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

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
14
Impact Factor
0
5 Years IF
0.94
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.19 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.12
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.12
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.47 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.4 0 0 0 0 0 0 0 0 0 0 0.22
2002 0 0.41 0.11 0 9 9 46 1 0 0 1 0 0 0.23
2003 0.44 0.42 0.33 0.44 15 24 180 8 9 9 4 9 4 3 37.5 4 0.27 0.24
2004 0.67 0.47 0.63 0.67 14 38 69 19 33 24 16 24 16 5 26.3 2 0.14 0.27
2005 0.76 0.49 0.64 0.63 20 58 65 36 70 29 22 38 24 9 25 9 0.45 0.29
2006 0.82 0.48 0.59 0.62 18 76 48 44 115 34 28 58 36 6 13.6 5 0.28 0.27
2007 0.47 0.41 0.47 0.47 13 89 6 41 157 38 18 76 36 3 7.3 1 0.08 0.22
2008 0.13 0.46 0.31 0.33 14 103 36 31 189 31 4 80 26 3 9.7 0 0.23
2009 0.07 0.43 0.2 0.13 18 121 32 24 213 27 2 79 10 3 12.5 1 0.06 0.23
2010 0.16 0.37 0.24 0.19 10 131 17 31 244 32 5 83 16 0 0 0.2
2011 0.14 0.47 0.26 0.18 13 144 43 37 281 28 4 73 13 1 2.7 1 0.08 0.25
2012 0.26 0.5 0.21 0.13 26 170 117 36 317 23 6 68 9 7 19.4 3 0.12 0.26
2013 0.41 0.52 0.29 0.3 4 174 1 50 367 39 16 81 24 0 1 0.25 0.24
2014 0.77 0.54 0.34 0.59 9 183 10 62 430 30 23 71 42 0 0 0.28
2015 0.46 0.54 0.24 0.47 4 187 6 45 475 13 6 62 29 0 0 0.28
2016 0.38 0.57 0.25 0.32 3 190 35 47 522 13 5 56 18 1 2.1 1 0.33 0.29
2017 1.86 0.58 0.39 0.87 1 191 0 74 596 7 13 46 40 0 0 0.28
2018 2.5 0.6 0.29 0.48 0 191 0 56 652 4 10 21 10 0 0 0.31
2019 0 0.65 0.25 0.94 3 194 0 48 700 1 17 16 0 0 0.38
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations 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
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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76
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.

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52
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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44
42002Cointegration in Fractional Systems with Unknown Integration Orders. (2002). Robinson, Peter ; Hualde, Javier. In: Faculty Working Papers. RePEc:una:unccee:wp0702.

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42
52011An 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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34
62003Testing of Fractional Cointegration in Macroeconomic Time Series. (2003). Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp0903.

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31
72005New-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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30
82016Oil price volatility and stock returns in the G7 economies. (2016). Pérez de Gracia, Fernando ; Molero, Juan Carlos ; Rodrguez-Ferradas, Mara Isabel ; Sandulli, Francesco ; Alfaro-Tanco, Jos A. In: Faculty Working Papers. RePEc:una:unccee:wp0316.

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26
92004Exchange 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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22
102008Modelling 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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20
112003Fractional 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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20
122004Pay 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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16
132012Term Structure Persistence. (2012). Moreno, Antonio ; Lovcha, Yuliya ; Gil-Alana, Luis ; Abbritti, Mirko. In: Faculty Working Papers. RePEc:una:unccee:wp2612.

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15
142003A 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
152005A 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
162010Does 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.

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14
172006Semiparametric Estimation of Fractional Cointegration. (2006). Hualde, Javier ; Robinson, Peter. In: Faculty Working Papers. RePEc:una:unccee:wp0706.

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14
182004Model Checks Using Residual Marked Empirical Processes. (2004). Escanciano, Juan Carlos. In: Faculty Working Papers. RePEc:una:unccee:wp1304.

