Access Statistics for Jorge Belaire-Franch

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 1 132 1 3 16 437
Exchange rates expectations and chaotic dynamics: A replication study 0 0 0 14 0 3 9 46
Total Working Papers 0 0 1 146 1 6 25 483

Journal Article File Downloads Abstract Views
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 1 3 9 537
A Note on Resampling the Integration Across the Correlation Integral with Alternative Ranges 0 0 0 16 1 7 11 121
A PROOF OF THE POWER OF KIM'S TEST AGAINST STATIONARY PROCESSES WITH STRUCTURAL BREAKS 0 0 0 23 0 4 11 128
A Pearson's test for symmetry with an application to the Spanish business cycle 0 0 0 117 0 2 5 1,482
A Time Series Analysis of U.K. Construction and Real Estate Indices 0 0 0 17 0 0 8 105
A Variance Ratio Test of the Behaviour of Some FTSE Equity Indices Using Ranks and Signs 0 0 1 170 1 5 14 579
A note on change in persistence of U.S. city prices 0 0 0 3 0 3 12 20
A note on the evidence of inflation persistence around the world 0 0 1 5 0 2 7 26
A power comparison among tests for time reversibility 0 0 0 15 2 9 13 61
An Assessment of International Business Cycle Asymmetries using Clements and Krolzig's Parametric Approach 0 0 0 118 0 2 5 507
Asymmetry in the relationship between unemployment and the business cycle 0 0 0 45 0 6 15 153
Conditional and Unconditional Asymmetry in U.S. Macroeconomic Time Series 0 0 0 53 1 3 5 256
Corrigendum to "Detection of change in persistence of a linear time series" [J. Econom. 95 (2000) 97-116] 0 0 1 127 0 4 9 365
Estimating the Maximum Lyapunov Exponent with Denoised Data to Test for Chaos in the German Stock Market 0 0 0 0 0 5 12 12
Exchange rates expectations and chaotic dynamics: A replication study 0 0 0 3 1 2 7 38
Higher-order residual analysis for AR-ARCH models with the TR test 0 0 0 59 0 3 6 394
How to compute the BDS test: a software comparison 0 0 0 348 0 2 8 769
Improving cross-correlation tests through re-sampling techniques 0 0 0 32 0 1 2 161
Nonparametric Unit Root Test and Structural Breaks 0 0 1 44 1 4 9 153
Recurrence Plots in Nonlinear Time Series Analysis: Free Software 0 0 0 233 1 4 10 834
Residual-based block bootstrap for cointegration testing 0 0 0 14 0 3 9 92
Some evidence of random walk behavior of Euro exchange rates using ranks and signs 0 0 0 91 1 2 16 276
Spanish Business Cycles: Asimetric and Irreversible? 0 0 1 180 0 5 11 585
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 3 5 180
Spurious rejection of the stationarity hypothesis in the presence of a break point 0 0 0 12 0 2 7 199
Testing for non-linearity in an artificial financial market: a recurrence quantification approach 0 0 0 36 0 2 7 128
Testing for random walk in euro exchange rates using the subsampling approach 0 0 0 16 0 1 7 89
Testing the Martingale Property of Exchange Rates: A Replication 0 0 0 35 1 4 9 127
Tests for time reversibility: a complementarity analysis 0 0 0 21 1 4 10 128
The finite sample behavior of the 0–1 test for chaos 0 0 0 5 0 4 10 26
Unemployment, cycle and gender 0 0 1 44 1 3 12 176
Total Journal Articles 0 0 6 2,012 13 104 281 8,707

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Statistics updated 2026-06-04