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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

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

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

Improved gradient scaling for score-driven filters with an application to stock market volatility

Blazsek, Szabolcs; Escribano, Álvaro; Ayala, Astrid - 2025

Persistent link: https://www.econbiz.de/10015396160

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

Modeling and forecasting the long memory of cyclical trends in paleoclimate data

Barrio Castro, Tomás del; Escribano, Álvaro; … - 2024

This paper identifies and estimates the relevant cycles in paleoclimate data of earth temperature, ice volume and CO2. Cyclical cointegration analysis is used to connect these cycles to the earth eccentricity and obliquity and to see that the earth surface temperature and ice volume are closely...

Persistent link: https://www.econbiz.de/10015152710

Anthropogenic effects of climate change : further evidence from a fractionally integrated ice-age model

Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2024

Persistent link: https://www.econbiz.de/10015110731

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