www.econbiz.de/10012100515
Saved in:
10
Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk
Ayala, Astrid
;
Blazsek, Szabolcs
;
Escribano, Álvaro
-
2019
Persistent link: https://www.econbiz.de/10012100535
Saved in:
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