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 3 85 0 2 16 203
A Pair-Wise Analysis of Intra-City Price Convergence Within the Paris Housing Market 0 0 0 17 0 1 7 68
A Pairwise-Based Approach to Examine the Feldstein-Horioka Condition of International Capital Mobility 0 0 1 35 0 1 5 71
A note on the extent of US regional income convergence 0 0 1 32 1 2 6 72
A spatio-temporal analysis of agricultural prices: An application to Colombian data 0 0 2 33 0 2 4 75
A spatio-temporal analysis of agricultural prices: An application to Colombian data 0 0 1 11 0 0 5 68
ARE EU BUDGET DEFICITS STATIONARY? 0 0 0 53 0 0 4 162
An analysis of the relationship between wages in the public and private sector in colombia: a panel data approach 0 0 2 77 5 8 13 215
An estimation of the pattern of diffusion of mobile phones: the case of Colombia 1 1 1 147 1 3 9 363
Are EU budget deficits sustainable? 0 0 2 129 0 1 6 401
Are EU budgets stationary? 0 0 0 71 1 2 6 230
Climbing the property ladder: An analysis of market integration in London property prices 0 0 1 32 0 1 8 65
Early Career Research Production in Economics: Does Mentoring Matter? 2 27 43 43 4 157 188 188
Forecasting the spot prices of various coffee types using linear and non-linear error correction models 0 0 1 65 0 0 8 292
IDENTIFICATION AND ESTIMATION OF A LABOUR MARKET MODEL FOR THE TRADEABLES SECTOR: THE GREEK CASE 0 0 0 0 0 0 4 4
Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case 0 0 0 59 1 1 1 759
Implementing the Leybourne-Taylor test for seasonal unit roots in Stata 0 1 8 8 0 3 18 18
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 0 4 64 0 1 14 82
Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks 0 0 3 92 2 3 18 148
Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach 1 1 2 40 3 4 10 163
Investigating Regional House Price Convergence in the United States: Evidence from a pair-wise approach 0 0 5 113 1 2 15 355
MODELLING THE BEHAVIOUR OF THE SPOT PRICES OF VARIOUS TYPES OF COFFEE 0 0 0 0 0 1 3 3
Modeling The Behaviour of the Spot Prices of Various Types of Coffee 0 0 1 143 0 2 5 968
Modeling the monetary policy reaction function of the colombian central bank 0 1 1 151 1 6 9 417
Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach 0 0 0 2 0 3 6 1,439
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach 0 1 2 30 0 3 4 94
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version) 0 0 0 23 0 1 2 200
Modelling the Behaviour of Unemployment Rates in the US over Time and across Space 0 0 1 49 0 0 3 80
Modelling the behaviour of unemployment rates in the US over time and across space 0 0 1 73 0 0 10 197
ON THE DYNAMICS OF UNEMPLOYMENT IN A DEVELOPING ECONOMY: COLOMBIA 0 0 1 21 0 3 6 105
On The Sustainability of the EU’s Current Account Deficits 0 0 0 109 0 0 4 259
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-Wise Approach 0 0 0 9 0 0 4 65
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-wise Approach 0 0 1 54 0 0 9 192
On the Dynamics of Unemployment in a Developing Economy: Colombia 0 0 0 198 2 2 7 949
On the Stationarity of Current Account Deficits in the European Union 0 2 3 64 0 2 7 202
On the determinants of the inflation rate in Colombia: a disequilibrium market approach 0 0 2 89 0 2 9 352
On the dynamics of gasoline market integration in the United States: Evidence from a pair wise approach 0 0 0 42 0 1 7 99
On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach 0 0 3 98 0 1 10 393
On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach 0 0 0 109 0 0 1 412
On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach 0 0 1 83 1 3 7 284
On the stationarity of current account deficits in the European Union 0 0 0 50 0 1 3 140
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks 0 0 0 107 0 4 5 453
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, cross-Sectional Dependency and Structural Breaks 0 1 1 51 0 1 4 190
PPP in OECD countries: An analysis of real exchange rate stationarity, cross-sectional dependency and strucutral breaks 0 0 1 20 0 1 4 116
Pricing behaviour under competition in the UK electricity supply industry 0 0 2 498 0 2 9 1,318
Property Heterogeneity and Convergence Club Formation among Local House Prices 0 0 11 11 1 6 44 44
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 0 69 0 1 4 474
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 0 10 0 0 2 91
