IDEAS home Printed from https://ideas.repec.org/e/pbe89.html
   My authors  Follow this author

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. 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.
  11. 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.
  12. 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.
  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, 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.
  15. 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.
  16. 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.
  17. 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.
  18. Jorge Belaire-Franch & Dulce Contreras, 2004. "A power comparison among tests for time reversibility," Economics Bulletin, AccessEcon, vol. 3(23), pages 1-17.
  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. 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.
  26. 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.
  27. 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).
  28. 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.
  29. 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.
  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

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Jorge Belaire-Franch should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.