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 2 88 2 3 7 236
A Pair-Wise Analysis of Intra-City Price Convergence Within the Paris Housing Market 0 0 0 24 1 1 5 106
A Pairwise-Based Approach to Examine the Feldstein-Horioka Condition of International Capital Mobility 0 0 0 36 3 4 9 98
A note on the extent of US regional income convergence 0 0 0 33 5 7 7 95
A spatio-temporal analysis of agricultural prices: An application to Colombian data 0 0 4 53 1 7 12 165
A spatio-temporal analysis of agricultural prices: An application to Colombian data 0 0 0 12 1 3 4 107
ARE EU BUDGET DEFICITS STATIONARY? 0 0 0 54 2 3 3 185
An analysis of the relationship between wages in the public and private sector in colombia: a panel data approach 0 0 0 82 3 6 8 267
An estimation of the pattern of diffusion of mobile phones: the case of Colombia 0 0 0 154 3 5 5 434
Are EU budget deficits sustainable? 0 0 0 132 1 1 3 430
Are EU budgets stationary? 0 0 0 71 0 1 1 239
Climbing the property ladder: An analysis of market integration in London property prices 0 0 0 37 1 2 6 114
Convergence in retail gasoline prices: Insights from Canadian cities 0 0 1 13 0 0 7 43
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 25 1 3 5 80
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 6 3 5 6 17
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 1 14 4 7 9 28
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 36 0 2 7 53
Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 0 0 0 1 3 5 8 11
Drivers of COVID-19 in U.S. counties: A wave-level analysis 0 0 3 15 7 17 33 69
Early Career Research Production in Economics: Does Mentoring Matter? 0 0 1 55 2 3 10 264
Forecasting the spot prices of various coffee types using linear and non-linear error correction models 0 0 0 70 2 2 2 337
IDENTIFICATION AND ESTIMATION OF A LABOUR MARKET MODEL FOR THE TRADEABLES SECTOR: THE GREEK CASE 0 0 0 0 1 1 2 17
Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case 0 1 1 60 2 7 8 773
Implementing the Leybourne-Taylor test for seasonal unit roots in Stata 0 1 3 33 1 3 10 117
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 0 0 67 2 3 5 111
Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks 0 1 2 109 1 3 9 206
Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach 0 0 0 46 1 1 4 202
Investigating Regional House Price Convergence in the United States: Evidence from a pair-wise approach 0 0 0 118 0 1 2 390
MODELLING THE BEHAVIOUR OF THE SPOT PRICES OF VARIOUS TYPES OF COFFEE 0 0 0 2 1 2 2 19
Modeling The Behaviour of the Spot Prices of Various Types of Coffee 0 1 1 145 3 5 5 995
Modeling the monetary policy reaction function of the colombian central bank 0 0 0 159 2 6 8 455
Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach 0 0 0 2 3 4 8 1,463
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach 0 0 0 31 3 4 5 121
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version) 0 0 0 28 1 1 1 231
Modelling the Behaviour of Unemployment Rates in the US over Time and across Space 0 0 0 50 2 3 5 102
Modelling the behaviour of unemployment rates in the US over time and across space 0 0 0 73 5 9 12 235
Multivariate cointegration and temporal aggregation: some further simulation results 0 0 1 47 5 8 12 123
ON THE DYNAMICS OF UNEMPLOYMENT IN A DEVELOPING ECONOMY: COLOMBIA 0 0 0 24 3 4 4 143
On The Sustainability of the EU’s Current Account Deficits 0 0 0 111 1 2 4 276
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-Wise Approach 0 0 0 11 0 0 0 119
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-wise Approach 0 0 0 54 1 3 6 240
On the Dynamics of Unemployment in a Developing Economy: Colombia 1 1 1 208 4 5 6 1,013
On the Stationarity of Current Account Deficits in the European Union 0 0 1 70 1 2 5 228
On the determinants of the inflation rate in Colombia: a disequilibrium market approach 0 0 0 101 0 2 5 396
On the dynamics of gasoline market integration in the United States: Evidence from a pair wise approach 0 0 0 42 0 1 2 221
On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach 0 0 0 102 2 2 2 426
On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach 0 0 0 110 1 2 5 432
On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach 0 0 0 85 2 4 6 304
On the stationarity of current account deficits in the European Union 0 0 0 50 11 13 13 165