Real Interest Parity: A note on Asian countries using panel stationarity tests 0 0 0 29 0 1 1 156
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 1 3 9 76 3 7 22 73
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 1 3 12 0 3 21 45
Rigidities and adjustments of daily prices to costs: Evidence from supermarket data 1 2 28 28 1 3 11 11
Seasonal adjustment and cointegration 0 0 1 101 2 2 8 289
Statistical inference for testing gini coefficients: an application for Colombia 0 0 3 173 0 3 9 438
Structural Breaks and Seasonal Integration 0 0 1 4 0 0 3 195
Structural Breaks and Seasonal Integration 0 0 0 0 0 0 0 0
THE EFFECTS OF SEASONAL ADJUSTMENT LINEAR FILTERS ON COINTEGRATING EQUATIONS: A MONTE CARLO INVESTIGATION 0 0 0 0 0 0 1 1
Testing for Seasonal Unit Roots in Heterogeneous Panels 0 0 1 49 1 1 4 194
Testing for seasonal unit roots in heterogeneous panels 0 0 0 61 1 1 2 214
Testing for seasonal unit roots in heterogeneous panels 0 0 0 0 1 1 1 1
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence 0 0 0 90 0 2 5 302
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence 0 0 0 113 0 0 2 334
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence 0 0 0 0 0 0 0 0
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence 0 0 0 0 0 1 1 1
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence 0 1 2 455 0 2 7 1,304
Testing for stock market integration in a developing economy: Colombia 0 0 1 64 2 3 10 264
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 0 0 0 0 0
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 83 0 0 0 288
Testing the law of one price in food markets: evidence for Colombia using disaggregated data 0 0 0 168 0 2 6 533
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 33 0 1 2 69
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 42 0 1 3 102
The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation 0 0 0 0 0 0 1 646
The Expectations Hypothesis and Decoupling of Short- and Long-Term US Interest Rates: A Pairwise Approach 0 1 1 19 0 1 5 72
The KPSS Test with Outliers 0 0 0 314 0 0 4 1,544
The KPSS test with outliers 0 0 0 0 0 0 0 0
The Long-Run Behaviour of the Terms of Trade between Primary Commodities and Manufactures 0 0 1 28 1 3 6 103
The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies 0 0 0 76 1 1 4 292
The long-run behaviour of the terms of trade between primary commodities and manufactures: A panel data approach 0 0 0 9 2 3 7 38
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian Economies 0 0 0 59 0 1 6 148
Total Working Papers 6 43 163 5,455 39 283 705 21,195


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 1 1 8 0 2 2 52
A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market 1 1 2 5 1 4 12 56
A Spatiotemporal Analysis of Agricultural Prices: An Application to Colombian Data 0 0 0 24 0 0 1 67
A pair-wise analysis of the law of one price: Evidence from the crude oil market 0 0 0 8 0 1 13 51
A pairwise-based approach to examining the Feldstein–Horioka condition of international capital mobility 0 0 0 2 0 0 5 27
An estimation of the pattern of diffusion of mobile phones: The case of Colombia 0 0 1 36 1 2 8 158
Are EU budget deficits stationary? 0 0 0 64 0 0 3 200
Coffee export booms and monetary disequilibrium: some evidence for Colombia 0 0 1 63 1 1 4 419
Coffee, economic fluctuations and stabilisation: an intertemporal disequilibrium model with capital market imperfections 0 0 1 60 0 0 2 329
Crude oil price differentials, product heterogeneity and institutional arrangements 0 1 1 11 0 1 8 55
Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach 0 1 5 5 0 8 31 32
Forecasting the spot prices of various coffee types using linear and non-linear error correction models 0 0 4 144 1 3 11 854
Incumbent and entrant response to regulated competition: signaling with accounting costs and market prices2 0 0 1 30 0 0 2 142
Inflation before and after central bank independence: The case of Colombia 0 2 3 158 0 2 7 436
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 1 6 15 0 2 25 51
Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks 0 0 1 6 1 1 6 35
Investigating diesel market integration in France: Evidence from micro data 0 0 1 9 0 0 3 22
Investigating regional house price convergence in the United States: Evidence from a pair-wise approach 0 0 2 18 1 2 9 105
