Faculty Working Papers

From School of Economics and Business Administration, University of Navarra
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03/10: Retail sales. Persistence in the short term and long term dynamics

Luis Gil-Alana, Carlos Barros and Albert Assaf

03/09: The Deaton paradox in a long memory context with structural breaks

Luis Gil-Alana, Antonio Moreno and Seonghoon Cho

03/08: The accounting dimension in financial integration: International pricing under different accounting standards

Javier Gómez Biscarri

03/07: Determination of Risk Pricing Measures from Market Prices of Risk

Henryk Gzyl and Silvia Mayoral

03/06: Technology Shocks and Hours Worked: A Fractional Integration Perspective

Luis Gil-Alana and Antonio Moreno

03/05: A Small-Sample Study of the New-Keynesian Macro Model

Seonghoon Cho and Antonio Moreno

03/04: Nonparametric Estimation of Convergence of Interest Rates: Effects on Bond Pricing

Teresa Corzo and Javier Gómez Biscarri

03/03: The explaining role of the Earning-Price Ratio in the Spanish Stock Market

Javier DePeña and Luis Gil-Alana

03/02: Stock Market Cycles and Stock Market Development in Spain

Javier Gómez Biscarri and Fernando Pérez de Gracia

02/20: The Effect of Blackouts on Households Electrification Status: evidence from Kenya

Raúl Bajo-Buenestado

02/19: Market prices, spatial distribution of consumers and firms' optimal locations in a linear city

Raúl Bajo-Buenestado

02/16: A framework for Open Innovation practices: Typology and characterisation

María Isabel Rodríguez-Ferradas, José Alfaro and Francesco Sandulli

02/15: Public Goods in Endogenous Networks

Markus Kinateder and Luca Merlino

02/14: Entry Regulation in a Linear Market with Elastic Demand

Javier Elizalde, Markus Kinateder and Ignacio Rodríguez-Carreño

02/13: Country Portfolios with Heterogeneous Pledgeability

Tommaso Trani

02/12: Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach

Germán López-Espinosa, Antonio Moreno, Antonio Rubia and Laura Valderrama

02/11: Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates

Guglielmo Maria Caporale and Luis Gil-Alana

02/10: Persistence in the short and long term tourist arrivals to Australia

Luis Gil-Alana, Carlos Barros and Albert Assaf

02/09: Fractional Integration and Structural Breaks in U.S. Macro Dynamics

Luis Gil-Alana and Antonio Moreno

02/08: Fundamentals and the accruals puzzle

Javier Gómez Biscarri and Germán López Espinosa

02/07: Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models

Juncal Cuñado and Luis A. Gil-Alaña

02/06: Joint Diagnostic Tests for Conditional Mean and Variance Specifications

Juan Carlos Escanciano

02/05: Goodness-of-fit Tests for Linear and Non-linear Time Series Models

Juan Carlos Escanciano

02/04: The Feds Monetary Policy Rule: Past, Present and Future

Antonio Moreno

02/03: Serial and cross-correlation in the Spanish Stock Market returns

Javier DePeña and Luis Gil-Alana

02/02: Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach

Juncal Cuñado, Luis Gil-Alana and Fernando Pérez de Gracia

01/20: WP02/20 Datos de mortalidad diarios durante la crisis del COVID-19: una propuesta de mejora

Juan Equiza-Goñi

01/19: Vertical Market Structure and Tax Pass-through: Evidence from the Spanish Gasoline Market

Raúl Bajo-Buenestado and Miguel Angel Borrella-Mas

01/17: Margin Call: What if John Tuld were Christian? Thomistic Practical Wisdom in Financial Decision-Making

Marta Rocchi, Ignacio Ferrero and Robert McNulty

01/16: Oil shocks on unemployment in Central and Eastern Europe

Juan Cuestas and Luis Gil-Alana

01/15: Exploring the oil prices and exchange rates nexus in some African economies

Vitaly Pershin, Juan Carlos Molero and Fernando Pérez de Gracia

01/14: Global Factors in the Term Structure of Interest Rates

Mirko Abbritti, Salvatore Dell'Erba, Antonio Moreno and Sergio Sola

01/13: Sport Talent, Media Value and Equal Prize Policies in Tennis

Pedro Garcia-del-Barrio and Francesc Pujol

01/12: An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor

Miguel Casares, Antonio Moreno and Jesús Vázquez

01/11: An Analysis of Oil Production by OPEC Countries: Persistence, Breaks, and Outliers

Carlos Barros, Luis Gil-Alana and James Payne

01/10: Framework for Valid Market Definition Tests in Merger Control

Javier Elizalde

01/09: Measuring US Presidents Political Commitment for Fiscal Discipline between 1920 and 2008

Francesc Pujol

01/08: The relationship between investment and large exchange rate depreciations in dollarized economies

Luis Carranza, José Enrique Galdón Sánchez and Javier Gómez Biscarri

01/07: Data-Driven Smooth Tests for the Martingale Difference Hypothesis

Juan Carlos Escanciano and Silvia Mayoral

01/06: Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L

Juncal Cuñado, Javier Gómez Biscarri and Fernando Pérez de Gracia

01/05: Walking inside the Potential Tax Evader's Mind

Juan Carlos Molero and Francesc Pujol

01/04: Fron Neo-classical Entrepreneur to Socio-economic Organization

Reyes Calderón

01/03: Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach

Juncal Cuñado, Luis Gil-Alana and Fernando Pérez de Gracia

01/02: Do Spanish Stock Market Prices Follow a Random Walk?

Javier De Peña and Luis Gil-Alana