Access Statistics for Jesus Otero

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
A Note on the Extent of US Regional Income Convergence 0 1 2 88 0 1 3 231
A Pair-Wise Analysis of Intra-City Price Convergence Within the Paris Housing Market 0 0 0 24 1 2 3 104
A Pairwise-Based Approach to Examine the Feldstein-Horioka Condition of International Capital Mobility 0 0 0 36 0 0 0 89
A note on the extent of US regional income convergence 0 0 0 33 0 0 3 88
A spatio-temporal analysis of agricultural prices: An application to Colombian data 0 1 5 53 0 1 12 158
A spatio-temporal analysis of agricultural prices: An application to Colombian data 0 0 0 12 0 1 2 104
ARE EU BUDGET DEFICITS STATIONARY? 0 0 0 54 0 0 0 182
An analysis of the relationship between wages in the public and private sector in colombia: a panel data approach 0 0 2 82 0 0 5 261
An estimation of the pattern of diffusion of mobile phones: the case of Colombia 0 0 0 154 0 0 1 429
Are EU budget deficits sustainable? 0 0 0 132 0 0 1 428
Are EU budgets stationary? 0 0 0 71 0 0 1 238
Climbing the property ladder: An analysis of market integration in London property prices 0 0 1 37 1 1 5 110
Convergence in retail gasoline prices: Insights from Canadian cities 0 1 2 13 0 2 9 43
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 1 2 14 0 1 4 21
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 36 1 2 5 50
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 25 0 0 3 76
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 1 0 0 3 6
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 6 0 0 1 11
Drivers of COVID-19 in U.S. counties: A wave-level analysis 1 2 5 15 2 6 20 48
Early Career Research Production in Economics: Does Mentoring Matter? 0 0 1 55 1 1 9 259
Forecasting the spot prices of various coffee types using linear and non-linear error correction models 0 0 0 70 0 0 2 335
IDENTIFICATION AND ESTIMATION OF A LABOUR MARKET MODEL FOR THE TRADEABLES SECTOR: THE GREEK CASE 0 0 0 0 0 0 0 15
Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case 0 0 0 59 0 0 1 766
Implementing the Leybourne-Taylor test for seasonal unit roots in Stata 0 0 1 30 1 2 4 109
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 0 0 67 0 0 4 108
Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks 0 0 2 108 0 1 4 200
Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach 0 0 1 46 0 1 3 199
Investigating Regional House Price Convergence in the United States: Evidence from a pair-wise approach 0 0 1 118 0 0 4 389
MODELLING THE BEHAVIOUR OF THE SPOT PRICES OF VARIOUS TYPES OF COFFEE 0 0 1 2 0 0 1 17
Modeling The Behaviour of the Spot Prices of Various Types of Coffee 0 0 0 144 0 0 0 990
Modeling the monetary policy reaction function of the colombian central bank 0 0 1 159 0 0 2 447
Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach 0 0 0 2 0 0 3 1,458
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach 0 0 0 31 0 0 1 117
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version) 0 0 0 28 0 0 2 230
Modelling the Behaviour of Unemployment Rates in the US over Time and across Space 0 0 0 50 0 0 1 98
Modelling the behaviour of unemployment rates in the US over time and across space 0 0 0 73 0 1 3 225
Multivariate cointegration and temporal aggregation: some further simulation results 0 1 1 47 0 2 6 114
ON THE DYNAMICS OF UNEMPLOYMENT IN A DEVELOPING ECONOMY: COLOMBIA 0 0 0 24 0 0 1 139
On The Sustainability of the EU’s Current Account Deficits 0 0 0 111 0 0 3 272
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-Wise Approach 0 0 1 11 0 0 2 119
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-wise Approach 0 0 0 54 1 1 3 236
On the Dynamics of Unemployment in a Developing Economy: Colombia 0 0 0 207 0 0 1 1,007
On the Stationarity of Current Account Deficits in the European Union 1 1 1 70 1 2 2 225
On the determinants of the inflation rate in Colombia: a disequilibrium market approach 0 0 1 101 0 2 6 393
On the dynamics of gasoline market integration in the United States: Evidence from a pair wise approach 0 0 0 42 0 0 3 219
On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach 0 0 0 102 0 0 2 424
On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach 0 0 0 85 0 2 2 300
On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach 0 0 0 110 0 0 2 429
