7
H index
7
i10 index
241
Citations
Jorge Belaire-Franch : Citation Profile
Universidad de València | RESEARCH PRODUCTION: 29 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (2002 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jorge Belaire-Franch. | Is cited by:
| Cites to:
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Main data
Where Jorge Belaire-Franch has published?
| Journals with more than one article published | # docs |
|---|---|
| Studies in Nonlinear Dynamics & Econometrics | 4 |
| Applied Economics Letters | 3 |
| Empirical Economics | 2 |
Recent works citing Jorge Belaire-Franch (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Non-linear relationship between oil and cryptocurrencies: Evidence from returns and shocks. (2023). Shah, Adil Ahmad ; Yarovaya, Larisa ; Abrar, Afsheen ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002855. Full description at Econpapers || Download paper |
| 2023 | Forecasting energy spot prices: A multiscale clustering recognition approach. (2023). Li, Ranran. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000284. Full description at Econpapers || Download paper |
| 2023 | Price efficiency of the foreign exchange rates of BRICS countries: A comparative analysis. (2023). Sheng, Hsia Hua ; Rasheed, Abdul A ; Diniz-Maganini, Natalia. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:1:s2666143822000357. Full description at Econpapers || Download paper |
Works by Jorge Belaire-Franch:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Nonparametric Unit Root Test and Structural Breaks In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Testing the Martingale Property of Exchange Rates: A Replication In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2022 | A note on change in persistence of U.S. city prices In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2003 | An Assessment of International Business Cycle Asymmetries using Clements and Krolzigs Parametric Approach In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2003 | Conditional and Unconditional Asymmetry in U.S. Macroeconomic Time Series In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2005 | A PROOF OF THE POWER OF KIMS TEST AGAINST STATIONARY PROCESSES WITH STRUCTURAL BREAKS In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
| 2004 | A power comparison among tests for time reversibility In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2003 | Tests for time reversibility: a complementarity analysis In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2002 | Corrigendum to Detection of change in persistence of a linear time series [J. Econom. 95 (2000) 97-116] In: Journal of Econometrics. [Full Text][Citation analysis] | article | 46 |
| 2005 | Some evidence of random walk behavior of Euro exchange rates using ranks and signs In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 50 |
| 2004 | Testing for non-linearity in an artificial financial market: a recurrence quantification approach In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 13 |
| 2012 | Unemployment, cycle and gender In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 16 |
| 2020 | The finite sample behavior of the 0–1 test for chaos In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 2007 | A Nonparametric Variance-Ratio Test of the Behavior of U.K. Real Estate and Construction Indices In: International Real Estate Review. [Full Text][Citation analysis] | article | 6 |
| 2002 | How to compute the BDS test: a software comparison In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2002 | Recurrence Plots in Nonlinear Time Series Analysis: Free Software In: Journal of Statistical Software. [Full Text][Citation analysis] | article | 5 |
| 2013 | A Time Series Analysis of U.K. Construction and Real Estate Indices In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 3 |
| 2005 | A Variance Ratio Test of the Behaviour of Some FTSE Equity Indices Using Ranks and Signs In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 20 |
| 2010 | 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 hipót In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration. [Full Text][Citation analysis] | article | 0 |
| 2002 | Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies In: Computing in Economics and Finance 2002. [Full Text][Citation analysis] | paper | 22 |
| 2015 | Asymmetry in the relationship between unemployment and the business cycle In: Empirical Economics. [Full Text][Citation analysis] | article | 11 |
| 2019 | A note on the evidence of inflation persistence around the world In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
| 2002 | A Pearsons test for symmetry with an application to the Spanish business cycle In: Spanish Economic Review. [Full Text][Citation analysis] | article | 4 |
| 2010 | Residual-based block bootstrap for cointegration testing In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2010 | Testing for random walk in euro exchange rates using the subsampling approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 2002 | Higher-order residual analysis for AR-ARCH models with the TR test In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2002 | Spurious rejection of the stationarity hypothesis in the presence of a break point In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2003 | A Note on Resampling the Integration Across the Correlation Integral with Alternative Ranges In: Econometric Reviews. [Full Text][Citation analysis] | article | 3 |
| 2002 | Improving cross-correlation tests through re-sampling techniques In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Exchange rates expectations and chaotic dynamics: A replication study In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Exchange rates expectations and chaotic dynamics: A replication study.(2018) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team