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 3 5 15 245
A Pair-Wise Analysis of Intra-City Price Convergence Within the Paris Housing Market 0 0 0 24 4 7 12 115
A Pairwise-Based Approach to Examine the Feldstein-Horioka Condition of International Capital Mobility 0 0 0 36 0 2 17 106
A note on the extent of US regional income convergence 0 0 0 33 0 2 11 99
A spatio-temporal analysis of agricultural prices: An application to Colombian data 0 1 1 54 0 1 11 169
A spatio-temporal analysis of agricultural prices: An application to Colombian data 0 0 0 12 1 6 16 119
ARE EU BUDGET DEFICITS STATIONARY? 0 0 0 54 2 2 6 188
An analysis of the relationship between wages in the public and private sector in colombia: a panel data approach 0 0 0 82 1 4 13 274
An estimation of the pattern of diffusion of mobile phones: the case of Colombia 0 0 0 154 2 5 12 441
Are EU budget deficits sustainable? 0 0 0 132 0 2 8 436
Are EU budgets stationary? 0 0 0 71 3 4 7 245
Climbing the property ladder: An analysis of market integration in London property prices 0 0 0 37 0 1 11 120
Convergence in retail gasoline prices: Insights from Canadian cities 0 0 0 13 0 0 1 43
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 1 5 9 18 24
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 1 14 0 2 14 34
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 1 1 1 37 4 6 18 66
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 6 1 1 9 20
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 25 1 3 12 88
Drivers of COVID-19 in U.S. counties: A wave-level analysis 0 0 1 15 3 5 33 76
Early Career Research Production in Economics: Does Mentoring Matter? 0 1 1 56 2 7 15 273
Forecasting the spot prices of various coffee types using linear and non-linear error correction models 0 0 0 70 5 7 12 347
IDENTIFICATION AND ESTIMATION OF A LABOUR MARKET MODEL FOR THE TRADEABLES SECTOR: THE GREEK CASE 0 0 0 0 3 8 13 28
Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case 0 0 1 60 1 7 18 784
Implementing the Leybourne-Taylor test for seasonal unit roots in Stata 0 0 3 33 2 8 17 125
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 0 0 67 5 6 12 120
Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks 1 2 3 111 4 11 24 223
Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach 0 0 0 46 2 8 12 211
Investigating Regional House Price Convergence in the United States: Evidence from a pair-wise approach 0 0 0 118 1 2 8 397
MODELLING THE BEHAVIOUR OF THE SPOT PRICES OF VARIOUS TYPES OF COFFEE 0 0 0 2 2 3 9 26
Modeling The Behaviour of the Spot Prices of Various Types of Coffee 0 0 1 145 4 5 11 1,001
Modeling the monetary policy reaction function of the colombian central bank 0 0 0 159 1 9 21 468
Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach 0 0 0 2 3 5 15 1,473
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach 0 0 0 31 2 4 21 138
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version) 0 0 0 28 2 2 8 238
Modelling the Behaviour of Unemployment Rates in the US over Time and across Space 0 0 0 50 2 5 12 110
Modelling the behaviour of unemployment rates in the US over time and across space 0 0 0 73 4 7 29 254
Multivariate cointegration and temporal aggregation: some further simulation results 0 0 1 47 1 2 15 127
ON THE DYNAMICS OF UNEMPLOYMENT IN A DEVELOPING ECONOMY: COLOMBIA 0 0 0 24 0 1 11 150
On The Sustainability of the EU’s Current Account Deficits 0 0 0 111 2 2 7 279
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-Wise Approach 0 1 1 12 0 2 5 124
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-wise Approach 0 0 0 54 1 1 10 245
On the Dynamics of Unemployment in a Developing Economy: Colombia 0 0 1 208 4 5 14 1,021
On the Stationarity of Current Account Deficits in the European Union 0 0 1 70 4 5 14 238
On the determinants of the inflation rate in Colombia: a disequilibrium market approach 0 1 1 102 2 7 12 404
On the dynamics of gasoline market integration in the United States: Evidence from a pair wise approach 0 0 0 42 2 4 7 226
On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach 0 0 0 102 4 6 11 435
On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach 0 0 0 110 3 5 11 440
On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach 0 0 0 85 2 5 13 312
On the stationarity of current account deficits in the European Union 0 0 0 50 1 2 19 171
