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 1 1 87 0 1 2 230
A Pair-Wise Analysis of Intra-City Price Convergence Within the Paris Housing Market 0 0 0 24 1 1 2 102
A Pairwise-Based Approach to Examine the Feldstein-Horioka Condition of International Capital Mobility 0 0 0 36 0 0 0 89
A note on the extent of US regional income convergence 0 0 0 33 0 3 4 88
A spatio-temporal analysis of agricultural prices: An application to Colombian data 1 1 3 50 1 2 13 155
A spatio-temporal analysis of agricultural prices: An application to Colombian data 0 0 0 12 0 1 1 103
ARE EU BUDGET DEFICITS STATIONARY? 0 0 0 54 0 0 0 182
An analysis of the relationship between wages in the public and private sector in colombia: a panel data approach 0 2 2 82 2 4 6 261
An estimation of the pattern of diffusion of mobile phones: the case of Colombia 0 0 0 154 0 0 2 429
Are EU budget deficits sustainable? 0 0 1 132 1 1 2 428
Are EU budgets stationary? 0 0 0 71 0 0 1 238
Climbing the property ladder: An analysis of market integration in London property prices 0 0 1 37 1 1 5 109
Convergence in retail gasoline prices: Insights from Canadian cities 0 0 1 12 1 1 5 37
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 6 0 0 1 11
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 1 1 0 3 6 6
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 8 13 0 1 8 20
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 25 0 2 5 76
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 2 36 0 1 7 47
Drivers of COVID-19 in U.S. counties: A wave-level analysis 0 0 12 12 0 4 40 40
Early Career Research Production in Economics: Does Mentoring Matter? 0 1 1 55 1 3 7 257
Forecasting the spot prices of various coffee types using linear and non-linear error correction models 0 0 0 70 0 0 2 335
IDENTIFICATION AND ESTIMATION OF A LABOUR MARKET MODEL FOR THE TRADEABLES SECTOR: THE GREEK CASE 0 0 0 0 0 0 0 15
Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case 0 0 0 59 0 1 1 766
Implementing the Leybourne-Taylor test for seasonal unit roots in Stata 0 0 2 30 0 0 3 107
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 0 0 67 0 2 5 108
Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks 0 1 2 108 1 2 3 199
Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach 0 0 1 46 0 1 3 198
Investigating Regional House Price Convergence in the United States: Evidence from a pair-wise approach 0 0 1 118 0 2 5 389
MODELLING THE BEHAVIOUR OF THE SPOT PRICES OF VARIOUS TYPES OF COFFEE 0 0 1 2 0 0 3 17
Modeling The Behaviour of the Spot Prices of Various Types of Coffee 0 0 0 144 0 0 0 990
Modeling the monetary policy reaction function of the colombian central bank 0 1 2 159 0 1 3 447
Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach 0 0 0 2 0 2 3 1,457
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach 0 0 0 31 0 1 2 117
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version) 0 0 1 28 0 0 3 230
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 2 3 224
Multivariate cointegration and temporal aggregation: some further simulation results 0 0 1 46 0 0 7 111
ON THE DYNAMICS OF UNEMPLOYMENT IN A DEVELOPING ECONOMY: COLOMBIA 0 0 0 24 0 0 1 139
On The Sustainability of the EU’s Current Account Deficits 0 0 0 111 0 3 3 272
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-Wise Approach 0 0 1 11 0 0 2 119
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-wise Approach 0 0 0 54 0 1 2 235
On the Dynamics of Unemployment in a Developing Economy: Colombia 0 0 0 207 0 0 3 1,007
On the Stationarity of Current Account Deficits in the European Union 0 0 0 69 0 0 0 223
On the determinants of the inflation rate in Colombia: a disequilibrium market approach 0 0 1 101 0 0 4 391
On the dynamics of gasoline market integration in the United States: Evidence from a pair wise approach 0 0 0 42 0 0 3 219
On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach 0 0 0 102 0 0 2 424
On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach 0 0 0 110 0 1 1 428
On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach 0 0 0 85 0 0 0 298
