Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

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


0.38

Impact Factor

0.29

5-Years IF

13

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 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.11
19960.22000 (%)0.1
19970.22000 (%)0.09
19980.24000 (%)0.13
19990.3000 (%)0.16
20000.37000 (%)0.14
20010.37000 (%)0.17
20020.379910.1140006 (15%)0.18
20030.440.40.44152490.38139949412 (8.6%)40.270.19
20040.670.410.671438240.6360241624169 (15%)20.140.18
20050.90.430.792058400.6964292638307 (10.9%)90.450.21
20060.820.440.662078470.643342858382 (4.7%)60.30.19
20070.450.370.421391370.41540187833 (%)10.080.17
20080.120.390.3814105330.31233348231 (%)0.17
20090.070.360.1218123210.172727281101 (3.7%)10.060.17
20100.160.340.1510133250.19133258513 (%)0.15
20110.110.410.1513146300.213428375111 (2.9%)10.080.2
20120.30.450.1326172360.21742376891 (1.4%)20.080.21
20130.380.50.284176420.24239158123 (%)10.250.2
20140.70.550.569185610.331030217140 (%)0.25
20150.380.570.454189400.2131356228 (%)0.26
20160.380.660.293192390.291355616 (%)0.34
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.

Full description at Econpapers || Download paper

55
22003Exchange 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

40
32002Cointegration 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

36
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

34
52005New-Keynesian Macroeconomics and the Term Structure. (2005). Moreno, Antonio ; Cho, Seonghoon ; Bekaert, Geert. In: Faculty Working Papers. RePEc:una:unccee:wp0405.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

27
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.

Full description at Econpapers || Download paper

21
82003Testing 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

19
92003Fractional 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

15
102003A Structural Estimation and Interpretation of the New Keynesian Macro Model. (2003). Moreno, Antonio ; Cho, Seonghoon. In: Faculty Working Papers. RePEc:una:unccee:wp1403.

Full description at Econpapers || Download paper

15
112005A Small-Sample Study of the New-Keynesian Macro Model. (2005). Moreno, Antonio ; Cho, Seonghoon. In: Faculty Working Papers. RePEc:una:unccee:wp0305.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

14
132008Modelling 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

14
142004Pay 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.

Full description at Econpapers || Download paper

11
152010Does energy consumption by the US electric power secto exhibit long memory behaviour?. (2010). Payne, James ; Gil-Alana, Luis ; Loomis, David . In: Faculty Working Papers. RePEc:una:unccee:wp0410.

Full description at Econpapers || Download paper

11
162004Fractional Integration and Business Cycles Features. (2004). Gil-Alana, Luis ; Candelon, Bertrand. In: Faculty Working Papers. RePEc:una:unccee:wp0904.

Full description at Econpapers || Download paper

9
172003Reaching Inflation Stability. (2003). Moreno, Antonio. In: Faculty Working Papers. RePEc:una:unccee:wp1303.

Full description at Econpapers || Download paper

9
182005Goodness-of-fit Tests for Linear and Non-linear Time Series Models. (2005). Escanciano, Juan Carlos. In: Faculty Working Papers. RePEc:una:unccee:wp0205.

Full description at Econpapers || Download paper

9
192016Oil price volatility and stock returns in the G7 economies. (2016). Pérez de Gracia, Fernando ; Molero, Juan Carlos ; Daz, Elena Mara . In: Faculty Working Papers. RePEc:una:unccee:wp0116.

Full description at Econpapers || Download paper

9
202004Model Checks Using Residual Marked Empirical Processes. (2004). Escanciano, Juan Carlos. In: Faculty Working Papers. RePEc:una:unccee:wp1304.

Full description at Econpapers || Download paper

8
212014Global 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

8
222006Distribution-free Tests of Fractional Cointegration. (2006). Velasco, Carlos ; Hualde, Javier. In: Faculty Working Papers. RePEc:una:unccee:wp0806.

Full description at Econpapers || Download paper

7
232009Measuring 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

7
242009Fractional Integration and Structural Breaks in U.S. Macro Dynamics. (2009). Moreno, Antonio ; Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp0209.

Full description at Econpapers || Download paper

7
252012A 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

5
262004Multibidding Game under Uncertainty. (2004). Veszteg, Róbert. In: Faculty Working Papers. RePEc:una:unccee:wp1404.

Full description at Econpapers || Download paper

5
272006Changes 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

5
282012Credit-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

5
292005Walking inside the Potential Tax Evaders Mind. (2005). Pujol, Francesc ; Molero, Juan Carlos. In: Faculty Working Papers. RePEc:una:unccee:wp0105.

Full description at Econpapers || Download paper

5
302005Unbalanced Cointegration. (2005). Hualde, Javier. In: Faculty Working Papers. RePEc:una:unccee:wp0605.

Full description at Econpapers || Download paper

4
312009Liberalizing Trade in Environmental Goods. (2009). Mathew, Anuj ; Dijkstra, Bouwe R.. In: Faculty Working Papers. RePEc:una:unccee:wp1609.

Full description at Econpapers || Download paper

4
322011Banks 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

4
332006Fractional integration and structural breaks at unknown periods of time. (2006). Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp1606.

Full description at Econpapers || Download paper

4
342012Derivatives 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.