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks 0 0 0 109 4 5 37 531
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, cross-Sectional Dependency and Structural Breaks 0 0 0 55 2 3 11 270
PPP in OECD countries: An analysis of real exchange rate stationarity, cross-sectional dependency and strucutral breaks 0 0 0 21 2 3 5 185
Pricing behaviour under competition in the UK electricity supply industry 0 0 1 505 2 3 9 1,364
Property Heterogeneity and Convergence Club Formation among Local House Prices 0 0 0 25 0 0 4 132
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 0 11 2 9 17 124
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 0 69 1 1 12 502
Real Interest Parity: A note on Asian countries using panel stationarity tests 0 0 0 29 1 6 17 188
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 0 97 2 9 17 198
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 0 15 2 5 12 82
Rigidities and adjustments of daily prices to costs: Evidence from supermarket data 0 0 0 40 5 6 12 67
Seasonal adjustment and cointegration 0 0 0 108 1 2 9 323
Statistical inference for testing gini coefficients: an application for Colombia 0 0 0 182 5 7 20 508
Structural Breaks and Seasonal Integration 0 0 0 0 5 6 13 29
Structural Breaks and Seasonal Integration 0 0 0 6 2 2 5 210
THE EFFECTS OF SEASONAL ADJUSTMENT LINEAR FILTERS ON COINTEGRATING EQUATIONS: A MONTE CARLO INVESTIGATION 0 0 0 1 0 2 5 18
Testing for Seasonal Unit Roots in Heterogeneous Panels 0 0 1 52 1 2 12 225
Testing for exuberance in house prices using data sampled at different frequencies 0 0 0 49 0 0 6 78
Testing for seasonal unit roots in heterogeneous panels 0 0 0 2 1 1 2 21
Testing for seasonal unit roots in heterogeneous panels 0 0 0 63 3 6 15 245
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence 0 0 0 93 4 4 12 328
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence 0 0 0 2 2 3 7 23
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence 0 0 0 113 0 4 17 366
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence 0 0 1 456 2 5 13 1,335
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence 0 0 1 1 2 2 9 21
Testing for stock market integration in a developing economy: Colombia 0 0 0 68 2 5 14 335
Testing for time-varying Granger causality 1 3 13 163 2 10 42 309
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 2 87 4 4 12 327
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 1 3 3 15 26
Testing the law of one price in food markets: evidence for Colombia using disaggregated data 0 0 0 171 2 4 17 630
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 38 8 9 20 121
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 43 2 2 8 141
The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation 0 0 0 0 3 4 13 671
The Expectations Hypothesis and Decoupling of Short- and Long-Term US Interest Rates: A Pairwise Approach 0 0 0 22 0 1 6 100
The KPSS Test with Outliers 0 0 1 322 3 3 16 1,580
The KPSS test with outliers 0 0 0 1 1 3 14 37
The Long-Run Behaviour of the Terms of Trade between Primary Commodities and Manufactures: A Panel Data Approach 0 0 0 32 1 1 9 149
The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies 0 0 0 80 2 5 13 330
The long-run behaviour of the terms of trade between primary commodities and manufactures: A panel data approach 0 0 1 15 3 8 22 100
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian Economies 0 0 0 59 2 2 11 173
Unit root tests for explosive behaviour 0 0 0 94 1 3 15 226
Total Working Papers 3 10 40 6,256 191 381 1,195 25,924

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 5 15 98
A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market 0 0 0 12 2 6 17 105
A Spatiotemporal Analysis of Agricultural Prices: An Application to Colombian Data 0 0 0 24 1 4 12 91
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 2 15 44
A pair-wise analysis of the law of one price: Evidence from the crude oil market 0 0 0 14 5 10 14 94
A pairwise-based approach to examining the Feldstein–Horioka condition of international capital mobility 0 0 0 3 0 0 8 46
A tale of two coffees? Analysing interaction and futures market efficiency 0 0 1 8 0 2 8 30
An estimation of the pattern of diffusion of mobile phones: The case of Colombia 0 0 1 49 1 4 13 200
