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 1 88 0 6 10 240
A Pair-Wise Analysis of Intra-City Price Convergence Within the Paris Housing Market 0 0 0 24 2 5 8 110
A Pairwise-Based Approach to Examine the Feldstein-Horioka Condition of International Capital Mobility 0 0 0 36 2 11 17 106
A note on the extent of US regional income convergence 0 0 0 33 0 7 9 97
A spatio-temporal analysis of agricultural prices: An application to Colombian data 1 1 4 54 1 5 14 169
A spatio-temporal analysis of agricultural prices: An application to Colombian data 0 0 0 12 4 11 14 117
ARE EU BUDGET DEFICITS STATIONARY? 0 0 0 54 0 3 4 186
An analysis of the relationship between wages in the public and private sector in colombia: a panel data approach 0 0 0 82 2 8 11 272
An estimation of the pattern of diffusion of mobile phones: the case of Colombia 0 0 0 154 2 7 9 438
Are EU budget deficits sustainable? 0 0 0 132 0 5 6 434
Are EU budgets stationary? 0 0 0 71 0 2 3 241
Climbing the property ladder: An analysis of market integration in London property prices 0 0 0 37 1 7 11 120
Convergence in retail gasoline prices: Insights from Canadian cities 0 0 1 13 0 0 6 43
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 25 2 8 11 87
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 36 1 8 14 61
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 6 0 5 8 19
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 1 2 9 11 17
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 1 14 1 9 13 33
Drivers of COVID-19 in U.S. counties: A wave-level analysis 0 0 3 15 1 10 32 72
Early Career Research Production in Economics: Does Mentoring Matter? 1 1 1 56 5 9 14 271
Forecasting the spot prices of various coffee types using linear and non-linear error correction models 0 0 0 70 1 6 6 341
IDENTIFICATION AND ESTIMATION OF A LABOUR MARKET MODEL FOR THE TRADEABLES SECTOR: THE GREEK CASE 0 0 0 0 5 9 10 25
Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case 0 0 1 60 6 12 17 783
Implementing the Leybourne-Taylor test for seasonal unit roots in Stata 0 0 3 33 3 4 13 120
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 0 0 67 1 6 7 115
Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks 0 0 1 109 3 10 16 215
Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach 0 0 0 46 4 6 9 207
Investigating Regional House Price Convergence in the United States: Evidence from a pair-wise approach 0 0 0 118 0 5 6 395
MODELLING THE BEHAVIOUR OF THE SPOT PRICES OF VARIOUS TYPES OF COFFEE 0 0 0 2 0 5 6 23
Modeling The Behaviour of the Spot Prices of Various Types of Coffee 0 0 1 145 1 5 7 997
Modeling the monetary policy reaction function of the colombian central bank 0 0 0 159 6 12 18 465
Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach 0 0 0 2 1 9 12 1,469
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach 0 0 0 31 2 18 19 136
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version) 0 0 0 28 0 6 6 236
Modelling the Behaviour of Unemployment Rates in the US over Time and across Space 0 0 0 50 2 7 10 107
Modelling the behaviour of unemployment rates in the US over time and across space 0 0 0 73 1 18 24 248
Multivariate cointegration and temporal aggregation: some further simulation results 0 0 1 47 0 7 14 125
ON THE DYNAMICS OF UNEMPLOYMENT IN A DEVELOPING ECONOMY: COLOMBIA 0 0 0 24 0 9 10 149
On The Sustainability of the EU’s Current Account Deficits 0 0 0 111 0 2 5 277
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-Wise Approach 1 1 1 12 2 5 5 124
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-wise Approach 0 0 0 54 0 5 9 244
On the Dynamics of Unemployment in a Developing Economy: Colombia 0 1 1 208 1 8 10 1,017
On the Stationarity of Current Account Deficits in the European Union 0 0 1 70 0 6 10 233
On the determinants of the inflation rate in Colombia: a disequilibrium market approach 1 1 1 102 2 3 8 399
On the dynamics of gasoline market integration in the United States: Evidence from a pair wise approach 0 0 0 42 2 3 5 224
On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach 0 0 0 102 1 6 6 430
On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach 0 0 0 110 2 6 9 437
On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach 0 0 0 85 0 5 9 307
On the stationarity of current account deficits in the European Union 0 0 0 50 0 15 17 169
