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Jorge Belaire-Franch

This is information that was supplied by Jorge Belaire-Franch in registering through RePEc. If you are Jorge Belaire-Franch, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Jorge
Middle Name:
Last Name:Belaire-Franch
RePEc Short-ID:pbe89
Facultat d'Economia, Campus dels Tarongers, Avgda. dels Tarongers s/n, 46022 Valencia (Spain)
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  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.
  1. 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.
  2. 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.
  3. Peiró, Amado & Belaire-Franch, Jorge & Gonzalo, Maria Teresa, 2012. "Unemployment, cycle and gender," Journal of Macroeconomics, Elsevier, vol. 34(4), pages 1167-1175.
  4. 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.
  5. 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.
  6. 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.
  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. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. Jorge Belaire-Franch & Dulce Contreras, 2004. "A power comparison among tests for time reversibility," Economics Bulletin, AccessEcon, vol. 3(23), pages 1-17.
  15. Belaire-Franch, Jorge & Contreras, Dulce, 2003. "Tests for time reversibility: a complementarity analysis," Economics Letters, Elsevier, vol. 81(2), pages 187-195, November.
  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. 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.
  19. 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.
  20. 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.
  21. 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.
  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. 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.
  24. 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.
  25. Belaire F,. & Contreras, D, 2000. "Spanish Business Cycles: Asimetric and Irreversible?," Review on Economic Cycles, International Association of Economic Cycles, vol. 1(1), December.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper 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

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