On the stationarity of current account deficits in the European Union 0 0 0 50 0 0 3 152
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks 0 0 0 109 1 2 3 490
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, cross-Sectional Dependency and Structural Breaks 0 0 1 55 0 0 3 259
PPP in OECD countries: An analysis of real exchange rate stationarity, cross-sectional dependency and strucutral breaks 0 0 0 21 1 2 7 180
Pricing behaviour under competition in the UK electricity supply industry 0 0 1 504 0 1 3 1,355
Property Heterogeneity and Convergence Club Formation among Local House Prices 0 0 1 25 0 0 2 127
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 0 69 0 0 1 490
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 0 11 0 0 0 107
Real Interest Parity: A note on Asian countries using panel stationarity tests 0 0 0 29 0 0 3 171
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 0 15 0 0 0 70
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 1 96 1 2 6 179
Rigidities and adjustments of daily prices to costs: Evidence from supermarket data 0 0 0 40 1 1 2 55
Seasonal adjustment and cointegration 0 0 0 108 0 1 2 314
Statistical inference for testing gini coefficients: an application for Colombia 0 0 2 182 0 0 2 488
Structural Breaks and Seasonal Integration 0 0 0 0 0 0 1 16
Structural Breaks and Seasonal Integration 0 0 0 6 0 0 0 205
THE EFFECTS OF SEASONAL ADJUSTMENT LINEAR FILTERS ON COINTEGRATING EQUATIONS: A MONTE CARLO INVESTIGATION 0 0 0 1 0 0 1 13
Testing for Seasonal Unit Roots in Heterogeneous Panels 0 0 1 51 0 0 1 213
Testing for exuberance in house prices using data sampled at different frequencies 0 0 4 49 1 1 8 72
Testing for seasonal unit roots in heterogeneous panels 0 0 0 63 0 0 1 230
Testing for seasonal unit roots in heterogeneous panels 0 0 0 2 0 0 0 19
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence 0 0 0 93 0 0 0 316
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence 0 0 0 113 0 0 1 348
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence 0 0 0 2 0 1 5 16
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence 0 0 0 455 0 1 2 1,322
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence 0 0 0 0 0 0 1 12
Testing for stock market integration in a developing economy: Colombia 0 0 0 68 0 0 3 320
Testing for time-varying Granger causality 3 8 30 150 5 12 64 263
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 85 0 0 0 313
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 1 0 0 0 11
Testing the law of one price in food markets: evidence for Colombia using disaggregated data 0 0 0 171 0 12 25 609
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 38 0 0 2 101
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 43 1 1 1 133
The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation 0 0 0 0 0 1 1 658
The Expectations Hypothesis and Decoupling of Short- and Long-Term US Interest Rates: A Pairwise Approach 0 0 0 22 0 0 0 94
The KPSS Test with Outliers 0 0 2 320 0 0 2 1,563
The KPSS test with outliers 0 0 1 1 0 1 4 23
The Long-Run Behaviour of the Terms of Trade between Primary Commodities and Manufactures: A Panel Data Approach 0 0 0 32 0 1 1 140
The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies 0 0 1 80 1 1 4 317
The long-run behaviour of the terms of trade between primary commodities and manufactures: A panel data approach 0 0 0 14 0 1 2 77
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian Economies 0 0 0 59 0 1 2 162
Unit root tests for explosive behaviour 1 1 6 94 1 4 18 210
Total Working Papers 5 16 97 6,208 22 95 371 24,683


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 3 3 3 83
A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market 0 0 2 10 1 2 4 85
A Spatiotemporal Analysis of Agricultural Prices: An Application to Colombian Data 0 0 0 24 0 0 0 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 2 2 8 0 2 5 29
A pair-wise analysis of the law of one price: Evidence from the crude oil market 0 0 0 14 1 1 2 80
A pairwise-based approach to examining the Feldstein–Horioka condition of international capital mobility 0 0 0 3 0 0 0 38
