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 0 0 1 227
A Pair-Wise Analysis of Intra-City Price Convergence Within the Paris Housing Market 0 0 2 23 0 0 7 99
A Pairwise-Based Approach to Examine the Feldstein-Horioka Condition of International Capital Mobility 0 0 0 36 0 0 1 88
A note on the extent of US regional income convergence 0 0 0 32 2 2 2 82
A spatio-temporal analysis of agricultural prices: An application to Colombian data 0 0 1 44 0 1 4 120
A spatio-temporal analysis of agricultural prices: An application to Colombian data 0 0 0 11 0 0 0 98
ARE EU BUDGET DEFICITS STATIONARY? 0 0 1 54 0 0 2 181
An analysis of the relationship between wages in the public and private sector in colombia: a panel data approach 0 0 0 80 0 0 2 238
An estimation of the pattern of diffusion of mobile phones: the case of Colombia 0 0 0 153 1 1 4 404
Are EU budget deficits sustainable? 0 0 0 130 0 1 1 423
Are EU budgets stationary? 0 0 0 71 0 0 0 235
Climbing the property ladder: An analysis of market integration in London property prices 0 0 1 36 0 0 3 102
Convergence in retail gasoline prices: Insights from Canadian cities 0 0 3 7 0 1 18 23
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 1 1 1 1 3 3 3 3
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 3 16 17 17 10 26 42 42
Early Career Research Production in Economics: Does Mentoring Matter? 0 2 5 54 0 2 7 240
Forecasting the spot prices of various coffee types using linear and non-linear error correction models 0 0 2 70 0 0 4 330
IDENTIFICATION AND ESTIMATION OF A LABOUR MARKET MODEL FOR THE TRADEABLES SECTOR: THE GREEK CASE 0 0 0 0 0 0 4 15
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 5 22 0 1 16 93
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 0 0 66 0 0 1 101
Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks 0 0 0 104 1 1 4 191
Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach 0 0 2 45 0 1 7 190
Investigating Regional House Price Convergence in the United States: Evidence from a pair-wise approach 0 0 0 116 1 1 1 383
MODELLING THE BEHAVIOUR OF THE SPOT PRICES OF VARIOUS TYPES OF COFFEE 0 0 0 1 0 0 2 14
Modeling The Behaviour of the Spot Prices of Various Types of Coffee 0 0 0 144 0 1 1 987
Modeling the monetary policy reaction function of the colombian central bank 0 0 1 156 0 1 3 443
Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach 0 0 0 2 0 0 3 1,453
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach 0 0 0 31 0 0 1 114
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version) 0 0 0 26 0 0 3 223
Modelling the Behaviour of Unemployment Rates in the US over Time and across Space 0 0 0 50 0 0 0 97
Modelling the behaviour of unemployment rates in the US over time and across space 0 0 0 73 0 0 2 217
Multivariate cointegration and temporal aggregation: some further simulation results 0 2 5 37 1 3 20 92
ON THE DYNAMICS OF UNEMPLOYMENT IN A DEVELOPING ECONOMY: COLOMBIA 0 0 1 24 0 0 1 133
On The Sustainability of the EU’s Current Account Deficits 0 0 0 111 0 0 2 267
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-Wise Approach 0 0 0 10 0 0 7 112
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-wise Approach 0 0 0 54 0 1 7 232
On the Dynamics of Unemployment in a Developing Economy: Colombia 0 0 1 205 3 3 9 1,000
On the Stationarity of Current Account Deficits in the European Union 0 0 2 68 0 0 6 220
On the determinants of the inflation rate in Colombia: a disequilibrium market approach 0 1 5 99 1 2 7 378
On the dynamics of gasoline market integration in the United States: Evidence from a pair wise approach 0 0 0 42 0 0 37 215
On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach 0 0 0 101 4 4 6 420
On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach 0 0 0 84 0 0 0 296
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 stationarity of current account deficits in the European Union 0 0 0 50 0 0 0 148
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks 0 0 0 108 0 1 1 483
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, cross-Sectional Dependency and Structural Breaks 0 0 0 54 0 2 11 250
PPP in OECD countries: An analysis of real exchange rate stationarity, cross-sectional dependency and strucutral breaks 0 0 0 21 0 2 17 159
Pricing behaviour under competition in the UK electricity supply industry 0 0 0 502 0 0 6 1,350
Property Heterogeneity and Convergence Club Formation among Local House Prices 0 0 0 23 0 0 6 121
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 0 69 0 0 1 487
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 0 11 0 0 0 102
Real Interest Parity: A note on Asian countries using panel stationarity tests 0 0 0 29 0 0 2 167
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 0 14 0 0 2 67
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 1 2 90 1 4 19 150
Rigidities and adjustments of daily prices to costs: Evidence from supermarket data 0 1 1 39 0 1 3 50
Seasonal adjustment and cointegration 0 0 1 108 0 0 2 310
Statistical inference for testing gini coefficients: an application for Colombia 0 0 1 179 1 1 8 481
Structural Breaks and Seasonal Integration 0 0 0 0 0 0 2 14
