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 85 2 5 21 214
A Pair-Wise Analysis of Intra-City Price Convergence Within the Paris Housing Market 0 1 1 18 0 2 7 73
A Pairwise-Based Approach to Examine the Feldstein-Horioka Condition of International Capital Mobility 0 0 1 35 2 7 10 78
A note on the extent of US regional income convergence 0 0 1 32 1 4 8 76
A spatio-temporal analysis of agricultural prices: An application to Colombian data 0 0 1 11 1 2 5 71
A spatio-temporal analysis of agricultural prices: An application to Colombian data 0 0 1 33 3 6 10 82
ARE EU BUDGET DEFICITS STATIONARY? 0 0 0 53 1 3 6 168
An analysis of the relationship between wages in the public and private sector in colombia: a panel data approach 0 0 1 78 1 4 16 221
An estimation of the pattern of diffusion of mobile phones: the case of Colombia 1 1 2 148 3 6 15 372
Are EU budget deficits sustainable? 0 1 2 130 1 4 10 406
Are EU budgets stationary? 0 0 0 71 0 0 5 231
Climbing the property ladder: An analysis of market integration in London property prices 0 0 0 32 0 0 10 73
Early Career Research Production in Economics: Does Mentoring Matter? 0 1 49 49 4 9 209 215
Forecasting the spot prices of various coffee types using linear and non-linear error correction models 0 0 2 67 2 6 17 306
IDENTIFICATION AND ESTIMATION OF A LABOUR MARKET MODEL FOR THE TRADEABLES SECTOR: THE GREEK CASE 0 0 0 0 0 1 4 6
Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case 0 0 0 59 0 0 1 759
Implementing the Leybourne-Taylor test for seasonal unit roots in Stata 0 0 4 10 1 5 19 30
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 0 1 64 2 5 13 90
Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks 0 0 4 93 2 9 22 158
Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach 1 1 2 41 1 3 10 168
Investigating Regional House Price Convergence in the United States: Evidence from a pair-wise approach 0 0 2 114 0 4 11 362
MODELLING THE BEHAVIOUR OF THE SPOT PRICES OF VARIOUS TYPES OF COFFEE 0 0 0 0 0 2 5 6
Modeling The Behaviour of the Spot Prices of Various Types of Coffee 0 0 1 143 4 6 12 976
Modeling the monetary policy reaction function of the colombian central bank 0 0 3 153 1 3 15 424
Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach 0 0 0 2 1 1 7 1,441
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach 0 0 2 31 2 3 7 98
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version) 0 1 1 24 0 4 6 205
Modelling the Behaviour of Unemployment Rates in the US over Time and across Space 0 0 0 49 0 0 3 82
Modelling the behaviour of unemployment rates in the US over time and across space 0 0 0 73 0 0 2 198
ON THE DYNAMICS OF UNEMPLOYMENT IN A DEVELOPING ECONOMY: COLOMBIA 0 0 0 21 0 1 6 108
On The Sustainability of the EU’s Current Account Deficits 0 0 1 110 0 0 3 261
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-Wise Approach 0 0 0 9 0 2 6 70
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-wise Approach 0 0 1 54 0 2 7 196
On the Dynamics of Unemployment in a Developing Economy: Colombia 0 0 2 200 2 8 18 964
On the Stationarity of Current Account Deficits in the European Union 0 0 3 65 1 4 9 208
On the determinants of the inflation rate in Colombia: a disequilibrium market approach 0 0 3 90 1 4 12 358
On the dynamics of gasoline market integration in the United States: Evidence from a pair wise approach 0 0 0 42 1 2 5 102
On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach 0 0 0 98 1 4 10 399
On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach 0 0 0 109 0 2 3 415
On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach 0 0 0 83 0 3 7 288
On the stationarity of current account deficits in the European Union 0 0 0 50 0 2 5 143
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks 1 1 1 108 1 4 10 458
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, cross-Sectional Dependency and Structural Breaks 0 0 1 51 2 6 10 197
PPP in OECD countries: An analysis of real exchange rate stationarity, cross-sectional dependency and strucutral breaks 1 1 1 21 2 6 7 122
Pricing behaviour under competition in the UK electricity supply industry 0 0 2 499 4 8 16 1,330
Property Heterogeneity and Convergence Club Formation among Local House Prices 1 1 3 12 3 26 46 77
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 0 69 0 1 4 476
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 0 10 0 0 1 92
