معرفی
JORGE BELAIRE FRANCH is an Associate Professor in the Department of Economic Analysis at the Faculty of Economics, University of Valencia, Spain. His academic career is centered on econometric theory and its application to economic and financial time series, with a focus on nonlinearity, chaos, and structural breaks.
His research interests lie primarily in nonlinear time series econometrics, including chaos testing, time reversibility, variance ratio tests, and unit root analysis in the presence of structural breaks. He has made significant contributions to the methodological development and empirical application of tests for chaos, market efficiency, and asymmetry in macroeconomic and financial data. His work spans financial markets, real estate economics, exchange rate behavior, and labor market dynamics.
The most recent publications show a consistent trajectory in analyzing complex dynamics in economic data, particularly through nonparametric and nonlinear methods. Themes include chaos detection in stock markets, persistence changes in inflation and prices, and asymmetries in unemployment. His methodological rigor is evident in replication studies and power analyses of econometric tests.
Jorge Belaire Franch completed his PhD at the University of Valencia in 1999 with a thesis on applied nonlinear econometrics, supervised by Dr. Dulce Contreras Bayarri. He has contributed extensively to the literature through journal articles and methodological notes.
He has supervised doctoral research, as evidenced by his role as advisor to Dr. Dulce Contreras Bayarri's PhD student. While no specific grants or funded projects are mentioned, his sustained publication output suggests active research engagement.
There is no information available about labs, research teams, or collaborative groups he may lead or participate in.
