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 1 1 6 226
A Pair-Wise Analysis of Intra-City Price Convergence Within the Paris Housing Market 0 0 1 21 0 0 6 92
A Pairwise-Based Approach to Examine the Feldstein-Horioka Condition of International Capital Mobility 0 0 0 36 0 0 3 87
A note on the extent of US regional income convergence 0 0 0 32 0 0 2 80
A spatio-temporal analysis of agricultural prices: An application to Colombian data 0 0 0 11 0 0 3 98
A spatio-temporal analysis of agricultural prices: An application to Colombian data 0 1 6 43 0 4 15 116
ARE EU BUDGET DEFICITS STATIONARY? 0 0 0 53 0 1 5 179
An analysis of the relationship between wages in the public and private sector in colombia: a panel data approach 0 0 0 80 1 2 9 236
An estimation of the pattern of diffusion of mobile phones: the case of Colombia 0 0 1 153 0 0 14 400
Are EU budget deficits sustainable? 0 0 0 130 0 1 4 422
Are EU budgets stationary? 0 0 0 71 0 1 2 235
Climbing the property ladder: An analysis of market integration in London property prices 0 0 2 35 0 0 14 99
Early Career Research Production in Economics: Does Mentoring Matter? 0 0 0 49 0 1 5 233
Forecasting the spot prices of various coffee types using linear and non-linear error correction models 0 0 1 68 3 4 11 326
IDENTIFICATION AND ESTIMATION OF A LABOUR MARKET MODEL FOR THE TRADEABLES SECTOR: THE GREEK CASE 0 0 0 0 0 0 1 11
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 4 17 1 2 20 77
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 1 1 66 1 3 3 100
Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks 0 1 3 104 0 3 7 187
Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach 0 0 0 43 0 1 4 183
Investigating Regional House Price Convergence in the United States: Evidence from a pair-wise approach 0 0 1 116 2 2 9 382
MODELLING THE BEHAVIOUR OF THE SPOT PRICES OF VARIOUS TYPES OF COFFEE 0 0 1 1 0 0 2 12
Modeling The Behaviour of the Spot Prices of Various Types of Coffee 0 0 0 144 0 1 4 986
Modeling the monetary policy reaction function of the colombian central bank 0 0 0 155 0 0 5 440
Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach 0 0 0 2 1 2 3 1,450
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach 0 0 0 31 0 1 7 113
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version) 0 0 1 26 1 1 9 220
Modelling the Behaviour of Unemployment Rates in the US over Time and across Space 0 0 0 50 0 1 7 97
Modelling the behaviour of unemployment rates in the US over time and across space 0 0 0 73 0 0 8 215
ON THE DYNAMICS OF UNEMPLOYMENT IN A DEVELOPING ECONOMY: COLOMBIA 0 0 1 23 0 0 2 132
On The Sustainability of the EU’s Current Account Deficits 0 0 0 111 1 1 2 265
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-Wise Approach 0 0 0 10 1 5 13 105
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-wise Approach 0 0 0 54 1 3 17 225
On the Dynamics of Unemployment in a Developing Economy: Colombia 0 0 1 204 1 2 10 991
On the Stationarity of Current Account Deficits in the European Union 0 0 1 66 0 0 3 214
On the determinants of the inflation rate in Colombia: a disequilibrium market approach 0 1 4 94 0 1 8 371
On the dynamics of gasoline market integration in the United States: Evidence from a pair wise approach 0 0 0 42 14 45 60 178
On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach 0 0 1 101 0 0 4 414
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 dynamics of lending and deposit interest rates in emerging markets:a non-linear approach 0 0 0 84 0 0 2 296
On the stationarity of current account deficits in the European Union 0 0 0 50 0 0 2 148
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks 0 0 0 108 0 0 6 482
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, cross-Sectional Dependency and Structural Breaks 0 0 1 54 0 4 16 239
PPP in OECD countries: An analysis of real exchange rate stationarity, cross-sectional dependency and strucutral breaks 0 0 0 21 2 4 11 142
Pricing behaviour under competition in the UK electricity supply industry 0 0 0 502 0 0 2 1,344
Property Heterogeneity and Convergence Club Formation among Local House Prices 0 0 3 23 0 1 15 115
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 0 69 0 0 5 486
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 0 11 0 0 4 102
Real Interest Parity: A note on Asian countries using panel stationarity tests 0 0 0 29 0 1 3 165
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 1 14 1 1 3 65
