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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

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

0.57

Impact Factor

0.45

5-Years IF

11

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.08000 (%)0.05
19910.08000 (%)0.05
19920.09000 (%)0.05
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.15000 (%)0.1
19960.19000 (%)0.09
19970.2000 (%)0.08
19980.21000 (%)0.12
19990.27000 (%)0.15
20000.36000 (%)0.14
20010.362242200 (%)0.17
20020.37101210.0831226 (19.4%)0.18
20030.420.390.42183090.310612512512 (11.3%)20.110.18
20040.570.410.531747240.5153281630169 (17%)20.120.18
20050.630.430.552168370.5456352247267 (12.5%)90.430.22
20060.580.450.41775360.48738226828 (%)0.19
20070.430.380.37378330.4211281273271 (9.1%)310.17
20080.20.380.361088270.31221026624 (%)10.10.17
20090.230.350.1718106210.22113358101 (4.8%)10.060.17
20100.210.320.212118240.22865912 (%)0.15
20110.070.410.111129250.19213025051 (4.8%)10.090.2
20120.170.460.1326155270.17332345471 (3%)10.040.21
20130.320.490.254159330.21137127719 (%)10.250.22
20140.570.560.45159460.2930177132 (%)0.3
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

 

50 most cited documents in this series:

[Click on heading to sort table]

YearTitleCited
2003Stock Market Cycles, Financial Liberalization and Volatility. (2003). de Gracia, Fernando Perez . In: Faculty Working Papers. RePEc:una:unccee:wp0803.

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28
2002Cointegration in Fractional Systems with Unknown Integration Orders. (2002). Hualde, Javier . In: Faculty Working Papers. RePEc:una:unccee:wp0702.

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27
2005New-Keynesian Macroeconomics and the Term Structure. (2005). . In: Faculty Working Papers. RePEc:una:unccee:wp0405.

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23
2003Exchange Rate Volatility and Economic Performance in Peru: A Firm Level Analysis. (2003). Cayo, Juan M.. In: Faculty Working Papers. RePEc:una:unccee:wp1203.

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22
2004Exchange Rate and Inflation Dynamics in Dollarized Economies. (2004). . In: Faculty Working Papers. RePEc:una:unccee:wp1004.

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19
2012Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach. (2012). Moreno, Antonio ; Valderrama, Laura ; Lopez-Espinosa, German ; Rubia, Antonio . In: Faculty Working Papers. RePEc:una:unccee:wp0212.

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19
2003Testing of Fractional Cointegration in Macroeconomic Time Series. (2003). Gil-Alana, Luis A.. In: Faculty Working Papers. RePEc:una:unccee:wp0903.

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16
2011An Analysis of Oil Production by OPEC Countries: Persistence, Breaks, and Outliers. (2011). Barros, Carlos Pestana ; Gil-Alana, Luis A. ; Payne, James E.. In: Faculty Working Papers. RePEc:una:unccee:wp0111.

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

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

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14
2007Semiparametric Estimation of Fractional Cointegration. (2007). Hualde, Javier ; Robinson, Peter . In: Faculty Working Papers. RePEc:una:unccee:wp0706.

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11
2003Reaching Inflation Stability. (2003). . In: Faculty Working Papers. RePEc:una:unccee:wp1303.

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10
2005Goodness-of-fit Tests for Linear and Non-linear Time Series Models. (2005). . In: Faculty Working Papers. RePEc:una:unccee:wp0205.

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9
2004Fractional Integration and Business Cycles Features. (2004). Gil-Alana, Luis A.. In: Faculty Working Papers. RePEc:una:unccee:wp0904.

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9
2003Fractional Integration and the Dynamics of UK Unemployment. (2003). Gil-Alana, Luis A. ; S. G. Brian HENRY, . In: Faculty Working Papers. RePEc:una:unccee:wp1003.

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

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9
2004Model Checks Using Residual Marked Empirical Processes. (2004). . In: Faculty Working Papers. RePEc:una:unccee:wp1304.

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8
2008Distribution-free Tests of Fractional Cointegration. (2008). Hualde, Javier . In: Faculty Working Papers. RePEc:una:unccee:wp0806.

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7
2009Fractional Integration and Structural Breaks in U.S. Macro Dynamics. (2009). Gil-Alana, Luis A.. In: Faculty Working Papers. RePEc:una:unccee:wp0209.

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

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6
2009Measuring US Presidents Political Commitment for Fiscal Discipline between 1920 and 2008. (2009). . In: Faculty Working Papers. RePEc:una:unccee:wp0109.

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

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5
2012Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis. (2012). Pea, Juan Ignacio ; Mayordomo, Sergio ; Arce, oscar . In: Faculty Working Papers. RePEc:una:unccee:wp2212.

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5
2009Liberalizing Trade in Environmental Goods. (2009). Mathew, Anuj J. ; Dijkstra, Bouwe R.. In: Faculty Working Papers. RePEc:una:unccee:wp1609.

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4
Ranking Journals Following a Matching Model Approach. An Application to Public Economics Journals. (). . In: Faculty Working Papers. RePEc:una:unccee:wp1206.

