Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Faculty Working Papers / School of Economics and Business Administration, University of Navarra


[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators


Raw data:


IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.08000000.04
19910.08000000.04
19920.09000000.05
19930.1000000.04
19940.12000000.05
19950.16000000.09
19960.19000000.09
19970.2000000.09
19980.21000000.13
19990.27000000.16
20000.39000000.16
20010.3722422000.17
20020.38101210.0818200.18
20030.420.41830100.33961256030.170.19
20040.540.431747240.515028152020.120.19
20050.630.452067340.5153352218.280.40.24
20060.590.46673340.47537229.10.2
20070.380.39376270.3672610010.330.17
20080.110.411086250.291691010.10.18
20090.230.3718104180.17413300.18
20100.110.337111190.17028300.16
20110.040.4511122240.28251010.090.23
20120.220.4626148260.1871842510.040.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:


YearTitleCited
2003Exchange Rate Volatility and Economic Performance in Peru: A Firm Level Analysis. (2003). Galdon-Sanchez, Jose ; Carranza, Luis ; Cayo, Juan M.. In: Faculty Working Papers. RePEc:una:unccee:wp1203.

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22
2003Stock Market Cycles, Financial Liberalization and Volatility. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Edwards, Sebastian. In: Faculty Working Papers. RePEc:una:unccee:wp0803.

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19
2005New-Keynesian Macroeconomics and the Term Structure. (2005). Moreno, Antonio ; Cho, Seonghoon ; Bekaert, Geert. In: Faculty Working Papers. RePEc:una:unccee:wp0405.

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18
2004Exchange Rate and Inflation Dynamics in Dollarized Economies. (2004). Gómez Biscarri, Javier ; Galdon-Sanchez, Jose ; Carranza, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp1004.

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18
2003Testing of Fractional Cointegration in Macroeconomic Time Series. (2003). Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp0903.

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16
2005A Small-Sample Study of the New-Keynesian Macro Model. (2005). Moreno, Antonio ; Cho, Seonghoon. In: Faculty Working Papers. RePEc:una:unccee:wp0305.

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15
2002Cointegration in Fractional Systems with Unknown Integration Orders. (2002). Robinson, Peter ; Hualde, Javier. In: Faculty Working Papers. RePEc:una:unccee:wp0702.

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14
2003A Structural Estimation and Interpretation of the New Keynesian Macro Model. (2003). Moreno, Antonio ; Cho, Seonghoon. In: Faculty Working Papers. RePEc:una:unccee:wp1403.

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13
2003Reaching Inflation Stability. (2003). Moreno, Antonio. In: Faculty Working Papers. RePEc:una:unccee:wp1303.

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12
2005Goodness-of-fit Tests for Linear and Non-linear Time Series Models. (2005). Escanciano, Juan Carlos. In: Faculty Working Papers. RePEc:una:unccee:wp0205.

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10
2004Fractional Integration and Business Cycles Features. (2004). Gil-Alana, Luis ; Candelon, Bertrand. In: Faculty Working Papers. RePEc:una:unccee:wp0904.

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9
2008Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks. (2008). Gil-Alana, Luis ; Caporale, Guglielmo M.. In: Faculty Working Papers. RePEc:una:unccee:wp1108.

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8
2004Model Checks Using Residual Marked Empirical Processes. (2004). Escanciano, Juan Carlos. In: Faculty Working Papers. RePEc:una:unccee:wp1304.

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8
2003Fractional Integration and the Dynamics of UK Unemployment. (2003). Gil-Alana, Luis ; S. G. Brian HENRY, . In: Faculty Working Papers. RePEc:una:unccee:wp1003.

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8
2007Semiparametric Estimation of Fractional Cointegration. (2007). Hualde, Javier ; ROBINSON, PETER . In: Faculty Working Papers. RePEc:una:unccee:wp0706.

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7
2004Pay and Performance in the Spanish Soccer League: Who Gets the Expected Monopsony Rents?. (2004). Pujol, Francesc ; Garcia-del-Barrio, Pedro ; Pedro Gracia-del-Barrio, . In: Faculty Working Papers. RePEc:una:unccee:wp0504.

