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 0 0 16 437
Exchange rates expectations and chaotic dynamics: A replication study 0 0 1 15 0 0 10 47
Total Working Papers 0 0 2 147 0 0 26 484

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 0 0 9 537
A Note on Resampling the Integration Across the Correlation Integral with Alternative Ranges 0 0 0 16 0 0 11 121
A PROOF OF THE POWER OF KIM'S TEST AGAINST STATIONARY PROCESSES WITH STRUCTURAL BREAKS 0 0 0 23 0 0 11 128
A Pearson's test for symmetry with an application to the Spanish business cycle 0 0 0 117 0 1 5 1,483
A Time Series Analysis of U.K. Construction and Real Estate Indices 0 0 0 17 1 1 8 106
A Variance Ratio Test of the Behaviour of Some FTSE Equity Indices Using Ranks and Signs 0 0 1 170 0 0 14 580
A note on change in persistence of U.S. city prices 0 0 0 3 0 0 10 20
A note on the evidence of inflation persistence around the world 0 0 0 5 0 0 5 26
A power comparison among tests for time reversibility 0 0 0 15 0 1 14 62
An Assessment of International Business Cycle Asymmetries using Clements and Krolzig's Parametric Approach 0 0 0 118 0 1 6 508
Asymmetry in the relationship between unemployment and the business cycle 0 0 0 45 0 4 17 157
Conditional and Unconditional Asymmetry in U.S. Macroeconomic Time Series 0 0 0 53 0 0 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 0 10 366
Estimating the Maximum Lyapunov Exponent with Denoised Data to Test for Chaos in the German Stock Market 0 0 0 0 1 2 19 19
Exchange rates expectations and chaotic dynamics: A replication study 0 0 0 3 0 0 8 39
Higher-order residual analysis for AR-ARCH models with the TR test 0 0 0 59 0 1 7 395
How to compute the BDS test: a software comparison 0 0 0 348 1 3 11 773
Improving cross-correlation tests through re-sampling techniques 0 0 0 32 0 1 3 162
Nonparametric Unit Root Test and Structural Breaks 0 0 1 44 0 2 11 155
Recurrence Plots in Nonlinear Time Series Analysis: Free Software 0 0 0 233 0 0 11 835
Residual-based block bootstrap for cointegration testing 0 0 0 14 0 1 10 93
Some evidence of random walk behavior of Euro exchange rates using ranks and signs 0 0 0 91 1 1 16 277
Spanish Business Cycles: Asimetric and Irreversible? 0 0 2 181 1 2 14 588
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 1 1 6 181
Spurious rejection of the stationarity hypothesis in the presence of a break point 0 0 0 12 1 2 9 201
Testing for non-linearity in an artificial financial market: a recurrence quantification approach 0 0 0 36 1 1 7 129
Testing for random walk in euro exchange rates using the subsampling approach 0 0 0 16 0 1 7 90
Testing the Martingale Property of Exchange Rates: A Replication 0 0 0 35 0 0 9 127
Tests for time reversibility: a complementarity analysis 0 0 0 21 1 1 11 129
The finite sample behavior of the 0–1 test for chaos 0 0 0 5 0 2 12 28
Unemployment, cycle and gender 0 1 2 46 0 1 11 178
Total Journal Articles 0 1 7 2,015 9 30 307 8,749

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Statistics updated 2026-10-11