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Details about Jorge Belaire-Franch

E-mail:
Phone:+34-96-3828246
Postal address:Facultat d'Economia, Campus dels Tarongers, Avgda. dels Tarongers s/n, 46022 Valencia (Spain)
Workplace:Facultad de Economía (Faculty of Economics), Universidad de València (University of Valencia), (more information at EDIRC)

Access statistics for papers by Jorge Belaire-Franch.

Last updated 2015-06-23. Update your information in the RePEc Author Service.

Short-id: pbe89


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Working Papers

2002

  1. Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies
    Computing in Economics and Finance 2002, Society for Computational Economics Downloads View citations (14)

Journal Articles

2015

  1. Asymmetry in the relationship between unemployment and the business cycle
    Empirical Economics, 2015, 48, (2), 683-697 Downloads View citations (2)

2013

  1. A Time Series Analysis of U.K. Construction and Real Estate Indices
    The Journal of Real Estate Finance and Economics, 2013, 46, (3), 516-542 Downloads View citations (1)

2012

  1. Unemployment, cycle and gender
    Journal of Macroeconomics, 2012, 34, (4), 1167-1175 Downloads View citations (9)

2011

  1. Nonparametric Unit Root Test and Structural Breaks
    Journal of Time Series Econometrics, 2011, 3, (2), 1-14 Downloads

2010

  1. Residual-based block bootstrap for cointegration testing
    Applied Economics Letters, 2010, 17, (10), 999-1003 Downloads View citations (1)
  2. Spurious Rejections by Dickey-Fuller Tests in the Presence of an Endogenously Determined Break under the Null = Rechazos espurios de los test de Dickey-Fuller en presencia de una ruptura bajo la hipótesis nula endógenamente determinada
    Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, 2010, 9, (1), 3-16 Downloads
  3. Testing for random walk in euro exchange rates using the subsampling approach
    Applied Economics Letters, 2010, 17, (12), 1145-1151 Downloads View citations (4)
  4. Testing the Martingale Property of Exchange Rates: A Replication
    Studies in Nonlinear Dynamics & Econometrics, 2010, 15, (1), 1-19 Downloads View citations (1)

2007

  1. A Nonparametric Variance-Ratio Test of the Behavior of U.K. Real Estate and Construction Indices
    International Real Estate Review, 2007, 10, (2), 94-112 Downloads View citations (3)

2005

  1. A PROOF OF THE POWER OF KIM'S TEST AGAINST STATIONARY PROCESSES WITH STRUCTURAL BREAKS
    Econometric Theory, 2005, 21, (06), 1172-1176 Downloads View citations (3)
  2. A Variance Ratio Test of the Behaviour of Some FTSE Equity Indices Using Ranks and Signs
    Review of Quantitative Finance and Accounting, 2005, 24, (1), 93-107 Downloads View citations (13)
  3. Some evidence of random walk behavior of Euro exchange rates using ranks and signs
    Journal of Banking & Finance, 2005, 29, (7), 1631-1643 Downloads View citations (36)

2004

  1. A power comparison among tests for time reversibility
    Economics Bulletin, 2004, 3, (23), 1-17 Downloads
  2. Testing for non-linearity in an artificial financial market: a recurrence quantification approach
    Journal of Economic Behavior & Organization, 2004, 54, (4), 483-494 Downloads View citations (11)

2003

  1. A Note on Resampling the Integration Across the Correlation Integral with Alternative Ranges
    Econometric Reviews, 2003, 22, (4), 337-349 Downloads View citations (5)
  2. An Assessment of International Business Cycle Asymmetries using Clements and Krolzig's Parametric Approach
    Studies in Nonlinear Dynamics & Econometrics, 2003, 6, (4), 1-11 Downloads View citations (4)
  3. Conditional and Unconditional Asymmetry in U.S. Macroeconomic Time Series
    Studies in Nonlinear Dynamics & Econometrics, 2003, 7, (1), 1-19 Downloads View citations (7)
  4. Tests for time reversibility: a complementarity analysis
    Economics Letters, 2003, 81, (2), 187-195 Downloads View citations (1)

2002

  1. A Pearson's test for symmetry with an application to the Spanish business cycle
    Spanish Economic Review, 2002, 4, (3), 221-238 Downloads View citations (3)
  2. Corrigendum to "Detection of change in persistence of a linear time series" [J. Econom. 95 (2000) 97-116]
    Journal of Econometrics, 2002, 109, (2), 389-392 Downloads View citations (34)
  3. Higher-order residual analysis for AR-ARCH models with the TR test
    Applied Economics Letters, 2002, 9, (11), 749-752 Downloads View citations (1)
  4. How to compute the BDS test: a software comparison
    Journal of Applied Econometrics, 2002, 17, (6), 691-699 Downloads View citations (2)
  5. Improving cross-correlation tests through re-sampling techniques
    Journal of Applied Statistics, 2002, 29, (5), 711-720 Downloads
  6. Spurious rejection of the stationarity hypothesis in the presence of a break point
    Applied Economics, 2002, 34, (15), 1917-1923 Downloads

2000

  1. Spanish Business Cycles: Asimetric and Irreversible?
    Review on Economic Cycles, 2000, 1, (1) Downloads
 
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