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 5 88 2 4 22 131
Rigidities and adjustments of daily prices to costs: Evidence from supermarket data 1 1 2 38 1 1 8 47
Seasonal adjustment and cointegration 1 1 1 107 1 2 3 308
Statistical inference for testing gini coefficients: an application for Colombia 0 0 3 178 1 3 15 473
Structural Breaks and Seasonal Integration 0 0 0 6 0 0 1 202
Structural Breaks and Seasonal Integration 0 0 0 0 0 0 2 12
THE EFFECTS OF SEASONAL ADJUSTMENT LINEAR FILTERS ON COINTEGRATING EQUATIONS: A MONTE CARLO INVESTIGATION 1 1 1 1 1 1 3 8
Testing for Seasonal Unit Roots in Heterogeneous Panels 0 0 0 50 0 0 1 209
Testing for seasonal unit roots in heterogeneous panels 0 0 0 63 0 0 1 227
Testing for seasonal unit roots in heterogeneous panels 0 0 0 0 0 0 2 14
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence 0 0 0 92 0 0 1 312
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence 0 0 0 113 0 0 1 344
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence 0 0 0 1 1 1 2 7
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence 0 0 0 455 2 2 5 1,315
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence 0 0 0 0 0 0 3 9
Testing for stock market integration in a developing economy: Colombia 0 0 1 67 0 0 6 284
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 1 85 0 3 6 304
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 0 0 0 2 8
Testing the law of one price in food markets: evidence for Colombia using disaggregated data 0 0 1 170 0 1 5 551
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 42 0 0 4 130
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 3 38 0 0 10 92
The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation 0 0 0 0 2 3 4 655
The Expectations Hypothesis and Decoupling of Short- and Long-Term US Interest Rates: A Pairwise Approach 0 0 0 21 0 1 8 87
The KPSS Test with Outliers 1 2 2 318 3 5 9 1,558
The KPSS test with outliers 0 0 0 0 0 0 3 12
The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies 0 0 1 78 0 0 5 309
The long-run behaviour of the terms of trade between primary commodities and manufactures: A panel data approach 0 1 1 13 1 4 9 67
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian Economies 0 0 0 59 0 0 1 159
Unit root tests for explosive behaviour 4 12 32 44 14 24 75 102
Total Working Papers 8 22 89 5,661 61 155 593 22,905


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 9 1 2 7 73
A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market 0 0 1 6 0 0 3 77
A Spatiotemporal Analysis of Agricultural Prices: An Application to Colombian Data 0 0 0 24 0 0 2 78
A pair-wise analysis of the law of one price: Evidence from the crude oil market 0 0 0 12 0 0 2 69
A pairwise-based approach to examining the Feldstein–Horioka condition of international capital mobility 0 0 0 3 0 0 3 36
An estimation of the pattern of diffusion of mobile phones: The case of Colombia 0 1 2 41 0 3 5 175
Are EU budget deficits stationary? 0 0 1 65 1 2 5 212
Coffee export booms and monetary disequilibrium: some evidence for Colombia 0 0 0 63 0 0 3 431
Coffee, economic fluctuations and stabilisation: an intertemporal disequilibrium model with capital market imperfections 0 0 0 60 0 0 2 334
Crude oil price differentials, product heterogeneity and institutional arrangements 0 0 0 14 0 0 2 73
Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach 0 0 4 16 0 1 10 81
Forecasting the spot prices of various coffee types using linear and non-linear error correction models 1 1 2 146 3 5 10 873
Incumbent and entrant response to regulated competition: signaling with accounting costs and market prices2 0 0 0 31 0 0 1 156
Inflation before and after central bank independence: The case of Colombia 0 0 1 160 0 0 3 449
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 1 2 20 1 6 10 75
Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks 0 0 3 16 2 3 14 76
Investigating diesel market integration in France: Evidence from micro data 0 1 1 16 1 3 14 56
Investigating regional house price convergence in the United States: Evidence from a pair-wise approach 0 0 0 22 2 3 5 138
Los determinantes de la tasa de cambio real en Colombia 0 0 1 35 0 1 4 121
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach 0 0 0 75 0 1 2 242
Modelling the behaviour of unemployment rates in the US over time and across space 0 0 1 22 0 0 9 110
Modelling the monetary policy reaction function of the Colombian Central Bank 0 0 0 58 0 1 6 195