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks 0 0 0 109 0 20 36 526
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, cross-Sectional Dependency and Structural Breaks 0 0 0 55 1 6 9 268
PPP in OECD countries: An analysis of real exchange rate stationarity, cross-sectional dependency and strucutral breaks 0 0 0 21 0 0 2 182
Pricing behaviour under competition in the UK electricity supply industry 0 0 1 505 1 5 7 1,362
Property Heterogeneity and Convergence Club Formation among Local House Prices 0 0 0 25 0 1 5 132
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 0 11 5 12 13 120
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 0 69 0 9 11 501
Real Interest Parity: A note on Asian countries using panel stationarity tests 0 0 0 29 4 13 15 186
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 1 97 3 5 13 192
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 0 15 0 4 7 77
Rigidities and adjustments of daily prices to costs: Evidence from supermarket data 0 0 0 40 0 4 6 61
Seasonal adjustment and cointegration 0 0 0 108 0 6 7 321
Statistical inference for testing gini coefficients: an application for Colombia 0 0 0 182 1 9 14 502
Structural Breaks and Seasonal Integration 0 0 0 0 0 3 7 23
Structural Breaks and Seasonal Integration 0 0 0 6 0 3 3 208
THE EFFECTS OF SEASONAL ADJUSTMENT LINEAR FILTERS ON COINTEGRATING EQUATIONS: A MONTE CARLO INVESTIGATION 0 0 0 1 2 4 5 18
Testing for Seasonal Unit Roots in Heterogeneous Panels 0 0 1 52 0 5 10 223
Testing for exuberance in house prices using data sampled at different frequencies 0 0 0 49 0 2 6 78
Testing for seasonal unit roots in heterogeneous panels 0 0 0 63 1 7 10 240
Testing for seasonal unit roots in heterogeneous panels 0 0 0 2 0 1 1 20
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence 0 0 0 93 0 7 8 324
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence 0 0 0 2 0 4 4 20
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence 0 0 0 113 0 3 14 362
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence 0 1 1 1 0 6 7 19
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence 0 0 1 456 2 6 10 1,332
Testing for stock market integration in a developing economy: Colombia 0 0 0 68 2 7 12 332
Testing for time-varying Granger causality 2 3 12 162 4 20 40 303
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 1 0 9 12 23
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 2 87 0 2 10 323
Testing the law of one price in food markets: evidence for Colombia using disaggregated data 0 0 0 171 2 10 19 628
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 43 0 2 6 139
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 38 0 6 11 112
The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation 0 0 0 0 1 6 10 668
The Expectations Hypothesis and Decoupling of Short- and Long-Term US Interest Rates: A Pairwise Approach 0 0 0 22 0 4 5 99
The KPSS Test with Outliers 0 0 2 322 0 5 14 1,577
The KPSS test with outliers 0 0 0 1 1 5 12 35
The Long-Run Behaviour of the Terms of Trade between Primary Commodities and Manufactures: A Panel Data Approach 0 0 0 32 0 4 8 148
The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies 0 0 0 80 2 6 10 327
The long-run behaviour of the terms of trade between primary commodities and manufactures: A panel data approach 0 0 1 15 3 8 18 95
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian Economies 0 0 0 59 0 9 9 171
Unit root tests for explosive behaviour 0 0 0 94 1 11 14 224
Total Working Papers 6 9 44 6,252 108 612 968 25,651

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 1 9 11 94
A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market 0 0 2 12 4 12 18 103
A Spatiotemporal Analysis of Agricultural Prices: An Application to Colombian Data 0 0 0 24 2 5 10 89
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 10 1 10 14 43
A pair-wise analysis of the law of one price: Evidence from the crude oil market 0 0 0 14 0 0 4 84
A pairwise-based approach to examining the Feldstein–Horioka condition of international capital mobility 0 0 0 3 0 6 8 46
A tale of two coffees? Analysing interaction and futures market efficiency 0 1 2 8 1 4 10 29
An estimation of the pattern of diffusion of mobile phones: The case of Colombia 0 0 1 49 2 7 11 198
Are EU budget deficits stationary? 0 0 0 65 0 5 13 231
