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 1 86 1 1 9 220
A Pair-Wise Analysis of Intra-City Price Convergence Within the Paris Housing Market 0 0 3 20 0 1 11 83
A Pairwise-Based Approach to Examine the Feldstein-Horioka Condition of International Capital Mobility 0 0 1 36 0 0 12 84
A note on the extent of US regional income convergence 0 0 0 32 0 1 4 78
A spatio-temporal analysis of agricultural prices: An application to Colombian data 1 2 4 37 2 5 21 99
A spatio-temporal analysis of agricultural prices: An application to Colombian data 0 0 0 11 3 10 24 94
ARE EU BUDGET DEFICITS STATIONARY? 0 0 0 53 1 3 9 174
An analysis of the relationship between wages in the public and private sector in colombia: a panel data approach 0 0 2 80 0 0 5 225
An estimation of the pattern of diffusion of mobile phones: the case of Colombia 0 0 5 152 1 1 19 386
Are EU budget deficits sustainable? 0 0 1 130 0 3 16 418
Are EU budgets stationary? 0 0 0 71 0 0 2 233
Climbing the property ladder: An analysis of market integration in London property prices 0 0 1 33 1 2 9 82
Early Career Research Production in Economics: Does Mentoring Matter? 0 0 1 49 0 5 20 228
Forecasting the spot prices of various coffee types using linear and non-linear error correction models 0 0 0 67 0 3 12 315
IDENTIFICATION AND ESTIMATION OF A LABOUR MARKET MODEL FOR THE TRADEABLES SECTOR: THE GREEK CASE 0 0 0 0 0 1 5 10
Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case 0 0 0 59 0 2 3 762
Implementing the Leybourne-Taylor test for seasonal unit roots in Stata 0 2 3 13 3 8 29 57
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 0 1 65 0 1 9 97
Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks 1 3 7 100 1 4 28 179
Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach 0 1 3 43 0 3 12 178
Investigating Regional House Price Convergence in the United States: Evidence from a pair-wise approach 0 0 1 115 0 1 13 373
MODELLING THE BEHAVIOUR OF THE SPOT PRICES OF VARIOUS TYPES OF COFFEE 0 0 0 0 0 1 4 9
Modeling The Behaviour of the Spot Prices of Various Types of Coffee 0 0 1 144 0 2 12 982
Modeling the monetary policy reaction function of the colombian central bank 0 0 2 155 0 2 11 433
Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach 0 0 0 2 0 1 7 1,447
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach 0 0 0 31 0 1 10 106
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version) 0 0 2 25 0 1 7 211
Modelling the Behaviour of Unemployment Rates in the US over Time and across Space 0 0 1 50 1 3 8 90
Modelling the behaviour of unemployment rates in the US over time and across space 0 0 0 73 0 3 9 207
ON THE DYNAMICS OF UNEMPLOYMENT IN A DEVELOPING ECONOMY: COLOMBIA 0 0 1 22 3 8 20 128
On The Sustainability of the EU’s Current Account Deficits 0 0 1 111 0 0 2 263
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-Wise Approach 0 0 1 10 2 6 22 91
On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-wise Approach 0 0 0 54 2 3 11 207
On the Dynamics of Unemployment in a Developing Economy: Colombia 0 2 3 203 1 6 23 981
On the Stationarity of Current Account Deficits in the European Union 0 0 0 65 0 0 6 211
On the determinants of the inflation rate in Colombia: a disequilibrium market approach 0 0 0 90 1 3 8 363
On the dynamics of gasoline market integration in the United States: Evidence from a pair wise approach 0 0 0 42 1 4 18 118
On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach 0 0 2 100 0 1 11 408
On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach 0 0 0 109 0 2 11 426
On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach 0 0 1 84 0 1 6 294
On the stationarity of current account deficits in the European Union 0 0 0 50 0 0 3 146
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks 0 0 1 108 0 4 17 474
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, cross-Sectional Dependency and Structural Breaks 0 0 2 53 3 7 28 220
PPP in OECD countries: An analysis of real exchange rate stationarity, cross-sectional dependency and strucutral breaks 0 0 1 21 1 2 11 129
Pricing behaviour under competition in the UK electricity supply industry 0 1 3 502 1 3 17 1,341
Property Heterogeneity and Convergence Club Formation among Local House Prices 2 2 7 18 2 3 39 94
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 1 11 0 0 6 98
Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 0 0 0 69 0 1 5 481
Real Interest Parity: A note on Asian countries using panel stationarity tests 0 0 0 29 0 0 4 162
