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

0.38

Impact Factor

0.45

5-Years IF

11

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.06
19910.09000 (%)0.05
19920.11000 (%)0.06
19930.14000 (%)0.07
19940.12000 (%)0.06
19950.16000 (%)0.1
19960.2000 (%)0.09
19970.21000 (%)0.09
19980.22000 (%)0.13
19990.28000 (%)0.16
20000.37000 (%)0.14
20010.36000 (%)0.17
20020.379910.1133006 (18.2%)0.18
20030.440.40.44152480.33121949412 (9.9%)30.20.19
20040.670.420.671438240.6358241624169 (15.5%)20.140.19
20050.790.430.712058370.6463292338277 (11.1%)90.450.21
20060.850.450.622078440.5639342958362 (5.1%)50.250.2
20070.450.390.421391370.41340187833 (%)10.080.17
20080.120.390.3814105330.31183348231 (%)0.17
20090.070.370.1218123210.172527281101 (4%)10.060.18
20100.160.330.1410133230.17113258512 (%)0.15
20110.110.410.1313146280.193228375101 (3.1%)10.080.2
20120.30.460.1326172360.21552376891 (1.8%)20.080.21
20130.380.50.284176410.23139158123 (%)10.250.21
20140.670.540.549185530.29830207138 (%)0.26
20150.380.60.454189390.2111356228 (%)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:

#YearTitleCited
12012Short-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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37
22002Cointegration in Fractional Systems with Unknown Integration Orders. (2002). Robinson, Peter ; Hualde, Javier. In: Faculty Working Papers. RePEc:una:unccee:wp0702.

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29
32003Stock 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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29
42005New-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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28
52003Exchange 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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28
62011An 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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26
72004Exchange 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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20
82003Testing of Fractional Cointegration in Macroeconomic Time Series. (2003). Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp0903.

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18
92003A 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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15
102003Fractional 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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15
112005A 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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14
122006Semiparametric Estimation of Fractional Cointegration. (2006). Hualde, Javier ; Robinson, Peter . In: Faculty Working Papers. RePEc:una:unccee:wp0706.

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11
132004Pay 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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11
142003Reaching Inflation Stability. (2003). Moreno, Antonio. In: Faculty Working Papers. RePEc:una:unccee:wp1303.

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9
152010Does energy consumption by the US electric power secto exhibit long memory behaviour?. (2010). Gil-Alana, Luis ; Loomis, David ; Payne, James . In: Faculty Working Papers. RePEc:una:unccee:wp0410.

Full description at Econpapers || Download paper

9
162008Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks. (2008). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Faculty Working Papers. RePEc:una:unccee:wp1108.

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9
172005Goodness-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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9
182004Fractional Integration and Business Cycles Features. (2004). Gil-Alana, Luis ; Candelon, Bertrand. In: Faculty Working Papers. RePEc:una:unccee:wp0904.

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9
192004Model Checks Using Residual Marked Empirical Processes. (2004). Escanciano, Juan Carlos. In: Faculty Working Papers. RePEc:una:unccee:wp1304.

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8
202014Global Factors in the Term Structure of Interest Rates. (2014). Sola, Sergio ; Moreno, Antonio ; Abbritti, Mirko ; Dell'Erba, Salvatore . In: Faculty Working Papers. RePEc:una:unccee:wp0114.

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7
212006Distribution-free Tests of Fractional Cointegration. (2006). Velasco, Carlos ; Hualde, Javier. In: Faculty Working Papers. RePEc:una:unccee:wp0806.

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7
222009Fractional Integration and Structural Breaks in U.S. Macro Dynamics. (2009). Moreno, Antonio ; Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp0209.

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7
232009Measuring 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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6
242004Multibidding Game under Uncertainty. (2004). Veszteg, Róbert. In: Faculty Working Papers. RePEc:una:unccee:wp1404.

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5
252006Changes 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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5
262012Credit-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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5
272012A 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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5
282009Liberalizing Trade in Environmental Goods. (2009). Mathew, Anuj ; Dijkstra, Bouwe R.. In: Faculty Working Papers. RePEc:una:unccee:wp1609.

