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 0 86 1 1 6 226
A Pair-Wise Analysis of Intra-City Price Convergence Within the Paris Housing Market 0 0 1 21 0 0 6 92
A Pairwise-Based Approach to Examine the Feldstein-Horioka Condition of International Capital Mobility 0 0 0 36 0 0 3 87
A note on the extent of US regional income convergence 0 0 0 32 0 0 2 80
A spatio-temporal analysis of agricultural prices: An application to Colombian data 0 0 0 11 0 0 3 98
A spatio-temporal analysis of agricultural prices: An application to Colombian data 0 1 6 43 0 4 15 116
ARE EU BUDGET DEFICITS STATIONARY? 0 0 0 53 0 1 5 179
An analysis of the relationship between wages in the public and private sector in colombia: a panel data approach 0 0 0 80 1 2 9 236
An estimation of the pattern of diffusion of mobile phones: the case of Colombia 0 0 1 153 0 0 14 400
Are EU budget deficits sustainable? 0 0 0 130 0 1 4 422
Are EU budgets stationary? 0 0 0 71 0 1 2 235
Climbing the property ladder: An analysis of market integration in London property prices 0 0 2 35 0 0 14 99
Early Career Research Production in Economics: Does Mentoring Matter? 0 0 0 49 0 1 5 233
Forecasting the spot prices of various coffee types using linear and non-linear error correction models 0 0 1 68 3 4 11 326
IDENTIFICATION AND ESTIMATION OF A LABOUR MARKET MODEL FOR THE TRADEABLES SECTOR: THE GREEK CASE 0 0 0 0 0 0 1 11
Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case 0 0 0 59 0 0 0 762
Implementing the Leybourne-Taylor test for seasonal unit roots in Stata 0 0 4 17 1 2 20 77
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 1 1 66 1 3 3 100
Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks 0 1 3 104 0 3 7 187
Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach 0 0 0 43 0 1 4 183
Investigating Regional House Price Convergence in the United States: Evidence from a pair-wise approach 0 0 1 116 2 2 9 382
MODELLING THE BEHAVIOUR OF THE SPOT PRICES OF VARIOUS TYPES OF COFFEE 0 0 1 1 0 0 2 12
Modeling The Behaviour of the Spot Prices of Various Types of Coffee 0 0 0 144 0 1 4 986
Modeling the monetary policy reaction function of the colombian central bank 0 0 0 155 0 0 5 440
Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach 0 0 0 2 1 2 3 1,450
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach 0 0 0 31 0 1 7 113
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version) 0 0 1 26 1 1 9 220
Modelling the Behaviour of Unemployment Rates in the US over Time and across Space 0 0 0 50 0 1 7 97
Modelling the behaviour of unemployment rates in the US over time and across space 0 0 0 73 0 0 8 215
ON THE DYNAMICS OF UNEMPLOYMENT IN A DEVELOPING ECONOMY: COLOMBIA 0 0 1 23 0 0 2 132
On The Sustainability of the EU’s Current Account Deficits 0 0 0 111 1 1 2 265
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-Wise Approach 0 0 0 10 1 5 13 105
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-wise Approach 0 0 0 54 1 3 17 225
On the Dynamics of Unemployment in a Developing Economy: Colombia 0 0 1 204 1 2 10 991
On the Stationarity of Current Account Deficits in the European Union 0 0 1 66 0 0 3 214
On the determinants of the inflation rate in Colombia: a disequilibrium market approach 0 1 4 94 0 1 8 371
On the dynamics of gasoline market integration in the United States: Evidence from a pair wise approach 0 0 0 42 14 45 60 178
On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach 0 0 1 101 0 0 4 414
On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach 0 0 0 109 0 0 0 426
On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach 0 0 0 84 0 0 2 296
On the stationarity of current account deficits in the European Union 0 0 0 50 0 0 2 148
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks 0 0 0 108 0 0 6 482
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, cross-Sectional Dependency and Structural Breaks 0 0 1 54 0 4 16 239
PPP in OECD countries: An analysis of real exchange rate stationarity, cross-sectional dependency and strucutral breaks 0 0 0 21 2 4 11 142
Pricing behaviour under competition in the UK electricity supply industry 0 0 0 502 0 0 2 1,344
Property Heterogeneity and Convergence Club Formation among Local House Prices 0 0 3 23 0 1 15 115
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 0 69 0 0 5 486
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 0 11 0 0 4 102
Real Interest Parity: A note on Asian countries using panel stationarity tests 0 0 0 29 0 1 3 165
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 1 14 1 1 3 65