Asymmetric behaviour and the 9-ending pricing of retail gasoline 0 1 2 6 2 6 9 22
Coffee export booms and monetary disequilibrium: some evidence for Colombia 0 0 0 64 0 2 8 446
Coffee, economic fluctuations and stabilisation: an intertemporal disequilibrium model with capital market imperfections 0 0 0 61 1 7 9 349
Convergence in retail gasoline prices: insights from Canadian cities 0 0 0 6 0 6 8 28
Crude oil price differentials, product heterogeneity and institutional arrangements 0 0 1 15 1 4 10 84
Drivers of COVID-19 in U.S. counties: A wave-level analysis 0 0 0 0 3 10 11 11
Erratum: Unit-root tests for explosive behavior 0 0 0 6 1 8 9 23
Examining psychological barriers in exchange rates across various regimes and FX intervention 0 0 0 0 3 14 32 32
Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach 0 0 1 21 0 5 7 104
Forecasting retail fuel prices with spatial interdependencies 0 0 1 1 0 12 19 19
Forecasting the spot prices of various coffee types using linear and non-linear error correction models 0 0 1 151 2 11 12 896
Incumbent and entrant response to regulated competition: signaling with accounting costs and market prices2 0 0 0 32 2 4 5 170
Inflation before and after central bank independence: The case of Colombia 0 0 0 163 0 5 5 460
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 0 1 23 0 1 3 89
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 0 0 1 0 5 7 15
Interest rate convergence across maturities: Evidence from bank data in an emerging market economy 0 0 1 6 0 3 10 94
Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks 0 0 0 23 4 12 18 106
Investigating diesel market integration in France: Evidence from micro data 0 0 0 20 1 3 7 83
Investigating regional house price convergence in the United States: Evidence from a pair-wise approach 0 0 2 28 6 11 23 172
Los determinantes de la tasa de cambio real en Colombia 0 0 0 37 0 0 1 128
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach 1 1 1 77 1 7 7 251
Modelling the behaviour of unemployment rates in the US over time and across space 0 0 0 22 3 6 11 123
Modelling the monetary policy reaction function of the Colombian Central Bank 0 0 0 58 2 4 7 202
Modelling the spot prices of various coffee types 0 0 0 60 4 6 10 342
Multivariate Cointegration and Temporal Aggregation: Some Further Simulation Results 0 0 0 10 2 4 7 41
On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach 0 0 0 167 1 10 10 622
On financial liberalization and long-run risk sharing 0 0 0 3 2 3 5 31
On financial liberalization and long-run risk sharing 0 0 0 3 7 10 10 45
On the Stationarity of Current Account Deficits in the European Union 0 0 0 44 1 7 10 162
On the dynamics of gasoline market integration in the United States: Evidence from a pair-wise approach 0 0 0 27 1 7 9 162
On the dynamics of unemployment in a developing economy: Colombia 0 0 0 53 0 2 6 321
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks 0 0 0 40 0 3 8 183
Predicting early career productivity of PhD economists: Does advisor-match matter? 0 0 0 19 3 9 13 96
Price Discrimination, Regulation and Entry in the UK Residential Electricity Market 0 0 0 0 1 3 8 677
Pricing behaviour under competition in the UK electricity supply industry 0 0 0 46 0 7 8 145
Property heterogeneity and convergence club formation among local house prices 0 0 0 33 4 5 14 154
Psychological price barriers, El Niño, La Niña: New insights for the case of coffee 0 0 5 12 3 16 30 41
Quality differences, location, and coffee price returns networks: Insights from a high-dimensional CoVaR-copula analysis 0 0 1 1 1 4 8 8
Re-examining the Feldstein–Horioka and Sachs' views of capital mobility: A heterogeneous panel setup 0 0 2 24 1 6 13 94
Re-examining the movements of crude oil spot and futures prices over time 0 0 0 13 0 3 4 52
Real interest parity: A note on Asian countries using panel stationarity tests 0 0 0 8 0 2 4 85
Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots 0 1 1 33 0 8 10 136
Response surface models for OLS and GLS detrending-based unit-root tests in nonlinear ESTAR models 0 0 0 28 0 3 6 70
Response surface models for the Elliott, Rothenberg, and Stock unit-root test 0 0 0 7 2 9 14 55
Response surface models for the Leybourne unit root tests and lag order dependence 0 0 0 14 0 1 3 65
