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Details about Jesus Otero

E-mail:
Homepage:http://www.urosario.edu.co/Profesores/Listado-de-profesores/O/Otero-Cardona-Jesus/
Phone:(+57 1) 297 02 00 Ext. 661
Postal address:Facultad de Economia Universidad del Rosario Calle 14 No. 4-69 Bogota COLOMBIA
Workplace:Facultad de Economía (Department of Economics), Universidad del Rosario (University of Rosario), (more information at EDIRC)

Access statistics for papers by Jesus Otero.

Last updated 2017-08-08. Update your information in the RePEc Author Service.

Short-id: pot11


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Working Papers

2017

  1. Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test
    United Kingdom Stata Users' Group Meetings 2017, Stata Users Group Downloads
    Also in 2017 Stata Conference, Stata Users Group (2017) Downloads

2016

  1. Climbing the property ladder: An analysis of market integration in London property prices
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads

2015

  1. A Pair-Wise Analysis of Intra-City Price Convergence Within the Paris Housing Market
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (3)
    See also Journal Article in The Journal of Real Estate Finance and Economics (2017)
  2. A Pairwise-Based Approach to Examine the Feldstein-Horioka Condition of International Capital Mobility
    Working Papers in Economics, University of Waikato Downloads
  3. Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology
    2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association Downloads
    See also Journal Article in The Energy Journal (2017)
  4. Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks
    Working Papers in Economics, University of Waikato Downloads View citations (4)
    See also Journal Article in Economic Modelling (2015)
  5. The Expectations Hypothesis and Decoupling of Short- and Long-Term US Interest Rates: A Pairwise Approach
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads
    See also Journal Article in The North American Journal of Economics and Finance (2015)

2013

  1. A Note on the Extent of US Regional Income Convergence
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (2)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2013) Downloads View citations (1)

    See also Journal Article in Macroeconomic Dynamics (2014)
  2. Modelling the Behaviour of Unemployment Rates in the US over Time and across Space
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (1)
    Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2013) Downloads View citations (1)

    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2013)
  3. The long-run behaviour of the terms of trade between primary commodities and manufactures: A panel data approach
    87th Annual Conference, April 8-10, 2013, Warwick University, Coventry, UK, Agricultural Economics Society Downloads View citations (1)
    See also Journal Article in Portuguese Economic Journal (2013)

2012

  1. A spatio-temporal analysis of agricultural prices: An application to Colombian data
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (2012) Downloads

    See also Journal Article in Agribusiness (2013)
  2. On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-Wise Approach
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2012) Downloads
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2012) Downloads

    See also Journal Article in Energy Economics (2013)
  3. Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2012) Downloads

    See also Journal Article in Economics Letters (2013)

2011

  1. An analysis of the relationship between wages in the public and private sector in colombia: a panel data approach
    DOCUMENTOS DE TRABAJO, UNIVERSIDAD DEL ROSARIO Downloads
  2. Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (18)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2011) Downloads View citations (15)

    See also Journal Article in Economic Modelling (2011)
  3. PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2011) Downloads
    Working Paper Series, The Rimini Centre for Economic Analysis (2011) Downloads

    See also Journal Article in Open Economies Review (2012)
  4. Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (4)
    Also in Working Paper Series, The Rimini Centre for Economic Analysis (2011) Downloads View citations (5)
    Discussion Paper Series, Department of Economics, University of Macedonia (2011) Downloads View citations (4)

    See also Journal Article in Journal of Asian Economics (2011)
  5. The Long-Run Behaviour of the Terms of Trade between Primary Commodities and Manufactures
    WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) Downloads View citations (2)

2010

  1. On the Stationarity of Current Account Deficits in the European Union
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (10)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2009) Downloads View citations (4)

    See also Journal Article in Review of International Economics (2010)
  2. The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2009) Downloads

    See also Journal Article in International Review of Economics & Finance (2011)

