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 | 122 | 2002 |
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 | 119 | 2005 |
Ranks and signs-based multiple variance ratio tests J Belaire-Franch, D Contreras Spanish-Italian Meeting on Financial Mathematics, VII, 40, 2004 | 100 | 2004 |
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 | 94 | 2002 |
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 | 62 | 2005 |
Recurrence plots in nonlinear time series analysis: free software J Belaire-Franch, D Contreras Journal of Statistical Software 7, 1-18, 2002 | 60 | 2002 |
How to compute the BDS test: a software comparison J Belaire-Franch, D Contreras Journal of Applied Econometrics 17 (6), 691-699, 2002 | 52 | 2002 |
Unemployment, cycle and gender A Peiró, J Belaire-Franch, MT Gonzalo Journal of Macroeconomics 34 (4), 1167-1175, 2012 | 51 | 2012 |
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 | 41 | 2004 |
Asymmetry in the relationship between unemployment and the business cycle J Belaire-Franch, A Peiró Empirical Economics 48, 683-697, 2015 | 38 | 2015 |
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 | 23 | 2003 |
Conditional and unconditional asymmetry in US macroeconomic time series J Belaire-Franch, A Peiro Studies in Nonlinear Dynamics & Econometrics 7 (1), 2003 | 18 | 2003 |
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 | 15 | 2010 |
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 | 14 | 2002 |
Tests for time reversibility: a complementarity analysis J Belaire-Franch, D Contreras Economics Letters 81 (2), 187-195, 2003 | 12 | 2003 |
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 | 9 | 2013 |
A note on the evidence of inflation persistence around the world J Belaire-Franch Empirical Economics 56, 1477-1487, 2019 | 8 | 2019 |
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 | 8 | 2002 |
Residual-based block bootstrap for cointegration testing R Badillo, J Belaire-Franch, C Reverte Applied Economics Letters 17 (10), 999-1003, 2010 | 7 | 2010 |
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 | 7 | 2007 |