Access Statistics for Jorge Belaire-Franch

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies	0	0	0	131	0	0	0	421
Exchange rates expectations and chaotic dynamics: A replication study	0	0	0	14	0	1	5	37
Total Working Papers	0	0	0	145	0	1	5	458

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Nonparametric Variance-Ratio Test of the Behavior of U.K. Real Estate and Construction Indices	0	0	0	112	0	1	1	528
A Note on Resampling the Integration Across the Correlation Integral with Alternative Ranges	0	0	0	16	0	0	2	110
A PROOF OF THE POWER OF KIM'S TEST AGAINST STATIONARY PROCESSES WITH STRUCTURAL BREAKS	0	0	0	23	1	1	1	117
A Pearson's test for symmetry with an application to the Spanish business cycle	0	0	0	117	0	0	1	1,477
A Time Series Analysis of U.K. Construction and Real Estate Indices	0	0	0	17	0	0	1	97
A Variance Ratio Test of the Behaviour of Some FTSE Equity Indices Using Ranks and Signs	0	0	1	169	0	0	1	565
A note on change in persistence of U.S. city prices	0	0	1	3	0	0	4	8
A note on the evidence of inflation persistence around the world	0	0	0	4	1	1	2	19
A power comparison among tests for time reversibility	0	0	1	15	0	0	1	48
An Assessment of International Business Cycle Asymmetries using Clements and Krolzig's Parametric Approach	0	0	0	118	0	0	1	502
Asymmetry in the relationship between unemployment and the business cycle	0	0	0	45	0	1	3	138
Conditional and Unconditional Asymmetry in U.S. Macroeconomic Time Series	0	0	0	53	0	0	0	251
Corrigendum to "Detection of change in persistence of a linear time series" [J. Econom. 95 (2000) 97-116]	0	0	1	126	1	1	3	356
Exchange rates expectations and chaotic dynamics: A replication study	0	0	0	3	0	0	2	31
Higher-order residual analysis for AR-ARCH models with the TR test	0	0	0	59	0	0	0	388
How to compute the BDS test: a software comparison	0	0	1	348	0	0	2	761
Improving cross-correlation tests through re-sampling techniques	0	0	0	32	0	0	0	159
Nonparametric Unit Root Test and Structural Breaks	0	0	0	43	1	1	2	144
Recurrence Plots in Nonlinear Time Series Analysis: Free Software	0	0	2	233	0	0	3	824
Residual-based block bootstrap for cointegration testing	0	0	0	14	0	0	1	83
Some evidence of random walk behavior of Euro exchange rates using ranks and signs	0	0	0	91	0	1	2	260
Spanish Business Cycles: Asimetric and Irreversible?	0	0	0	179	0	0	2	574
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 hipótesis nula endógenamente determinada	0	0	0	18	0	0	1	175
Spurious rejection of the stationarity hypothesis in the presence of a break point	0	0	0	12	0	0	0	192
Testing for non-linearity in an artificial financial market: a recurrence quantification approach	0	0	0	36	0	0	1	121
Testing for random walk in euro exchange rates using the subsampling approach	0	0	0	16	0	0	1	82
Testing the Martingale Property of Exchange Rates: A Replication	0	0	0	35	0	1	2	118
Tests for time reversibility: a complementarity analysis	0	0	0	21	0	1	1	118
The finite sample behavior of the 0–1 test for chaos	0	0	0	5	0	0	1	16
Unemployment, cycle and gender	0	0	1	43	0	0	2	164
Total Journal Articles	0	0	8	2,006	4	9	44	8,426

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Statistics updated 2025-06-06