Full description at Econpapers || Download paper

4
352006Ranking Journals Following a Matching Model Approach. An Application to Public Economics Journals. (2006). Pujol, Francesc. In: Faculty Working Papers. RePEc:una:unccee:wp1206.

Full description at Econpapers || Download paper

4
362008The Persistence of Earnings per Share. (2008). Gil-Alana, Luis ; Pelaez, Rolando . In: Faculty Working Papers. RePEc:una:unccee:wp0808.

Full description at Econpapers || Download paper

4
372009Wage 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
382002Do 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.

Full description at Econpapers || Download paper

3
392007Sustainability of Collusion: Evidence from the Late 19th Century Basque Iron and Steel Industry. (2007). Veszteg, Róbert ; Mendi, Pedro. In: Faculty Working Papers. RePEc:una:unccee:wp0407.

Full description at Econpapers || Download paper

3
402004Oil 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

3
412003Structural 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

3
422006Testing the Martingale Difference Hypothesis Using Integrated Regression Functions. (2006). Velasco, Carlos ; Escanciano, Juan Carlos. In: Faculty Working Papers. RePEc:una:unccee:wp0606.

Full description at Econpapers || Download paper

3
432006Technology Shocks and Hours Worked: A Fractional Integration Perspective. (2006). Moreno, Antonio ; Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp0306.

Full description at Econpapers || Download paper

3
442003Welfare and Output in Third-Degree Price Discrimination: a Note. (2003). Zaratiegui, Jesús ; Galera, Francisco . In: Faculty Working Papers. RePEc:una:unccee:wp0703.

Full description at Econpapers || Download paper

3
452009Further 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.

Full description at Econpapers || Download paper

2
462015Public Goods in Endogenous Networks. (2015). Merlino, Luca ; Kinateder, Markus. In: Faculty Working Papers. RePEc:una:unccee:wp0215.

Full description at Econpapers || Download paper

2
472012Liquidity 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
482006New 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.

Full description at Econpapers || Download paper

2
492008Regime switching models of hedge fund returns. (2008). Downarowicz, Anna ; Blazsek, Szabolcs. In: Faculty Working Papers. RePEc:una:unccee:wp1208.

Full description at Econpapers || Download paper

2
502004Deterministic Seasonality versus Seasonal Fractional Integration. (2004). Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp0704.

Full description at Econpapers || Download paper

2

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

34
22003Exchange 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

10
32016Oil price volatility and stock returns in the G7 economies. (2016). Pérez de Gracia, Fernando ; Molero, Juan Carlos ; Daz, Elena Mara . In: Faculty Working Papers. RePEc:una:unccee:wp0116.

Full description at Econpapers || Download paper

9
42010Does energy consumption by the US electric power secto exhibit long memory behaviour?. (2010). Payne, James ; Gil-Alana, Luis ; Loomis, David . In: Faculty Working Papers. RePEc:una:unccee:wp0410.

Full description at Econpapers || Download paper

9
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

8
62003Stock 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
72011An 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

6
82003Fractional 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

5
92008Modelling 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

5
102002Cointegration 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

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
122011Banks 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

3
132014The Neglected Ethical and Spiritual Motivations in the Workplace. (2014). Ferrero, Ignacio ; Hoffman, Michael W ; Guilln, Manuel . In: Faculty Working Papers. RePEc:una:unccee:wp0814.

Full description at Econpapers || Download paper

2
142012A 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

2

Citing documents used to compute impact factor 5:


YearTitle
2016Conformism and self-selection in social networks. (2016). Boucher, Vincent. In: Journal of Public Economics. RePEc:eee:pubeco:v:136:y:2016:i:c:p:30-44.

Full description at Econpapers || Download paper

2016Do Ethical Leaders Give Followers the Confidence to Go the Extra Mile? The Moderating Role of Intrinsic Motivation. (2016). Tu, Yidong ; Lu, Xinxin . In: Journal of Business Ethics. RePEc:kap:jbuset:v:135:y:2016:i:1:d:10.1007_s10551-014-2463-6.

Full description at Econpapers || Download paper

2016Spiritual Intelligence (SQ): A Holistic Framework for Human Resource Development. (2016). Ahmed, Adeel ; Akhtar, Sohail ; Mahmood, Arshad ; Arshad, Mohd Anuar. In: REVISTA ADMINISTRATIE SI MANAGEMENT PUBLIC. RePEc:rom:rampas:v:2016:y:2016:i:26:p:60-77.

Full description at Econpapers || Download paper

2016Monetary Transmission: Are Emerging Market and Low-Income Countries Different?. (2016). Vlcek, Jan ; Bulir, Ales. In: Working Papers. RePEc:cnb:wpaper:2016/02.

Full description at Econpapers || Download paper

2016Financial globalisation and monetary independence. (2016). Disyatat, Piti ; Rungcharoenkitkul, Phurichai . In: BIS Papers chapters. RePEc:bis:bisbpc:88-14.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)


Recent citations received in 2016

YearCiting document

Recent citations received in 2015

YearCiting document

Recent citations received in 2014

YearCiting document

Recent citations received in 2013

YearCiting document
2013Safe Assets, Liquidity and Monetary Policy. (2013). Nisticò, Salvatore ; Benigno, Pierpaolo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9767.

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, 1st 2017. Contact: CitEc Team