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12
192016Oil shocks on unemployment in Central and Eastern Europe. (2016). Pérez de Gracia, Fernando ; Gil-Alana, Luis ; Cuestas, Juan ; Molero, Juan Carlos ; Daz, Elena Mara . In: Faculty Working Papers. RePEc:una:unccee:wp0116.

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10
202006Changes 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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9
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.

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9
222004Fractional Integration and Business Cycles Features. (2004). Gil-Alana, Luis ; Candelon, Bertrand. In: Faculty Working Papers. RePEc:una:unccee:wp0904.

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9
232005Goodness-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
242003Reaching Inflation Stability. (2003). Moreno, Antonio. In: Faculty Working Papers. RePEc:una:unccee:wp1303.

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9
252008Time trend estimation with breaks in temperature time series. (2008). Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp0908.

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8
262009Fractional 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
272012Credit-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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7
282009Measuring 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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7
292006Distribution-free Tests of Fractional Cointegration. (2006). Velasco, Carlos ; Hualde, Javier. In: Faculty Working Papers. RePEc:una:unccee:wp0806.

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7
302011Banks 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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7
312012A 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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6
322009Liberalizing Trade in Environmental Goods. (2009). Mathew, Anuj ; Dijkstra, Bouwe. In: Faculty Working Papers. RePEc:una:unccee:wp1609.

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6
332004Multibidding Game under Uncertainty. (2004). Veszteg, Róbert. In: Faculty Working Papers. RePEc:una:unccee:wp1404.

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5
342003Structural 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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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.

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4
362005Walking 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
372008The Persistence of Earnings per Share. (2008). Gil-Alana, Luis ; Pelaez, Rolando . In: Faculty Working Papers. RePEc:una:unccee:wp0808.

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4
382015Public Goods in Endogenous Networks. (2015). Merlino, Luca ; Kinateder, Markus. In: Faculty Working Papers. RePEc:una:unccee:wp0215.

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4
392012Derivatives 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
402005Unbalanced Cointegration. (2005). Hualde, Javier. In: Faculty Working Papers. RePEc:una:unccee:wp0605.

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4
412006Fractional 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
422009Wage 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
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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3
442006Testing 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
452003Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach. (2003). Pérez de Gracia, Fernando ; Gil-Alana, Luis ; Cuñado, Juncal ; Cunado, Juncal. In: Faculty Working Papers. RePEc:una:unccee:wp0103.

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3
462003Welfare 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
472009Further 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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3
482002Do 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
492004Oil 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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3
502008Regime switching models of hedge fund returns. (2008). Downarowicz, Anna ; Blazsek, Szabolcs. In: Faculty Working Papers. RePEc:una:unccee:wp1208.

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3
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12016Oil price volatility and stock returns in the G7 economies. (2016). Pérez de Gracia, Fernando ; Molero, Juan Carlos ; Rodrguez-Ferradas, Mara Isabel ; Sandulli, Francesco ; Alfaro-Tanco, Jos A. In: Faculty Working Papers. RePEc:una:unccee:wp0316.

Full description at Econpapers || Download paper

26
22012Short-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

18
32003Testing 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

11
42012Term Structure Persistence. (2012). Moreno, Antonio ; Lovcha, Yuliya ; Gil-Alana, Luis ; Abbritti, Mirko. In: Faculty Working Papers. RePEc:una:unccee:wp2612.

Full description at Econpapers || Download paper

10
52003Stock 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

6
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

5
72003Fractional 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

4
82008Time trend estimation with breaks in temperature time series. (2008). Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp0908.

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
102008Modelling 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

4
112010Does 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

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
132011Banks 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
142012Credit-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

2
Citing documents used to compute impact factor:
YearTitle
Recent citations
Recent citations received in 2016
YearCiting document
2016The impact of supply shocks on unemployment in Spain. (2016). Cuestas, Juan. In: Economics and Business Letters. RePEc:ove:journl:aid:11228.

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