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 0 2 88 1 2 5 234
A Pair-Wise Analysis of Intra-City Price Convergence Within the Paris Housing Market 0 0 0 24 0 0 4 105
A Pairwise-Based Approach to Examine the Feldstein-Horioka Condition of International Capital Mobility 0 0 0 36 1 1 6 95
A note on the extent of US regional income convergence 0 0 0 33 0 2 5 90
A spatio-temporal analysis of agricultural prices: An application to Colombian data 0 0 4 53 2 6 11 164
A spatio-temporal analysis of agricultural prices: An application to Colombian data 0 0 0 12 0 2 4 106
ARE EU BUDGET DEFICITS STATIONARY? 0 0 0 54 0 1 1 183
An analysis of the relationship between wages in the public and private sector in colombia: a panel data approach 0 0 2 82 2 3 7 264
An estimation of the pattern of diffusion of mobile phones: the case of Colombia 0 0 0 154 1 2 2 431
Are EU budget deficits sustainable? 0 0 0 132 0 0 2 429
Are EU budgets stationary? 0 0 0 71 1 1 1 239
Climbing the property ladder: An analysis of market integration in London property prices 0 0 0 37 0 1 5 113
Convergence in retail gasoline prices: Insights from Canadian cities 0 0 1 13 0 0 7 43
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 1 14 2 3 5 24
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 1 2 2 5 8
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 36 2 3 7 53
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 6 2 2 3 14
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 25 2 2 5 79
Drivers of COVID-19 in U.S. counties: A wave-level analysis 0 0 3 15 4 11 26 62
Early Career Research Production in Economics: Does Mentoring Matter? 0 0 1 55 1 1 8 262
Forecasting the spot prices of various coffee types using linear and non-linear error correction models 0 0 0 70 0 0 0 335
IDENTIFICATION AND ESTIMATION OF A LABOUR MARKET MODEL FOR THE TRADEABLES SECTOR: THE GREEK CASE 0 0 0 0 0 0 1 16
Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case 1 1 1 60 5 5 6 771
Implementing the Leybourne-Taylor test for seasonal unit roots in Stata 0 2 3 33 0 3 9 116
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 0 0 67 0 1 3 109
Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks 0 1 2 109 0 4 8 205
Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach 0 0 0 46 0 1 4 201
Investigating Regional House Price Convergence in the United States: Evidence from a pair-wise approach 0 0 0 118 0 1 3 390
MODELLING THE BEHAVIOUR OF THE SPOT PRICES OF VARIOUS TYPES OF COFFEE 0 0 0 2 1 1 1 18
Modeling The Behaviour of the Spot Prices of Various Types of Coffee 1 1 1 145 2 2 2 992
Modeling the monetary policy reaction function of the colombian central bank 0 0 1 159 1 5 7 453
Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach 0 0 0 2 1 2 5 1,460
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach 0 0 0 31 1 1 2 118
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version) 0 0 0 28 0 0 0 230
Modelling the Behaviour of Unemployment Rates in the US over Time and across Space 0 0 0 50 1 1 3 100
Modelling the behaviour of unemployment rates in the US over time and across space 0 0 0 73 4 5 8 230
Multivariate cointegration and temporal aggregation: some further simulation results 0 0 1 47 3 3 7 118
ON THE DYNAMICS OF UNEMPLOYMENT IN A DEVELOPING ECONOMY: COLOMBIA 0 0 0 24 1 1 1 140
On The Sustainability of the EU’s Current Account Deficits 0 0 0 111 0 1 6 275
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-Wise Approach 0 0 0 11 0 0 0 119
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-wise Approach 0 0 0 54 1 2 5 239
On the Dynamics of Unemployment in a Developing Economy: Colombia 0 0 0 207 1 2 2 1,009
On the Stationarity of Current Account Deficits in the European Union 0 0 1 70 1 1 4 227
On the determinants of the inflation rate in Colombia: a disequilibrium market approach 0 0 0 101 2 2 5 396
On the dynamics of gasoline market integration in the United States: Evidence from a pair wise approach 0 0 0 42 0 1 2 221
On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach 0 0 0 102 0 0 0 424
On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach 0 0 0 110 1 1 4 431
