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 88 0 1 18 250
A Pair-Wise Analysis of Intra-City Price Convergence Within the Paris Housing Market 0 0 0 24 0 1 11 116
A Pairwise-Based Approach to Examine the Feldstein-Horioka Condition of International Capital Mobility 1 1 1 37 1 1 14 108
A note on the extent of US regional income convergence 0 0 0 33 1 2 13 101
A spatio-temporal analysis of agricultural prices: An application to Colombian data 0 0 1 54 0 0 15 173
A spatio-temporal analysis of agricultural prices: An application to Colombian data 0 0 0 12 0 0 15 119
ARE EU BUDGET DEFICITS STATIONARY? 0 0 0 54 0 0 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 2 16 277
An estimation of the pattern of diffusion of mobile phones: the case of Colombia 0 0 0 154 1 1 14 443
Are EU budget deficits sustainable? 0 0 0 132 0 0 7 436
Are EU budgets stationary? 0 0 0 71 0 0 7 245
Climbing the property ladder: An analysis of market integration in London property prices 0 0 0 37 1 1 10 122
Convergence in retail gasoline prices: Insights from Canadian cities 0 0 0 13 0 0 1 44
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 25 1 1 13 90
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 1 37 1 3 20 70
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 14 1 1 14 35
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 1 0 0 19 25
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 6 0 0 9 21
Drivers of COVID-19 in U.S. counties: A wave-level analysis 0 0 0 15 0 2 27 78
Early Career Research Production in Economics: Does Mentoring Matter? 0 0 1 56 0 1 14 275
Forecasting the spot prices of various coffee types using linear and non-linear error correction models 1 1 1 71 1 1 13 348
IDENTIFICATION AND ESTIMATION OF A LABOUR MARKET MODEL FOR THE TRADEABLES SECTOR: THE GREEK CASE 0 0 0 0 0 0 12 28
Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case 0 0 1 60 2 2 21 787
Implementing the Leybourne-Taylor test for seasonal unit roots in Stata 0 0 2 33 0 0 12 125
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 0 0 67 1 1 13 121
Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks 0 0 3 111 3 4 28 229
Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach 0 0 0 46 1 1 12 212
Investigating Regional House Price Convergence in the United States: Evidence from a pair-wise approach 0 0 0 118 1 2 11 400
MODELLING THE BEHAVIOUR OF THE SPOT PRICES OF VARIOUS TYPES OF COFFEE 0 0 0 2 1 1 10 27
Modeling The Behaviour of the Spot Prices of Various Types of Coffee 0 0 1 145 0 0 11 1,001
Modeling the monetary policy reaction function of the colombian central bank 0 0 0 159 2 3 23 471
Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach 0 0 0 2 0 0 15 1,473
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach 0 0 0 31 2 3 24 141
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version) 0 0 0 28 1 1 9 239
Modelling the Behaviour of Unemployment Rates in the US over Time and across Space 0 0 0 50 0 2 15 114
Modelling the behaviour of unemployment rates in the US over time and across space 0 0 0 73 0 1 31 256
Multivariate cointegration and temporal aggregation: some further simulation results 0 0 0 47 0 1 14 129
ON THE DYNAMICS OF UNEMPLOYMENT IN A DEVELOPING ECONOMY: COLOMBIA 0 0 0 24 0 0 11 150
On The Sustainability of the EU’s Current Account Deficits 0 0 0 111 0 0 5 279
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-Wise Approach 0 0 1 12 1 1 6 125
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-wise Approach 0 0 0 54 0 2 10 247
On the Dynamics of Unemployment in a Developing Economy: Colombia 0 0 1 208 0 0 14 1,021
On the Stationarity of Current Account Deficits in the European Union 0 0 0 70 0 1 13 239
On the determinants of the inflation rate in Colombia: a disequilibrium market approach 0 0 1 102 1 2 12 406
On the dynamics of gasoline market integration in the United States: Evidence from a pair wise approach 0 0 0 42 0 0 6 226
On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach 0 0 0 102 1 1 12 436
On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach 0 0 0 85 0 0 12 312
On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach 0 0 0 110 0 1 12 442
On the stationarity of current account deficits in the European Union 0 0 0 50 1 2 22 174