Real Interest Parity: A note on Asian countries using panel stationarity tests 0 0 0 29 0 1 3 158
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 5 76 3 7 24 83
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 1 12 1 3 13 50
Rigidities and adjustments of daily prices to costs: Evidence from supermarket data 0 1 30 30 1 7 20 20
Seasonal adjustment and cointegration 0 1 4 104 1 4 11 296
Statistical inference for testing gini coefficients: an application for Colombia 1 1 1 174 4 5 12 446
Structural Breaks and Seasonal Integration 0 0 0 4 0 0 0 195
Structural Breaks and Seasonal Integration 0 0 0 0 0 3 7 7
THE EFFECTS OF SEASONAL ADJUSTMENT LINEAR FILTERS ON COINTEGRATING EQUATIONS: A MONTE CARLO INVESTIGATION 0 0 0 0 0 2 2 3
Testing for Seasonal Unit Roots in Heterogeneous Panels 0 0 0 49 2 3 6 198
Testing for seasonal unit roots in heterogeneous panels 0 1 2 63 1 5 9 221
Testing for seasonal unit roots in heterogeneous panels 0 0 0 0 1 2 5 5
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence 0 0 0 90 2 3 5 305
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence 0 0 0 113 1 3 5 339
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence 0 0 0 0 1 1 1 1
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence 0 0 0 0 0 2 3 3
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence 0 0 2 455 0 1 7 1,307
Testing for stock market integration in a developing economy: Colombia 0 0 2 65 1 2 9 267
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 0 0 3 5 5
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 83 2 3 4 292
Testing the law of one price in food markets: evidence for Colombia using disaggregated data 0 0 0 168 1 3 11 539
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 33 1 4 6 73
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 42 1 2 3 104
The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation 0 0 0 0 0 0 1 646
The Expectations Hypothesis and Decoupling of Short- and Long-Term US Interest Rates: A Pairwise Approach 0 0 1 19 1 3 6 75
The KPSS Test with Outliers 0 0 0 314 0 0 2 1,545
The KPSS test with outliers 0 0 0 0 0 2 2 2
The Long-Run Behaviour of the Terms of Trade between Primary Commodities and Manufactures 0 0 0 28 2 11 19 118
The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies 0 0 0 76 0 3 7 298
The long-run behaviour of the terms of trade between primary commodities and manufactures: A panel data approach 0 0 0 9 0 2 7 42
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian Economies 0 0 0 59 0 4 10 154
Total Working Papers 6 13 149 5,494 80 283 896 21,650


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 1 8 0 3 9 59
A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market 0 0 1 5 0 3 15 62
A Spatiotemporal Analysis of Agricultural Prices: An Application to Colombian Data 0 0 0 24 0 3 7 74
A pair-wise analysis of the law of one price: Evidence from the crude oil market 1 1 1 9 1 4 10 55
A pairwise-based approach to examining the Feldstein–Horioka condition of international capital mobility 0 1 1 3 0 1 2 28
An estimation of the pattern of diffusion of mobile phones: The case of Colombia 0 2 4 39 0 7 14 167
Are EU budget deficits stationary? 0 0 0 64 0 2 4 204
Coffee export booms and monetary disequilibrium: some evidence for Colombia 0 0 0 63 0 2 3 421
Coffee, economic fluctuations and stabilisation: an intertemporal disequilibrium model with capital market imperfections 0 0 0 60 0 0 0 329
Crude oil price differentials, product heterogeneity and institutional arrangements 1 1 3 13 1 4 7 61
Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach 1 3 7 9 6 14 43 56
Forecasting the spot prices of various coffee types using linear and non-linear error correction models 0 0 3 144 2 3 11 857
Incumbent and entrant response to regulated competition: signaling with accounting costs and market prices2 0 0 1 31 1 8 11 152
Inflation before and after central bank independence: The case of Colombia 1 1 4 159 1 2 9 440
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 1 1 3 16 2 7 17 59
Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks 2 5 6 11 2 11 18 48
Investigating diesel market integration in France: Evidence from micro data 1 2 2 11 1 6 8 29
Investigating regional house price convergence in the United States: Evidence from a pair-wise approach 1 1 2 20 3 7 12 115
