Details about Diego Escobari

Access statistics for papers by Diego Escobari.

Last updated 2025-03-26. Update your information in the RePEc Author Service.

Short-id: pes42

Working Papers

2019

1. Getting on and moving up the property ladder: Real hedging in the U.S. housing market before and after the crisis
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Getting on and Moving Up the Property Ladder: Real Hedging in the U.S. Housing Market Before and After the Crisis, Real Estate Economics, American Real Estate and Urban Economics Association (2021) View citations (1) (2021)

2018

2. An Analysis of Dynamic Price Discrimination in Airlines
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article An Analysis of Dynamic Price Discrimination in Airlines, Southern Economic Journal, John Wiley & Sons (2019) View citations (12) (2019)
3. Dynamic Price Discrimination in Airlines
   MPRA Paper, University Library of Munich, Germany View citations (1)
4. Investors’ Uncertainty and Stock Market Risk
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Investors’ Uncertainty and Stock Market Risk, Journal of Behavioral Finance, Taylor & Francis Journals (2019) View citations (4) (2019)

2017

5. Airport, airline and departure time choice and substitution patterns: An empirical analysis
   MPRA Paper, University Library of Munich, Germany View citations (9)
   See also Journal Article Airport, airline and departure time choice and substitution patterns: An empirical analysis, Transportation Research Part A: Policy and Practice, Elsevier (2017) View citations (7) (2017)
6. Identifying Bubbles in Latin American Equity Markets: Phillips-Perron-based Tests and Linkages
   MPRA Paper, University Library of Munich, Germany View citations (6)
   See also Journal Article Identifying bubbles in Latin American equity markets: Phillips-Perron-based tests and linkages, Emerging Markets Review, Elsevier (2017) View citations (6) (2017)
7. Identifying Price Bubble Periods in the Energy Sector
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Identifying price bubble periods in the energy sector, Energy Economics, Elsevier (2018) View citations (37) (2018)
8. The Impact of Oil Shocks on the Housing Market: Evidence from Canada and U.S
   MPRA Paper, University Library of Munich, Germany View citations (14)
   See also Journal Article The impact of oil shocks on the housing market: Evidence from Canada and U.S, Journal of Economics and Business, Elsevier (2017) View citations (13) (2017)

2015

9. Date Stamping Bubbles in Real Estate Investment Trusts
   MPRA Paper, University Library of Munich, Germany View citations (6)
   See also Journal Article Date stamping bubbles in Real Estate Investment Trusts, The Quarterly Review of Economics and Finance, Elsevier (2016) View citations (18) (2016)
10. Long-Run Equilibrium Shift and Short-Run Dynamics of U.S. Home Price Tiers during the Housing Bubble
    MPRA Paper, University Library of Munich, Germany View citations (8)
11. Reducing Asymmetric Information in Venture Capital Backed IPOs
    MPRA Paper, University Library of Munich, Germany
    Also in EconStor Preprints, ZBW - Leibniz Information Centre for Economics (2015)
12. The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility
    EconStor Preprints, ZBW - Leibniz Information Centre for Economics
    Also in MPRA Paper, University Library of Munich, Germany (2015)
    See also Journal Article The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility, Journal of Real Estate Portfolio Management, Taylor & Francis Journals (2016) (2016)

2014

13. Estimating Dynamic Demand for Airlines
    MPRA Paper, University Library of Munich, Germany View citations (11)
    See also Journal Article Estimating Dynamic Demand for Airlines, EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics (2014) View citations (11) (2014)
14. Expectations and the Dynamic Feedback between Foreign Direct Investment and Economic Growth
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Expectations and the Dynamic Feedback between Foreign Direct Investment and Economic Growth, International Economic Journal, Taylor & Francis Journals (2015) View citations (7) (2015)
15. Price Discrimination through Refund Contracts in Airlines
    MPRA Paper, University Library of Munich, Germany View citations (33)
    See also Journal Article Price discrimination through refund contracts in airlines, International Journal of Industrial Organization, Elsevier (2014) View citations (24) (2014)
16. The Impact of Government Intervention on the Stabilization of Domestic Financial Markets and on U.S. Banks’ Asset Composition
    MPRA Paper, University Library of Munich, Germany
17. Virtual Integration of Financial Markets: A Dynamic Correlation Analysis of the Creation of the Latin American Integrated Market
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Virtual integration of financial markets: a dynamic correlation analysis of the creation of the Latin American Integrated Market, Applied Economics, Taylor & Francis Journals (2015) View citations (11) (2015)