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 1 7 83 2 4 29 108
Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test 0 0 1 13 2 3 14 62
Rigidities and adjustments of daily prices to costs: Evidence from supermarket data 0 0 7 36 1 6 23 39
Seasonal adjustment and cointegration 0 0 3 106 0 1 12 305
Statistical inference for testing gini coefficients: an application for Colombia 0 0 2 175 0 3 17 458
Structural Breaks and Seasonal Integration 0 0 0 0 0 1 3 9
Structural Breaks and Seasonal Integration 0 0 2 6 1 4 6 201
THE EFFECTS OF SEASONAL ADJUSTMENT LINEAR FILTERS ON COINTEGRATING EQUATIONS: A MONTE CARLO INVESTIGATION 0 0 0 0 0 1 3 4
Testing for Seasonal Unit Roots in Heterogeneous Panels 0 0 1 50 1 3 12 208
Testing for seasonal unit roots in heterogeneous panels 0 0 1 63 0 3 9 226
Testing for seasonal unit roots in heterogeneous panels 0 0 0 0 0 3 8 11
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence 0 0 2 92 0 0 8 310
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence 0 0 0 113 0 2 7 343
Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence 0 0 1 1 0 1 5 5
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence 0 0 0 455 0 0 3 1,310
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence 0 0 0 0 0 1 4 6
Testing for stock market integration in a developing economy: Colombia 0 0 1 66 1 1 12 277
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 0 0 0 1 6
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 1 84 0 0 9 298
Testing the law of one price in food markets: evidence for Colombia using disaggregated data 1 1 1 169 1 2 8 546
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 0 0 42 3 12 22 125
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 1 2 35 0 4 11 82
The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation 0 0 0 0 0 1 4 650
The Expectations Hypothesis and Decoupling of Short- and Long-Term US Interest Rates: A Pairwise Approach 1 1 2 21 1 2 4 78
The KPSS Test with Outliers 0 0 2 316 0 1 4 1,549
The KPSS test with outliers 0 0 0 0 1 2 7 7
The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies 0 1 1 77 0 3 8 304
The long-run behaviour of the terms of trade between primary commodities and manufactures: A panel data approach 0 0 3 12 1 4 15 57
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian Economies 0 0 0 59 0 1 6 158
Unit root tests for explosive behaviour 3 10 10 10 7 23 23 23
Total Working Papers 9 28 114 5,567 53 215 905 22,260


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 1 9 0 0 7 66
A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market 0 0 0 5 1 1 10 71
A Spatiotemporal Analysis of Agricultural Prices: An Application to Colombian Data 0 0 0 24 0 0 2 76
A pair-wise analysis of the law of one price: Evidence from the crude oil market 0 0 3 11 0 0 12 65
A pairwise-based approach to examining the Feldstein–Horioka condition of international capital mobility 0 0 1 3 0 2 6 33
An estimation of the pattern of diffusion of mobile phones: The case of Colombia 0 0 1 39 0 0 8 170
Are EU budget deficits stationary? 0 0 0 64 1 1 5 207
Coffee export booms and monetary disequilibrium: some evidence for Colombia 0 0 0 63 1 2 9 428
Coffee, economic fluctuations and stabilisation: an intertemporal disequilibrium model with capital market imperfections 0 0 0 60 0 0 3 332
Crude oil price differentials, product heterogeneity and institutional arrangements 0 0 1 13 0 1 9 69
Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach 0 0 3 10 0 1 22 69
Forecasting the spot prices of various coffee types using linear and non-linear error correction models 0 0 0 144 1 1 8 863
Incumbent and entrant response to regulated competition: signaling with accounting costs and market prices2 0 0 0 31 1 1 5 154
Inflation before and after central bank independence: The case of Colombia 0 0 1 159 0 1 7 446
Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 0 0 2 17 0 0 9 64
Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks 0 0 5 13 0 1 19 62
Investigating diesel market integration in France: Evidence from micro data 1 2 6 15 4 5 16 42
Investigating regional house price convergence in the United States: Evidence from a pair-wise approach 0 0 2 21 1 2 20 132
Los determinantes de la tasa de cambio real en Colombia 0 0 2 34 1 3 12 117
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach 0 0 0 75 0 0 7 240
Modelling the behaviour of unemployment rates in the US over time and across space 0 0 1 21 0 2 5 101
