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Jorge Belaire
Jorge Belaire
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Cited by
Cited by
Year
Corrigendum to" Detection of change in persistence of a linear time series"[J. Econom. 95 (2000) 97-116]
JY Kim, J Belaire-Franch, RB Amador
Journal of Econometrics 109 (2), 389-392, 2002
1222002
Some evidence of random walk behavior of Euro exchange rates using ranks and signs
J Belaire-Franch, KK Opong
Journal of banking & finance 29 (7), 1631-1643, 2005
1192005
Ranks and signs-based multiple variance ratio tests
J Belaire-Franch, D Contreras
Spanish-Italian Meeting on Financial Mathematics, VII, 40, 2004
1002004
Assessing nonlinear structures in real exchange rates using recurrence plot strategies
J Belaire-Franch, D Contreras, L Tordera-Lledó
Physica D: Nonlinear Phenomena 171 (4), 249-264, 2002
942002
A variance ratio test of the behaviour of some FTSE equity indices using ranks and signs
J Belaire-Franch, KK Opong
Review of quantitative finance and accounting 24, 93-107, 2005
622005
Recurrence plots in nonlinear time series analysis: free software
J Belaire-Franch, D Contreras
Journal of Statistical Software 7, 1-18, 2002
602002
How to compute the BDS test: a software comparison
J Belaire-Franch, D Contreras
Journal of Applied Econometrics 17 (6), 691-699, 2002
522002
Unemployment, cycle and gender
A Peiró, J Belaire-Franch, MT Gonzalo
Journal of Macroeconomics 34 (4), 1167-1175, 2012
512012
Testing for non-linearity in an artificial financial market: a recurrence quantification approach
J Belaire-Franch
Journal of Economic Behavior & Organization 54 (4), 483-494, 2004
412004
Asymmetry in the relationship between unemployment and the business cycle
J Belaire-Franch, A Peiró
Empirical Economics 48, 683-697, 2015
382015
An assessment of international business cycle asymmetries using Clements and Krolzig's parametric approach
J Belaire-Franch, D Contreras
Studies in Nonlinear Dynamics & Econometrics 6 (4), 2003
232003
Conditional and unconditional asymmetry in US macroeconomic time series
J Belaire-Franch, A Peiro
Studies in Nonlinear Dynamics & Econometrics 7 (1), 2003
182003
Testing for random walk in euro exchange rates using the subsampling approach
J Belaire-Franch, KK Opong
Applied Economics Letters 17 (12), 1145-1151, 2010
152010
A Pearson's test for symmetry with an application to the Spanish business cycle
J Belaire-Franch, D Contreras
Spanish Economic Review 4, 221-238, 2002
142002
Tests for time reversibility: a complementarity analysis
J Belaire-Franch, D Contreras
Economics Letters 81 (2), 187-195, 2003
122003
A time series analysis of UK construction and real estate indices
J Belaire-Franch, KK Opong
The Journal of Real Estate Finance and Economics 46, 516-542, 2013
92013
A note on the evidence of inflation persistence around the world
J Belaire-Franch
Empirical Economics 56, 1477-1487, 2019
82019
Spurious rejection of the stationarity hypothesis in the presence of a break point
R Badillo, J Belaire-Franch, D Contreras
Applied Economics 34 (15), 1917-1923, 2002
82002
Residual-based block bootstrap for cointegration testing
R Badillo, J Belaire-Franch, C Reverte
Applied Economics Letters 17 (10), 999-1003, 2010
72010
A nonparametric variance-ratio test of the behavior of UK real estate and construction indices
J Belaire-Franch, S McGreal, KK Opong, JR Webb
International Real Estate Review 10 (2), 94-112, 2007
72007
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