Are EU budget deficits stationary? 0 0 0 65 4 4 17 235
Asymmetric behaviour and the 9-ending pricing of retail gasoline 0 0 2 6 1 6 13 26
Coffee export booms and monetary disequilibrium: some evidence for Colombia 0 0 0 64 2 2 10 448
Coffee, economic fluctuations and stabilisation: an intertemporal disequilibrium model with capital market imperfections 0 0 0 61 1 2 10 350
Convergence in retail gasoline prices: insights from Canadian cities 1 1 1 7 1 1 8 29
Crude oil price differentials, product heterogeneity and institutional arrangements 0 0 1 15 3 4 10 87
Drivers of COVID-19 in U.S. counties: A wave-level analysis 0 1 1 1 2 10 18 18
Erratum: Unit-root tests for explosive behavior 0 0 0 6 1 3 11 25
Examining psychological barriers in exchange rates across various regimes and FX intervention 0 0 0 0 2 8 35 37
Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach 0 0 0 21 2 2 8 106
Forecasting retail fuel prices with spatial interdependencies 1 2 3 3 9 10 28 29
Forecasting the spot prices of various coffee types using linear and non-linear error correction models 0 0 0 151 2 5 14 899
Incumbent and entrant response to regulated competition: signaling with accounting costs and market prices2 0 0 0 32 2 4 7 172
Inflation before and after central bank independence: The case of Colombia 0 0 0 163 3 3 8 463
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 0 0 1 1 2 9 17
Interest rate convergence across maturities: Evidence from bank data in an emerging market economy 0 0 0 6 1 1 10 95
Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks 1 1 1 24 2 6 17 108
Investigating diesel market integration in France: Evidence from micro data 0 0 0 20 0 1 7 83
Investigating regional house price convergence in the United States: Evidence from a pair-wise approach 0 0 0 28 2 8 22 174
Los determinantes de la tasa de cambio real en Colombia 0 0 0 37 1 3 4 131
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach 0 1 1 77 5 6 12 256
Modelling the behaviour of unemployment rates in the US over time and across space 0 0 0 22 2 5 11 125
Modelling the monetary policy reaction function of the Colombian Central Bank 0 0 0 58 2 5 9 205
Modelling the spot prices of various coffee types 0 0 0 60 3 8 14 346
Multivariate Cointegration and Temporal Aggregation: Some Further Simulation Results 0 0 0 10 0 2 6 41
On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach 0 0 0 167 1 2 11 623
On financial liberalization and long-run risk sharing 0 0 0 3 2 4 7 33
On financial liberalization and long-run risk sharing 0 0 0 3 2 10 13 48
On the Stationarity of Current Account Deficits in the European Union 0 0 0 44 3 4 13 165
On the dynamics of gasoline market integration in the United States: Evidence from a pair-wise approach 0 0 0 27 1 2 10 163
On the dynamics of unemployment in a developing economy: Colombia 0 0 0 53 4 5 10 326
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks 0 0 0 40 1 4 12 187
Predicting early career productivity of PhD economists: Does advisor-match matter? 0 1 1 20 2 6 16 99
Price Discrimination, Regulation and Entry in the UK Residential Electricity Market 0 0 0 0 0 1 8 677
Pricing behaviour under competition in the UK electricity supply industry 0 0 0 46 3 4 12 149
Property heterogeneity and convergence club formation among local house prices 0 0 0 33 0 5 12 155
Psychological price barriers, El Niño, La Niña: New insights for the case of coffee 0 0 2 12 3 6 26 44
Quality differences, location, and coffee price returns networks: Insights from a high-dimensional CoVaR-copula analysis 0 0 1 1 1 2 9 9
Re-examining the Feldstein–Horioka and Sachs' views of capital mobility: A heterogeneous panel setup 0 1 2 25 4 7 18 100
Re-examining the movements of crude oil spot and futures prices over time 0 0 0 13 0 0 4 52
Real interest parity: A note on Asian countries using panel stationarity tests 0 0 0 8 0 0 4 85
Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots 0 0 1 33 5 7 16 143
Response surface models for OLS and GLS detrending-based unit-root tests in nonlinear ESTAR models 0 0 0 28 1 3 9 73
Response surface models for the Elliott, Rothenberg, and Stock unit-root test 0 0 0 7 3 6 18 59
Response surface models for the Leybourne unit root tests and lag order dependence 0 0 0 14 0 2 5 67
Rigidities and adjustments of daily prices to costs: Evidence from supermarket data 1 1 3 6 6 8 27 54