Los determinantes de la tasa de cambio real en Colombia 0 0 0 32 2 3 7 108
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach 0 0 0 75 0 0 0 233
Modelling the behaviour of unemployment rates in the US over time and across space 1 1 1 21 1 2 6 97
Modelling the monetary policy reaction function of the Colombian Central Bank 0 0 1 57 1 2 9 183
Modelling the spot prices of various coffee types 0 0 2 54 0 1 13 314
On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach 1 1 2 166 1 3 8 601
On financial liberalization and long-run risk sharing 1 1 1 3 1 2 3 18
On financial liberalization and long-run risk sharing 0 0 0 3 0 1 5 24
On the Stationarity of Current Account Deficits in the European Union 0 0 0 43 0 2 5 131
On the dynamics of gasoline market integration in the United States: Evidence from a pair-wise approach 1 1 2 25 1 1 7 113
On the dynamics of unemployment in a developing economy: Colombia 1 1 1 51 1 2 2 302
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks 0 0 0 37 1 10 11 141
Price Discrimination, Regulation and Entry in the UK Residential Electricity Market 0 0 0 0 1 3 5 641
Pricing behaviour under competition in the UK electricity supply industry 0 0 1 43 1 2 5 121
Property heterogeneity and convergence club formation among local house prices 0 0 4 4 5 14 42 42
Re-examining the Feldstein–Horioka and Sachs' views of capital mobility: A heterogeneous panel setup 1 2 2 19 2 8 10 58
Real interest parity: A note on Asian countries using panel stationarity tests 1 1 1 8 1 1 2 71
Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots 0 0 0 28 0 0 6 105
Response surface models for OLS and GLS detrending-based unit-root tests in nonlinear ESTAR models 0 1 5 23 1 3 9 46
Response surface models for the Elliott, Rothenberg, and Stock unit-root test 0 0 1 3 0 1 4 19
Response surface models for the Leybourne unit root tests and lag order dependence 0 0 1 13 1 2 9 56
Smooth transition vector error correction models for the spot prices of coffee 0 0 1 110 1 2 3 324
Statistical Inference for Testing Gini Coefficients: An Application for Colombia 0 2 2 8 2 8 15 69
Statistical inference for testing Gini Coefficients: An application for Colombia 1 1 2 48 2 3 9 206
Structural breaks and seasonal integration 0 0 0 31 0 1 1 101
Testing for cointegration: power versus frequency of observation -- further Monte Carlo results 0 0 2 61 0 1 5 378
Testing for seasonal unit roots in heterogeneous panels 0 0 0 25 1 1 7 102
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence 0 1 1 19 0 1 3 62
Testing for spatial market integration: evidence for Colombia using a pairwise approach 0 0 0 3 0 1 3 11
Testing for stock market integration in a developing economy: Colombia 0 0 0 18 0 1 5 94
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 15 0 1 3 70
Testing the law of one price in food markets: evidence for Colombia using disaggregated data 0 0 0 37 1 4 4 122
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 1 1 1 33 3 4 5 192
The KPSS Test with Outliers 0 0 0 34 0 0 3 129
The KPSS Test with Outliers 0 0 0 40 0 0 1 214
The expectations hypothesis and decoupling of short- and long-term US interest rates: A pairwise approach 1 1 2 4 1 3 8 40
The long-run behaviour of the terms of trade between primary commodities and manufactures: a panel data approach 0 1 1 12 1 3 7 75
The real exchange rate in Colombia: an analysis using multivariate cointegration 0 0 0 32 1 2 3 155
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies 0 0 0 31 1 4 8 114
The timing of tariff structure changes in regulated industries: evidence from England and Wales 0 0 0 35 1 2 5 140
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 2 135 0 0 3 424
Unit-root tests based on forward and reverse Dickey–Fuller regressions 0 1 7 19 1 9 24 51
Total Journal Articles 19 35 85 2,147 57 201 493 9,713
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 1 3 4 18 2 13 37 128
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 3 14 36 9 25 98 242
KSSUR: Stata module to calculate Kapetanios, Shin & Snell unit root test statistic along with critical values and p-values 7 23 74 178 24 73 274 640
KSUR: Stata module to calculate Kapetanios & Shin unit root test statistic along with finite-sample critical values and p-values 2 6 25 43 10 38 142 245
Total Software Items 10 35 117 275 45 149 551 1,255


Statistics updated 2020-01-03