Details about Jorge Belaire-Franch

Access statistics for papers by Jorge Belaire-Franch.

Last updated 2009-03-04. Update your information in the RePEc Author Service.

Short-id: pbe89

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 View citations

Journal Articles

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

2005

2. A PROOF OF THE POWER OF KIM'S TEST AGAINST STATIONARY PROCESSES WITH STRUCTURAL BREAKS
   Econometric Theory, 2005, 21, (06), 1172-1176 View citations
3. 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
4. Some evidence of random walk behavior of Euro exchange rates using ranks and signs
   Journal of Banking & Finance, 2005, 29, (7), 1631-1643 View citations

2004

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

2003

7. An Assessment of International Business Cycle Asymmetries using Clements and Krolzig's Parametric Approach
   Studies in Nonlinear Dynamics & Econometrics, 2003, 6, (4), 1089-1089 View citations
8. Conditional and Unconditional Asymmetry in U.S. Macroeconomic Time Series
   Studies in Nonlinear Dynamics & Econometrics, 2003, 7, (1), 1108-1108
9. Tests for time reversibility: a complementarity analysis
   Economics Letters, 2003, 81, (2), 187-195 View citations

2002

10. A Pearson's test for symmetry with an application to the Spanish business cycle
    Spanish Economic Review, 2002, 4, (3), 221-238 View citations
11. 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 View citations
12. Higher-Order Residual Analysis for AR-ARCH Models with the TR Test
    Applied Economics Letters, 2002, 9, (11), 749-52 View citations
13. How to compute the BDS test: a software comparison
    Journal of Applied Econometrics, 2002, 17, (6), 691-699 View citations
14. Improving cross-correlation tests through re-sampling techniques
    Journal of Applied Statistics, 2002, 29, (5), 711-720
15. Recurrence Plots in Nonlinear Time Series Analysis: Free Software
    Journal of Statistical Software, 2002, 07, (09)
16. Spurious Rejection of the Stationarity Hypothesis in the Presence of a Break Point
    Applied Economics, 2002, 34, (15), 1917-23

2000

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