Structural Breaks and Seasonal Integration 0 0 0 6 0 0 0 202
THE EFFECTS OF SEASONAL ADJUSTMENT LINEAR FILTERS ON COINTEGRATING EQUATIONS: A MONTE CARLO INVESTIGATION 0 0 0 1 0 0 3 11
Testing for Seasonal Unit Roots in Heterogeneous Panels 0 0 0 50 0 1 1 210
Testing for exuberance in house prices using data sampled at different frequencies 1 1 6 36 1 2 21 43
Testing for seasonal unit roots in heterogeneous panels 0 0 0 0 0 0 2 16
Testing for seasonal unit roots in heterogeneous panels 0 0 0 63 0 0 0 227
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence 0 0 0 92 0 1 1 313
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence 0 0 0 113 0 1 1 345
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence 0 1 1 2 0 2 3 10
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence 0 0 0 455 0 0 2 1,317
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence 0 0 0 0 0 0 2 11
Testing for stock market integration in a developing economy: Colombia 0 0 0 67 0 0 4 288
Testing for time-varying Granger causality 2 16 54 54 6 26 85 85
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 85 0 0 2 306
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 0 0 0 2 10
Testing the law of one price in food markets: evidence for Colombia using disaggregated data 0 0 1 171 0 4 10 561
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 38 0 0 2 94
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 42 0 0 1 131
The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation 0 0 0 0 0 0 0 655
The Expectations Hypothesis and Decoupling of Short- and Long-Term US Interest Rates: A Pairwise Approach 0 1 1 22 0 1 6 93
The KPSS Test with Outliers 0 0 0 318 0 1 2 1,560
The KPSS test with outliers 0 0 0 0 0 0 6 18
The Long-Run Behaviour of the Terms of Trade between Primary Commodities and Manufactures: A Panel Data Approach 0 0 1 29 0 0 5 131
The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies 0 0 1 79 0 0 1 310
The long-run behaviour of the terms of trade between primary commodities and manufactures: A panel data approach 0 0 0 13 0 0 3 70
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian Economies 0 0 0 59 0 0 0 159
Unit root tests for explosive behaviour 2 9 31 75 5 17 67 169
Total Working Papers 9 52 156 5,911 41 123 563 23,693


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 10 0 0 4 77
A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market 0 0 1 7 0 0 3 80
A Spatiotemporal Analysis of Agricultural Prices: An Application to Colombian Data 0 0 0 24 0 0 1 79
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 2 2 3 12 13
A pair-wise analysis of the law of one price: Evidence from the crude oil market 0 0 0 12 0 0 4 73
A pairwise-based approach to examining the Feldstein–Horioka condition of international capital mobility 0 0 0 3 0 0 0 36
A tale of two coffees? Analysing interaction and futures market efficiency 0 0 1 4 1 1 4 12
An estimation of the pattern of diffusion of mobile phones: The case of Colombia 0 0 1 42 0 0 2 177
Are EU budget deficits stationary? 0 0 0 65 0 0 2 214
Coffee export booms and monetary disequilibrium: some evidence for Colombia 0 0 1 64 0 0 3 434
Coffee, economic fluctuations and stabilisation: an intertemporal disequilibrium model with capital market imperfections 0 0 0 60 0 0 1 335
Convergence in retail gasoline prices: insights from Canadian cities 1 1 5 5 4 5 18 18
Crude oil price differentials, product heterogeneity and institutional arrangements 0 0 0 14 0 0 0 73
Erratum: Unit-root tests for explosive behavior 0 0 4 4 1 1 10 10
Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach 0 0 3 19 0 2 9 90
Forecasting the spot prices of various coffee types using linear and non-linear error correction models 0 0 2 148 0 0 2 875
Incumbent and entrant response to regulated competition: signaling with accounting costs and market prices2 0 0 0 31 0 0 3 159
Inflation before and after central bank independence: The case of Colombia 0 0 0 160 0 0 0 449
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 0 1 21 0 1 3 78
Interest rate convergence across maturities: Evidence from bank data in an emerging market economy 1 1 2 2 7 7 13 42
Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks 1 1 2 18 1 1 3 79
Investigating diesel market integration in France: Evidence from micro data 0 0 2 18 0 1 7 63
Investigating regional house price convergence in the United States: Evidence from a pair-wise approach 0 0 2 24 0 0 7 145
Los determinantes de la tasa de cambio real en Colombia 0 0 0 35 0 0 0 121
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach 0 0 0 75 0 0 0 242
Modelling the behaviour of unemployment rates in the US over time and across space 0 0 0 22 0 0 0 110
Modelling the monetary policy reaction function of the Colombian Central Bank 0 0 0 58 0 0 0 195
Modelling the spot prices of various coffee types 0 0 0 57 0 0 0 319
Multivariate Cointegration and Temporal Aggregation: Some Further Simulation Results 0 0 3 3 1 2 12 12
On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach 1 1 1 167 1 1 1 609
On financial liberalization and long-run risk sharing 0 0 0 3 0 0 0 34
On financial liberalization and long-run risk sharing 0 0 0 3 0 0 0 21