On the stationarity of current account deficits in the European Union 0 0 0 50 0 0 1 152
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks 0 0 0 109 0 3 8 495
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, cross-Sectional Dependency and Structural Breaks 0 0 1 55 0 0 2 259
PPP in OECD countries: An analysis of real exchange rate stationarity, cross-sectional dependency and strucutral breaks 0 0 0 21 0 0 6 180
Pricing behaviour under competition in the UK electricity supply industry 0 0 1 504 0 0 3 1,355
Property Heterogeneity and Convergence Club Formation among Local House Prices 0 0 1 25 0 1 3 128
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 0 69 0 0 1 490
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 0 11 0 0 0 107
Real Interest Parity: A note on Asian countries using panel stationarity tests 0 0 0 29 0 0 3 171
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 0 15 0 0 0 70
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 1 97 1 2 7 182
Rigidities and adjustments of daily prices to costs: Evidence from supermarket data 0 0 0 40 0 0 2 55
Seasonal adjustment and cointegration 0 0 0 108 0 0 2 314
Statistical inference for testing gini coefficients: an application for Colombia 0 0 0 182 0 0 0 488
Structural Breaks and Seasonal Integration 0 0 0 0 0 0 0 16
Structural Breaks and Seasonal Integration 0 0 0 6 0 0 0 205
THE EFFECTS OF SEASONAL ADJUSTMENT LINEAR FILTERS ON COINTEGRATING EQUATIONS: A MONTE CARLO INVESTIGATION 0 0 0 1 0 1 2 14
Testing for Seasonal Unit Roots in Heterogeneous Panels 0 0 0 51 0 0 0 213
Testing for exuberance in house prices using data sampled at different frequencies 0 0 3 49 0 0 6 72
Testing for seasonal unit roots in heterogeneous panels 0 0 0 63 0 0 0 230
Testing for seasonal unit roots in heterogeneous panels 0 0 0 2 0 0 0 19
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence 0 0 0 93 0 0 0 316
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence 0 0 0 2 0 0 5 16
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence 0 0 0 113 0 8 10 357
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence 0 0 0 455 0 0 2 1,322
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence 0 0 0 0 0 0 1 12
Testing for stock market integration in a developing economy: Colombia 0 0 0 68 0 1 5 322
Testing for time-varying Granger causality 2 2 19 152 2 6 42 270
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 1 0 0 0 11
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 85 0 1 3 316
Testing the law of one price in food markets: evidence for Colombia using disaggregated data 0 0 0 171 0 0 29 613
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 38 0 1 3 102
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 43 0 0 1 133
The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation 0 0 0 0 0 2 3 660
The Expectations Hypothesis and Decoupling of Short- and Long-Term US Interest Rates: A Pairwise Approach 0 0 0 22 0 0 0 94
The KPSS Test with Outliers 0 0 1 321 0 0 1 1,564
The KPSS test with outliers 0 0 0 1 0 0 1 23
The Long-Run Behaviour of the Terms of Trade between Primary Commodities and Manufactures: A Panel Data Approach 0 0 0 32 0 0 1 140
The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies 0 0 1 80 1 2 5 319
The long-run behaviour of the terms of trade between primary commodities and manufactures: A panel data approach 0 0 0 14 1 1 4 79
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian Economies 0 0 0 59 0 0 2 162
Unit root tests for explosive behaviour 0 0 4 94 0 1 11 211
Total Working Papers 4 10 63 6,223 14 62 333 24,773


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NOTE ON THE EXTENT OF U.S. REGIONAL INCOME CONVERGENCE 0 0 0 10 0 0 3 83
A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market 0 1 4 12 0 3 8 89
A Spatiotemporal Analysis of Agricultural Prices: An Application to Colombian Data 0 0 0 24 0 0 0 79
A one covariate at a time, multiple testing approach to variable selection in high‐dimensional linear regression models: A replication in a narrow sense 0 0 2 8 0 0 5 29
A pair-wise analysis of the law of one price: Evidence from the crude oil market 0 0 0 14 1 1 3 81
A pairwise-based approach to examining the Feldstein–Horioka condition of international capital mobility 0 0 0 3 0 0 0 38
