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 1 5 19 250
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 0 0 0 36 0 1 13 107
A note on the extent of US regional income convergence 0 0 0 33 1 1 12 100
A spatio-temporal analysis of agricultural prices: An application to Colombian data 0 0 1 54 0 4 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 15 276
An estimation of the pattern of diffusion of mobile phones: the case of Colombia 0 0 0 154 0 1 13 442
Are EU budget deficits sustainable? 0 0 0 132 0 0 8 436
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 0 1 9 121
Convergence in retail gasoline prices: Insights from Canadian cities 0 0 0 13 0 1 1 44
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 1 0 1 19 25
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 14 0 0 13 34
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 25 0 1 13 89
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 6 0 1 10 21
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 1 37 0 3 19 69
Drivers of COVID-19 in U.S. counties: A wave-level analysis 0 0 0 15 1 2 28 78
Early Career Research Production in Economics: Does Mentoring Matter? 0 0 1 56 1 2 14 275
Forecasting the spot prices of various coffee types using linear and non-linear error correction models 0 0 0 70 0 0 12 347
IDENTIFICATION AND ESTIMATION OF A LABOUR MARKET MODEL FOR THE TRADEABLES SECTOR: THE GREEK CASE 0 0 0 0 0 0 13 28
Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case 0 0 1 60 0 1 19 785
Implementing the Leybourne-Taylor test for seasonal unit roots in Stata 0 0 3 33 0 0 16 125
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 0 0 67 0 0 12 120
Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks 0 0 3 111 1 3 26 226
Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach 0 0 0 46 0 0 11 211
Investigating Regional House Price Convergence in the United States: Evidence from a pair-wise approach 0 0 0 118 0 2 10 399
MODELLING THE BEHAVIOUR OF THE SPOT PRICES OF VARIOUS TYPES OF COFFEE 0 0 0 2 0 0 9 26
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 1 1 22 469
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 0 1 22 139
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version) 0 0 0 28 0 0 8 238
Modelling the Behaviour of Unemployment Rates in the US over Time and across Space 0 0 0 50 0 4 15 114
Modelling the behaviour of unemployment rates in the US over time and across space 0 0 0 73 0 2 31 256
Multivariate cointegration and temporal aggregation: some further simulation results 0 0 0 47 0 2 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 6 279
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-Wise Approach 0 0 1 12 0 0 5 124
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-wise Approach 0 0 0 54 2 2 11 247
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 1 11 405
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 0 0 11 435
On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach 0 0 0 110 0 2 12 442
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 stationarity of current account deficits in the European Union 0 0 0 50 0 2 21 173
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks 0 0 0 109 0 3 39 534
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, cross-Sectional Dependency and Structural Breaks 0 0 0 55 1 2 13 272
PPP in OECD countries: An analysis of real exchange rate stationarity, cross-sectional dependency and strucutral breaks 0 0 0 21 0 0 5 185
Pricing behaviour under competition in the UK electricity supply industry 0 0 1 505 1 1 10 1,365
Property Heterogeneity and Convergence Club Formation among Local House Prices 1 1 1 26 1 2 6 134
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 0 69 0 2 14 504
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 0 11 0 0 17 124
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 15 0 2 14 84
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 0 97 0 0 13 198
Rigidities and adjustments of daily prices to costs: Evidence from supermarket data 0 0 0 40 0 1 13 68
Seasonal adjustment and cointegration 0 0 0 108 0 1 9 324
Statistical inference for testing gini coefficients: an application for Colombia 0 0 0 182 0 2 22 510
Structural Breaks and Seasonal Integration 0 0 0 0 0 2 15 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 5 9 23
Testing for Seasonal Unit Roots in Heterogeneous Panels 0 0 1 52 0 0 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 3 22
Testing for seasonal unit roots in heterogeneous panels 0 0 0 63 0 1 16 246