Modelling the spot prices of various coffee types 0 0 2 57 0 0 2 319
On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach 0 0 0 166 0 0 0 608
On financial liberalization and long-run risk sharing 0 0 0 3 0 0 1 34
On financial liberalization and long-run risk sharing 0 0 0 3 0 1 2 21
On the Stationarity of Current Account Deficits in the European Union 0 0 0 43 3 7 10 143
On the dynamics of gasoline market integration in the United States: Evidence from a pair-wise approach 0 0 0 27 1 1 9 133
On the dynamics of unemployment in a developing economy: Colombia 0 0 0 53 0 0 0 311
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks 0 0 0 38 0 2 7 160
Price Discrimination, Regulation and Entry in the UK Residential Electricity Market 0 0 0 0 1 1 11 654
Pricing behaviour under competition in the UK electricity supply industry 0 0 0 43 0 0 3 131
Property heterogeneity and convergence club formation among local house prices 0 1 6 19 2 6 29 107
Re-examining the Feldstein–Horioka and Sachs' views of capital mobility: A heterogeneous panel setup 0 1 2 21 0 1 6 67
Real interest parity: A note on Asian countries using panel stationarity tests 0 0 0 8 1 1 4 79
Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots 0 0 1 30 1 4 9 116
Response surface models for OLS and GLS detrending-based unit-root tests in nonlinear ESTAR models 0 0 1 25 0 0 5 57
Response surface models for the Elliott, Rothenberg, and Stock unit-root test 0 1 1 5 1 2 5 32
Response surface models for the Leybourne unit root tests and lag order dependence 0 0 0 13 0 0 1 59
Smooth transition vector error correction models for the spot prices of coffee 0 0 0 110 0 0 3 329
Statistical Inference for Testing Gini Coefficients: An Application for Colombia 0 0 1 12 1 1 7 90
Statistical inference for testing Gini Coefficients: An application for Colombia 0 0 1 49 1 1 4 220
Structural breaks and seasonal integration 0 0 0 31 0 0 1 104
Testing for cointegration: power versus frequency of observation -- further Monte Carlo results 0 1 3 66 0 1 10 392
Testing for seasonal unit roots in heterogeneous panels 0 0 0 26 0 2 3 110
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence 0 0 1 21 0 0 3 68
Testing for spatial market integration: evidence for Colombia using a pairwise approach 0 0 0 4 0 0 1 19
Testing for stock market integration in a developing economy: Colombia 0 0 0 18 0 0 3 103
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 15 0 1 2 73
Testing the law of one price in food markets: evidence for Colombia using disaggregated data 0 1 2 40 0 2 5 134
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 2 2 37 0 3 9 214
The KPSS Test with Outliers 0 0 0 34 0 0 3 133
The KPSS Test with Outliers 0 0 0 40 0 0 4 219
The expectations hypothesis and decoupling of short- and long-term US interest rates: A pairwise approach 0 0 0 4 0 0 0 45
The long-run behaviour of the terms of trade between primary commodities and manufactures: a panel data approach 0 0 2 20 0 0 11 99
The real exchange rate in Colombia: an analysis using multivariate cointegration 0 0 0 32 0 0 3 161
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies 0 0 0 31 0 0 0 117
The timing of tariff structure changes in regulated industries: evidence from England and Wales 0 0 0 35 1 2 2 143
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 1 1 2 137 3 3 5 435
Unit-root tests based on forward and reverse Dickey–Fuller regressions 1 1 5 26 4 4 13 74
Total Journal Articles 3 13 51 2,256 31 77 318 10,443
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 2 2 8 30 7 9 43 200
BAING: Stata module to determine and estimate the number of common factors following Bai and Ng 1 7 17 19 7 22 104 149
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 10 58 4 12 73 385
KSSUR: Stata module to calculate Kapetanios, Shin & Snell unit root test statistic along with critical values and p-values 2 20 77 337 9 50 257 1,195
KSUR: Stata module to calculate Kapetanios & Shin unit root test statistic along with finite-sample critical values and p-values 0 3 15 83 7 24 89 445
OCMT: Stata module to perform multiple testing approach in high-dimensional linear regression 0 1 8 10 2 7 66 97
RADF: Stata module to calculate unit root tests for explosive behaviour 9 16 57 82 34 64 288 389
TVGC: Stata module to perform Time-Varying Granger Causality tests 33 83 144 144 91 248 524 524
Total Software Items 47 133 336 763 161 436 1,444 3,384


Statistics updated 2021-12-05