Argitalpenak (42) JORGE BELAIRE FRANCH argitalpenak

2022

  1. A note on change in persistence of U.S. city prices

    Studies in Nonlinear Dynamics and Econometrics, Vol. 26, Núm. 5, pp. 649-653

2020

  1. The finite sample behavior of the 0–1 test for chaos

    Physica A: Statistical Mechanics and its Applications, Vol. 555

2019

  1. A note on the evidence of inflation persistence around the world

    Empirical Economics, Vol. 56, Núm. 5, pp. 1477-1487

2018

  1. Exchange rates expectations and chaotic dynamics: A replication study

    Economics, Vol. 12, Núm. 1

2015

  1. Asymmetry in the relationship between unemployment and the business cycle

    Empirical Economics, Vol. 48, Núm. 2, pp. 683-697

2013

  1. A Time Series Analysis of U.K. Construction and Real Estate Indices

    Journal of Real Estate Finance and Economics, Vol. 46, Núm. 3, pp. 516-542

2012

  1. Unemployment, cycle and gender

    Journal of Macroeconomics, Vol. 34, Núm. 4, pp. 1167-1175

2011

  1. Testing the martingale property of exchange rates: A replication

    Studies in Nonlinear Dynamics and Econometrics, Vol. 15, Núm. 1

  2. Unemployment, cycle and gender

    Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]

2010

  1. Residual-based block bootstrap for cointegration testing

    Applied Economics Letters, Vol. 17, Núm. 10, pp. 999-1003

  2. Spurious Rejections by Dickey-Fuller Tests in the Presence of an Endogenously Determined Break under the Null

    Revista de métodos cuantitativos para la economía y la empresa, Vol. 9, pp. 3-16

  3. Testing for random walk in euro exchange rates using the subsampling approach

    Applied Economics Letters, Vol. 17, Núm. 12, pp. 1145-1151

2008

  1. Spurious rejection using recursive, rolling and sequential tests in the presence of a break under the null

    XXXIII Simposio de Análisis Económico

  2. Spurious rejection using recursive, rolling and sequential tests in the presence of a break under the null

    XVI Reunión de ASEPUMA y IV Encuentro Internacional de Profesores Universitarios de Matemáticas para la Economía y la Empresa

2007

  1. A Nonparametric Variance-Ratio Test of the Behavior of U.K. Real Estate and Construction Indices

    International Real Estate Review, Vol. 10, Núm. 2, pp. 94-112

2005

  1. A proof of the power of Kim's test against stationary processes with structural breaks

    Econometric Theory, Vol. 21, Núm. 6, pp. 1172-1176

  2. A variance ratio test of the behaviour of some FTSE equity indices using ranks and signs

    Review of Quantitative Finance and Accounting, Vol. 24, Núm. 1, pp. 93-107

  3. Some evidence of random walk behavior of Euro exchange rates using ranks and signs

    Journal of Banking and Finance, Vol. 29, Núm. 7, pp. 1631-1643

2004

  1. Testing for non-linearity in an artificial financial market: A recurrence quantification approach

    Journal of Economic Behavior and Organization, Vol. 54, Núm. 4, pp. 483-494

2003

  1. A Note on Resampling the Integration Across the Correlation Integral with Alternative Ranges

    Econometric Reviews, Vol. 22, Núm. 4, pp. 337-349