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks 0 0 0 109 1 1 40 535
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, cross-Sectional Dependency and Structural Breaks 0 0 0 55 1 2 14 273
PPP in OECD countries: An analysis of real exchange rate stationarity, cross-sectional dependency and strucutral breaks 0 0 0 21 1 1 6 186
Pricing behaviour under competition in the UK electricity supply industry 0 0 1 505 0 1 9 1,365
Property Heterogeneity and Convergence Club Formation among Local House Prices 0 1 1 26 0 2 5 134
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 0 11 0 0 16 124
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 0 69 0 0 14 504
Real Interest Parity: A note on Asian countries using panel stationarity tests 0 0 0 29 0 0 17 188
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 0 97 0 0 13 198
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 0 15 1 1 15 85
Rigidities and adjustments of daily prices to costs: Evidence from supermarket data 0 0 0 40 0 0 13 68
Seasonal adjustment and cointegration 0 0 0 108 0 0 9 324
Statistical inference for testing gini coefficients: an application for Colombia 0 0 0 182 0 0 22 510
Structural Breaks and Seasonal Integration 0 0 0 0 0 1 13 31
Structural Breaks and Seasonal Integration 0 0 0 6 0 0 5 210
THE EFFECTS OF SEASONAL ADJUSTMENT LINEAR FILTERS ON COINTEGRATING EQUATIONS: A MONTE CARLO INVESTIGATION 0 0 0 1 1 4 10 24
Testing for Seasonal Unit Roots in Heterogeneous Panels 0 0 1 52 1 1 13 226
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 63 1 2 16 247
Testing for seasonal unit roots in heterogeneous panels 0 0 0 2 0 1 3 22
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence 0 0 0 93 0 0 11 328
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence 0 0 0 113 0 0 9 366
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence 0 0 0 2 0 1 8 24
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence 0 0 1 1 1 1 10 22
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence 0 0 1 456 1 1 15 1,337
Testing for stock market integration in a developing economy: Colombia 0 0 0 68 0 1 15 337
Testing for time-varying Granger causality 0 0 9 163 3 4 42 316
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 2 87 0 0 10 327
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 1 0 1 16 28
Testing the law of one price in food markets: evidence for Colombia using disaggregated data 0 0 0 171 1 1 19 632
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 43 0 0 8 142
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 38 0 0 20 122
The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation 0 0 0 0 1 1 12 673
The Expectations Hypothesis and Decoupling of Short- and Long-Term US Interest Rates: A Pairwise Approach 0 0 0 22 0 0 5 100
The KPSS Test with Outliers 0 0 1 322 0 0 15 1,580
The KPSS test with outliers 0 0 0 1 1 1 15 41
The Long-Run Behaviour of the Terms of Trade between Primary Commodities and Manufactures: A Panel Data Approach 0 0 0 32 0 1 10 152
The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies 0 0 0 80 0 1 12 331
The long-run behaviour of the terms of trade between primary commodities and manufactures: A panel data approach 0 0 0 15 2 4 23 104
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian Economies 0 0 0 59 2 2 14 176
Unit root tests for explosive behaviour 0 0 0 94 1 3 17 229
Total Working Papers 2 3 32 6,259 47 90 1,237 26,073

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 2 15 100
A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market 0 0 0 12 0 3 19 108
A Spatiotemporal Analysis of Agricultural Prices: An Application to Colombian Data 0 0 0 24 1 1 12 92
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 1 10 1 2 15 46
A pair-wise analysis of the law of one price: Evidence from the crude oil market 0 0 0 14 0 1 13 95
A pairwise-based approach to examining the Feldstein–Horioka condition of international capital mobility 0 0 0 3 0 0 6 46
A tale of two coffees? Analysing interaction and futures market efficiency 0 0 1 8 0 2 11 34
An estimation of the pattern of diffusion of mobile phones: The case of Colombia 0 0 1 49 1 1 14 201
Are EU budget deficits stationary? 0 0 0 65 0 0 11 235