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks 0 0 0 109 13 24 30 519
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, cross-Sectional Dependency and Structural Breaks 0 0 0 55 1 4 4 263
PPP in OECD countries: An analysis of real exchange rate stationarity, cross-sectional dependency and strucutral breaks 0 0 0 21 0 2 3 182
Pricing behaviour under competition in the UK electricity supply industry 0 1 1 505 1 2 3 1,358
Property Heterogeneity and Convergence Club Formation among Local House Prices 0 0 0 25 0 2 4 131
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 0 11 2 2 3 110
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 0 69 4 6 6 496
Real Interest Parity: A note on Asian countries using panel stationarity tests 0 0 0 29 1 3 3 174
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 1 97 1 3 10 188
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 0 15 2 5 5 75
Rigidities and adjustments of daily prices to costs: Evidence from supermarket data 0 0 0 40 1 2 4 58
Seasonal adjustment and cointegration 0 0 0 108 0 0 2 315
Statistical inference for testing gini coefficients: an application for Colombia 0 0 0 182 4 9 9 497
Structural Breaks and Seasonal Integration 0 0 0 6 0 0 0 205
Structural Breaks and Seasonal Integration 0 0 0 0 0 2 4 20
THE EFFECTS OF SEASONAL ADJUSTMENT LINEAR FILTERS ON COINTEGRATING EQUATIONS: A MONTE CARLO INVESTIGATION 0 0 0 1 1 1 2 15
Testing for Seasonal Unit Roots in Heterogeneous Panels 0 1 1 52 3 8 8 221
Testing for exuberance in house prices using data sampled at different frequencies 0 0 0 49 1 4 6 77
Testing for seasonal unit roots in heterogeneous panels 0 0 0 63 1 2 4 234
Testing for seasonal unit roots in heterogeneous panels 0 0 0 2 1 1 1 20
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence 0 0 0 93 2 2 3 319
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence 0 0 0 2 0 0 1 16
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence 0 0 0 113 1 3 12 360
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence 0 1 1 456 1 3 6 1,327
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence 0 0 0 0 1 2 2 14
Testing for stock market integration in a developing economy: Colombia 0 0 0 68 0 2 5 325
Testing for time-varying Granger causality 1 5 17 160 11 18 41 294
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 2 2 87 0 4 8 321
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 1 2 4 5 16
Testing the law of one price in food markets: evidence for Colombia using disaggregated data 0 0 0 171 1 5 22 619
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 43 1 4 6 138
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 38 3 5 8 109
The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation 0 0 0 0 1 2 6 663
The Expectations Hypothesis and Decoupling of Short- and Long-Term US Interest Rates: A Pairwise Approach 0 0 0 22 2 2 3 97
The KPSS Test with Outliers 0 1 2 322 3 10 12 1,575
The KPSS test with outliers 0 0 0 1 0 3 7 30
The Long-Run Behaviour of the Terms of Trade between Primary Commodities and Manufactures: A Panel Data Approach 0 0 0 32 0 1 5 144
The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies 0 0 0 80 1 3 6 322
The long-run behaviour of the terms of trade between primary commodities and manufactures: A panel data approach 0 0 1 15 3 9 14 90
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian Economies 0 0 0 59 0 0 1 162
Unit root tests for explosive behaviour 0 0 1 94 3 4 8 216
Total Working Papers 2 16 49 6,245 177 356 605 25,216

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 0 0 5 85
A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market 0 0 2 12 3 5 10 94
A Spatiotemporal Analysis of Agricultural Prices: An Application to Colombian Data 0 0 0 24 1 5 6 85
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 1 2 10 5 7 9 38
A pair-wise analysis of the law of one price: Evidence from the crude oil market 0 0 0 14 0 2 5 84
A pairwise-based approach to examining the Feldstein–Horioka condition of international capital mobility 0 0 0 3 2 2 4 42
A tale of two coffees? Analysing interaction and futures market efficiency 1 1 2 8 2 2 8 27
An estimation of the pattern of diffusion of mobile phones: The case of Colombia 0 1 2 49 3 7 9 194
Are EU budget deficits stationary? 0 0 0 65 1 3 9 227
