Details about Jorge Belaire-Franch

Access statistics for papers by Jorge Belaire-Franch.

Last updated 2025-12-10. Update your information in the RePEc Author Service.

Short-id: pbe89

Working Papers

2018

1. Exchange rates expectations and chaotic dynamics: A replication study
   Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel)
   See also Journal Article Exchange rates expectations and chaotic dynamics: A replication study, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2018) (2018)

2002

2. Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies
   Computing in Economics and Finance 2002, Society for Computational Economics View citations (23)

Journal Articles

2025

1. Estimating the Maximum Lyapunov Exponent with Denoised Data to Test for Chaos in the German Stock Market
   Computational Economics, 2025, 66, (4), 3517-3543

2022

2. A note on change in persistence of U.S. city prices
   Studies in Nonlinear Dynamics & Econometrics, 2022, 26, (5), 649-653

2020

3. The finite sample behavior of the 0–1 test for chaos
   Physica A: Statistical Mechanics and its Applications, 2020, 555, (C)

2019

4. A note on the evidence of inflation persistence around the world
   Empirical Economics, 2019, 56, (5), 1477-1487 View citations (4)

2018

5. Exchange rates expectations and chaotic dynamics: A replication study
   Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2018, 12, 1-9
   See also Working Paper Exchange rates expectations and chaotic dynamics: A replication study, Economics Discussion Papers (2018) (2018)

2015

6. Asymmetry in the relationship between unemployment and the business cycle
   Empirical Economics, 2015, 48, (2), 683-697 View citations (13)

2013

7. 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 View citations (3)

2012

8. Unemployment, cycle and gender
   Journal of Macroeconomics, 2012, 34, (4), 1167-1175 View citations (21)

2011

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

2010

10. Residual-based block bootstrap for cointegration testing
    Applied Economics Letters, 2010, 17, (10), 999-1003 View citations (2)
11. 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
12. Testing for random walk in euro exchange rates using the subsampling approach
    Applied Economics Letters, 2010, 17, (12), 1145-1151 View citations (7)
13. Testing the Martingale Property of Exchange Rates: A Replication
    Studies in Nonlinear Dynamics & Econometrics, 2010, 15, (1), 19 View citations (3)

2007

14. 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 View citations (6)

2005

15. A PROOF OF THE POWER OF KIM'S TEST AGAINST STATIONARY PROCESSES WITH STRUCTURAL BREAKS
    Econometric Theory, 2005, 21, (6), 1172-1176 View citations (3)
16. 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 View citations (21)
17. 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 (55)

2004

18. A power comparison among tests for time reversibility
    Economics Bulletin, 2004, 3, (23), 1-17
19. 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 (13)

2003

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

2002

24. A Pearson's test for symmetry with an application to the Spanish business cycle
    Spanish Economic Review, 2002, 4, (3), 221-238 View citations (5)
25. 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 (46)
26. Higher-order residual analysis for AR-ARCH models with the TR test
    Applied Economics Letters, 2002, 9, (11), 749-752 View citations (2)
27. How to compute the BDS test: a software comparison
    Journal of Applied Econometrics, 2002, 17, (6), 691-699 View citations (5)
28. Improving cross-correlation tests through re-sampling techniques
    Journal of Applied Statistics, 2002, 29, (5), 711-720
29. Recurrence Plots in Nonlinear Time Series Analysis: Free Software
    Journal of Statistical Software, 2002, 007, (i09) View citations (5)
30. Spurious rejection of the stationarity hypothesis in the presence of a break point
    Applied Economics, 2002, 34, (15), 1917-1923

2000

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