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4
292005Walking 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
302005Unbalanced Cointegration. (2005). Hualde, Javier. In: Faculty Working Papers. RePEc:una:unccee:wp0605.

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4
312006Ranking Journals Following a Matching Model Approach. An Application to Public Economics Journals. (2006). Pujol, Francesc. In: Faculty Working Papers. RePEc:una:unccee:wp1206.

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4
322006Fractional integration and structural breaks at unknown periods of time. (2006). Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp1606.

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4
332012Derivatives Holdings and Systemic Risk in the U.S. Banking Sector. (2012). Mayordomo, Sergio ; Pea, Juan Ignacio ; Rodriguez-Moreno, Maria . In: Faculty Working Papers. RePEc:una:unccee:wp2112.

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4
342008The Persistence of Earnings per Share. (2008). Gil-Alana, Luis ; Pelaez, Rolando . In: Faculty Working Papers. RePEc:una:unccee:wp0808.

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4
352002Do Spanish Stock Market Prices Follow a Random Walk?. (2002). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp0102.

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3
362003Structural 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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3
372011Banks Net Interest Margin in the 2000s: A Macro-Accounting International Perspective. (2011). Pérez de Gracia, Fernando ; Moreno, Antonio ; López-Espinosa, Germán ; Lopez-Espinosa, German . In: Faculty Working Papers. RePEc:una:unccee:wp1111.

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3
382006Testing 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
392009Wage Stickiness and Unemployment Fluctuations: An Alternative Approach. (2009). Vázquez, Jesús ; Moreno, Antonio ; Casares, Miguel ; Vazquez, Jesus . In: Faculty Working Papers. RePEc:una:unccee:wp0409.

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3
402003Welfare 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
412005Long Memory at the Long Run and at the Cyclical Frequencies:Modelling Real Wages in England: 1260-1994. (2005). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Faculty Working Papers. RePEc:una:unccee:wp1805.

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2
422006New Revelations about Unemployment Persistence in Spain. (2006). Gil-Alana, Luis ; Garcia-del-Barrio, Pedro ; Pedro Garcia-del-Barrio, . In: Faculty Working Papers. RePEc:una:unccee:wp1006.

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2
432006Technology Shocks and Hours Worked: A Fractional Integration Perspective. (2006). Moreno, Antonio ; Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp0306.

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2
442012Liquidity 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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2
452008Regime switching models of hedge fund returns. (2008). Downarowicz, Anna ; Blazsek, Szabolcs. In: Faculty Working Papers. RePEc:una:unccee:wp1208.

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2
462004Deterministic Seasonality versus Seasonal Fractional Integration. (2004). Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp0704.

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2
472004Oil Prices, Economic Activity and Inflation: Evidence for Some Asian Countries. (2004). Pérez de Gracia, Fernando ; Cuñado, Juncal ; Cunado, Juncal . In: Faculty Working Papers. RePEc:una:unccee:wp0604.

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2
482009Further 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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2
492003The Structure of Payments in Technology Transfer Contracts: Evidence from Spain. (2003). Mendi, Pedro. In: Faculty Working Papers. RePEc:una:unccee:wp0503.

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1
502008Fractional integration and data frequency. (2008). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Faculty Working Papers. RePEc:una:unccee:wp1008.

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1

50 most relevant documents in this series (papers most cited in the last two years)

#YearTitleCited
12012Short-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.

Full description at Econpapers || Download paper

30
22011An 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.

Full description at Econpapers || Download paper

14
32010Does energy consumption by the US electric power secto exhibit long memory behaviour?. (2010). Gil-Alana, Luis ; Loomis, David ; Payne, James . In: Faculty Working Papers. RePEc:una:unccee:wp0410.

Full description at Econpapers || Download paper

8
42003Stock Market Cycles, Financial Liberalization and Volatility. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Edwards, Sebastian. In: Faculty Working Papers. RePEc:una:unccee:wp0803.

Full description at Econpapers || Download paper

7
52014Global Factors in the Term Structure of Interest Rates. (2014). Sola, Sergio ; Moreno, Antonio ; Abbritti, Mirko ; Dell'Erba, Salvatore . In: Faculty Working Papers. RePEc:una:unccee:wp0114.

