Details about Jorge Belaire-Franch

Access statistics for papers by Jorge Belaire-Franch.

Last updated 2023-11-10. 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

2022

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

2020

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

2019

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

2018

4. 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

5. Asymmetry in the relationship between unemployment and the business cycle
   Empirical Economics, 2015, 48, (2), 683-697 View citations (12)

2013

6. 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

7. Unemployment, cycle and gender
   Journal of Macroeconomics, 2012, 34, (4), 1167-1175 View citations (20)

2011

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

2010

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

2007

13. 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

14. 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)
15. 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 (20)
16. 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 (52)

2004

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

19. A Note on Resampling the Integration Across the Correlation Integral with Alternative Ranges
    Econometric Reviews, 2003, 22, (4), 337-349 View citations (5)
20. 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)
21. Conditional and Unconditional Asymmetry in U.S. Macroeconomic Time Series
    Studies in Nonlinear Dynamics & Econometrics, 2003, 7, (1), 19 View citations (7)
22. Tests for time reversibility: a complementarity analysis
    Economics Letters, 2003, 81, (2), 187-195 View citations (5)

2002

23. 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)
24. 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)
25. Higher-order residual analysis for AR-ARCH models with the TR test
    Applied Economics Letters, 2002, 9, (11), 749-752 View citations (2)
26. How to compute the BDS test: a software comparison
    Journal of Applied Econometrics, 2002, 17, (6), 691-699 View citations (5)
27. Improving cross-correlation tests through re-sampling techniques
    Journal of Applied Statistics, 2002, 29, (5), 711-720
28. Recurrence Plots in Nonlinear Time Series Analysis: Free Software
    Journal of Statistical Software, 2002, 007, (i09) View citations (5)
29. Spurious rejection of the stationarity hypothesis in the presence of a break point
    Applied Economics, 2002, 34, (15), 1917-1923

2000

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