2013

18. Demand Uncertainty and Capacity Utilization in Airlines
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Demand uncertainty and capacity utilization in airlines, Empirical Economics, Springer (2014) View citations (7) (2014)
19. Output Growth and Unexpected Government Expenditures
    MPRA Paper, University Library of Munich, Germany View citations (4)
    See also Journal Article Output growth and unexpected government expenditures, The B.E. Journal of Macroeconomics, De Gruyter (2013) View citations (3) (2013)
20. The Choice of Airport, Airline, and Departure Date and Time: Estimating the Demand for Flights
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Chapter The Choice of Airport, Airline, and Departure Date and Time: Estimating the Demand for Flights, Advances in Airline Economics, Emerald Group Publishing Limited (2014) View citations (5) (2014)

2012

21. A time series test to identify housing bubbles
    MPRA Paper, University Library of Munich, Germany View citations (3)
    See also Journal Article A time series test to identify housing bubbles, Journal of Economics and Finance, Springer (2015) View citations (8) (2015)
22. Asymmetric Price Adjustments in Airlines
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Asymmetric Price Adjustments in Airlines, Managerial and Decision Economics, John Wiley & Sons, Ltd. (2013) View citations (8) (2013)
23. Demand shifting across flights and airports in a spatial competition model
    MPRA Paper, University Library of Munich, Germany View citations (3)
    See also Journal Article Demand shifting across flights and airports in a spatial competition model, Letters in Spatial and Resource Sciences, Springer (2012) View citations (3) (2012)

2011

24. A theoretical model of collusion and regulation in an electricity spot market
    MPRA Paper, University Library of Munich, Germany
25. Dynamic Pricing, Advance Sales, and Aggregate Demand Learning in Airlines
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Dynamic Pricing, Advance Sales and Aggregate Demand Learning in Airlines, Journal of Industrial Economics, Wiley Blackwell (2012) View citations (67) (2012)
26. Imperfect Detection of Tax Evasion in a Corrupt Tax Administration
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Imperfect Detection of Tax Evasion in a Corrupt Tax Administration, Public Organization Review, Springer (2012) View citations (3) (2012)
27. Testing for Stochastic and Beta-convergence in Latin American Countries
    MPRA Paper, University Library of Munich, Germany View citations (7)
    See also Journal Article Testing for Stochastic and Beta-convergence in Latin American Countries, Applied Econometrics and International Development, Euro-American Association of Economic Development (2011) View citations (7) (2011)

2010

28. Frequent flyer programs premium and the role of airport dominance
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Frequent flyer programs premium and the role of airport dominance, Applied Economics Letters, Taylor & Francis Journals (2011) View citations (6) (2011)
29. Pricing and travelers' decision to use frequent flyer miles: evidence from the U.S. airline industry
    MPRA Paper, University Library of Munich, Germany

2009

30. Systematic peak-load pricing, congestion premia and demand diverting: Empirical evidence
    MPRA Paper, University Library of Munich, Germany View citations (28)
    See also Journal Article Systematic peak-load pricing, congestion premia and demand diverting: Empirical evidence, Economics Letters, Elsevier (2009) View citations (28) (2009)

2007

31. Price Dispersion under Costly Capacity and Demand Uncertainty
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (33)

Journal Articles

2024

1. Bundling in Advance Sales: Theory and Evidence from Round‐Trip versus Two One‐Way Tickets
   Journal of Industrial Economics, 2024, 72, (4), 1369-1396
2. Late-Arriving Votes and Electoral Fraud: A Natural Experiment and Regression Discontinuity Evidence from Bolivia
   World Development, 2024, 173, (C)
3. Price Exuberance and Contagion across Housing Markets: Evidence from US Metropolitan Areas
   The Journal of Real Estate Finance and Economics, 2024, 69, (1), 132-163