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6
2004Multibidding Game under Uncertainty. (2004). Veszteg, Róbert. In: Faculty Working Papers. RePEc:una:unccee:wp1404.

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5
2011An Analysis of Oil Production by OPEC Countries: Persistence, Breaks, and Outliers. (2011). Payne, James ; Gil-Alana, Luis ; Barros, Carlos. In: Faculty Working Papers. RePEc:una:unccee:wp0111.

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5
0000Ranking Journals Following a Matching Model Approach. An Application to Public Economics Journals. (0000). Pujol, Francesc. In: Faculty Working Papers. RePEc:una:unccee:wp1206.

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4
2008Distribution-free Tests of Fractional Cointegration. (2008). Velasco, Carlos ; Hualde, Javier. In: Faculty Working Papers. RePEc:una:unccee:wp0806.

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4
2005Walking inside the Potential Tax Evaders Mind. (2005). Pujol, Francesc ; Molero, Juan Carlos. In: Faculty Working Papers. RePEc:una:unccee:wp0105.

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4
2005Unbalanced Cointegration. (2005). Hualde, Javier. In: Faculty Working Papers. RePEc:una:unccee:wp0605.

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4
0000Fractional integration and structural breaks at unknown periods of time. (0000). Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp1606.

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4
2002Stock Market Cycles and Stock Market Development in Spain. (2002). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier. In: Faculty Working Papers. RePEc:una:unccee:wp0102.

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3
2012Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach. (2012). Moreno, Antonio ; López-Espinosa, Germán ; Valderrama, Laura ; Lopez-Espinosa, German ; Rubia, Antonio . In: Faculty Working Papers. RePEc:una:unccee:wp0212.

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3
2003Welfare and Output in Third-Degree Price Discrimination: a Note. (2003). Zaratiegui, Jesús ; Galera, Francisco . In: Faculty Working Papers. RePEc:una:unccee:wp0703.

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3
2008The Persistence of Earnings per Share. (2008). Gil-Alana, Luis ; Pelaez, Rolando . In: Faculty Working Papers. RePEc:una:unccee:wp0808.

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3
2006Testing the Martingale Difference Hypothesis Using Integrated Regression Functions. (2006). Velasco, Carlos ; Escanciano, Juan Carlos. In: Faculty Working Papers. RePEc:una:unccee:wp0606.

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3
0000Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994. (0000). Gil-Alana, Luis ; Caporale, Guglielmo M.. In: Faculty Working Papers. RePEc:una:unccee:wp1805.

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2
0000New Revelations about Unemployment Persistence in Spain. (0000). Gil-Alana, Luis ; Garcia-del-Barrio, Pedro ; Pedro Garcia-del-Barrio, . In: Faculty Working Papers. RePEc:una:unccee:wp1006.

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2
2003Technology Shocks and Hours Worked: A Fractional Integration Perspective. (2003). Moreno, Antonio ; Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp0306.

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2
2012Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis. (2012). Mayordomo, Sergio ; Arce, Oscar ; Pea, Juan Ignacio . In: Faculty Working Papers. RePEc:una:unccee:wp2212.

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2
2009Measuring US Presidents Political Commitment for Fiscal Discipline between 1920 and 2008. (2009). Pujol, Francesc. In: Faculty Working Papers. RePEc:una:unccee:wp0109.

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2
2004Deterministic Seasonality versus Seasonal Fractional Integration. (2004). Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp0704.

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2
2002Multivariate Tests of Fractionally Integrated Hypotheses. (2002). Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp0902.

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1
2003Structural Changes in Volatility and Stock Market Development: Evidence for Spain. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Cuñado, Juncal ; Cunado, Juncal . In: Faculty Working Papers. RePEc:una:unccee:wp0603.

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1
2012A Non-linear Approach with Long Range Dependence based on Chebyshev Polynomials. (2012). Gil-Alana, Luis ; Cuestas, Juan. In: Faculty Working Papers. RePEc:una:unccee:wp1412.