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

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

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4
2005Walking inside the Potential Tax Evaders Mind. (2005). . In: Faculty Working Papers. RePEc:una:unccee:wp0105.

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

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3
3
2006Testing the Martingale Difference Hypothesis Using Integrated Regression Functions. (2006). . In: Faculty Working Papers. RePEc:una:unccee:wp0606.

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3
2006Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L. (2006). de Gracia, Fernando Perez ; Cuado, Juncal . In: Faculty Working Papers. RePEc:una:unccee:wp0106.

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3
2012Derivatives Holdings and Systemic Risk in the U.S. Banking Sector. (2012). Pea, Juan Ignacio ; Mayordomo, Sergio ; Rodriguez-Moreno, Maria . In: Faculty Working Papers. RePEc:una:unccee:wp2112.

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

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3
2012A Non-linear Approach with Long Range Dependence based on Chebyshev Polynomials. (2012). . In: Faculty Working Papers. RePEc:una:unccee:wp1412.

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

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3
2004Oil Prices, Economic Activity and Inflation: Evidence for Some Asian Countries. (2004). de Gracia, Fernando Perez ; Cunado, Juncal . In: Faculty Working Papers. RePEc:una:unccee:wp0604.

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2
Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994. (). Caporale, Guglielmo M. ; Gil-Alana, Luis Alberiko . In: Faculty Working Papers. RePEc:una:unccee:wp1805.

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2
2003Structural Changes in Volatility and Stock Market Development: Evidence for Spain. (2003). de Gracia, Fernando Perez ; Cunado, Juncal . In: Faculty Working Papers. RePEc:una:unccee:wp0603.

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2
2009Wage Stickiness and Unemployment Fluctuations: An Alternative Approach. (2009). Moreno, Antonio ; Casares, Miguel ; Vazquez, Jesus . In: Faculty Working Papers. RePEc:una:unccee:wp0409.

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2
2011Banks’ Net Interest Margin in the 2000s: A Macro-Accounting International Perspective. (2011). Moreno, Antonio ; Lopez-Espinosa, German ; de Gracia, Fernando Perez . In: Faculty Working Papers. RePEc:una:unccee:wp1111.

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2
2008Regime switching models of hedge fund returns. (2008). Blazsek, Szabolcs . In: Faculty Working Papers. RePEc:una:unccee:wp1208.

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

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2
0000New Revelations about Unemployment Persistence in Spain. (0000). Gil-Alana, Luis Alberiko ; 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). Gil-Alana, Luis Alberiko . In: Faculty Working Papers. RePEc:una:unccee:wp0306.

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2
2009Further evidence on the PPP analysis of the Australian dollar. Non-linearities, fractional integration and structural change. (2009). Cuesta, Juan C. ; Gil-Alana, Luis A.. In: Faculty Working Papers. RePEc:una:unccee:wp0709.

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

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

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1
2012Executive Compensation and Systemic Risk: The Role of Non-Interest Income and Wholesale Funding. (2012). Rubia, Antonio ; Balboa, Marina ; Ray, Korok ; Lopez-Espinosa, German . In: Faculty Working Papers. RePEc:una:unccee:wp0412.

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

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1

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

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

Full description at Econpapers || Download paper

19
2011An Analysis of Oil Production by OPEC Countries: Persistence, Breaks, and Outliers. (2011). Barros, Carlos Pestana ; Gil-Alana, Luis A. ; Payne, James E.. In: Faculty Working Papers. RePEc:una:unccee:wp0111.

Full description at Econpapers || Download paper

13
2003Stock Market Cycles, Financial Liberalization and Volatility. (2003). de Gracia, Fernando Perez . In: Faculty Working Papers. RePEc:una:unccee:wp0803.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

5
2009Measuring US Presidents Political Commitment for Fiscal Discipline between 1920 and 2008. (2009). . In: Faculty Working Papers. RePEc:una:unccee:wp0109.

Full description at Econpapers || Download paper

5
2012Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis. (2012). Pea, Juan Ignacio ; Mayordomo, Sergio ; Arce, oscar . In: Faculty Working Papers. RePEc:una:unccee:wp2212.

Full description at Econpapers || Download paper

4
2003Fractional Integration and the Dynamics of UK Unemployment. (2003). Gil-Alana, Luis A. ; S. G. Brian HENRY, . In: Faculty Working Papers. RePEc:una:unccee:wp1003.

Full description at Econpapers || Download paper

4
2002Cointegration in Fractional Systems with Unknown Integration Orders. (2002). Hualde, Javier . In: Faculty Working Papers. RePEc:una:unccee:wp0702.

Full description at Econpapers || Download paper

4
2003Testing of Fractional Cointegration in Macroeconomic Time Series. (2003). Gil-Alana, Luis A.. In: Faculty Working Papers. RePEc:una:unccee:wp0903.

Full description at Econpapers || Download paper

3
2012A Non-linear Approach with Long Range Dependence based on Chebyshev Polynomials. (2012). . In: Faculty Working Papers. RePEc:una:unccee:wp1412.

Full description at Econpapers || Download paper

3
2003Exchange Rate Volatility and Economic Performance in Peru: A Firm Level Analysis. (2003). Cayo, Juan M.. In: Faculty Working Papers. RePEc:una:unccee:wp1203.

