Álvaro Escribano

2.4k total citations
62 papers, 1.3k citations indexed

About

Álvaro Escribano is a scholar working on Economics and Econometrics, General Economics, Econometrics and Finance and Finance. According to data from OpenAlex, Álvaro Escribano has authored 62 papers receiving a total of 1.3k indexed citations (citations by other indexed papers that have themselves been cited), including 47 papers in Economics and Econometrics, 39 papers in General Economics, Econometrics and Finance and 23 papers in Finance. Recurrent topics in Álvaro Escribano's work include Monetary Policy and Economic Impact (37 papers), Market Dynamics and Volatility (23 papers) and Financial Risk and Volatility Modeling (16 papers). Álvaro Escribano is often cited by papers focused on Monetary Policy and Economic Impact (37 papers), Market Dynamics and Volatility (23 papers) and Financial Risk and Volatility Modeling (16 papers). Álvaro Escribano collaborates with scholars based in Spain, Guatemala and United States. Álvaro Escribano's co-authors include Pablo Villaplana, Juan Ignacio Peña, J. Luis Guasch, Clive W. J. Granger, Szabolcs Blazsek, Genaro Sucarrat, Gerard A. Pfann, Felipe Aparicio, Josep A. Tribó and Daniel Peña and has published in prestigious journals such as Research Policy, Journal of Econometrics and Journal of Banking & Finance.

In The Last Decade

Álvaro Escribano

57 papers receiving 1.2k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Álvaro Escribano Spain 19 907 506 372 227 105 62 1.3k
Stéphane Goutte France 21 1.4k 1.5× 177 0.3× 605 1.6× 119 0.5× 81 0.8× 115 1.9k
Stan Hurn Australia 24 1.3k 1.4× 599 1.2× 684 1.8× 285 1.3× 55 0.5× 90 2.0k
Andrea Teglio Italy 18 724 0.8× 221 0.4× 303 0.8× 39 0.2× 98 0.9× 38 1.0k
Sjur Westgaard Norway 18 757 0.8× 207 0.4× 377 1.0× 334 1.5× 38 0.4× 82 1.3k
António Rua Portugal 22 1.6k 1.7× 935 1.8× 737 2.0× 86 0.4× 92 0.9× 55 2.0k
Ronald Huisman Netherlands 18 1.0k 1.1× 289 0.6× 949 2.6× 479 2.1× 29 0.3× 62 1.7k
Christos S. Savva Cyprus 19 650 0.7× 302 0.6× 515 1.4× 39 0.2× 56 0.5× 71 1.1k
Massimiliano Caporin Italy 26 1.7k 1.9× 638 1.3× 1.4k 3.7× 97 0.4× 124 1.2× 171 2.3k
Fei Wu China 21 723 0.8× 155 0.3× 247 0.7× 145 0.6× 95 0.9× 77 1.2k
Francesco Ravazzolo Italy 26 1.4k 1.5× 1.0k 2.0× 838 2.3× 228 1.0× 25 0.2× 123 2.1k

Countries citing papers authored by Álvaro Escribano

Since Specialization
Citations

This map shows the geographic impact of Álvaro Escribano's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Álvaro Escribano with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Álvaro Escribano more than expected).

Fields of papers citing papers by Álvaro Escribano

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Álvaro Escribano. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Álvaro Escribano. The network helps show where Álvaro Escribano may publish in the future.

Co-authorship network of co-authors of Álvaro Escribano

This figure shows the co-authorship network connecting the top 25 collaborators of Álvaro Escribano. A scholar is included among the top collaborators of Álvaro Escribano based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Álvaro Escribano. Álvaro Escribano is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Castro, Tomás del Barrio, Álvaro Escribano, & Philipp Sibbertsen. (2025). Modeling and forecasting the long memory of Cyclical Trends in paleoclimate data. Energy Economics. 147. 108520–108520.
2.
Blazsek, Szabolcs, et al.. (2024). Score-Driven Location Plus Scale Models: Asymptotic Theory and An Application to Forecasting Dow Jones Volatility. Studies in Nonlinear Dynamics and Econometrics.
3.
Blazsek, Szabolcs, et al.. (2023). Non-Gaussian score-driven conditionally heteroskedastic models with a macroeconomic application. Macroeconomic Dynamics. 28(1). 32–50. 2 indexed citations
4.
Cobos, Carlos & Álvaro Escribano. (2023). High-Speed Rail: A Panel Data Impact Evaluation by Municipalities on Depopulation and Unemployment. SSRN Electronic Journal. 1 indexed citations
5.
Blazsek, Szabolcs, et al.. (2022). Anticipating extreme losses using score-driven shape filters. Studies in Nonlinear Dynamics and Econometrics. 27(4). 449–484. 7 indexed citations
6.
Blazsek, Szabolcs, et al.. (2022). Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility. Studies in Nonlinear Dynamics and Econometrics. 28(1). 61–82. 9 indexed citations
7.
Blazsek, Szabolcs, et al.. (2021). Multivariate Markov-switching score-driven models: an application to the global crude oil market. Studies in Nonlinear Dynamics and Econometrics. 26(3). 313–335. 10 indexed citations
8.
Frías, Zoraida, et al.. (2021). What drives spectrum prices in multi-band spectrum markets? An empirical analysis of 4G and 5G auctions in Europe. Applied Economics. 54(5). 536–553. 2 indexed citations
9.
Blazsek, Szabolcs, et al.. (2020). Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models. 10(1). 53–66. 6 indexed citations
10.
Escribano, Álvaro, et al.. (2018). Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market. Studies in Nonlinear Dynamics and Econometrics. 22(5). 3 indexed citations
11.
Sucarrat, Genaro & Álvaro Escribano. (2017). Estimation of log-GARCH models in the presence of zero returns. European Journal of Finance. 24(10). 809–827. 15 indexed citations
12.
Escribano, Álvaro, et al.. (2009). Empirical Econometric Evaluation of Alternative Methods of Dealing with Missing Values in Investment Climate Surveys. RePEc: Research Papers in Economics.
13.
Pascual, Roberto, Álvaro Escribano, & Mikel Tapia. (2004). On the bi-dimensionality of liquidity. European Journal of Finance. 10(6). 542–566. 9 indexed citations
14.
Escribano, Álvaro, et al.. (2004). Outliers - robust ECM cointegration tests based on the trend components. e-Archivo (Carlos III University of Madrid). 6(4). 243–266. 4 indexed citations
15.
Escribano, Álvaro. (2004). NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (18782000). Macroeconomic Dynamics. 8(1). 76–116. 29 indexed citations
16.
Pascual, Roberto, Álvaro Escribano, & Mikel Tapia. (2003). On the Bi-dimensionality of Liquidity. SSRN Electronic Journal. 1 indexed citations
17.
Escribano, Álvaro, Philip Hans Franses, & Dick van Dijk. (1998). Nonlinearities and outliers: robust specification of STAR models. RePub (Erasmus University, Rotterdam). 4 indexed citations
18.
Escribano, Álvaro & Clive W. J. Granger. (1996). Investigating the Relationship between Gold and Silver Prices. LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Científicas). 4 indexed citations
19.
Escribano, Álvaro. (1995). PCgive professional 8: A review. Journal of Applied Econometrics. 10(1). 79–86. 2 indexed citations
20.
Escribano, Álvaro. (1986). Identification and modelling of economic relationships in a growing economy. UMI Dissertation Services eBooks. 11 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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