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Jorge Belaire-Franch

Personal Details

First Name:Jorge
Middle Name:
Last Name:Belaire-Franch
Suffix:
RePEc Short-ID:pbe89
[This author has chosen not to make the email address public]
Facultat d'Economia, Campus dels Tarongers, Avgda. dels Tarongers s/n, 46022 Valencia (Spain)
+34-96-3828246

Affiliation

Facultad de Economía
Universidad de València

València, Spain
http://centros.uv.es/web/centros/economia/
RePEc:edi:fcvales (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Belaire-Franch, Jorge, 2018. "Exchange rates expectations and chaotic dynamics: A replication study," Economics Discussion Papers 2018-34, Kiel Institute for the World Economy (IfW Kiel).
  2. Jorge Belaire-Franch, & Dulce Contreras & Lorena Tordera-Lledo, 2002. "Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies," Computing in Economics and Finance 2002 239, Society for Computational Economics.

Articles

  1. Belaire-Franch Jorge, 2022. "A note on change in persistence of U.S. city prices," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(5), pages 649-653, December.
  2. Belaire-Franch, Jorge, 2020. "The finite sample behavior of the 0–1 test for chaos," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 555(C).
  3. Jorge Belaire-Franch, 2019. "A note on the evidence of inflation persistence around the world," Empirical Economics, Springer, vol. 56(5), pages 1477-1487, May.
  4. Belaire-Franch, Jorge, 2018. "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), vol. 12, pages 1-9.
  5. Jorge Belaire-Franch & Amado Peiró, 2015. "Asymmetry in the relationship between unemployment and the business cycle," Empirical Economics, Springer, vol. 48(2), pages 683-697, March.
  6. Jorge Belaire-Franch & Kwaku Opong, 2013. "A Time Series Analysis of U.K. Construction and Real Estate Indices," The Journal of Real Estate Finance and Economics, Springer, vol. 46(3), pages 516-542, April.
  7. Peiró, Amado & Belaire-Franch, Jorge & Gonzalo, Maria Teresa, 2012. "Unemployment, cycle and gender," Journal of Macroeconomics, Elsevier, vol. 34(4), pages 1167-1175.
  8. Belaire-Franch Jorge & Contreras Dulce, 2011. "Nonparametric Unit Root Test and Structural Breaks," Journal of Time Series Econometrics, De Gruyter, vol. 3(2), pages 1-14, April.
  9. Badillo Amador, Rosa & Belaire Franch, Jorge & Reverte Maya, Carmelo, 2010. "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 hipót," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 9(1), pages 3-16, June.
  10. Belaire-Franch Jorge & Contreras Dulce, 2010. "Testing the Martingale Property of Exchange Rates: A Replication," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(1), pages 1-19, December.
  11. Rosa Badillo & Jorge Belaire-Franch & Carmelo Reverte, 2010. "Residual-based block bootstrap for cointegration testing," Applied Economics Letters, Taylor & Francis Journals, vol. 17(10), pages 999-1003.
  12. Jorge Belaire-Franch & Kwaku Opong, 2010. "Testing for random walk in euro exchange rates using the subsampling approach," Applied Economics Letters, Taylor & Francis Journals, vol. 17(12), pages 1145-1151.
  13. Jorge Belaire-Franch & Stanley McGreal & Kwaku K. Opong & James R. Webb, 2007. "A Nonparametric Variance-Ratio Test of the Behavior of U.K. Real Estate and Construction Indices," International Real Estate Review, Global Social Science Institute, vol. 10(2), pages 94-112.
  14. Belaire-Franch, Jorge & Opong, Kwaku K., 2005. "Some evidence of random walk behavior of Euro exchange rates using ranks and signs," Journal of Banking & Finance, Elsevier, vol. 29(7), pages 1631-1643, July.
  15. Belaire-Franch, Jorge, 2005. "A Proof Of The Power Of Kim'S Test Against Stationary Processes With Structural Breaks," Econometric Theory, Cambridge University Press, vol. 21(6), pages 1172-1176, December.
  16. Jorge Belaire-Franch & Kwaku Opong, 2005. "A Variance Ratio Test of the Behaviour of Some FTSE Equity Indices Using Ranks and Signs," Review of Quantitative Finance and Accounting, Springer, vol. 24(1), pages 93-107, January.
  17. Jorge Belaire-Franch & Dulce Contreras, 2004. "A power comparison among tests for time reversibility," Economics Bulletin, AccessEcon, vol. 3(23), pages 1-17.
  18. Belaire-Franch, Jorge, 2004. "Testing for non-linearity in an artificial financial market: a recurrence quantification approach," Journal of Economic Behavior & Organization, Elsevier, vol. 54(4), pages 483-494, August.
  19. Belaire-Franch, Jorge & Contreras, Dulce, 2003. "Tests for time reversibility: a complementarity analysis," Economics Letters, Elsevier, vol. 81(2), pages 187-195, November.
  20. Belaire-Franch Jorge & Contreras Dulce, 2003. "An Assessment of International Business Cycle Asymmetries using Clements and Krolzig's Parametric Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(4), pages 1-11, March.
  21. Belaire-Franch Jorge & Peiro Amado, 2003. "Conditional and Unconditional Asymmetry in U.S. Macroeconomic Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(1), pages 1-19, April.
  22. Jorge Belaire-Franch, 2003. "A Note on Resampling the Integration Across the Correlation Integral with Alternative Ranges," Econometric Reviews, Taylor & Francis Journals, vol. 22(4), pages 337-349.
  23. Jorge Belaire-Franch & Dulce Contreras, 2002. "How to compute the BDS test: a software comparison," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(6), pages 691-699.
  24. Rosa Badillo & Jorge Belaire-Franch & Dulce Contreras, 2002. "Spurious rejection of the stationarity hypothesis in the presence of a break point," Applied Economics, Taylor & Francis Journals, vol. 34(15), pages 1917-1923.
  25. Kim, Jae-Young & Belaire-Franch, Jorge & Amador, Rosa Badillo, 2002. "Corrigendum to "Detection of change in persistence of a linear time series" [J. Econom. 95 (2000) 97-116]," Journal of Econometrics, Elsevier, vol. 109(2), pages 389-392, August.
  26. Jorge Belaire-Franch & Dulce Contreras-Bayarri, 2002. "Improving cross-correlation tests through re-sampling techniques," Journal of Applied Statistics, Taylor & Francis Journals, vol. 29(5), pages 711-720.
  27. Jorge Belaire-Franch & Dulce Contreras, 2002. "A Pearson's test for symmetry with an application to the Spanish business cycle," Spanish Economic Review, Springer;Spanish Economic Association, vol. 4(3), pages 221-238.
  28. Jorge Belaire-Franch & Dulce Contreras, 2002. "Higher-order residual analysis for AR-ARCH models with the TR test," Applied Economics Letters, Taylor & Francis Journals, vol. 9(11), pages 749-752.
  29. Belaire-Franch, Jorge & Contreras, Dulce, 2002. "Recurrence Plots in Nonlinear Time Series Analysis: Free Software," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 7(i09).
  30. Belaire F,. & Contreras, D, 2000. "Spanish Business Cycles: Asimetric and Irreversible?," Review on Economic Cycles, International Association of Economic Cycles, vol. 1(1), December.

More information

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Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (1) 2003-10-28
  2. NEP-ETS: Econometric Time Series (1) 2003-10-28
  3. NEP-MON: Monetary Economics (1) 2018-05-14

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