Asymmetric behaviour and the 9-ending pricing of retail gasoline 0 0 1 6 0 0 11 26
Coffee export booms and monetary disequilibrium: some evidence for Colombia 0 0 0 64 0 0 9 448
Coffee, economic fluctuations and stabilisation: an intertemporal disequilibrium model with capital market imperfections 0 0 0 61 0 2 12 352
Convergence in retail gasoline prices: insights from Canadian cities 0 0 1 7 2 2 10 31
Crude oil price differentials, product heterogeneity and institutional arrangements 0 0 0 15 0 0 10 88
Drivers of COVID-19 in U.S. counties: A wave-level analysis 0 0 1 1 1 2 20 20
Erratum: Unit-root tests for explosive behavior 0 1 1 7 2 3 15 29
Examining psychological barriers in exchange rates across various regimes and FX intervention 0 0 0 0 0 5 47 52
Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach 0 0 0 21 0 1 8 107
Forecasting retail fuel prices with spatial interdependencies 0 0 3 3 0 0 27 29
Forecasting the spot prices of various coffee types using linear and non-linear error correction models 0 0 0 151 2 2 16 901
Incumbent and entrant response to regulated competition: signaling with accounting costs and market prices2 0 0 0 32 0 0 8 173
Inflation before and after central bank independence: The case of Colombia 0 0 0 163 0 0 8 463
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 0 0 1 2 3 12 20
Interest rate convergence across maturities: Evidence from bank data in an emerging market economy 0 0 0 6 1 3 11 98
Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks 0 0 1 24 1 1 18 110
Investigating diesel market integration in France: Evidence from micro data 0 0 0 20 0 1 8 84
Investigating regional house price convergence in the United States: Evidence from a pair-wise approach 0 0 0 28 1 1 22 175
Los determinantes de la tasa de cambio real en Colombia 0 0 0 37 0 0 5 132
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach 0 0 1 77 0 0 12 256
Modelling the behaviour of unemployment rates in the US over time and across space 0 0 0 22 0 1 12 126
Modelling the monetary policy reaction function of the Colombian Central Bank 0 0 0 58 1 1 11 207
Modelling the spot prices of various coffee types 0 0 0 60 0 0 13 346
Multivariate Cointegration and Temporal Aggregation: Some Further Simulation Results 0 0 0 10 0 0 5 41
On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach 0 0 0 167 0 2 13 625
On financial liberalization and long-run risk sharing 0 0 0 3 0 1 8 34
On financial liberalization and long-run risk sharing 0 0 0 3 0 1 15 50
On the Stationarity of Current Account Deficits in the European Union 0 0 0 44 0 0 14 166
On the dynamics of gasoline market integration in the United States: Evidence from a pair-wise approach 0 0 0 27 1 1 12 166
On the dynamics of unemployment in a developing economy: Colombia 0 0 0 53 1 1 11 327
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks 0 0 0 40 0 0 9 187
Predicting early career productivity of PhD economists: Does advisor-match matter? 0 0 1 20 2 4 18 103
Price Discrimination, Regulation and Entry in the UK Residential Electricity Market 0 0 0 0 0 2 6 679
Pricing behaviour under competition in the UK electricity supply industry 0 0 0 46 0 0 12 150
Property heterogeneity and convergence club formation among local house prices 0 0 0 33 1 2 12 158
Psychological price barriers, El Niño, La Niña: New insights for the case of coffee 0 0 2 12 0 0 25 46
Quality differences, location, and coffee price returns networks: Insights from a high-dimensional CoVaR-copula analysis 0 0 1 1 1 1 10 10
Re-examining the Feldstein–Horioka and Sachs' views of capital mobility: A heterogeneous panel setup 0 0 2 25 0 1 20 103
Re-examining the movements of crude oil spot and futures prices over time 0 0 0 13 0 1 5 53
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 0 0 15 143
Response surface models for OLS and GLS detrending-based unit-root tests in nonlinear ESTAR models 0 0 0 28 0 2 11 75
Response surface models for the Elliott, Rothenberg, and Stock unit-root test 0 0 0 7 0 1 18 63
Response surface models for the Leybourne unit root tests and lag order dependence 0 0 0 14 0 0 5 68
Rigidities and adjustments of daily prices to costs: Evidence from supermarket data 0 1 4 7 0 1 25 55
Search intensity, search time and prices: evidence from retail diesel markets in France 0 0 0 1 0 1 11 18