Full description at Econpapers || Download paper

3
2008Distribution-free Tests of Fractional Cointegration. (2008). Hualde, Javier . In: Faculty Working Papers. RePEc:una:unccee:wp0806.

Full description at Econpapers || Download paper

3
2008Regime switching models of hedge fund returns. (2008). Blazsek, Szabolcs . In: Faculty Working Papers. RePEc:una:unccee:wp1208.

Full description at Econpapers || Download paper

2
2009Wage Stickiness and Unemployment Fluctuations: An Alternative Approach. (2009). Moreno, Antonio ; Casares, Miguel ; Vazquez, Jesus . In: Faculty Working Papers. RePEc:una:unccee:wp0409.

Full description at Econpapers || Download paper

2
2004Oil Prices, Economic Activity and Inflation: Evidence for Some Asian Countries. (2004). de Gracia, Fernando Perez ; Cunado, Juncal . In: Faculty Working Papers. RePEc:una:unccee:wp0604.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 17:

[Click on heading to sort table]

YearTitleSee
2014Liquidity crisis, relationship lending and corporate finance. (2014). Dewally, Michael ; Shao, Yingying . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:39:y:2014:i:c:p:223-239.

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[Citation Analysis]
2014Measuring and testing for the systemically important financial institutions. (2014). Castro, Carlos ; Ferrari, Stijn . In: Journal of Empirical Finance. RePEc:eee:empfin:v:25:y:2014:i:c:p:1-14.

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[Citation Analysis]
2014Interest rate risk propagation: Evidence from the credit crunch. (2014). Liu, Chih-Liang ; Chou, Ray Yeutien ; Yang, Hsin-Feng . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:242-264.

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[Citation Analysis]
2014Bank Risk Within and Across Equilibria. (2014). Agur, Itai . In: IMF Working Papers. RePEc:imf:imfwpa:14/116.

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[Citation Analysis]
2014Systemic risk and bank business models. (2014). Zhou, Chen ; van Oordt, Maarten . In: DNB Working Papers. RePEc:dnb:dnbwpp:442.

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[Citation Analysis]
2014The Great Cross-Border Bank Deleveraging: Supply Constraints and Intra-Group Frictions. (2014). Cerutti, Eugenio ; Claessens, Stijn . In: IMF Working Papers. RePEc:imf:imfwpa:14/180.

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[Citation Analysis]
2014Assessing the contribution of banks, insurance and other financial services to systemic risk. (2014). Guilmin, Gregory ; Bernal, Oscar ; Gnabo, Jean-Yves . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:47:y:2014:i:c:p:270-287.

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[Citation Analysis]
2014Bank risk within and across equilibria. (2014). Agur, Itai . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:48:y:2014:i:c:p:322-333.

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[Citation Analysis]
2014Main Romanian Commercial Banks’ Systemic Risk during Financial Crisis: a CoVar Approach. (2014). Oanea, Dumitru-Cristian ; Anghelache, Gabriela . In: The Review of Finance and Banking. RePEc:rfb:journl:v:06:y:2014:i:2:p:069-080.

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[Citation Analysis]
2014Systemic Risk and Bank Size. (2014). Zhao, Lei ; Varotto, Simone . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2014-17.

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[Citation Analysis]
2014Analysis of deviance in household financial portfolio choice: evidence from Spain. (2014). Callado Muñoz, Francisco Jose, . In: MPRA Paper. RePEc:pra:mprapa:57497.

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[Citation Analysis]
2014Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013. (2014). de Gracia, Ferando Perez ; Gupta, Rangan ; Gil-Alana, Luis A.. In: Working Papers. RePEc:pre:wpaper:201450.

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[Citation Analysis]
2014Persistence and cycles in historical oil price data. (2014). Gil-Alana, Luis A. ; Gupta, Rangan . In: Energy Economics. RePEc:eee:eneeco:v:45:y:2014:i:c:p:511-516.

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[Citation Analysis]
2014Sovereign CDS Spreads in Europe: The Role of Global Risk Aversion, Economic Fundamentals, Liquidity, and Spillovers. (2014). Heinz, Frigyes F ; Sun, Yan . In: IMF Working Papers. RePEc:imf:imfwpa:14/17.

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[Citation Analysis]
2014CDS and equity market reactions to stock issuances in the U.S. financial industry: evidence from the 2002-13 period. (2014). Pan, Kevin ; Phan, Minh ; Cornette, Marcia Millon . In: Staff Reports. RePEc:fip:fednsr:697.

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[Citation Analysis]
2014Determinants of financial distress in u.s. large bank holding companies. (2014). Xie, Li ; Zhang, Zhuang ; lu, xiangyun . In: MPRA Paper. RePEc:pra:mprapa:53545.

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[Citation Analysis]
2014Credit Default Swaps: A Survey. (2014). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Augustin, Patrick ; Subrahmanyam, Marti G.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000040.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2012

[Click on heading to sort table]

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

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[Citation Analysis]

Recent citations received in: 2011

[Click on heading to sort table]

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]

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.