Full description at Econpapers || Download paper

7
62003Fractional Integration and the Dynamics of UK Unemployment. (2003). Gil-Alana, Luis ; S. G. Brian HENRY, . In: Faculty Working Papers. RePEc:una:unccee:wp1003.

Full description at Econpapers || Download paper

6
72012A 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.

Full description at Econpapers || Download paper

4
82009Measuring US Presidents Political Commitment for Fiscal Discipline between 1920 and 2008. (2009). Pujol, Francesc. In: Faculty Working Papers. RePEc:una:unccee:wp0109.

Full description at Econpapers || Download paper

4
92003Exchange 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.

Full description at Econpapers || Download paper

4
102012Credit-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.

Full description at Econpapers || Download paper

3
112009Wage Stickiness and Unemployment Fluctuations: An Alternative Approach. (2009). Vázquez, Jesús ; Moreno, Antonio ; Casares, Miguel ; Vazquez, Jesus . In: Faculty Working Papers. RePEc:una:unccee:wp0409.

Full description at Econpapers || Download paper

3
122006Changes 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.

Full description at Econpapers || Download paper

2
132002Cointegration in Fractional Systems with Unknown Integration Orders. (2002). Robinson, Peter ; Hualde, Javier. In: Faculty Working Papers. RePEc:una:unccee:wp0702.

Full description at Econpapers || Download paper

2
142012Liquidity 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.

Full description at Econpapers || Download paper

2
152011Banks Net Interest Margin in the 2000s: A Macro-Accounting International Perspective. (2011). Pérez de Gracia, Fernando ; Moreno, Antonio ; López-Espinosa, Germán ; Lopez-Espinosa, German . In: Faculty Working Papers. RePEc:una:unccee:wp1111.

Full description at Econpapers || Download paper

2
162004Oil Prices, Economic Activity and Inflation: Evidence for Some Asian Countries. (2004). Pérez de Gracia, Fernando ; Cuñado, Juncal ; Cunado, Juncal . In: Faculty Working Papers. RePEc:una:unccee:wp0604.

Full description at Econpapers || Download paper

2
172006Distribution-free Tests of Fractional Cointegration. (2006). Velasco, Carlos ; Hualde, Javier. In: Faculty Working Papers. RePEc:una:unccee:wp0806.

Full description at Econpapers || Download paper

2
182003Structural 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.

Full description at Econpapers || Download paper

2
192008Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks. (2008). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Faculty Working Papers. RePEc:una:unccee:wp1108.

Full description at Econpapers || Download paper

2
202003Testing of Fractional Cointegration in Macroeconomic Time Series. (2003). Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp0903.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 5:

YearTitle
2015Co-Movement, Spillovers and Excess Returns in Global Bond Markets?. (2015). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph. In: Working Papers. RePEc:gla:glaewp:2015_12.

Full description at Econpapers || Download paper

2015Monetary policy and financial spillovers: losing traction?. (2015). Rungcharoenkitkul, Phurichai ; Disyatat, Piti. In: BIS Working Papers. RePEc:bis:biswps:518.

Full description at Econpapers || Download paper

2015Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets. (2015). Asgharian, Hossein ; Larsson, Marcus ; Liu, LU. In: Working Papers. RePEc:hhs:lunewp:2015_030.

Full description at Econpapers || Download paper

2015Monetary Policy and Financial Spillovers: Losing Traction?. (2015). Rungcharoenkitkul, Phurichai ; Disyatat, Piti . In: PIER Discussion Papers. RePEc:pui:dpaper:9..

Full description at Econpapers || Download paper

2015Monetary Transmission; Are Emerging Market and Low Income Countries Different?. (2015). Vlcek, Jan ; Bulir, Ales. In: IMF Working Papers. RePEc:imf:imfwpa:15/239.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2014
YearCiting document

Recent citations received in 2012
YearCiting document
2012Measuring systemic funding liquidity risk in the Russian banking system. (2012). . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2012_012.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team