A tale of two coffees? Analysing interaction and futures market efficiency 0 0 1 6 0 1 5 19
An estimation of the pattern of diffusion of mobile phones: The case of Colombia 1 1 4 48 1 3 8 187
Are EU budget deficits stationary? 0 0 0 65 0 0 0 218
Asymmetric behaviour and the 9-ending pricing of retail gasoline 0 0 2 4 1 2 7 13
Coffee export booms and monetary disequilibrium: some evidence for Colombia 0 0 0 64 0 0 1 438
Coffee, economic fluctuations and stabilisation: an intertemporal disequilibrium model with capital market imperfections 0 0 1 61 0 0 1 340
Convergence in retail gasoline prices: insights from Canadian cities 0 0 0 6 0 1 1 20
Crude oil price differentials, product heterogeneity and institutional arrangements 0 0 0 14 0 0 0 74
Erratum: Unit-root tests for explosive behavior 0 0 1 6 0 0 2 14
Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach 0 0 0 20 0 1 2 97
Forecasting the spot prices of various coffee types using linear and non-linear error correction models 0 0 0 150 0 1 2 884
Incumbent and entrant response to regulated competition: signaling with accounting costs and market prices2 0 0 0 32 0 0 2 165
Inflation before and after central bank independence: The case of Colombia 0 0 1 163 0 0 2 455
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 0 1 22 0 1 5 86
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 1 1 1 1 8 8 8 8
Interest rate convergence across maturities: Evidence from bank data in an emerging market economy 0 0 1 5 0 2 5 84
Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks 0 0 1 23 1 1 2 88
Investigating diesel market integration in France: Evidence from micro data 0 0 0 20 0 1 6 76
Investigating regional house price convergence in the United States: Evidence from a pair-wise approach 0 0 0 26 0 0 1 149
Los determinantes de la tasa de cambio real en Colombia 0 0 1 37 0 1 2 127
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach 0 1 1 76 0 1 1 244
Modelling the behaviour of unemployment rates in the US over time and across space 0 0 0 22 1 1 2 112
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 1 60 1 1 8 332
Multivariate Cointegration and Temporal Aggregation: Some Further Simulation Results 1 1 3 10 1 3 12 34
On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach 0 0 0 167 0 0 0 612
On financial liberalization and long-run risk sharing 0 0 0 3 0 0 4 26
On financial liberalization and long-run risk sharing 0 0 0 3 0 0 0 35
On the Stationarity of Current Account Deficits in the European Union 0 0 0 44 1 2 3 152
On the dynamics of gasoline market integration in the United States: Evidence from a pair-wise approach 0 0 0 27 0 0 2 153
On the dynamics of unemployment in a developing economy: Colombia 0 0 0 53 0 0 0 315
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks 0 0 0 40 1 1 1 175
Predicting early career productivity of PhD economists: Does advisor-match matter? 0 1 3 19 2 5 12 83
Price Discrimination, Regulation and Entry in the UK Residential Electricity Market 0 0 0 0 1 3 5 669
Pricing behaviour under competition in the UK electricity supply industry 0 0 0 46 0 1 1 137
Property heterogeneity and convergence club formation among local house prices 0 0 1 33 3 3 6 140
Psychological price barriers, El Niño, La Niña: New insights for the case of coffee 0 0 3 7 1 1 6 11
Re-examining the Feldstein–Horioka and Sachs' views of capital mobility: A heterogeneous panel setup 0 0 0 22 0 0 3 81
Re-examining the movements of crude oil spot and futures prices over time 0 0 0 13 1 1 3 48
Real interest parity: A note on Asian countries using panel stationarity tests 0 0 0 8 1 1 1 81
Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots 1 2 2 32 1 2 3 126
Response surface models for OLS and GLS detrending-based unit-root tests in nonlinear ESTAR models 0 0 0 28 0 0 0 64
Response surface models for the Elliott, Rothenberg, and Stock unit-root test 0 0 0 7 0 1 1 41
Response surface models for the Leybourne unit root tests and lag order dependence 0 0 0 14 0 0 2 62