Smooth transition vector error correction models for the spot prices of coffee 0 1 1 111 0 2 10 346
Statistical Inference for Testing Gini Coefficients: An Application for Colombia 0 0 0 18 1 1 18 133
Statistical inference for testing Gini Coefficients: An application for Colombia 0 0 0 52 0 0 8 242
Structural breaks and seasonal integration 0 0 0 32 0 1 6 114
Testing for cointegration: power versus frequency of observation -- further Monte Carlo results 0 1 1 72 1 3 16 431
Testing for exuberance in house prices using data sampled at different frequencies 0 1 2 7 0 2 8 29
Testing for seasonal unit roots in heterogeneous panels 0 0 0 29 0 0 16 142
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence 0 0 0 25 1 1 12 88
Testing for spatial market integration: evidence for Colombia using a pairwise approach 0 1 1 7 2 4 10 41
Testing for stock market integration in a developing economy: Colombia 0 0 0 1 1 1 7 15
Testing for time-varying Granger causality 0 0 1 47 2 4 26 118
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 15 0 1 16 95
Testing the efficiency of inflation and exchange rate forecast revisions in a changing economic environment 0 0 0 6 0 1 15 57
Testing the law of one price in food markets: evidence for Colombia using disaggregated data 0 0 0 41 0 0 7 150
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 38 0 1 16 239
The Beveridge Curve Across US States: New Insights From a Pairwise Approach 0 0 0 15 1 1 14 48
The KPSS Test with Outliers 0 0 0 41 1 1 9 233
The KPSS Test with Outliers 0 0 0 35 0 1 13 153
The dynamics of U.S. industrial production: A time-varying Granger causality perspective 1 2 8 14 1 3 32 52
The effects of FX-interventions on forecasters disagreement: A mixed data sampling view 0 0 1 4 0 0 17 25
The expectations hypothesis and decoupling of short- and long-term US interest rates: A pairwise approach 0 0 0 4 0 0 11 58
The long-run behaviour of the terms of trade between primary commodities and manufactures: a panel data approach 0 0 2 26 0 2 17 142
The real exchange rate in Colombia: an analysis using multivariate cointegration 0 0 0 32 1 2 11 179
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies 0 0 0 32 0 1 11 133
The timing of tariff structure changes in regulated industries: evidence from England and Wales 0 0 0 36 0 1 12 160
The wage curve within and across regions: new insights from a pairwise view of US states 0 0 0 8 0 1 12 28
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 0 142 0 0 6 457
Una base de datos de precios y características de vivienda en Colombia con información de Internet 0 0 0 12 0 0 9 59
Unit-root tests based on forward and reverse Dickey–Fuller regressions 0 0 0 29 0 2 11 95
Unit-root tests for explosive behavior 0 0 1 24 1 2 17 76
Wholesale price rigidities and exchange rate pass-through: Evidence from daily data of agricultural products 2 2 5 10 5 5 23 48
Total Journal Articles 3 10 46 2,619 41 106 1,141 12,821
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 0 2 62 0 1 17 337
BAING: Stata module to determine and estimate the number of common factors following Bai and Ng 0 0 6 80 1 4 29 361
BLOCKBOOT: Stata module to implement four bootstrap schemes for dependent timeseries data 1 2 17 17 6 15 81 87
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 0 5 24 557
FCSTATS: Stata module to compute time series forecast accuracy statistics 0 3 11 1,015 5 17 140 5,612
KSSUR: Stata module to calculate Kapetanios, Shin & Snell unit root test statistic along with critical values and p-values 0 0 5 509 1 7 38 1,731
KSUR: Stata module to calculate Kapetanios & Shin unit root test statistic along with finite-sample critical values and p-values 0 1 2 122 2 3 26 618
MCSET: Stata module to construct the Model Confidence Set (MCS) 1 1 1 1 12 12 12 12
OCMT: Stata module to perform multiple testing approach in high-dimensional linear regression 0 0 0 37 0 4 20 216
RADF: Stata module to calculate unit root tests for explosive behaviour 2 5 13 212 7 12 74 945
TVGC: Stata module to perform Time-Varying Granger Causality tests 4 7 42 917 12 20 170 2,673
Total Software Items 8 19 101 3,058 46 100 631 13,149

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Statistics updated 2026-09-10