Modelling the monetary policy reaction function of the Colombian Central Bank 0 0 1 58 0 2 7 189
Modelling the spot prices of various coffee types 1 1 1 55 1 1 3 317
On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach 0 0 1 166 0 3 8 608
On financial liberalization and long-run risk sharing 0 0 1 3 0 0 3 19
On financial liberalization and long-run risk sharing 0 0 0 3 2 2 9 33
On the Stationarity of Current Account Deficits in the European Union 0 0 0 43 0 0 2 133
On the dynamics of gasoline market integration in the United States: Evidence from a pair-wise approach 0 0 3 27 0 0 12 124
On the dynamics of unemployment in a developing economy: Colombia 1 1 3 53 2 2 9 310
PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks 0 0 1 38 1 2 17 153
Price Discrimination, Regulation and Entry in the UK Residential Electricity Market 0 0 0 0 1 1 3 642
Pricing behaviour under competition in the UK electricity supply industry 0 0 0 43 1 2 8 128
Property heterogeneity and convergence club formation among local house prices 1 1 7 11 4 9 39 70
Re-examining the Feldstein–Horioka and Sachs' views of capital mobility: A heterogeneous panel setup 0 0 1 19 0 0 5 61
Real interest parity: A note on Asian countries using panel stationarity tests 0 0 1 8 0 0 5 75
Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots 0 0 1 29 1 1 2 107
Response surface models for OLS and GLS detrending-based unit-root tests in nonlinear ESTAR models 0 0 1 24 1 1 7 52
Response surface models for the Elliott, Rothenberg, and Stock unit-root test 0 0 1 4 1 2 8 27
Response surface models for the Leybourne unit root tests and lag order dependence 0 0 0 13 0 2 4 58
Smooth transition vector error correction models for the spot prices of coffee 0 0 0 110 0 1 3 326
Statistical Inference for Testing Gini Coefficients: An Application for Colombia 0 0 3 11 1 3 18 83
Statistical inference for testing Gini Coefficients: An application for Colombia 0 0 1 48 0 1 11 215
Structural breaks and seasonal integration 0 0 0 31 0 1 2 103
Testing for cointegration: power versus frequency of observation -- further Monte Carlo results 0 1 2 63 0 1 4 381
Testing for seasonal unit roots in heterogeneous panels 1 1 1 26 1 2 6 107
Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence 0 1 2 20 0 1 4 65
Testing for spatial market integration: evidence for Colombia using a pairwise approach 0 0 0 3 0 0 5 16
Testing for stock market integration in a developing economy: Colombia 0 0 0 18 1 1 7 100
Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 0 0 0 15 0 0 1 71
Testing the law of one price in food markets: evidence for Colombia using disaggregated data 0 0 0 37 0 0 7 128
Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 0 2 3 35 0 4 15 204
The KPSS Test with Outliers 0 0 0 40 0 0 1 215
The KPSS Test with Outliers 0 0 0 34 0 0 1 130
The expectations hypothesis and decoupling of short- and long-term US interest rates: A pairwise approach 0 0 1 4 0 0 6 44
The long-run behaviour of the terms of trade between primary commodities and manufactures: a panel data approach 0 1 5 16 0 1 13 86
The real exchange rate in Colombia: an analysis using multivariate cointegration 0 0 0 32 0 0 5 158
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies 0 0 0 31 0 0 4 117
The timing of tariff structure changes in regulated industries: evidence from England and Wales 0 0 0 35 0 1 2 141
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 0 135 0 1 4 428
Unit-root tests based on forward and reverse Dickey–Fuller regressions 0 0 3 21 2 3 15 61
Total Journal Articles 5 11 73 2,193 31 75 486 10,092
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 6 22 1 8 37 155
BAING: Stata module to determine and estimate the number of common factors following Bai and Ng 1 1 1 1 34 34 34 34
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 5 12 48 2 14 79 307
KSSUR: Stata module to calculate Kapetanios, Shin & Snell unit root test statistic along with critical values and p-values 7 22 90 255 30 72 314 915
KSUR: Stata module to calculate Kapetanios & Shin unit root test statistic along with finite-sample critical values and p-values 4 8 25 66 9 20 127 351
OCMT: Stata module to perform multiple testing approach in high-dimensional linear regression 2 2 2 2 26 26 26 26
RADF: Stata module to calculate unit root tests for explosive behaviour 13 19 19 19 40 75 75 75
Total Software Items 27 57 155 413 142 249 692 1,863


Statistics updated 2020-11-03