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

Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
16
Impact Factor (IF)
0.5
5 Years IF
0.17
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
2002 0 0.54 0.22 0 9 9 45 2 0 0 2 0 0 0.31
2003 0.44 0.53 0.38 0.44 15 24 258 9 11 9 4 9 4 3 33.3 5 0.33 0.3
2004 0.75 0.6 0.76 0.75 14 38 81 24 40 24 18 24 18 6 25 2 0.14 0.36
2005 1.07 0.6 0.84 0.87 20 58 95 48 89 29 31 38 33 10 20.8 11 0.55 0.36
2006 0.88 0.59 0.7 0.76 18 76 68 52 142 34 30 58 44 7 13.5 5 0.28 0.34
2007 0.63 0.52 0.6 0.58 13 89 11 52 195 38 24 76 44 4 7.7 2 0.15 0.29
2008 0.29 0.59 0.46 0.5 14 103 58 46 242 31 9 80 40 3 6.5 0 0.29
2009 0.11 0.58 0.28 0.22 18 121 40 34 276 27 3 79 17 3 8.8 1 0.06 0.33
2010 0.19 0.52 0.31 0.25 10 131 55 41 317 32 6 83 21 0 1 0.1 0.3
2011 0.29 0.61 0.42 0.36 13 144 55 61 378 28 8 73 26 3 4.9 1 0.08 0.37
2012 0.52 0.68 0.38 0.31 26 170 220 65 443 23 12 68 21 9 13.8 4 0.15 0.36
2013 0.54 0.67 0.4 0.46 4 174 1 69 512 39 21 81 37 0 1 0.25 0.35
2014 0.8 0.67 0.41 0.65 9 183 12 74 587 30 24 71 46 0 0 0.34
2015 0.46 0.66 0.29 0.56 4 187 13 54 641 13 6 62 35 0 0 0.36
2016 0.38 0.65 0.26 0.32 3 190 107 50 691 13 5 56 18 1 2 1 0.33 0.35
2017 2 0.62 0.47 1 1 191 0 89 780 7 14 46 46 0 0 0.35
2019 0 0.63 0.34 1.06 3 194 0 65 906 1 17 18 0 0 0.37
2020 0 0.72 0.31 1.18 2 196 2 61 967 3 11 13 0 0 0.78
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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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136
22016Oil 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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106
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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80
42003Exchange 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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70
52005New-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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53
62003Testing of Fractional Cointegration in Macroeconomic Time Series. (2003). Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp0903.

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46
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.

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43
82010Does 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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42
92002Cointegration 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
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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38
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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29
122012Term 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
132006Changes 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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27
142004Exchange 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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23
152004Pay 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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19
162003A 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
172005A 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
182006Semiparametric Estimation of Fractional Cointegration. (2006). Hualde, Javier ; Robinson, Peter. In: Faculty Working Papers. RePEc:una:unccee:wp0706.

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14
192012Liquidity 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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12
202012Credit-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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11
212008Time trend estimation with breaks in temperature time series. (2008). Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp0908.

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11
222004Model Checks Using Residual Marked Empirical Processes. (2004). Escanciano, Juan Carlos. In: Faculty Working Papers. RePEc:una:unccee:wp1304.

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11
232016Oil 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
242015Public Goods in Endogenous Networks. (2015). Merlino, Luca ; Kinateder, Markus. In: Faculty Working Papers. RePEc:una:unccee:wp0215.

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10
252011Banks 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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10
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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10
272003Reaching Inflation Stability. (2003). Moreno, Antonio. In: Faculty Working Papers. RePEc:una:unccee:wp1303.

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10
282004Fractional Integration and Business Cycles Features. (2004). Gil-Alana, Luis ; Candelon, Bertrand. In: Faculty Working Papers. RePEc:una:unccee:wp0904.

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10
292005Goodness-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
302009Liberalizing Trade in Environmental Goods. (2009). Mathew, Anuj ; Dijkstra, Bouwe. In: Faculty Working Papers. RePEc:una:unccee:wp1609.

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8
312009Further 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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8
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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8
332004Oil 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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8
342006Distribution-free Tests of Fractional Cointegration. (2006). Velasco, Carlos ; Hualde, Javier. In: Faculty Working Papers. RePEc:una:unccee:wp0806.

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7
352012Must Milton Friedman Embrace Stakeholder Theory?. (2012). Ferrero, Ignacio. In: Faculty Working Papers. RePEc:una:unccee:wp1012.

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7
362004Multibidding Game under Uncertainty. (2004). Veszteg, Róbert. In: Faculty Working Papers. RePEc:una:unccee:wp1404.

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6
372009Fractional 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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6
382012A 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
392002Root-n-Consistent Estimation of Weak Fractional Cointegration. (2002). Hualde, Javier ; Robinson, Peter M. In: Faculty Working Papers. RePEc:una:unccee:wp0802.

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5
402010An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor. (2010). Moreno, Antonio ; Casares, Miguel ; Vzquez, Jess . In: Faculty Working Papers. RePEc:una:unccee:wp0910.

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4
412008Regime switching models of hedge fund returns. (2008). Downarowicz, Anna ; Blazsek, Szabolcs. In: Faculty Working Papers. RePEc:una:unccee:wp1208.

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4
422006Testing 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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4
432007Sustainability 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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4
442005The Nature of the Relationship between International Tourism and International Trade: The Case of Ge. (2005). Gil-Alana, Luis ; Fischer, Christian. In: Faculty Working Papers. RePEc:una:unccee:wp1505.

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4
452012Derivatives 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
462005Walking 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
472005Unbalanced Cointegration. (2005). Hualde, Javier. In: Faculty Working Papers. RePEc:una:unccee:wp0605.

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4
482006Ranking 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
492012Ethical Codes and Corporate Responsibility of the Most Admired Companies of the World: Towards a Third Generation Ethics?. (2012). Ferrero, Ignacio ; Calderón, Reyes. In: Faculty Working Papers. RePEc:una:unccee:wp0912.

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4
502005Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inf. (2005). Gil-Alana, Luis. In: Faculty Working Papers. RePEc:una:unccee:wp1905.

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4
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

52
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

38
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.

Full description at Econpapers || Download paper

7
42015Public Goods in Endogenous Networks. (2015). Merlino, Luca ; Kinateder, Markus. In: Faculty Working Papers. RePEc:una:unccee:wp0215.

Full description at Econpapers || Download paper

6
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.

Full description at Econpapers || Download paper

6
62008Modelling 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
72003Testing 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

5
82012Term 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

4
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

4
102003Exchange 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
112020The 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
122010Does 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
132012Modelling Long Run Trends and Cycles in Financial Time Series Data. (2012). Gil-Alana, Luis ; Cuñado, Juncal ; Caporale, Guglielmo Maria. In: Faculty Working Papers. RePEc:una:unccee:wp1312.

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2
Citing documents used to compute impact factor: 1
YearTitle
2022Does Universal Electrification Shield Firms from Productivity Loss?. (2021). Gilbert, Ben ; Abiodun, Kehinde. In: Working Papers. RePEc:mns:wpaper:wp202103.

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Recent citations
Recent citations received in 2020
YearCiting document