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence 0 0 0 93 0 0 12 328
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence 0 0 0 2 1 1 8 24
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 stationarity in heterogeneous panel data in the presence of cross section dependence 0 0 1 456 0 1 14 1,336
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence 0 0 1 1 0 0 9 21
Testing for stock market integration in a developing economy: Colombia 0 0 0 68 0 2 15 337
Testing for time-varying Granger causality 0 0 10 163 0 4 42 313
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 1 1 2 17 28
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 the law of one price in food markets: evidence for Colombia using disaggregated data 0 0 0 171 0 1 18 631
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 43 0 1 9 142
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 38 0 1 20 122
The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation 0 0 0 0 0 1 11 672
The Expectations Hypothesis and Decoupling of Short- and Long-Term US Interest Rates: A Pairwise Approach 0 0 0 22 0 0 6 100
The KPSS Test with Outliers 0 0 1 322 0 0 16 1,580
The KPSS test with outliers 0 0 0 1 0 3 14 40
The Long-Run Behaviour of the Terms of Trade between Primary Commodities and Manufactures: A Panel Data Approach 0 0 0 32 1 3 12 152
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 1 15 0 2 23 102
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian Economies 0 0 0 59 0 1 12 174
Unit root tests for explosive behaviour 0 0 0 94 0 2 17 228
Total Working Papers 1 1 33 6,257 18 102 1,223 26,026

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 1 15 99
A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market 0 0 0 12 1 3 19 108
A Spatiotemporal Analysis of Agricultural Prices: An Application to Colombian Data 0 0 0 24 0 0 11 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 1 10 0 1 15 45
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 7 46
A tale of two coffees? Analysing interaction and futures market efficiency 0 0 1 8 2 4 11 34
An estimation of the pattern of diffusion of mobile phones: The case of Colombia 0 0 1 49 0 0 13 200
Are EU budget deficits stationary? 0 0 0 65 0 0 12 235
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 1 2 12 352
Convergence in retail gasoline prices: insights from Canadian cities 0 0 1 7 0 0 8 29
Crude oil price differentials, product heterogeneity and institutional arrangements 0 0 0 15 0 1 10 88
Drivers of COVID-19 in U.S. counties: A wave-level analysis 0 0 1 1 1 1 19 19
Erratum: Unit-root tests for explosive behavior 0 1 1 7 0 2 13 27
Examining psychological barriers in exchange rates across various regimes and FX intervention 0 0 0 0 1 15 50 52
Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach 0 0 0 21 1 1 9 107
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 0 0 14 899
Incumbent and entrant response to regulated competition: signaling with accounting costs and market prices2 0 0 0 32 0 1 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 0 1 10 18
Interest rate convergence across maturities: Evidence from bank data in an emerging market economy 0 0 0 6 2 2 11 97
Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks 0 0 1 24 0 1 17 109
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 0 0 21 174
Los determinantes de la tasa de cambio real en Colombia 0 0 0 37 0 1 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 0 1 10 206
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 6 41
On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach 0 0 0 167 2 2 13 625
On financial liberalization and long-run risk sharing 0 0 0 3 1 2 15 50
On financial liberalization and long-run risk sharing 0 0 0 3 1 1 8 34
On the Stationarity of Current Account Deficits in the European Union 0 0 0 44 0 1 14 166
On the dynamics of gasoline market integration in the United States: Evidence from a pair-wise approach 0 0 0 27 0 2 12 165
On the dynamics of unemployment in a developing economy: Colombia 0 0 0 53 0 0 10 326
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks 0 0 0 40 0 0 11 187
Predicting early career productivity of PhD economists: Does advisor-match matter? 0 0 1 20 1 2 17 101
Price Discrimination, Regulation and Entry in the UK Residential Electricity Market 0 0 0 0 0 2 7 679
Pricing behaviour under competition in the UK electricity supply industry 0 0 0 46 0 1 12 150
Property heterogeneity and convergence club formation among local house prices 0 0 0 33 1 2 11 157
Psychological price barriers, El Niño, La Niña: New insights for the case of coffee 0 0 2 12 0 2 27 46