Los determinantes de la tasa de cambio real en Colombia 0 0 0 32 0 1 4 103
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach 0 0 1 75 0 0 1 233
Modelling the behaviour of unemployment rates in the US over time and across space 0 0 0 20 0 0 5 92
Modelling the monetary policy reaction function of the Colombian Central Bank 0 0 0 56 0 1 4 176
Modelling the spot prices of various coffee types 0 1 2 53 1 2 5 304
On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach 0 0 1 165 0 1 7 597
On financial liberalization and long-run risk sharing 0 0 0 2 0 0 3 15
On financial liberalization and long-run risk sharing 0 0 0 3 0 1 4 20
On the Stationarity of Current Account Deficits in the European Union 0 0 0 43 0 0 3 127
On the dynamics of gasoline market integration in the United States: Evidence from a pair-wise approach 0 1 1 24 0 2 12 110
On the dynamics of unemployment in a developing economy: Colombia 0 0 0 50 0 0 0 300
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks 0 0 1 37 0 0 3 130
Price Discrimination, Regulation and Entry in the UK Residential Electricity Market 0 0 0 0 0 0 2 636
Pricing behaviour under competition in the UK electricity supply industry 0 0 1 43 0 1 9 118
Property heterogeneity and convergence club formation among local house prices 1 4 4 4 5 12 14 14
Re-examining the Feldstein–Horioka and Sachs' views of capital mobility: A heterogeneous panel setup 0 0 1 17 0 0 4 50
Real interest parity: A note on Asian countries using panel stationarity tests 0 0 0 7 0 0 1 69
Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots 0 0 0 28 0 0 5 100
Response surface models for OLS and GLS detrending-based unit-root tests in nonlinear ESTAR models 0 2 6 22 0 2 12 42
Response surface models for the Elliott, Rothenberg, and Stock unit-root test 0 0 2 3 0 1 10 18
Response surface models for the Leybourne unit root tests and lag order dependence 0 0 1 13 0 1 5 49
Smooth transition vector error correction models for the spot prices of coffee 0 0 1 110 0 0 3 322
Statistical Inference for Testing Gini Coefficients: An Application for Colombia 0 0 1 6 1 2 6 57
Statistical inference for testing Gini Coefficients: An application for Colombia 0 1 2 47 0 3 11 201
Structural breaks and seasonal integration 0 0 0 31 0 0 1 100
Testing for cointegration: power versus frequency of observation -- further Monte Carlo results 0 1 4 61 0 2 8 376
Testing for seasonal unit roots in heterogeneous panels 0 0 0 25 1 2 4 98
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence 0 0 1 18 0 0 2 59
Testing for spatial market integration: evidence for Colombia using a pairwise approach 0 0 0 3 0 0 3 9
Testing for stock market integration in a developing economy: Colombia 0 0 0 18 0 1 3 91
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 1 15 0 1 5 69
Testing the law of one price in food markets: evidence for Colombia using disaggregated data 0 0 0 37 0 0 3 118
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 32 0 0 1 187
The KPSS Test with Outliers 0 0 0 40 0 1 3 214
The KPSS Test with Outliers 0 0 0 34 0 1 2 127
The expectations hypothesis and decoupling of short- and long-term US interest rates: A pairwise approach 0 0 1 3 0 0 4 35
The long-run behaviour of the terms of trade between primary commodities and manufactures: a panel data approach 0 0 0 11 3 3 8 72
The real exchange rate in Colombia: an analysis using multivariate cointegration 0 0 3 32 0 0 3 152
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies 0 0 1 31 0 0 3 106
The timing of tariff structure changes in regulated industries: evidence from England and Wales 0 0 1 35 1 2 3 137
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 3 134 0 0 8 423
Unit-root tests based on forward and reverse Dickey–Fuller regressions 1 2 8 17 4 5 24 38
Total Journal Articles 3 19 78 2,103 22 77 373 9,385
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 0 4 14 1 8 38 107
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 3 13 29 10 26 92 202
KSSUR: Stata module to calculate Kapetanios, Shin & Snell unit root test statistic along with critical values and p-values 2 16 68 138 18 72 274 502
KSUR: Stata module to calculate Kapetanios & Shin unit root test statistic along with finite-sample critical values and p-values 1 7 17 29 21 46 120 183
Total Software Items 3 26 102 210 50 152 524 994


Statistics updated 2019-07-03