Faculty Working Papers

From School of Economics and Business Administration, University of Navarra
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07/08: Money Demand Accommodation: Impact on Macro-Dynamics and Policy Consequences

Javier Gómez, Antonio Moreno and Fernando Pérez de Gracia

07/07: The Forward Solution for Linear Rational Expectations Models

Seonghoon Cho and Antonio Moreno

07/06: Semiparametric Estimation of Fractional Cointegration

Javier Hualde and Peter Robinson

07/05: On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions

Juan Carlos Escanciano

07/04: Deterministic Seasonality versus Seasonal Fractional Integration

Luis Gil-Alana

07/03: Welfare and Output in Third-Degree Price Discrimination: a Note

Francisco Galera and Jesús Zaratiegui

07/02: Cointegration in Fractional Systems with Unknown Integration Orders

Peter Robinson and Javier Hualde

06/14: La responsabilidad social y la responsabilidad limitada en Milton Friedman. De un modelo shareholder hacia un modelo stakeholder

Ignacio Ferrero

06/12: A Survey on Virtue in Business and Management (1980-2011)

Ignacio Ferrero and Alejo José G. Sison

06/11: The Address Approach to Horizontal Product Differentiation: A Survey

Javier Elizalde

06/10: Competition in Multiple Characteristics: An Empirical Test of Location Equilibrium

Javier Elizalde

06/09: Time series modelling of sunspot numbers using long range cyclical dependence

Luis Gil-Alana

06/08: Expectational Stability in Multivariate Models

Seonghoon Cho and Antonio Moreno

06/07: Communications in Financial Markets: a Strategy method Experiment

Brice Corgnet and Angela Sutan

06/06: Testing the Martingale Difference Hypothesis Using Integrated Regression Functions

Juan Carlos Escanciano and Carlos Velasco

06/05: Unbalanced Cointegration

Javier Hualde

06/04: Oil Prices, Economic Activity and Inflation: Evidence for Some Asian Countries

Juncal Cuñado and Fernando Pérez de Gracia

06/03: Structural Changes in Volatility and Stock Market Development: Evidence for Spain

Juncal Cuñado, Javier Gómez Biscarri and Fernando Pérez de Gracia

06/02: Using Unlabeled Data to Improve Classification in the Naive Bayes Approach: Application to Web Searc

Stella Salvatierra

05/14: Corporate Reputation and Corporate Ethics: Looking Good or Doing Well

Ricardo Leiva, Ignacio Ferrero and Reyes Calderón

05/12: Fair Value Accounting, Earnings Management and the use of Available-for-Sale Instruments by Bank Managers

Mary E. Barth, Javier Gomez-Biscarri, Ron Kasznik and Germán López-Espinosa

05/11: Exploring Survey-Based Inflation Forecasts

Luis Gil-Alana, Antonio Moreno and Fernando Pérez de Gracia

05/10: Mean reversion and long memory in African stock market prices

Luis Gil-Alana and Emmanuel Anoruo

05/09: Football Betting As A Cyclical Learning Process

Francesc Pujol

05/08: An index of political support for decentralization: the Spanish case

Juan Carlos Molero and Isabel Rodriguez-Tejedo

05/07: Changes in the Informational Content of the Spread: Is Monetary Policy Becoming Less Effective?

Javier Gómez

05/06: The Complexity of Corruption: Nature and Ethical Suggestions

Reyes Calderón and Jose Luis Alvarez Arce

05/05: Free Entrance and Social Welfare. Explaining the Causes of Excessive Entry Bias

Francisco Galera and Pedro Garcia-del-Barrio

05/04: Pay and Performance in the Spanish Soccer League: Who Gets the Expected Monopsony Rents?

Pedro Garcia-del-Barrio and Francesc Pujol

05/03: The Structure of Payments in Technology Transfer Contracts: Evidence from Spain

Pedro Mendi

05/02: Dating Recessions from Industrial Production Indexes: An Analysis for Europe and the US

Javier Gómez Biscarri

04/15: Traceability management as a multidisciplinary topic: Trends and gaps in recent scholarly research

José Alfaro and Szabolcs S. Sebrek

04/14: El liberalismo económico en el nuevo orden social

Ignacio Ferrero

04/12: Executive Compensation and Systemic Risk: The Role of Non-Interest Income and Wholesale Funding

Marina Balboa, Germán López-Espinosa, Korok Ray and Antonio Rubia

04/11: Long Memory and Volatility Dynamics in the US Dollar Exchange Rate

Guglielmo Maria Caporale and Luis Gil-Alana

04/10: Does energy consumption by the US electric power secto exhibit long memory behaviour?

Luis Gil-Alana, James Payne and David Loomis

04/09: Wage Stickiness and Unemployment Fluctuations: An Alternative Approach

Miguel Casares, Antonio Moreno and Jesús Vázquez

04/08: Fundamentals and the origin of Fama-French factors

F. Javier De Peña, Carlos Forner-Rodríguez and Germán López-Espinosa

04/07: Sustainability of Collusion: Evidence from the Late 19th Century Basque Iron and Steel Industry

Pedro Mendi and Róbert Veszteg

04/06: The Impact of Absenteeism on the Quality of Assembly Line Production: Is the Value of Worker Experti

Ricardo Mateo

04/05: New-Keynesian Macroeconomics and the Term Structure

Seonghoon Cho, Antonio Moreno and Geert Bekaert

04/04: A Model for the Temporary Help Services Industry in the Presence of Unemployment: Theoretical and Em

Pedro Garcia-del-Barrio and José Miguel Sánchez Molinero

04/03: Revisiting the Ability of Interest Rate Spreads to Predict Recessions: Evidence for a

Esther Fernández Galar and Javier Gómez Biscarri

04/02: Financial Intermediation, Variability and the Development Process

Luis Carranza and José E. Galdón-Sánchez

03/19: Long-term business relationships, bargaining and monetary policy

Mirko Abbritti, Asier Aguilera-Bravo and TommasoTrani

03/16: Oil price volatility and stock returns in the G7 economies

Elena María Díaz, Juan Carlos Molero and Fernando Pérez de Gracia

03/15: Quality differences, third-degree price discrimination, and welfare

Franciso Galera, Pedro Mendi and Juan Carlos Molero

03/14: Corporate Social Responsibility and the Role of Managers. An Update of Friedmand´s Ideas

Ignacio Ferrero

03/12: Macroeconomic Regimes

Lieven Baele and Et Al.

03/11: US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis

Guglielmo Maria Caporale and Luis Gil-Alana