A tale of two coffees? Analysing interaction and futures market efficiency 0 0 1 7 0 2 6 22
An estimation of the pattern of diffusion of mobile phones: The case of Colombia 0 0 2 48 0 0 6 187
Are EU budget deficits stationary? 0 0 0 65 0 0 0 218
Asymmetric behaviour and the 9-ending pricing of retail gasoline 0 1 2 5 0 2 8 15
Coffee export booms and monetary disequilibrium: some evidence for Colombia 0 0 0 64 0 0 1 438
Coffee, economic fluctuations and stabilisation: an intertemporal disequilibrium model with capital market imperfections 0 0 1 61 0 0 1 340
Convergence in retail gasoline prices: insights from Canadian cities 0 0 0 6 0 0 2 21
Crude oil price differentials, product heterogeneity and institutional arrangements 0 0 0 14 0 1 3 77
Erratum: Unit-root tests for explosive behavior 0 0 0 6 0 0 0 14
Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach 0 0 1 21 0 0 3 98
Forecasting the spot prices of various coffee types using linear and non-linear error correction models 0 0 1 151 0 0 3 885
Incumbent and entrant response to regulated competition: signaling with accounting costs and market prices2 0 0 0 32 0 0 1 165
Inflation before and after central bank independence: The case of Colombia 0 0 1 163 0 0 2 455
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 0 1 1 0 0 8 8
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 0 2 23 0 0 5 87
Interest rate convergence across maturities: Evidence from bank data in an emerging market economy 0 0 1 6 0 1 5 86
Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks 0 0 1 23 0 3 6 92
Investigating diesel market integration in France: Evidence from micro data 0 0 0 20 0 0 5 76
Investigating regional house price convergence in the United States: Evidence from a pair-wise approach 0 0 2 28 0 1 4 152
Los determinantes de la tasa de cambio real en Colombia 0 0 0 37 0 0 1 127
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach 0 0 1 76 0 0 1 244
Modelling the behaviour of unemployment rates in the US over time and across space 0 0 0 22 0 2 4 114
Modelling the monetary policy reaction function of the Colombian Central Bank 0 0 0 58 0 0 1 196
Modelling the spot prices of various coffee types 0 0 0 60 0 0 6 332
Multivariate Cointegration and Temporal Aggregation: Some Further Simulation Results 0 0 2 10 0 0 6 35
On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach 0 0 0 167 0 0 0 612
On financial liberalization and long-run risk sharing 0 0 0 3 0 0 3 26
On financial liberalization and long-run risk sharing 0 0 0 3 0 0 0 35
On the Stationarity of Current Account Deficits in the European Union 0 0 0 44 0 0 2 152
On the dynamics of gasoline market integration in the United States: Evidence from a pair-wise approach 0 0 0 27 0 0 2 153
On the dynamics of unemployment in a developing economy: Colombia 0 0 0 53 0 1 1 316
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks 0 0 0 40 1 1 2 176
Predicting early career productivity of PhD economists: Does advisor-match matter? 0 0 2 19 0 0 10 83
Price Discrimination, Regulation and Entry in the UK Residential Electricity Market 0 0 0 0 0 0 3 669
Pricing behaviour under competition in the UK electricity supply industry 0 0 0 46 0 0 1 137
Property heterogeneity and convergence club formation among local house prices 0 0 1 33 0 0 9 143
Psychological price barriers, El Niño, La Niña: New insights for the case of coffee 0 2 3 10 1 6 9 19
Re-examining the Feldstein–Horioka and Sachs' views of capital mobility: A heterogeneous panel setup 0 0 1 23 0 1 4 83
Re-examining the movements of crude oil spot and futures prices over time 0 0 0 13 0 0 2 48
Real interest parity: A note on Asian countries using panel stationarity tests 0 0 0 8 0 0 1 81
Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots 0 0 2 32 0 1 4 127
Response surface models for OLS and GLS detrending-based unit-root tests in nonlinear ESTAR models 0 0 0 28 0 0 0 64
Response surface models for the Elliott, Rothenberg, and Stock unit-root test 0 0 0 7 1 2 3 43
Response surface models for the Leybourne unit root tests and lag order dependence 0 0 0 14 0 1 2 63
Rigidities and adjustments of daily prices to costs: Evidence from supermarket data 0 0 0 3 0 0 3 27
Search intensity, search time and prices: evidence from retail diesel markets in France 0 0 0 1 0 3 4 6