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 5 88 2 4 22 131
Rigidities and adjustments of daily prices to costs: Evidence from supermarket data 1 1 2 38 1 1 8 47
Seasonal adjustment and cointegration 1 1 1 107 1 2 3 308
Statistical inference for testing gini coefficients: an application for Colombia 0 0 3 178 1 3 15 473
Structural Breaks and Seasonal Integration 0 0 0 6 0 0 1 202
Structural Breaks and Seasonal Integration 0 0 0 0 0 0 2 12
THE EFFECTS OF SEASONAL ADJUSTMENT LINEAR FILTERS ON COINTEGRATING EQUATIONS: A MONTE CARLO INVESTIGATION 1 1 1 1 1 1 3 8
Testing for Seasonal Unit Roots in Heterogeneous Panels 0 0 0 50 0 0 1 209
Testing for seasonal unit roots in heterogeneous panels 0 0 0 63 0 0 1 227
Testing for seasonal unit roots in heterogeneous panels 0 0 0 0 0 0 2 14
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence 0 0 0 92 0 0 1 312
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence 0 0 0 113 0 0 1 344
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence 0 0 0 1 1 1 2 7
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence 0 0 0 455 2 2 5 1,315
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence 0 0 0 0 0 0 3 9
Testing for stock market integration in a developing economy: Colombia 0 0 1 67 0 0 6 284
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 1 85 0 3 6 304
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 0 0 0 2 8
Testing the law of one price in food markets: evidence for Colombia using disaggregated data 0 0 1 170 0 1 5 551
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 42 0 0 4 130
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 3 38 0 0 10 92
The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation 0 0 0 0 2 3 4 655
The Expectations Hypothesis and Decoupling of Short- and Long-Term US Interest Rates: A Pairwise Approach 0 0 0 21 0 1 8 87
The KPSS Test with Outliers 1 2 2 318 3 5 9 1,558
The KPSS test with outliers 0 0 0 0 0 0 3 12
The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies 0 0 1 78 0 0 5 309
The long-run behaviour of the terms of trade between primary commodities and manufactures: A panel data approach 0 1 1 13 1 4 9 67
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian Economies 0 0 0 59 0 0 1 159
Unit root tests for explosive behaviour 4 12 32 44 14 24 75 102
Total Working Papers 8 22 89 5,661 61 155 593 22,905

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 9 1 2 7 73
A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market 0 0 1 6 0 0 3 77
A Spatiotemporal Analysis of Agricultural Prices: An Application to Colombian Data 0 0 0 24 0 0 2 78
A pair-wise analysis of the law of one price: Evidence from the crude oil market 0 0 0 12 0 0 2 69
A pairwise-based approach to examining the Feldstein–Horioka condition of international capital mobility 0 0 0 3 0 0 3 36
An estimation of the pattern of diffusion of mobile phones: The case of Colombia 0 1 2 41 0 3 5 175
Are EU budget deficits stationary? 0 0 1 65 1 2 5 212
Coffee export booms and monetary disequilibrium: some evidence for Colombia 0 0 0 63 0 0 3 431
Coffee, economic fluctuations and stabilisation: an intertemporal disequilibrium model with capital market imperfections 0 0 0 60 0 0 2 334
Crude oil price differentials, product heterogeneity and institutional arrangements 0 0 0 14 0 0 2 73
Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach 0 0 4 16 0 1 10 81
Forecasting the spot prices of various coffee types using linear and non-linear error correction models 1 1 2 146 3 5 10 873
Incumbent and entrant response to regulated competition: signaling with accounting costs and market prices2 0 0 0 31 0 0 1 156
Inflation before and after central bank independence: The case of Colombia 0 0 1 160 0 0 3 449
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 1 2 20 1 6 10 75
Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks 0 0 3 16 2 3 14 76
Investigating diesel market integration in France: Evidence from micro data 0 1 1 16 1 3 14 56
Investigating regional house price convergence in the United States: Evidence from a pair-wise approach 0 0 0 22 2 3 5 138
Los determinantes de la tasa de cambio real en Colombia 0 0 1 35 0 1 4 121
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach 0 0 0 75 0 1 2 242
Modelling the behaviour of unemployment rates in the US over time and across space 0 0 1 22 0 0 9 110
Modelling the monetary policy reaction function of the Colombian Central Bank 0 0 0 58 0 1 6 195
