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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

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

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 and asymmetric pricing behaviour in the Spanish gasoline market

Escribano, Álvaro; Torrado, María - 2017

Persistent link: https://www.econbiz.de/10011800161

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

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

Are money demand equations still alive and kicking? : historical evidence of cointegration for the UK, using nonlinear techniques

Escribano, Álvaro; Rodríguez, Juan-Andrés; Arranz, … - 2025

Persistent link: https://www.econbiz.de/10015395823

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

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

Nonlinear Error Correction Models

Escribano, Álvaro; Mira Navarro, Santiago - 2004

The relationship between cointegration and error correction (EC) models is well characterized in a linear context, but the extension to the nonlinear context is still a challenge. Few extensions of the linear framework have been done in the context of nonlinear error correction (NEC) or...

Persistent link: https://www.econbiz.de/10014111324