2021

4. Getting on and Moving Up the Property Ladder: Real Hedging in the U.S. Housing Market Before and After the Crisis
   Real Estate Economics, 2021, 49, (4), 1201-1237 View citations (1)
   See also Working Paper Getting on and moving up the property ladder: Real hedging in the U.S. housing market before and after the crisis, MPRA Paper (2019) (2019)

2020

5. Explaining the nonlinear response of stock markets to oil price shocks
   Energy, 2020, 213, (C) View citations (19)

2019

6. An Analysis of Dynamic Price Discrimination in Airlines
   Southern Economic Journal, 2019, 85, (3), 639-662 View citations (12)
   Also in EconStor Open Access Articles and Book Chapters, 2018, 85, (3), 639-662 (2018) View citations (2)
   See also Working Paper An Analysis of Dynamic Price Discrimination in Airlines, MPRA Paper (2018) View citations (2) (2018)
7. Investors’ Uncertainty and Stock Market Risk
   Journal of Behavioral Finance, 2019, 20, (3), 304-315 View citations (4)
   See also Working Paper Investors’ Uncertainty and Stock Market Risk, MPRA Paper (2018) (2018)
8. SEPARATING BETWEEN UNOBSERVED CONSUMER TYPES: EVIDENCE FROM AIRLINES
   Economic Inquiry, 2019, 57, (2), 1215-1230 View citations (6)
9. The real earnings management of cross-listing firms
   Global Finance Journal, 2019, 41, (C), 128-145 View citations (3)

2018

10. Changes in sentiment on REIT industry excess returns and volatility
    Financial Markets and Portfolio Management, 2018, 32, (3), 239-274 View citations (2)
11. Disentangling the impacts of industrial and global diversification on firm risk
    Global Finance Journal, 2018, 37, (C), 39-56 View citations (3)
12. Identifying price bubble periods in the energy sector
    Energy Economics, 2018, 69, (C), 418-429 View citations (37)
    See also Working Paper Identifying Price Bubble Periods in the Energy Sector, MPRA Paper (2017) (2017)

2017

13. Airport, airline and departure time choice and substitution patterns: An empirical analysis
    Transportation Research Part A: Policy and Practice, 2017, 103, (C), 198-210 View citations (7)
    See also Working Paper Airport, airline and departure time choice and substitution patterns: An empirical analysis, MPRA Paper (2017) View citations (9) (2017)
14. Identifying bubbles in Latin American equity markets: Phillips-Perron-based tests and linkages
    Emerging Markets Review, 2017, 33, (C), 90-101 View citations (6)
    See also Working Paper Identifying Bubbles in Latin American Equity Markets: Phillips-Perron-based Tests and Linkages, MPRA Paper (2017) View citations (6) (2017)
15. The impact of oil shocks on the housing market: Evidence from Canada and U.S
    Journal of Economics and Business, 2017, 93, (C), 15-28 View citations (13)
    See also Working Paper The Impact of Oil Shocks on the Housing Market: Evidence from Canada and U.S, MPRA Paper (2017) View citations (14) (2017)

2016

16. Date stamping bubbles in Real Estate Investment Trusts
    The Quarterly Review of Economics and Finance, 2016, 60, (C), 224-230 View citations (18)
    See also Working Paper Date Stamping Bubbles in Real Estate Investment Trusts, MPRA Paper (2015) View citations (6) (2015)
17. The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility
    Journal of Real Estate Portfolio Management, 2016, 22, (1), 47-62
    See also Working Paper The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility, EconStor Preprints (2015) (2015)

2015

18. A time series test to identify housing bubbles
    Journal of Economics and Finance, 2015, 39, (1), 136-152 View citations (8)
    See also Working Paper A time series test to identify housing bubbles, MPRA Paper (2012) View citations (3) (2012)
19. Expectations and the Dynamic Feedback between Foreign Direct Investment and Economic Growth
    International Economic Journal, 2015, 29, (1), 121-136 View citations (7)
    See also Working Paper Expectations and the Dynamic Feedback between Foreign Direct Investment and Economic Growth, MPRA Paper (2014) (2014)
20. Virtual integration of financial markets: a dynamic correlation analysis of the creation of the Latin American Integrated Market
    Applied Economics, 2015, 47, (19), 1956-1971 View citations (11)
    See also Working Paper Virtual Integration of Financial Markets: A Dynamic Correlation Analysis of the Creation of the Latin American Integrated Market, MPRA Paper (2014) (2014)