On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach 0 0 0 85 2 2 4 302
On the stationarity of current account deficits in the European Union 0 0 0 50 2 2 2 154
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks 0 0 0 109 10 11 18 506
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, cross-Sectional Dependency and Structural Breaks 0 0 0 55 1 3 3 262
PPP in OECD countries: An analysis of real exchange rate stationarity, cross-sectional dependency and strucutral breaks 0 0 0 21 2 2 4 182
Pricing behaviour under competition in the UK electricity supply industry 1 1 1 505 1 1 3 1,357
Property Heterogeneity and Convergence Club Formation among Local House Prices 0 0 0 25 1 2 4 131
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 0 11 0 0 1 108
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 0 69 1 2 2 492
Real Interest Parity: A note on Asian countries using panel stationarity tests 0 0 0 29 1 2 2 173
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 1 97 1 2 10 187
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 0 15 2 3 3 73
Rigidities and adjustments of daily prices to costs: Evidence from supermarket data 0 0 0 40 1 2 3 57
Seasonal adjustment and cointegration 0 0 0 108 0 0 2 315
Statistical inference for testing gini coefficients: an application for Colombia 0 0 0 182 2 5 5 493
Structural Breaks and Seasonal Integration 0 0 0 0 2 2 4 20
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 0 1 14
Testing for Seasonal Unit Roots in Heterogeneous Panels 1 1 1 52 2 5 5 218
Testing for exuberance in house prices using data sampled at different frequencies 0 0 0 49 2 4 5 76
Testing for seasonal unit roots in heterogeneous panels 0 0 0 63 0 2 3 233
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 1 317
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence 0 0 0 2 0 0 1 16
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence 0 0 0 113 0 2 11 359
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence 0 0 0 0 1 1 1 13
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence 1 1 1 456 2 4 5 1,326
Testing for stock market integration in a developing economy: Colombia 0 0 0 68 0 3 5 325
Testing for time-varying Granger causality 1 5 17 159 3 9 32 283
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 2 2 2 87 3 4 8 321
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 1 1 2 3 14
Testing the law of one price in food markets: evidence for Colombia using disaggregated data 0 0 0 171 4 5 21 618
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 38 2 4 5 106
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 43 3 3 5 137
The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation 0 0 0 0 1 1 5 662
The Expectations Hypothesis and Decoupling of Short- and Long-Term US Interest Rates: A Pairwise Approach 0 0 0 22 0 0 1 95
The KPSS Test with Outliers 1 1 2 322 6 7 9 1,572
The KPSS test with outliers 0 0 0 1 2 4 8 30
The Long-Run Behaviour of the Terms of Trade between Primary Commodities and Manufactures: A Panel Data Approach 0 0 0 32 0 2 5 144
The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies 0 0 0 80 2 2 5 321
The long-run behaviour of the terms of trade between primary commodities and manufactures: A panel data approach 0 0 1 15 5 6 11 87
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian Economies 0 0 0 59 0 0 1 162
Unit root tests for explosive behaviour 0 0 1 94 1 1 7 213
Total Working Papers 9 16 51 6,243 118 203 451 25,039

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 5 85
A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market 0 0 2 12 2 2 8 91
A Spatiotemporal Analysis of Agricultural Prices: An Application to Colombian Data 0 0 0 24 2 4 5 84
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 1 4 10 1 2 6 33
A pair-wise analysis of the law of one price: Evidence from the crude oil market 0 0 0 14 1 2 5 84
A pairwise-based approach to examining the Feldstein–Horioka condition of international capital mobility 0 0 0 3 0 0 2 40
A tale of two coffees? Analysing interaction and futures market efficiency 0 0 1 7 0 2 7 25