Rigidities and adjustments of daily prices to costs: Evidence from supermarket data 0 0 2 5 2 11 22 48
Search intensity, search time and prices: evidence from retail diesel markets in France 0 0 0 1 0 8 12 15
Smooth transition vector error correction models for the spot prices of coffee 0 0 0 110 0 5 7 343
Statistical Inference for Testing Gini Coefficients: An Application for Colombia 0 0 1 18 1 6 17 129
Statistical inference for testing Gini Coefficients: An application for Colombia 0 0 0 52 1 4 7 239
Structural breaks and seasonal integration 0 0 0 32 1 3 5 111
Testing for cointegration: power versus frequency of observation -- further Monte Carlo results 0 0 1 71 1 7 17 428
Testing for exuberance in house prices using data sampled at different frequencies 1 1 1 6 3 3 4 25
Testing for seasonal unit roots in heterogeneous panels 0 0 0 29 0 9 13 136
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence 0 0 0 25 4 8 8 84
Testing for spatial market integration: evidence for Colombia using a pairwise approach 0 0 0 6 0 3 6 36
Testing for stock market integration in a developing economy: Colombia 0 0 0 1 1 3 3 11
Testing for time-varying Granger causality 0 0 4 46 0 13 29 109
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 15 1 7 11 89
Testing the efficiency of inflation and exchange rate forecast revisions in a changing economic environment 0 0 1 6 1 7 11 52
Testing the law of one price in food markets: evidence for Colombia using disaggregated data 0 0 0 41 1 5 8 148
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 1 38 3 8 19 235
The Beveridge Curve Across US States: New Insights From a Pairwise Approach 0 0 2 15 1 4 10 41
The KPSS Test with Outliers 0 0 0 41 0 3 7 230
The KPSS Test with Outliers 0 0 0 35 0 7 10 150
The dynamics of U.S. industrial production: A time-varying Granger causality perspective 2 3 8 11 5 18 33 43
The effects of FX-interventions on forecasters disagreement: A mixed data sampling view 0 0 1 4 0 5 8 16
The expectations hypothesis and decoupling of short- and long-term US interest rates: A pairwise approach 0 0 0 4 0 4 8 55
The long-run behaviour of the terms of trade between primary commodities and manufactures: a panel data approach 0 0 1 25 2 5 12 134
The real exchange rate in Colombia: an analysis using multivariate cointegration 0 0 0 32 2 5 8 174
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies 0 0 0 32 0 5 6 128
The timing of tariff structure changes in regulated industries: evidence from England and Wales 0 0 0 36 1 10 11 158
The wage curve within and across regions: new insights from a pairwise view of US states 0 0 0 8 1 9 11 26
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 3 8 455
Una base de datos de precios y características de vivienda en Colombia con información de Internet 0 0 0 12 0 7 12 57
Unit-root tests based on forward and reverse Dickey–Fuller regressions 0 0 1 29 2 4 8 90
Unit-root tests for explosive behavior 1 1 1 24 4 8 13 68
Wholesale price rigidities and exchange rate pass-through: Evidence from daily data of agricultural products 0 0 3 7 3 7 19 38
Total Journal Articles 5 9 56 2,620 117 546 930 12,512
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 2 2 5 62 4 7 21 331
BAING: Stata module to determine and estimate the number of common factors following Bai and Ng 0 2 8 79 2 11 27 349
BLOCKBOOT: Stata module to implement four bootstrap schemes for dependent timeseries data 1 4 13 13 8 19 65 65
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 5 86 1 9 22 544
FCSTATS: Stata module to compute time series forecast accuracy statistics 0 1 6 1,006 11 29 156 5,552
KSSUR: Stata module to calculate Kapetanios, Shin & Snell unit root test statistic along with critical values and p-values 2 3 13 508 5 12 46 1,716
KSUR: Stata module to calculate Kapetanios & Shin unit root test statistic along with finite-sample critical values and p-values 0 0 1 120 2 10 19 606
OCMT: Stata module to perform multiple testing approach in high-dimensional linear regression 0 0 2 37 0 4 17 205
RADF: Stata module to calculate unit root tests for explosive behaviour 0 3 11 205 6 23 57 911
TVGC: Stata module to perform Time-Varying Granger Causality tests 5 9 55 899 12 56 198 2,604
Total Software Items 10 25 119 3,015 51 180 628 12,883

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Statistics updated 2026-03-04