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

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
15
Impact Factor
0
5 Years IF
1.27
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 0.14 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 0.18 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.21 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 0.13
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 0.44 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 0.42 0.11 0 9 9 42 1 0 0 1 0 0 0.23
2003 0.44 0.42 0.29 0.44 15 24 204 7 8 9 4 9 4 3 42.9 3 0.2 0.24
2004 0.67 0.47 0.63 0.67 14 38 72 19 32 24 16 24 16 5 26.3 2 0.14 0.27
2005 0.79 0.49 0.62 0.66 20 58 65 35 68 29 23 38 25 9 25.7 9 0.45 0.29
2006 0.82 0.47 0.61 0.64 18 76 48 45 114 34 28 58 37 6 13.3 5 0.28 0.27
2007 0.47 0.39 0.48 0.49 13 89 7 42 157 38 18 76 37 3 7.1 1 0.08 0.22
2008 0.13 0.46 0.31 0.33 14 103 41 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 0.22
2010 0.16 0.37 0.24 0.19 10 131 24 32 245 32 5 83 16 0 1 0.1 0.19
2011 0.18 0.46 0.28 0.21 13 144 49 40 285 28 5 73 15 1 2.5 1 0.08 0.25
2012 0.3 0.5 0.22 0.15 26 170 166 37 322 23 7 68 10 7 18.9 3 0.12 0.25
2013 0.41 0.5 0.29 0.3 4 174 1 50 372 39 16 81 24 0 1 0.25 0.24
2014 0.77 0.53 0.34 0.59 9 183 11 62 435 30 23 71 42 0 0 0.27
2015 0.46 0.53 0.24 0.47 4 187 13 45 480 13 6 62 29 0 0 0.27
2016 0.38 0.54 0.25 0.34 3 190 61 48 528 13 5 56 19 1 2.1 1 0.33 0.27
2017 1.86 0.54 0.39 0.89 1 191 0 74 602 7 13 46 41 0 0 0.27
2018 2.75 0.53 0.29 0.52 0 191 0 56 658 4 11 21 11 0 0 0.26
2019 0 0.55 0.29 1 3 194 0 56 714 1 17 17 0 0 0.32
2020 0 0.63 0.31 1.27 2 196 2 60 774 3 11 14 0 0 0.58
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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103
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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60
32016Oil 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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52
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.

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50
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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38
62002Cointegration in Fractional Systems with Unknown Integration Orders. (2002). Robinson, Peter ; Hualde, Javier. In: Faculty Working Papers. RePEc:una:unccee:wp0702.

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38
72003Testing of Fractional Cointegration in Macroeconomic Time Series. (2003). Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp0903.

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37
82005New-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
92012Term Structure Persistence. (2012). Moreno, Antonio ; Lovcha, Yuliya ; Gil-Alana, Luis ; Abbritti, Mirko. In: Faculty Working Papers. RePEc:una:unccee:wp2612.

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29
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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23
112008Modelling 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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23
122004Exchange 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
132010Does 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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18
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.

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17
152003A 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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16
162005A 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
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
192006Changes 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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11
202004Fractional Integration and Business Cycles Features. (2004). Gil-Alana, Luis ; Candelon, Bertrand. In: Faculty Working Papers. RePEc:una:unccee:wp0904.

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10
212016Oil 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
222015Public Goods in Endogenous Networks. (2015). Merlino, Luca ; Kinateder, Markus. In: Faculty Working Papers. RePEc:una:unccee:wp0215.

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10
232003Reaching Inflation Stability. (2003). Moreno, Antonio. In: Faculty Working Papers. RePEc:una:unccee:wp1303.

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9
242011Banks 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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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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9
262014Global 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
272005Goodness-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
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.

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7
292009Liberalizing Trade in Environmental Goods. (2009). Mathew, Anuj ; Dijkstra, Bouwe. In: Faculty Working Papers. RePEc:una:unccee:wp1609.

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7
302006Distribution-free Tests of Fractional Cointegration. (2006). Velasco, Carlos ; Hualde, Javier. In: Faculty Working Papers. RePEc:una:unccee:wp0806.

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7
312012Must Milton Friedman Embrace Stakeholder Theory?. (2012). Ferrero, Ignacio. In: Faculty Working Papers. RePEc:una:unccee:wp1012.

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7
322009Measuring 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
332012A 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
342004Multibidding Game under Uncertainty. (2004). Veszteg, Róbert. In: Faculty Working Papers. RePEc:una:unccee:wp1404.

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5
352009Fractional 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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5
362008The Persistence of Earnings per Share. (2008). Gil-Alana, Luis ; Pelaez, Rolando . In: Faculty Working Papers. RePEc:una:unccee:wp0808.

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4
372012Derivatives 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
382005Unbalanced Cointegration. (2005). Hualde, Javier. In: Faculty Working Papers. RePEc:una:unccee:wp0605.

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4
392009Further 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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4
402008Regime switching models of hedge fund returns. (2008). Downarowicz, Anna ; Blazsek, Szabolcs. In: Faculty Working Papers. RePEc:una:unccee:wp1208.

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4
412005Walking 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
422004Oil 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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4
432006Ranking 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
442003Structural 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
452006Technology 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
462002Do 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
472007Sustainability 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.

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3
482006Testing 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
492003Welfare 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
502020The Effect of Blackouts on Households Electrification Status: evidence from Kenya. (2020). Bajo-Buenestado, Raúl. In: Faculty Working Papers. RePEc:una:unccee:wp0220.

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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

40
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

32
32012Term 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

13
42003Testing 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
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.

Full description at Econpapers || Download paper

9
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

7
72015Public Goods in Endogenous Networks. (2015). Merlino, Luca ; Kinateder, Markus. In: Faculty Working Papers. RePEc:una:unccee:wp0215.

Full description at Econpapers || Download paper

6
82008Modelling 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
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

5
102008Time 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

5
112012Must Milton Friedman Embrace Stakeholder Theory?. (2012). Ferrero, Ignacio. In: Faculty Working Papers. RePEc:una:unccee:wp1012.

Full description at Econpapers || Download paper

5
122003Stock 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

4
132020The Effect of Blackouts on Households Electrification Status: evidence from Kenya. (2020). Bajo-Buenestado, Raúl. In: Faculty Working Papers. RePEc:una:unccee:wp0220.

Full description at Econpapers || Download paper

3
142006Changes 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

3
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

2
162012A Survey on Virtue in Business and Management (1980-2011). (2012). López-Espinosa, Germán ; Ferrero, Ignacio. In: Faculty Working Papers. RePEc:una:unccee:wp0612.

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2
172011Banks 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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2
182010Persistence in the short and long term tourist arrivals to Australia. (2010). Gil-Alana, Luis ; Assaf, Albert ; Barros, Carlos P. In: Faculty Working Papers. RePEc:una:unccee:wp0210.

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2
Citing documents used to compute impact factor:
YearTitle
Recent citations
Recent citations received in 2020
YearCiting document