An estimation of the pattern of diffusion of mobile phones: The case of Colombia 1 1 2 49 4 4 7 191
Are EU budget deficits stationary? 0 0 0 65 1 2 8 226
Asymmetric behaviour and the 9-ending pricing of retail gasoline 0 0 1 5 0 1 5 16
Coffee export booms and monetary disequilibrium: some evidence for Colombia 0 0 0 64 1 5 6 444
Coffee, economic fluctuations and stabilisation: an intertemporal disequilibrium model with capital market imperfections 0 0 0 61 2 2 2 342
Convergence in retail gasoline prices: insights from Canadian cities 0 0 0 6 1 1 3 22
Crude oil price differentials, product heterogeneity and institutional arrangements 0 0 1 15 1 2 6 80
Drivers of COVID-19 in U.S. counties: A wave-level analysis 0 0 0 0 0 1 1 1
Erratum: Unit-root tests for explosive behavior 0 0 0 6 1 1 1 15
Examining psychological barriers in exchange rates across various regimes and FX intervention 0 0 0 0 8 13 18 18
Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach 0 0 1 21 0 0 3 99
Forecasting retail fuel prices with spatial interdependencies 1 1 1 1 3 5 7 7
Forecasting the spot prices of various coffee types using linear and non-linear error correction models 0 0 1 151 0 0 2 885
Incumbent and entrant response to regulated competition: signaling with accounting costs and market prices2 0 0 0 32 0 1 1 166
Inflation before and after central bank independence: The case of Colombia 0 0 0 163 0 0 0 455
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 0 1 1 0 2 10 10
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 0 1 23 1 1 3 88
Interest rate convergence across maturities: Evidence from bank data in an emerging market economy 0 0 1 6 2 4 9 91
Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks 0 0 0 23 1 2 7 94
Investigating diesel market integration in France: Evidence from micro data 0 0 0 20 3 4 5 80
Investigating regional house price convergence in the United States: Evidence from a pair-wise approach 0 0 2 28 3 8 12 161
Los determinantes de la tasa de cambio real en Colombia 0 0 0 37 0 1 2 128
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 2 3 6 117
Modelling the monetary policy reaction function of the Colombian Central Bank 0 0 0 58 0 2 3 198
Modelling the spot prices of various coffee types 0 0 0 60 0 3 5 336
Multivariate Cointegration and Temporal Aggregation: Some Further Simulation Results 0 0 1 10 1 1 6 37
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 1 2 2 28
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 1 3 5 155
On the dynamics of gasoline market integration in the United States: Evidence from a pair-wise approach 0 0 0 27 1 1 2 155
On the dynamics of unemployment in a developing economy: Colombia 0 0 0 53 2 3 4 319
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks 0 0 0 40 0 2 6 180
Predicting early career productivity of PhD economists: Does advisor-match matter? 0 0 1 19 0 2 9 87
Price Discrimination, Regulation and Entry in the UK Residential Electricity Market 0 0 0 0 1 1 8 674
Pricing behaviour under competition in the UK electricity supply industry 0 0 0 46 0 0 2 138
Property heterogeneity and convergence club formation among local house prices 0 0 0 33 1 3 12 149
Psychological price barriers, El Niño, La Niña: New insights for the case of coffee 1 2 5 12 2 4 15 25
Quality differences, location, and coffee price returns networks: Insights from a high-dimensional CoVaR-copula analysis 1 1 1 1 4 4 4 4
Re-examining the Feldstein–Horioka and Sachs' views of capital mobility: A heterogeneous panel setup 0 1 2 24 1 5 7 88
Re-examining the movements of crude oil spot and futures prices over time 0 0 0 13 0 1 2 49
Real interest parity: A note on Asian countries using panel stationarity tests 0 0 0 8 2 2 3 83
Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots 0 0 2 32 0 0 4 128
Response surface models for OLS and GLS detrending-based unit-root tests in nonlinear ESTAR models 0 0 0 28 1 3 3 67
Response surface models for the Elliott, Rothenberg, and Stock unit-root test 0 0 0 7 0 1 6 46
Response surface models for the Leybourne unit root tests and lag order dependence 0 0 0 14 0 1 2 64
Rigidities and adjustments of daily prices to costs: Evidence from supermarket data 1 2 2 5 4 7 11 37