Smooth transition vector error correction models for the spot prices of coffee 0 0 0 110 0 0 3 336
Statistical Inference for Testing Gini Coefficients: An Application for Colombia 0 1 2 18 0 1 8 115
Statistical inference for testing Gini Coefficients: An application for Colombia 0 0 0 52 0 0 3 233
Structural breaks and seasonal integration 0 0 0 32 0 0 0 106
Testing for cointegration: power versus frequency of observation -- further Monte Carlo results 1 1 1 71 1 2 7 414
Testing for exuberance in house prices using data sampled at different frequencies 0 0 1 5 0 0 2 21
Testing for seasonal unit roots in heterogeneous panels 0 0 0 29 0 1 5 125
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence 0 0 0 25 0 0 0 76
Testing for spatial market integration: evidence for Colombia using a pairwise approach 0 0 0 6 0 0 1 31
Testing for stock market integration in a developing economy: Colombia 0 0 1 1 0 0 8 8
Testing for time-varying Granger causality 1 2 11 45 1 4 17 87
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 15 0 1 1 79
Testing the efficiency of inflation and exchange rate forecast revisions in a changing economic environment 0 0 0 5 0 0 5 41
Testing the law of one price in food markets: evidence for Colombia using disaggregated data 0 0 0 41 1 1 3 142
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 1 1 38 0 3 4 220
The Beveridge Curve Across US States: New Insights From a Pairwise Approach 0 1 2 15 0 1 4 33
The KPSS Test with Outliers 0 0 0 35 0 0 1 140
The KPSS Test with Outliers 0 0 0 41 0 0 1 223
The dynamics of U.S. industrial production: A time-varying Granger causality perspective 1 1 6 6 1 2 15 15
The effects of FX-interventions on forecasters disagreement: A mixed data sampling view 0 0 0 3 0 0 1 8
The expectations hypothesis and decoupling of short- and long-term US interest rates: A pairwise approach 0 0 0 4 0 0 0 47
The long-run behaviour of the terms of trade between primary commodities and manufactures: a panel data approach 0 0 0 24 1 1 8 124
The real exchange rate in Colombia: an analysis using multivariate cointegration 0 0 0 32 0 0 2 166
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies 0 0 0 32 0 0 1 122
The timing of tariff structure changes in regulated industries: evidence from England and Wales 0 0 0 36 0 0 1 147
The wage curve within and across regions: new insights from a pairwise view of US states 0 0 1 8 0 1 2 16
Trade Shocks and Developing Countries (Clarendon Press, Oxford, 1999): Paul Collier, Jan Willem Gunning and Associates. Volume 2: Asia and Latin America, pp. ix+360. ISBN 0-19-829463-8 0 1 1 142 0 1 6 450
Una base de datos de precios y características de vivienda en Colombia con información de Internet 0 0 0 12 0 1 5 46
Unit-root tests based on forward and reverse Dickey–Fuller regressions 0 1 1 29 0 2 3 84
Unit-root tests for explosive behavior 0 0 6 23 0 3 16 58
Wholesale price rigidities and exchange rate pass-through: Evidence from daily data of agricultural products 0 0 2 5 1 3 16 23
Total Journal Articles 3 13 70 2,592 10 60 321 11,682
3 registered items for which data could not be found


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ADFMAXUR: Stata module to calculate Leybourne (1995) ADFmax unit root test statistic along with 1, 5 and 10% finite-sample critical values and associated p-values 0 1 6 60 2 6 24 319
BAING: Stata module to determine and estimate the number of common factors following Bai and Ng 1 1 5 72 1 4 16 327
ERSUR: Stata module to calculate Elliott, Rothenberg & Stock DF-GLS unit root test statistic along with 1, 5 and 10% finite-sample critical values and associated p-values 0 2 9 84 0 4 30 528
KSSUR: Stata module to calculate Kapetanios, Shin & Snell unit root test statistic along with critical values and p-values 1 4 27 503 4 12 70 1,690
KSUR: Stata module to calculate Kapetanios & Shin unit root test statistic along with finite-sample critical values and p-values 0 0 2 119 2 3 24 590
OCMT: Stata module to perform multiple testing approach in high-dimensional linear regression 0 2 2 37 0 4 15 195
RADF: Stata module to calculate unit root tests for explosive behaviour 2 4 10 198 6 11 50 866
TVGC: Stata module to perform Time-Varying Granger Causality tests 5 13 124 868 13 51 306 2,480
Total Software Items 9 27 185 1,941 28 95 535 6,995


Statistics updated 2025-07-04