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A note on the evidence of inflation persistence around the world

Belaire-Franch, Jorge - In: Empirical economics : a journal of the Institute for … 56 (2019) 5, pp. 1477-1487

Persistent link: https://www.econbiz.de/10012052203

Nonparametric unit root test and structural breaks

Belaire-Franch, Jorge; Contreras, Dulce - In: Journal of time series econometrics 3 (2011) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10009623569

A time series analysis of UK construction and real estate indices

Belaire-Franch, Jorge; Opong, Kwaku K. - In: The journal of real estate finance and economics 46 (2013) 3, pp. 516-542

Persistent link: https://www.econbiz.de/10009727563

Residual-based block bootstrap for cointegration testing

Amador, Rosa Badillo; Belaire-Franch, Jorge; Reverte, … - In: Applied economics letters 17 (2010) 10/12, pp. 999-1003

Persistent link: https://www.econbiz.de/10008698432

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

Belaire-Franch, Jorge; Opong, Kwaku K. - In: Applied economics letters 17 (2010) 10/12, pp. 1145-1151

Persistent link: https://www.econbiz.de/10008699237

Spurious rejections by Dickey-Fuller tests in the presence of an endogenously determined break under the null

Amador, Rosa Badillo; Belaire-Franch, Jorge; Reverte … - In: Revista de métodos cuantitativos para la economía y … 9 (2010), pp. 3-16

Leybourne et al. (1998) have proved the possibility of a `converse Perron phenomenon' when conventional Dickey-Fuller tests are applied to deter-mine the order of integration of a time series. That is, if the true generating process is I(1) but with a break, frequent spurious rejections of the...

Persistent link: https://www.econbiz.de/10008822137