Search intensity, search time and prices: evidence from retail diesel markets in France 0 0 0 1 0 0 4 7
Smooth transition vector error correction models for the spot prices of coffee 0 0 0 110 0 2 2 338
Statistical Inference for Testing Gini Coefficients: An Application for Colombia 0 0 1 18 6 8 14 123
Statistical inference for testing Gini Coefficients: An application for Colombia 0 0 0 52 0 1 5 235
Structural breaks and seasonal integration 0 0 0 32 0 0 2 108
Testing for cointegration: power versus frequency of observation -- further Monte Carlo results 0 0 1 71 2 6 11 421
Testing for exuberance in house prices using data sampled at different frequencies 0 0 0 5 1 1 1 22
Testing for seasonal unit roots in heterogeneous panels 0 0 0 29 1 1 7 127
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 2 3 33
Testing for stock market integration in a developing economy: Colombia 0 0 1 1 0 0 8 8
Testing for time-varying Granger causality 0 0 6 46 1 4 19 96
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 15 2 3 4 82
Testing the efficiency of inflation and exchange rate forecast revisions in a changing economic environment 0 0 1 6 1 3 6 45
Testing the law of one price in food markets: evidence for Colombia using disaggregated data 0 0 0 41 0 0 3 143
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 1 38 1 4 11 227
The Beveridge Curve Across US States: New Insights From a Pairwise Approach 0 0 2 15 1 3 7 37
The KPSS Test with Outliers 0 0 0 41 2 3 5 227
The KPSS Test with Outliers 0 0 0 35 3 3 4 143
The dynamics of U.S. industrial production: A time-varying Granger causality perspective 1 2 8 8 3 5 25 25
The effects of FX-interventions on forecasters disagreement: A mixed data sampling view 0 1 1 4 1 3 4 11
The expectations hypothesis and decoupling of short- and long-term US interest rates: A pairwise approach 0 0 0 4 2 4 4 51
The long-run behaviour of the terms of trade between primary commodities and manufactures: a panel data approach 0 1 1 25 2 4 11 129
The real exchange rate in Colombia: an analysis using multivariate cointegration 0 0 0 32 1 1 4 169
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies 0 0 0 32 1 1 1 123
The timing of tariff structure changes in regulated industries: evidence from England and Wales 0 0 0 36 0 0 1 148
The wage curve within and across regions: new insights from a pairwise view of US states 0 0 1 8 0 1 3 17
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 0 1 142 0 1 8 452
Una base de datos de precios y características de vivienda en Colombia con información de Internet 0 0 0 12 0 0 6 50
Unit-root tests based on forward and reverse Dickey–Fuller regressions 0 0 1 29 1 2 5 86
Unit-root tests for explosive behavior 0 0 3 23 0 1 9 60
Wholesale price rigidities and exchange rate pass-through: Evidence from daily data of agricultural products 1 2 3 7 4 6 23 31
Total Journal Articles 7 15 66 2,611 98 199 504 11,966
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 0 4 60 0 4 18 324
BAING: Stata module to determine and estimate the number of common factors following Bai and Ng 0 3 8 77 1 6 21 338
BLOCKBOOT: Stata module to implement four bootstrap schemes for dependent timeseries data 2 9 9 9 8 40 46 46
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 1 8 85 1 2 25 535
FCSTATS: Stata module to compute time series forecast accuracy statistics 0 1 7 1,005 21 51 197 5,523
KSSUR: Stata module to calculate Kapetanios, Shin & Snell unit root test statistic along with critical values and p-values 1 1 16 505 4 11 52 1,704
KSUR: Stata module to calculate Kapetanios & Shin unit root test statistic along with finite-sample critical values and p-values 0 0 2 120 1 4 12 596
OCMT: Stata module to perform multiple testing approach in high-dimensional linear regression 0 0 2 37 1 5 14 201
RADF: Stata module to calculate unit root tests for explosive behaviour 2 3 10 202 9 17 50 888
TVGC: Stata module to perform Time-Varying Granger Causality tests 4 15 81 890 14 45 226 2,548
Total Software Items 9 33 147 2,990 60 185 661 12,703

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06