Quality differences, location, and coffee price returns networks: Insights from a high-dimensional CoVaR-copula analysis 0 0 1 1 0 0 9 9
Re-examining the Feldstein–Horioka and Sachs' views of capital mobility: A heterogeneous panel setup 0 0 2 25 1 3 20 103
Re-examining the movements of crude oil spot and futures prices over time 0 0 0 13 1 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 1 2 11 75
Response surface models for the Elliott, Rothenberg, and Stock unit-root test 0 0 0 7 1 4 19 63
Response surface models for the Leybourne unit root tests and lag order dependence 0 0 0 14 0 1 5 68
Rigidities and adjustments of daily prices to costs: Evidence from supermarket data 1 1 4 7 1 1 25 55
Search intensity, search time and prices: evidence from retail diesel markets in France 0 0 0 1 1 1 12 18
Smooth transition vector error correction models for the spot prices of coffee 0 1 1 111 1 2 10 346
Statistical Inference for Testing Gini Coefficients: An Application for Colombia 0 0 0 18 0 0 17 132
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 1 1 7 114
Testing for cointegration: power versus frequency of observation -- further Monte Carlo results 1 1 1 72 1 2 15 430
Testing for exuberance in house prices using data sampled at different frequencies 1 1 2 7 1 3 8 29
Testing for seasonal unit roots in heterogeneous panels 0 0 0 29 0 2 16 142
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence 0 0 0 25 0 0 11 87
Testing for spatial market integration: evidence for Colombia using a pairwise approach 1 1 1 7 2 2 8 39
Testing for stock market integration in a developing economy: Colombia 0 0 0 1 0 0 6 14
Testing for time-varying Granger causality 0 0 2 47 1 3 28 116
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 15 1 2 16 95
Testing the efficiency of inflation and exchange rate forecast revisions in a changing economic environment 0 0 0 6 1 1 15 57
Testing the law of one price in food markets: evidence for Colombia using disaggregated data 0 0 0 41 0 1 7 150
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 38 1 1 18 239
The Beveridge Curve Across US States: New Insights From a Pairwise Approach 0 0 0 15 0 1 13 47
The KPSS Test with Outliers 0 0 0 35 0 1 13 153
The KPSS Test with Outliers 0 0 0 41 0 0 9 232
The dynamics of U.S. industrial production: A time-varying Granger causality perspective 0 1 7 13 1 3 34 51
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 1 11 58
The long-run behaviour of the terms of trade between primary commodities and manufactures: a panel data approach 0 1 2 26 2 4 18 142
The real exchange rate in Colombia: an analysis using multivariate cointegration 0 0 0 32 1 1 10 178
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies 0 0 0 32 1 2 11 133
The timing of tariff structure changes in regulated industries: evidence from England and Wales 0 0 0 36 1 1 13 160
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 7 457
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 1 3 11 95
Unit-root tests for explosive behavior 0 0 1 24 1 2 17 75
Wholesale price rigidities and exchange rate pass-through: Evidence from daily data of agricultural products 0 0 3 8 0 1 19 43
Total Journal Articles 4 8 44 2,616 40 112 1,135 12,780
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 2 18 337
BAING: Stata module to determine and estimate the number of common factors following Bai and Ng 0 0 7 80 0 6 31 360
BLOCKBOOT: Stata module to implement four bootstrap schemes for dependent timeseries data 1 3 16 16 8 14 81 81
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 1 7 25 557
FCSTATS: Stata module to compute time series forecast accuracy statistics 1 4 11 1,015 7 26 151 5,607
KSSUR: Stata module to calculate Kapetanios, Shin & Snell unit root test statistic along with critical values and p-values 0 0 5 509 3 9 39 1,730
KSUR: Stata module to calculate Kapetanios & Shin unit root test statistic along with finite-sample critical values and p-values 1 1 3 122 1 5 25 616
OCMT: Stata module to perform multiple testing approach in high-dimensional linear regression 0 0 0 37 3 7 20 216
RADF: Stata module to calculate unit root tests for explosive behaviour 1 4 11 210 2 9 68 938
TVGC: Stata module to perform Time-Varying Granger Causality tests 1 7 40 913 1 23 166 2,661
Total Software Items 5 19 97 3,050 26 108 624 13,103

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 statistics 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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07