Information about:
Jorge Belaire-Franch

Other registered authors

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Postal Address: Facultat d'Economia, Campus dels Tarongers, Avgda. dels Tarongers s/n, 46022 Valencia (Spain)
Phone: +34-96-3828246

Affiliation

• Facultad de Economía (Faculty of Economics)
  Universidad de València

  Location: València, Spain
  Homepage: http://www.uv.es/econom/
  Email:
  Phone:
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  Handle: RePEc:edi:fcvales (registered authors at this institution)

Working papers

1. 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. [Downloadable!]

1. 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, Asian Real Estate Society, vol. 10(2), pages 94-112. [Downloadable!]

2. 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. [Downloadable!] (restricted)

3. 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(06), pages 1172-1176, December. [Downloadable!]

4. 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. [Downloadable!] (restricted)

5. Jorge Belaire-Franch & Dulce Contreras, 2004. "A power comparison among tests for time reversibility," Economics Bulletin, Economics Bulletin, vol. 3(23), pages 1-17. [Downloadable!]

6. 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. [Downloadable!] (restricted)

7. Belaire-Franch, Jorge & Contreras, Dulce, 2003. "Tests for time reversibility: a complementarity analysis," Economics Letters, Elsevier, vol. 81(2), pages 187-195, November. [Downloadable!] (restricted)

8. Jorge Belaire-Franch & Dulce Contreras, 2003. "An Assessment of International Business Cycle Asymmetries using Clements and Krolzig's Parametric Approach," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 6(4). [Downloadable!]

9. Jorge Belaire-Franch & Amado Peiro, 2003. "Conditional and Unconditional Asymmetry in U.S. Macroeconomic Time Series," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 7(1). [Downloadable!]

10. 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. [Downloadable!]

11. 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. [Downloadable!] (restricted)

12. Badillo, Rosa & Belaire-Franch, Jorge & Contreras, Dulce, 2002. "Spurious Rejection of the Stationarity Hypothesis in the Presence of a Break Point," Applied Economics, Taylor and Francis Journals, vol. 34(15), pages 1917-23, October. [Downloadable!] (restricted)

13. Jorge Belaire-Franch & Dulce Contreras-Bayarri, 2002. "Improving cross-correlation tests through re-sampling techniques," Journal of Applied Statistics, Taylor and Francis Journals, vol. 29(5), pages 711-720, July. [Downloadable!] (restricted)

14. Belaire-Franch, Jorge & Contreras, Dulce, 2002. "Higher-Order Residual Analysis for AR-ARCH Models with the TR Test," Applied Economics Letters, Taylor and Francis Journals, vol. 9(11), pages 749-52, September. [Downloadable!] (restricted)

15. Jorge Belaire-Franch & Dulce Contreras, 2002. "A Pearson's test for symmetry with an application to the Spanish business cycle," Spanish Economic Review, Springer, vol. 4(3), pages 221-238. [Downloadable!] (restricted)

16. Dulce Contreras & Jorge Belaire-Franch, 2002. "Recurrence Plots in Nonlinear Time Series Analysis: Free Software," Journal of Statistical Software, American Statistical Association, vol. 7(09), 09. [Downloadable!]

17. Belaire F,. & Contreras, D, 2000. "Spanish Business Cycles: Asimetric and Irreversible?," Review on Economic Cycles, International Association of Economic Cycles, vol. 1(1), December. [Downloadable!]

18. RePEc:bep:sndecm:6:2003:4:1089-1089 is not listed on IDEAS

19. RePEc:bep:sndecm:7:2003:1:1108-1108 is not listed on IDEAS

1. NEP-CMP: Computational Economics (1) 2003-10-28 Author is listed
2. NEP-ETS: Econometric Time Series (1) 2003-10-28 Author is listed

This page was last updated on 2009-11-19.