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1
2011Market Definition with Differentiated Products: A Spatial Competition Application. (2011). Elizalde, Javier. In: Faculty Working Papers. RePEc:una:unccee:wp0711.

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1
The relationship between investment and large exchange rate depreciations in dollarized economies. (2001). Gómez Biscarri, Javier ; Galdon-Sanchez, Jose ; Carranza, Luis ; Jose Enrique Galdon Sanchez, . In: Faculty Working Papers. RePEc:una:unccee:wp0108.

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1
2008Time trend estimation with breaks in temperature time series. (2008). Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp0908.

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1
2004Sustainability of Collusion: Evidence from the Late 19th Century Basque Iron and Steel Industry. (2004). Veszteg, Róbert ; Mendi, Pedro. In: Faculty Working Papers. RePEc:una:unccee:wp0407.

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1
2006Joint Diagnostic Tests for Conditional Mean and Variance Specifications. (2006). Escanciano, Juan Carlos. In: Faculty Working Papers. RePEc:una:unccee:wp0206.

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1
2011Exploring Survey-Based Inflation Forecasts. (2011). Pérez de Gracia, Fernando ; Moreno, Antonio ; Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp0511.

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1
2009Further evidence on the PPP analysis of the Australian dollar. Non-linearities, fractional integration and structural change. (2009). Gil-Alana, Luis ; Cuesta, Juan C.. In: Faculty Working Papers. RePEc:una:unccee:wp0709.

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1
Data-Driven Smooth Tests for the Martingale Difference Hypothesis. (2001). Mayoral, Silvia ; Escanciano, Juan Carlos. In: Faculty Working Papers. RePEc:una:unccee:wp0107.

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1
2005A Consistent Diagnostic Test for Regression Models Using Projections. (2005). Escanciano, Juan Carlos. In: Faculty Working Papers. RePEc:una:unccee:wp0905.

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1
2004Exchange Rate Behavior and Exchange Rate Puzzles: Why the XVIII Century Might Help. (2004). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Sanchez, Rafael Torres. In: Faculty Working Papers. RePEc:una:unccee:wp1204.

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1
0000Long run and cyclical strong dependence in macroeconomic time series. Nelson and Plosser revisited. (0000). Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp1706.

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1
Linking Decisions with Moments. (2005). Veszteg, Róbert. In: Faculty Working Papers. RePEc:una:unccee:wp1005.

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1
2006Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L. (2006). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Cuñado, Juncal ; Cuado, Juncal . In: Faculty Working Papers. RePEc:una:unccee:wp0106.

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1

Citing documents used to compute impact factor 4:


YearTitleSee
2012Testing for Persistence with Breaks and Outliers in South African House Prices. (2012). GUPTA, RANGAN ; Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp2012.

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[Citation Analysis]
2012Testing for Persistence with Breaks and Outliers in South African House Prices. (2012). GUPTA, RANGAN ; Gil-Alana, Luis ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201233.

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[Citation Analysis]
2012Why Have Bank Interest Margins Been so High in Indonesia Since the 1997/1998 Financial Crisis?. (2012). TARAZI, Amine ; TRINUGROHO, IRWAN ; Agusman, Agusman . In: Working Papers. RePEc:hal:wpaper:hal-00916531.

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[Citation Analysis]
2012A theoretical approach to market definition analysis. (2012). Elizalde, Javier . In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:34:y:2012:i:3:p:449-475.

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[Citation Analysis]

Cites in year: CiY


Recent citations received in: 2012


YearTitleSee
2012Liquidity Commonalities in the Corporate CDS Market around the 2007-2012 Financial Crisis. (2012). Mayordomo, Sergio ; Pea, Juan Ignacio ; Rodriguez-Moreno, Maria . In: Faculty Working Papers. RePEc:una:unccee:wp2312.

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[Citation Analysis]

Recent citations received in: 2011


YearTitleSee
2011Measuring the level and uncertainty of trend inflation. (2011). Mertens, Elmar. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2011-42.

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[Citation Analysis]

Recent citations received in: 2009


YearTitleSee

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.