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Jorge Belaire-Franch

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Personal Details

First Name: Jorge
Middle Name:
Last Name: Belaire-Franch
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RePEc Short-ID: pbe89

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

Affiliation

Facultad de Economía
Universidad de València
Location: València, Spain
Homepage: http://centros.uv.es/web/centros/economia/
Email:
Phone:
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Postal:
Handle: RePEc:edi:fcvales (more details at EDIRC)

Works

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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.

Articles

  1. 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.
  2. Peiró, Amado & Belaire-Franch, Jorge & Gonzalo, Maria Teresa, 2012. "Unemployment, cycle and gender," Journal of Macroeconomics, Elsevier, vol. 34(4), pages 1167-1175.
  3. 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.
  4. 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 hipó," 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. Jorge Belaire-Franch & Dulce Contreras, 2004. "A power comparison among tests for time reversibility," Economics Bulletin, AccessEcon, vol. 3(23), pages 1-17.
  14. Belaire-Franch, Jorge & Contreras, Dulce, 2003. "Tests for time reversibility: a complementarity analysis," Economics Letters, Elsevier, vol. 81(2), pages 187-195, November.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. Belaire F,. & Contreras, D, 2000. "Spanish Business Cycles: Asimetric and Irreversible?," Review on Economic Cycles, International Association of Economic Cycles, vol. 1(1), December.
  25. Jorge Belaire-Franch & Dulce Contreras, . "Recurrence Plots in Nonlinear Time Series Analysis: Free Software," Journal of Statistical Software, American Statistical Association, vol. 7(i09).

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  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

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