Search intensity, search time and prices: evidence from retail diesel markets in France 0 0 0 1 2 2 14 17
Smooth transition vector error correction models for the spot prices of coffee 0 0 0 110 0 1 8 344
Statistical Inference for Testing Gini Coefficients: An Application for Colombia 0 0 0 18 3 4 17 132
Statistical inference for testing Gini Coefficients: An application for Colombia 0 0 0 52 1 4 9 242
Structural breaks and seasonal integration 0 0 0 32 1 3 7 113
Testing for cointegration: power versus frequency of observation -- further Monte Carlo results 0 0 1 71 0 1 16 428
Testing for exuberance in house prices using data sampled at different frequencies 0 1 1 6 1 4 5 26
Testing for seasonal unit roots in heterogeneous panels 0 0 0 29 4 4 15 140
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence 0 0 0 25 3 7 11 87
Testing for spatial market integration: evidence for Colombia using a pairwise approach 0 0 0 6 1 1 6 37
Testing for stock market integration in a developing economy: Colombia 0 0 0 1 2 4 6 14
Testing for time-varying Granger causality 0 1 4 47 1 4 29 113
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 15 3 5 14 93
Testing the efficiency of inflation and exchange rate forecast revisions in a changing economic environment 0 0 1 6 4 5 15 56
Testing the law of one price in food markets: evidence for Colombia using disaggregated data 0 0 0 41 1 2 8 149
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 38 2 6 19 238
The Beveridge Curve Across US States: New Insights From a Pairwise Approach 0 0 0 15 5 6 13 46
The KPSS Test with Outliers 0 0 0 41 1 2 9 232
The KPSS Test with Outliers 0 0 0 35 1 2 12 152
The dynamics of U.S. industrial production: A time-varying Granger causality perspective 0 3 7 12 2 10 35 48
The effects of FX-interventions on forecasters disagreement: A mixed data sampling view 0 0 1 4 7 9 17 25
The expectations hypothesis and decoupling of short- and long-term US interest rates: A pairwise approach 0 0 0 4 2 2 10 57
The long-run behaviour of the terms of trade between primary commodities and manufactures: a panel data approach 0 0 1 25 4 6 15 138
The real exchange rate in Colombia: an analysis using multivariate cointegration 0 0 0 32 3 5 11 177
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies 0 0 0 32 2 3 9 131
The timing of tariff structure changes in regulated industries: evidence from England and Wales 0 0 0 36 1 2 12 159
The wage curve within and across regions: new insights from a pairwise view of US states 0 0 0 8 0 2 11 27
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 2 2 8 457
Una base de datos de precios y características de vivienda en Colombia con información de Internet 0 0 0 12 2 2 14 59
Unit-root tests based on forward and reverse Dickey–Fuller regressions 0 0 1 29 0 4 9 92
Unit-root tests for explosive behavior 0 1 1 24 5 9 18 73
Wholesale price rigidities and exchange rate pass-through: Evidence from daily data of agricultural products 0 1 3 8 2 7 22 42
Total Journal Articles 4 16 46 2,608 175 362 1,104 12,668
4 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 2 3 62 4 8 21 335
BAING: Stata module to determine and estimate the number of common factors following Bai and Ng 1 1 9 80 3 7 29 354
BLOCKBOOT: Stata module to implement four bootstrap schemes for dependent timeseries data 0 1 13 13 0 10 67 67
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 0 2 86 3 7 24 550
FCSTATS: Stata module to compute time series forecast accuracy statistics 1 5 7 1,011 8 40 144 5,581
KSSUR: Stata module to calculate Kapetanios, Shin & Snell unit root test statistic along with critical values and p-values 0 3 8 509 0 10 37 1,721
KSUR: Stata module to calculate Kapetanios & Shin unit root test statistic along with finite-sample critical values and p-values 1 1 2 121 1 7 23 611
OCMT: Stata module to perform multiple testing approach in high-dimensional linear regression 0 0 1 37 4 4 15 209
RADF: Stata module to calculate unit root tests for explosive behaviour 1 1 11 206 11 24 71 929
TVGC: Stata module to perform Time-Varying Granger Causality tests 5 12 46 906 20 46 186 2,638
Total Software Items 9 26 102 3,031 54 163 617 12,995

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Statistics updated 2026-05-06