Asymmetric behaviour and the 9-ending pricing of retail gasoline 1 1 2 6 2 3 7 18
Coffee export booms and monetary disequilibrium: some evidence for Colombia 0 0 0 64 1 5 7 445
Coffee, economic fluctuations and stabilisation: an intertemporal disequilibrium model with capital market imperfections 0 0 0 61 3 5 5 345
Convergence in retail gasoline prices: insights from Canadian cities 0 0 0 6 2 3 4 24
Crude oil price differentials, product heterogeneity and institutional arrangements 0 0 1 15 2 4 8 82
Drivers of COVID-19 in U.S. counties: A wave-level analysis 0 0 0 0 4 5 5 5
Erratum: Unit-root tests for explosive behavior 0 0 0 6 3 4 4 18
Examining psychological barriers in exchange rates across various regimes and FX intervention 0 0 0 0 5 17 23 23
Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach 0 0 1 21 2 2 4 101
Forecasting retail fuel prices with spatial interdependencies 0 1 1 1 3 8 10 10
Forecasting the spot prices of various coffee types using linear and non-linear error correction models 0 0 1 151 1 1 3 886
Incumbent and entrant response to regulated competition: signaling with accounting costs and market prices2 0 0 0 32 1 2 2 167
Inflation before and after central bank independence: The case of Colombia 0 0 0 163 0 0 0 455
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 0 1 1 0 2 10 10
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 0 1 23 0 1 2 88
Interest rate convergence across maturities: Evidence from bank data in an emerging market economy 0 0 1 6 1 4 9 92
Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks 0 0 0 23 2 4 9 96
Investigating diesel market integration in France: Evidence from micro data 0 0 0 20 0 4 4 80
Investigating regional house price convergence in the United States: Evidence from a pair-wise approach 0 0 2 28 1 5 13 162
Los determinantes de la tasa de cambio real en Colombia 0 0 0 37 0 0 1 128
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach 0 0 1 76 2 2 3 246
Modelling the behaviour of unemployment rates in the US over time and across space 0 0 0 22 0 3 6 117
Modelling the monetary policy reaction function of the Colombian Central Bank 0 0 0 58 1 3 4 199
Modelling the spot prices of various coffee types 0 0 0 60 1 3 6 337
Multivariate Cointegration and Temporal Aggregation: Some Further Simulation Results 0 0 1 10 1 2 7 38
On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach 0 0 0 167 1 1 1 613
On financial liberalization and long-run risk sharing 0 0 0 3 0 0 0 35
On financial liberalization and long-run risk sharing 0 0 0 3 0 2 2 28
On the Stationarity of Current Account Deficits in the European Union 0 0 0 44 0 3 4 155
On the dynamics of gasoline market integration in the United States: Evidence from a pair-wise approach 0 0 0 27 0 1 2 155
On the dynamics of unemployment in a developing economy: Colombia 0 0 0 53 0 3 4 319
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks 0 0 0 40 2 4 8 182
Predicting early career productivity of PhD economists: Does advisor-match matter? 0 0 1 19 2 4 11 89
Price Discrimination, Regulation and Entry in the UK Residential Electricity Market 0 0 0 0 1 2 7 675
Pricing behaviour under competition in the UK electricity supply industry 0 0 0 46 0 0 1 138
Property heterogeneity and convergence club formation among local house prices 0 0 0 33 0 2 12 149
Psychological price barriers, El Niño, La Niña: New insights for the case of coffee 0 2 5 12 8 12 23 33
Quality differences, location, and coffee price returns networks: Insights from a high-dimensional CoVaR-copula analysis 0 1 1 1 3 7 7 7
Re-examining the Feldstein–Horioka and Sachs' views of capital mobility: A heterogeneous panel setup 0 1 2 24 1 5 8 89
Re-examining the movements of crude oil spot and futures prices over time 0 0 0 13 1 2 3 50
Real interest parity: A note on Asian countries using panel stationarity tests 0 0 0 8 0 2 3 83
Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots 1 1 2 33 2 2 5 130
Response surface models for OLS and GLS detrending-based unit-root tests in nonlinear ESTAR models 0 0 0 28 2 5 5 69
Response surface models for the Elliott, Rothenberg, and Stock unit-root test 0 0 0 7 3 4 8 49
Response surface models for the Leybourne unit root tests and lag order dependence 0 0 0 14 0 1 2 64