Modelling the spot prices of various coffee types 0 0 2 57 0 0 2 319
On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach 0 0 0 166 0 0 0 608
On financial liberalization and long-run risk sharing 0 0 0 3 0 0 1 34
On financial liberalization and long-run risk sharing 0 0 0 3 0 1 2 21
On the Stationarity of Current Account Deficits in the European Union 0 0 0 43 3 7 10 143
On the dynamics of gasoline market integration in the United States: Evidence from a pair-wise approach 0 0 0 27 1 1 9 133
On the dynamics of unemployment in a developing economy: Colombia 0 0 0 53 0 0 0 311
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks 0 0 0 38 0 2 7 160
Price Discrimination, Regulation and Entry in the UK Residential Electricity Market 0 0 0 0 1 1 11 654
Pricing behaviour under competition in the UK electricity supply industry 0 0 0 43 0 0 3 131
Property heterogeneity and convergence club formation among local house prices 0 1 6 19 2 6 29 107
Re-examining the Feldstein–Horioka and Sachs' views of capital mobility: A heterogeneous panel setup 0 1 2 21 0 1 6 67
Real interest parity: A note on Asian countries using panel stationarity tests 0 0 0 8 1 1 4 79
Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots 0 0 1 30 1 4 9 116
Response surface models for OLS and GLS detrending-based unit-root tests in nonlinear ESTAR models 0 0 1 25 0 0 5 57
Response surface models for the Elliott, Rothenberg, and Stock unit-root test 0 1 1 5 1 2 5 32
Response surface models for the Leybourne unit root tests and lag order dependence 0 0 0 13 0 0 1 59
Smooth transition vector error correction models for the spot prices of coffee 0 0 0 110 0 0 3 329
Statistical Inference for Testing Gini Coefficients: An Application for Colombia 0 0 1 12 1 1 7 90
Statistical inference for testing Gini Coefficients: An application for Colombia 0 0 1 49 1 1 4 220
Structural breaks and seasonal integration 0 0 0 31 0 0 1 104
Testing for cointegration: power versus frequency of observation -- further Monte Carlo results 0 1 3 66 0 1 10 392
Testing for seasonal unit roots in heterogeneous panels 0 0 0 26 0 2 3 110
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence 0 0 1 21 0 0 3 68
Testing for spatial market integration: evidence for Colombia using a pairwise approach 0 0 0 4 0 0 1 19
Testing for stock market integration in a developing economy: Colombia 0 0 0 18 0 0 3 103
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 15 0 1 2 73
Testing the law of one price in food markets: evidence for Colombia using disaggregated data 0 1 2 40 0 2 5 134
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 2 2 37 0 3 9 214
The KPSS Test with Outliers 0 0 0 34 0 0 3 133
The KPSS Test with Outliers 0 0 0 40 0 0 4 219
The expectations hypothesis and decoupling of short- and long-term US interest rates: A pairwise approach 0 0 0 4 0 0 0 45
The long-run behaviour of the terms of trade between primary commodities and manufactures: a panel data approach 0 0 2 20 0 0 11 99
The real exchange rate in Colombia: an analysis using multivariate cointegration 0 0 0 32 0 0 3 161
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies 0 0 0 31 0 0 0 117
The timing of tariff structure changes in regulated industries: evidence from England and Wales 0 0 0 35 1 2 2 143
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 1 1 2 137 3 3 5 435
Unit-root tests based on forward and reverse Dickey–Fuller regressions 1 1 5 26 4 4 13 74
Total Journal Articles 3 13 51 2,256 31 77 318 10,443
2 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 8 30 7 9 43 200
BAING: Stata module to determine and estimate the number of common factors following Bai and Ng 1 7 17 19 7 22 104 149
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 10 58 4 12 73 385
KSSUR: Stata module to calculate Kapetanios, Shin & Snell unit root test statistic along with critical values and p-values 2 20 77 337 9 50 257 1,195
KSUR: Stata module to calculate Kapetanios & Shin unit root test statistic along with finite-sample critical values and p-values 0 3 15 83 7 24 89 445
OCMT: Stata module to perform multiple testing approach in high-dimensional linear regression 0 1 8 10 2 7 66 97
RADF: Stata module to calculate unit root tests for explosive behaviour 9 16 57 82 34 64 288 389
TVGC: Stata module to perform Time-Varying Granger Causality tests 33 83 144 144 91 248 524 524
Total Software Items 47 133 336 763 161 436 1,444 3,384

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 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 2021-12-05