On the Stationarity of Current Account Deficits in the European Union 0 0 0 43 0 1 4 147
On the dynamics of gasoline market integration in the United States: Evidence from a pair-wise approach 0 0 0 27 1 4 12 145
On the dynamics of unemployment in a developing economy: Colombia 0 0 0 53 0 0 1 312
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks 0 0 1 39 1 1 7 167
Predicting early career productivity of PhD economists: Does advisor-match matter? 1 1 5 12 1 3 14 54
Price Discrimination, Regulation and Entry in the UK Residential Electricity Market 0 0 0 0 2 2 6 660
Pricing behaviour under competition in the UK electricity supply industry 0 1 2 45 0 1 2 133
Property heterogeneity and convergence club formation among local house prices 0 4 8 27 0 5 15 122
Re-examining the Feldstein–Horioka and Sachs' views of capital mobility: A heterogeneous panel setup 0 0 0 21 1 1 1 68
Re-examining the movements of crude oil spot and futures prices over time 0 0 1 3 0 0 7 23
Real interest parity: A note on Asian countries using panel stationarity tests 0 0 0 8 0 0 0 79
Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots 0 0 0 30 1 1 2 118
Response surface models for OLS and GLS detrending-based unit-root tests in nonlinear ESTAR models 0 0 0 25 0 0 1 58
Response surface models for the Elliott, Rothenberg, and Stock unit-root test 0 1 1 6 0 1 5 37
Response surface models for the Leybourne unit root tests and lag order dependence 0 0 1 14 0 0 1 60
Rigidities and adjustments of daily prices to costs: Evidence from supermarket data 0 0 1 2 0 0 3 22
Smooth transition vector error correction models for the spot prices of coffee 0 0 0 110 0 0 2 331
Statistical Inference for Testing Gini Coefficients: An Application for Colombia 0 1 2 14 1 2 5 95
Statistical inference for testing Gini Coefficients: An application for Colombia 0 0 0 49 0 0 3 223
Structural breaks and seasonal integration 0 0 0 31 0 0 1 105
Testing for cointegration: power versus frequency of observation -- further Monte Carlo results 0 0 1 67 0 0 6 398
Testing for seasonal unit roots in heterogeneous panels 0 1 1 27 0 1 2 112
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence 0 1 1 22 0 2 3 71
Testing for spatial market integration: evidence for Colombia using a pairwise approach 0 0 0 4 0 0 6 25
Testing for stock market integration in a developing economy: Colombia 0 0 0 18 0 1 3 106
Testing for time-varying Granger causality 4 8 10 10 5 17 24 24
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 15 0 0 2 75
Testing the efficiency of inflation and exchange rate forecast revisions in a changing economic environment 0 1 4 4 0 2 16 29
Testing the law of one price in food markets: evidence for Colombia using disaggregated data 0 0 0 40 0 0 4 138
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 37 0 0 1 215
The Beveridge Curve Across US States: New Insights From a Pairwise Approach 0 0 3 11 0 0 8 24
The KPSS Test with Outliers 0 0 0 34 0 0 4 137
The KPSS Test with Outliers 0 1 1 41 0 1 1 220
The effects of FX-interventions on forecasters disagreement: A mixed data sampling view 0 0 3 3 0 0 6 6
The expectations hypothesis and decoupling of short- and long-term US interest rates: A pairwise approach 0 0 0 4 0 0 2 47
The long-run behaviour of the terms of trade between primary commodities and manufactures: a panel data approach 0 0 1 21 0 1 6 105
The real exchange rate in Colombia: an analysis using multivariate cointegration 0 0 0 32 0 0 2 163
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies 0 0 0 31 0 0 1 118
The timing of tariff structure changes in regulated industries: evidence from England and Wales 0 0 0 35 0 0 1 144
The wage curve within and across regions: new insights from a pairwise view of US states 0 1 5 5 0 3 9 9
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 2 139 0 2 5 440
Una base de datos de precios y características de vivienda en Colombia con información de Internet 0 0 1 6 1 1 4 30
Unit-root tests based on forward and reverse Dickey–Fuller regressions 0 0 0 26 0 1 2 76
Unit-root tests for explosive behavior 0 2 12 12 1 3 23 23
Total Journal Articles 9 27 101 2,383 33 82 357 10,968
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 0 2 6 36 0 5 29 229
BAING: Stata module to determine and estimate the number of common factors following Bai and Ng 1 4 21 40 6 25 83 232
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 6 64 4 17 49 434
KSSUR: Stata module to calculate Kapetanios, Shin & Snell unit root test statistic along with critical values and p-values 5 24 80 417 17 58 237 1,432
KSUR: Stata module to calculate Kapetanios & Shin unit root test statistic along with finite-sample critical values and p-values 1 4 23 106 4 13 67 512
OCMT: Stata module to perform multiple testing approach in high-dimensional linear regression 1 2 11 21 3 7 32 129
RADF: Stata module to calculate unit root tests for explosive behaviour 3 17 60 142 12 43 217 606
TVGC: Stata module to perform Time-Varying Granger Causality tests 15 58 294 438 52 188 799 1,323
Total Software Items 26 112 501 1,264 98 356 1,513 4,897


Statistics updated 2022-12-04