2014

21. Demand uncertainty and capacity utilization in airlines
    Empirical Economics, 2014, 47, (1), 1-19 View citations (7)
    See also Working Paper Demand Uncertainty and Capacity Utilization in Airlines, MPRA Paper (2013) View citations (2) (2013)
22. Estimating Dynamic Demand for Airlines
    EconStor Open Access Articles and Book Chapters, 2014, 124, (1), 26-29 View citations (11)
    Also in Economics Letters, 2014, 124, (1), 26-29 (2014) View citations (11)
    See also Working Paper Estimating Dynamic Demand for Airlines, MPRA Paper (2014) View citations (11) (2014)
23. Price discrimination through refund contracts in airlines
    International Journal of Industrial Organization, 2014, 34, (C), 1-8 View citations (24)
    See also Working Paper Price Discrimination through Refund Contracts in Airlines, MPRA Paper (2014) View citations (33) (2014)

2013

24. Asymmetric Price Adjustments in Airlines
    Managerial and Decision Economics, 2013, 34, (2), 74-85 View citations (8)
    See also Working Paper Asymmetric Price Adjustments in Airlines, MPRA Paper (2012) (2012)
25. Output growth and unexpected government expenditures
    The B.E. Journal of Macroeconomics, 2013, 13, (1), 481-513 View citations (3)
    See also Working Paper Output Growth and Unexpected Government Expenditures, MPRA Paper (2013) View citations (4) (2013)

2012

26. Demand shifting across flights and airports in a spatial competition model
    Letters in Spatial and Resource Sciences, 2012, 5, (3), 175-183 View citations (3)
    See also Working Paper Demand shifting across flights and airports in a spatial competition model, MPRA Paper (2012) View citations (3) (2012)
27. Dynamic Pricing, Advance Sales and Aggregate Demand Learning in Airlines
    Journal of Industrial Economics, 2012, 60, (4), 697-724 View citations (67)
    See also Working Paper Dynamic Pricing, Advance Sales, and Aggregate Demand Learning in Airlines, MPRA Paper (2011) View citations (2) (2011)
28. Imperfect Detection of Tax Evasion in a Corrupt Tax Administration
    Public Organization Review, 2012, 12, (4), 317-330 View citations (3)
    See also Working Paper Imperfect Detection of Tax Evasion in a Corrupt Tax Administration, MPRA Paper (2011) (2011)

2011

29. Frequent flyer programs premium and the role of airport dominance
    Applied Economics Letters, 2011, 18, (16), 1565-1569 View citations (6)
    See also Working Paper Frequent flyer programs premium and the role of airport dominance, MPRA Paper (2010) (2010)
30. Testing for Stochastic and Beta-convergence in Latin American Countries
    Applied Econometrics and International Development, 2011, 11, (2) View citations (7)
    See also Working Paper Testing for Stochastic and Beta-convergence in Latin American Countries, MPRA Paper (2011) View citations (7) (2011)

2009

31. Systematic peak-load pricing, congestion premia and demand diverting: Empirical evidence
    Economics Letters, 2009, 103, (1), 59-61 View citations (28)
    See also Working Paper Systematic peak-load pricing, congestion premia and demand diverting: Empirical evidence, MPRA Paper (2009) View citations (28) (2009)
32. Systematic peak-load pricing, congestion premia and demand diverting: Empirical evidence from airlines
    EconStor Open Access Articles and Book Chapters, 2009, 103, (1), 59-61 View citations (22)

Chapters

2014

1. The Choice of Airport, Airline, and Departure Date and Time: Estimating the Demand for Flights
   A chapter in The Economics of International Airline Transport, 2014, vol. 4, pp 177-198 View citations (5)
   See also Working Paper The Choice of Airport, Airline, and Departure Date and Time: Estimating the Demand for Flights, University Library of Munich, Germany (2013) View citations (2) (2013)