Rigidities and adjustments of daily prices to costs: Evidence from supermarket data 0 0 0 3 0 0 2 26
Search intensity, search time and prices: evidence from retail diesel markets in France 0 0 0 1 0 0 1 3
Smooth transition vector error correction models for the spot prices of coffee 0 0 0 110 0 0 5 336
Statistical Inference for Testing Gini Coefficients: An Application for Colombia 0 0 2 17 2 3 9 112
Statistical inference for testing Gini Coefficients: An application for Colombia 0 0 1 52 2 2 4 232
Structural breaks and seasonal integration 0 0 0 32 0 0 0 106
Testing for cointegration: power versus frequency of observation -- further Monte Carlo results 0 0 1 70 1 1 5 411
Testing for exuberance in house prices using data sampled at different frequencies 0 0 2 5 0 0 11 21
Testing for seasonal unit roots in heterogeneous panels 0 0 0 29 3 3 5 123
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence 0 0 2 25 0 0 2 76
Testing for spatial market integration: evidence for Colombia using a pairwise approach 0 0 0 6 0 0 0 30
Testing for stock market integration in a developing economy: Colombia 1 1 1 1 8 8 8 8
Testing for time-varying Granger causality 0 2 12 42 1 3 19 80
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 15 0 0 0 78
Testing the efficiency of inflation and exchange rate forecast revisions in a changing economic environment 0 0 0 5 2 2 5 41
Testing the law of one price in food markets: evidence for Colombia using disaggregated data 0 0 0 41 0 0 1 140
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 37 0 0 0 216
The Beveridge Curve Across US States: New Insights From a Pairwise Approach 0 0 0 13 1 1 2 31
The KPSS Test with Outliers 0 0 0 41 0 1 1 223
The KPSS Test with Outliers 0 0 0 35 0 1 1 140
The dynamics of U.S. industrial production: A time-varying Granger causality perspective 2 3 3 3 9 10 10 10
The effects of FX-interventions on forecasters disagreement: A mixed data sampling view 0 0 0 3 0 1 1 8
The expectations hypothesis and decoupling of short- and long-term US interest rates: A pairwise approach 0 0 0 4 0 0 0 47
The long-run behaviour of the terms of trade between primary commodities and manufactures: a panel data approach 0 0 0 24 0 4 8 122
The real exchange rate in Colombia: an analysis using multivariate cointegration 0 0 0 32 1 1 2 166
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies 0 0 0 32 0 0 2 122
The timing of tariff structure changes in regulated industries: evidence from England and Wales 0 0 0 36 0 0 1 147
The wage curve within and across regions: new insights from a pairwise view of US states 0 1 1 8 0 1 1 15
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 0 141 0 3 3 447
Una base de datos de precios y características de vivienda en Colombia con información de Internet 0 0 0 12 0 1 4 45
Unit-root tests based on forward and reverse Dickey–Fuller regressions 0 0 0 28 0 1 2 82
Unit-root tests for explosive behavior 2 3 6 23 2 4 14 55
Wholesale price rigidities and exchange rate pass-through: Evidence from daily data of agricultural products 0 0 3 4 7 11 15 19
Total Journal Articles 9 19 67 2,564 70 120 296 11,582
3 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 1 7 57 2 4 24 310
BAING: Stata module to determine and estimate the number of common factors following Bai and Ng 0 2 4 71 0 5 16 322
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 3 4 7 81 8 12 34 522
KSSUR: Stata module to calculate Kapetanios, Shin & Snell unit root test statistic along with critical values and p-values 2 6 33 495 4 18 86 1,670
KSUR: Stata module to calculate Kapetanios & Shin unit root test statistic along with finite-sample critical values and p-values 0 1 5 119 0 3 30 587
OCMT: Stata module to perform multiple testing approach in high-dimensional linear regression 0 0 2 35 0 1 14 188
RADF: Stata module to calculate unit root tests for explosive behaviour 1 2 15 194 4 16 82 854
TVGC: Stata module to perform Time-Varying Granger Causality tests 12 35 173 844 32 84 392 2,406
Total Software Items 18 51 246 1,896 50 143 678 6,859


Statistics updated 2025-03-03