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Synchronicity between macroeconomic time series

Escribano, Álvaro; Sipols, Ana E. - In: Progress in financial markets research, (pp. 189-220). 2012

Persistent link: https://www.econbiz.de/10009678548

Error-correction systems : nonlinear adjustments to linear long-run relationships

Escribano, Álvaro - 1987

Persistent link: https://www.econbiz.de/10000747215

Investigating the relationship between gold and silver prices

Escribano, Álvaro; Granger, C. W. J. - 1996

Persistent link: https://www.econbiz.de/10000956797

Equation-by-equation estimation of multivariate periodic electricity price volatility

Escribano, Álvaro; Sucarrat, Genaro - 2016

Persistent link: https://www.econbiz.de/10011541411

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

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

Investigating the relationship between gold and silver prices

Escribano, Álvaro - In: Journal of forecasting 17 (1998) 2, pp. 81-107

Persistent link: https://www.econbiz.de/10001244494

Non-linear error correction, asymmetric adjustment and cointegration

Escribano, Álvaro - In: Economic modelling 15 (1998) 2, pp. 197-216

Persistent link: https://www.econbiz.de/10001247645

Information-theoretic analysis of serial dependence and cointegration

Aparicio, F. M. (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 3, pp. 119-140

Persistent link: https://www.econbiz.de/10001769710

Robust estimation and forecasting of climate change using score-driven ice-age models

Blazsek, Szabolcs; Escribano, Álvaro - In: Econometrics : open access journal 10 (2022) 1, pp. 1-29

We use data on the following climate variables for the period of the last 798 thousand years: global ice volume (Icet), atmospheric carbon dioxide level (CO2,t), and Antarctic land surface temperature (Tempt). Those variables are cyclical and are driven by the following strongly exogenous...

Persistent link: https://www.econbiz.de/10013041132