Details about Jesus Otero

Access statistics for papers by Jesus Otero.

Last updated 2009-11-11. Update your information in the RePEc Author Service.

Short-id: pot11

Working Papers

2009

1. ARE EU BUDGET DEFICITS STATIONARY?
   Working Paper Series, Rimini Centre for Economic Analysis
2. STATISTICAL INFERENCE FOR TESTING GINI COEFFICIENTS: AN APPLICATION FOR COLOMBIA
   DOCUMENTOS DE TRABAJO, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA

2008

3. AN ESTIMATION OF THE PATTERN OF DIFFUSION OF MOBILE PHONES: THE CASE OF COLOMBIA
   DOCUMENTOS DE TRABAJO, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA
4. Are EU budgets stationary?
   Discussion Paper Series, Department of Economics, University of Macedonia
5. Modeling the monetary policy reaction function of the colombian central bank
   DOCUMENTOS DE TRABAJO, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA
6. TESTING THE LAW OF ONE PRICE IN FOOD MARKETS: EVIDENCE FOR COLOMBIA USING DISAGGREGATED DATA
   DOCUMENTOS DE TRABAJO, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA
7. Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence
   The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics

2007

8. Are EU budget deficits sustainable?
   Discussion Paper Series, Department of Economics, Loughborough University
9. On The Sustainability of the EU’s Current Account Deficits
   Discussion Paper Series, Department of Economics, Loughborough University
10. Pricing behaviour under competition in the UK electricity supply industry
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations
11. Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations
    See also Journal Article in Economics Letters (2007)

2006

12. Testing for Stock Market Integration in a Developing Economy: Colombia
    DOCUMENTOS DE TRABAJO, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA
    See also Journal Article in Applied Financial Economics Letters (2007)
13. Testing for stationarity in heterogeneous panel data in the presence of cross section dependence
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations
14. Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics
    See also Journal Article in Economics Letters (2008)

2004

15. Testing for Seasonal Unit Roots in Heterogeneous Panels
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics
    Also in Econometric Society 2004 Latin American Meetings, Econometric Society (2004)
    See also Journal Article in Economics Letters (2005)

2003

16. The KPSS Test with Outliers
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics
    See also Journal Article in Computational Economics (2007)

2002

17. ON THE DYNAMICS OF UNEMPLOYMENT IN A DEVELOPING ECONOMY: COLOMBIA
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations
    Also in Borradores de Economia, Banco de la Republica de Colombia View citations
    See also Journal Article in Applied Economics Letters (2003)
18. On the determinants of the inflation rate in Colombia: a disequilibrium market approach
    BORRADORES DE INVESTIGACIÓN, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA View citations
19. On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002)
    BORRADORES DE INVESTIGACIÓN, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA (2001)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2002)
20. Seasonal adjustment and cointegration
    BORRADORES DE INVESTIGACIÓN, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA

2001

21. Forecasting the spot prices of various coffee types using linear and non-linear error correction models
    BORRADORES DE INVESTIGACIÓN, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA
    See also Journal Article in International Journal of Finance & Economics (2004)
22. Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach
    CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
    Also in BORRADORES DE INVESTIGACIÓN, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA (2000)
    See also Journal Article in Economic Modelling (2003)

2000

23. Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version)
    BORRADORES DE INVESTIGACIÓN, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA

1999

24. Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics

1998

25. Modeling The Behaviour of the Spot Prices of Various Types of Coffee
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations

1996

26. The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics

1995

27. Structural Breaks and Seasonal Integration
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics
    See also Journal Article in Economics Letters (1997)

Journal Articles

2008

1. Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence
   Economics Letters, 2008, 101, (3), 188-192
   See also Working Paper (2006)

2007

2. Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence
   Economics Letters, 2007, 97, (2), 179-184 View citations
   See also Working Paper (2007)
3. Testing for stock market integration in a developing economy: Colombia
   Applied Financial Economics Letters, 2007, 3, (4), 231-236
   See also Working Paper (2006)
4. The KPSS Test with Outliers
   Computational Economics, 2007, 29, (3), 423-423
   Also in Computational Economics, 2005, 26, (3), 59-67 (2005)
   See also Working Paper (2003)

2006

5. Inflation before and after central bank independence: The case of Colombia
   Journal of Development Economics, 2006, 79, (1), 168-182 View citations

2005

6. Testing for seasonal unit roots in heterogeneous panels
   Economics Letters, 2005, 86, (2), 229-235 View citations
   See also Working Paper (2004)

2004

7. Forecasting the spot prices of various coffee types using linear and non-linear error correction models
   International Journal of Finance & Economics, 2004, 9, (3), 277-288
   See also Working Paper (2001)
8. 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
   Journal of Development Economics, 2004, 73, (1), 479-484

2003

9. Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach
   Economic Modelling, 2003, 20, (1), 165-179
   See also Working Paper (2001)
10. On the dynamics of unemployment in a developing economy: Colombia
    Applied Economics Letters, 2003, 10, (14), 895-898 View citations
    See also Working Paper (2002)

2002

11. On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach
    Studies in Nonlinear Dynamics & Econometrics, 2002, 6, (3)
    See also Working Paper (2002)
12. Smooth Transition Vector Error Correction Models for the Spot Prices of Coffee
    Applied Economics Letters, 2002, 9, (14), 925-28 View citations
13. The timing of tariff structure changes in regulated industries: evidence from England and Wales
    Structural Change and Economic Dynamics, 2002, 13, (1), 71-99 View citations

2001

14. Coffee Export Booms and Monetary Disequilibrium: Some Evidence for Colombia
    Applied Economics, 2001, 33, (2), 267-76
15. Incumbent and entrant response to regulated competition: signaling with accounting costs and market prices2
    Journal of Economics and Business, 2001, 53, (2-3), 209-223
16. Modelling the spot prices of various coffee types
    Economic Modelling, 2001, 18, (4), 625-641
17. Price Discrimination, Regulation and Entry in the UK Residential Electricity Market
    Bulletin of Economic Research, 2001, 53, (3), 161-75 View citations

2000

18. Coffee, economic fluctuations and stabilisation: an intertemporal disequilibrium model with capital market imperfections
    Journal of Development Economics, 2000, 62, (1), 105-129
19. Testing for cointegration: power versus frequency of observation -- further Monte Carlo results
    Economics Letters, 2000, 67, (1), 5-9 View citations

1999

20. The Real Exchange Rate in Colombia: An Analysis Using Multivariate Cointegration
    Applied Economics, 1999, 31, (5), 661-71 View citations

1997

21. Structural breaks and seasonal integration
    Economics Letters, 1997, 56, (1), 13-19 View citations
    See also Working Paper (1995)