Rigidities and adjustments of daily prices to costs: Evidence from supermarket data 0 2 2 5 0 6 11 37
Search intensity, search time and prices: evidence from retail diesel markets in France 0 0 0 1 0 0 4 7
Smooth transition vector error correction models for the spot prices of coffee 0 0 0 110 2 3 4 340
Statistical Inference for Testing Gini Coefficients: An Application for Colombia 0 0 1 18 2 8 15 125
Statistical inference for testing Gini Coefficients: An application for Colombia 0 0 0 52 1 2 6 236
Structural breaks and seasonal integration 0 0 0 32 1 1 3 109
Testing for cointegration: power versus frequency of observation -- further Monte Carlo results 0 0 1 71 4 10 15 425
Testing for exuberance in house prices using data sampled at different frequencies 0 0 0 5 0 1 1 22
Testing for seasonal unit roots in heterogeneous panels 0 0 0 29 4 5 11 131
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence 0 0 0 25 0 0 0 76
Testing for spatial market integration: evidence for Colombia using a pairwise approach 0 0 0 6 1 3 4 34
Testing for stock market integration in a developing economy: Colombia 0 0 1 1 0 0 8 8
Testing for time-varying Granger causality 0 0 6 46 3 7 22 99
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 15 3 6 7 85
Testing the efficiency of inflation and exchange rate forecast revisions in a changing economic environment 0 0 1 6 2 5 8 47
Testing the law of one price in food markets: evidence for Colombia using disaggregated data 0 0 0 41 0 0 3 143
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 1 38 2 5 13 229
The Beveridge Curve Across US States: New Insights From a Pairwise Approach 0 0 2 15 0 3 7 37
The KPSS Test with Outliers 0 0 0 35 4 7 7 147
The KPSS Test with Outliers 0 0 0 41 0 3 5 227
The dynamics of U.S. industrial production: A time-varying Granger causality perspective 0 1 8 8 4 7 29 29
The effects of FX-interventions on forecasters disagreement: A mixed data sampling view 0 1 1 4 2 5 5 13
The expectations hypothesis and decoupling of short- and long-term US interest rates: A pairwise approach 0 0 0 4 2 6 6 53
The long-run behaviour of the terms of trade between primary commodities and manufactures: a panel data approach 0 0 1 25 0 2 8 129
The real exchange rate in Colombia: an analysis using multivariate cointegration 0 0 0 32 0 1 4 169
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies 0 0 0 32 1 2 2 124
The timing of tariff structure changes in regulated industries: evidence from England and Wales 0 0 0 36 4 4 5 152
The wage curve within and across regions: new insights from a pairwise view of US states 0 0 0 8 0 1 2 17
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 1 142 1 2 6 453
Una base de datos de precios y características de vivienda en Colombia con información de Internet 0 0 0 12 1 1 7 51
Unit-root tests based on forward and reverse Dickey–Fuller regressions 0 0 1 29 0 2 5 86
Unit-root tests for explosive behavior 0 0 3 23 1 2 9 61
Wholesale price rigidities and exchange rate pass-through: Evidence from daily data of agricultural products 0 2 3 7 1 6 23 32
Total Journal Articles 3 16 65 2,614 127 303 602 12,093
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 0 3 60 0 4 17 324
BAING: Stata module to determine and estimate the number of common factors following Bai and Ng 2 5 9 79 6 12 25 344
BLOCKBOOT: Stata module to implement four bootstrap schemes for dependent timeseries data 3 9 12 12 7 29 53 53
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 7 85 0 1 24 535
FCSTATS: Stata module to compute time series forecast accuracy statistics 1 1 6 1,006 11 44 176 5,534
KSSUR: Stata module to calculate Kapetanios, Shin & Snell unit root test statistic along with critical values and p-values 0 1 14 505 3 11 49 1,707
KSUR: Stata module to calculate Kapetanios & Shin unit root test statistic along with finite-sample critical values and p-values 0 0 1 120 4 6 14 600
OCMT: Stata module to perform multiple testing approach in high-dimensional linear regression 0 0 2 37 0 3 13 201
RADF: Stata module to calculate unit root tests for explosive behaviour 1 3 11 203 8 21 53 896
TVGC: Stata module to perform Time-Varying Granger Causality tests 2 11 74 892 26 57 231 2,574
Total Software Items 9 30 139 2,999 65 188 655 12,768

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Statistics updated 2026-01-09