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Nonlinear error correction : the case of money demand in the United Kingdom (1878-2000)
Escribano, Álvaro - In: Macroeconomic dynamics 8 (2004) 1, pp. 76-116
Persistent link: https://www.econbiz.de/10001930635
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Testing nonlinearity: decision rules for selecting between logistic and exponential STAR models
Escribano, Álvaro; Jordà, Òscar - In: Spanish economic review : SER 3 (2001) 3, pp. 193-209
Persistent link: https://www.econbiz.de/10001618850
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Nonlinear time series models : consistency and asymptotic normality of NLS under new conditions
Mira, Santiago; Escribano, Álvaro - In: Nonlinear econometric modeling in time series : …, (pp. 119-164). 2000
Persistent link: https://www.econbiz.de/10001532225
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Nonlinear common trends for the global crude oil market : Markov-switching score-driven models of the multivariate t-distribution
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2020
Persistent link: https://www.econbiz.de/10012221928
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A new Cramer-Von Misses cointegration test with application to environmental Kuznets curve
Escribano, Álvaro; Santos-Martín, M. Teresa; Sipols, … - In: Applied economics 50 (2018) 36, pp. 3966-3978
Persistent link: https://www.econbiz.de/10012060174
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Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market
Escribano, Álvaro; Torrado, María - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-19
Persistent link: https://www.econbiz.de/10011965358
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Co-integration with score-driven models : an application to US real GDP growth, US inflation rate, and effective federal funds rate
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - In: Macroeconomic dynamics 27 (2023) 1, pp. 203-223
Persistent link: https://www.econbiz.de/10014247362
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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