2009

  1. ARE EU BUDGET DEFICITS STATIONARY?
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (1)
    See also Journal Article in Empirical Economics (2010)
  2. Statistical inference for testing gini coefficients: an application for Colombia
    DOCUMENTOS DE TRABAJO, UNIVERSIDAD DEL ROSARIO Downloads
    See also Journal Article in Ensayos sobre Política Económica (2010)

2008

  1. An estimation of the pattern of diffusion of mobile phones: the case of Colombia
    DOCUMENTOS DE TRABAJO, UNIVERSIDAD DEL ROSARIO Downloads View citations (3)
    See also Journal Article in Telecommunications Policy
  2. Are EU budgets stationary?
    Discussion Paper Series, Department of Economics, University of Macedonia Downloads
  3. Modeling the monetary policy reaction function of the colombian central bank
    DOCUMENTOS DE TRABAJO, UNIVERSIDAD DEL ROSARIO Downloads View citations (1)
    See also Journal Article in Macroeconomics and Finance in Emerging Market Economies (2009)
  4. 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 Downloads
  5. Testing the law of one price in food markets: evidence for Colombia using disaggregated data
    DOCUMENTOS DE TRABAJO, UNIVERSIDAD DEL ROSARIO Downloads
    See also Journal Article in Empirical Economics (2011)

2007

  1. Are EU budget deficits sustainable?
    Discussion Paper Series, Department of Economics, Loughborough University Downloads View citations (2)
  2. On The Sustainability of the EU’s Current Account Deficits
    Discussion Paper Series, Department of Economics, Loughborough University Downloads
  3. Pricing behaviour under competition in the UK electricity supply industry
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (3)
    See also Journal Article in Oxford Economic Papers (2010)
  4. 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 Downloads View citations (2)
    See also Journal Article in Economics Letters (2007)

2006

  1. 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 Downloads View citations (13)
  2. Testing for stock market integration in a developing economy: Colombia
    DOCUMENTOS DE TRABAJO, UNIVERSIDAD DEL ROSARIO Downloads
    See also Journal Article in Applied Financial Economics Letters (2007)
  3. 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 Downloads View citations (1)
    See also Journal Article in Economics Letters (2008)

2004

  1. Testing for Seasonal Unit Roots in Heterogeneous Panels
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads
    Also in Econometric Society 2004 Latin American Meetings, Econometric Society (2004) Downloads View citations (1)

    See also Journal Article in Economics Letters (2005)

2003

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

2002

  1. ON THE DYNAMICS OF UNEMPLOYMENT IN A DEVELOPING ECONOMY: COLOMBIA
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (3)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2002) Downloads View citations (2)

    See also Journal Article in Applied Economics Letters (2003)
  2. On the determinants of the inflation rate in Colombia: a disequilibrium market approach
    BORRADORES DE INVESTIGACIÓN, UNIVERSIDAD DEL ROSARIO Downloads View citations (2)
  3. 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 Downloads
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002) Downloads View citations (1)
    BORRADORES DE INVESTIGACIÓN, UNIVERSIDAD DEL ROSARIO (2001) Downloads

    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2002)
  4. Seasonal adjustment and cointegration
    BORRADORES DE INVESTIGACIÓN, UNIVERSIDAD DEL ROSARIO Downloads View citations (1)

2001

  1. Forecasting the spot prices of various coffee types using linear and non-linear error correction models
    BORRADORES DE INVESTIGACIÓN, UNIVERSIDAD DEL ROSARIO Downloads
    See also Journal Article in International Journal of Finance & Economics (2004)
  2. 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 (2000) Downloads

    See also Journal Article in Economic Modelling (2003)

2000

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

1999

  1. 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 Downloads

1998

  1. 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 Downloads View citations (3)

1996

  1. 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 View citations (4)

1995

  1. Structural Breaks and Seasonal Integration
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (1)
    See also Journal Article in Economics Letters (1997)

Journal Articles

2017

  1. A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market
    The Journal of Real Estate Finance and Economics, 2017, 54, (1), 1-16 Downloads
    See also Working Paper (2015)
  2. Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology
    The Energy Journal, 2017, Volume 38, (Number 2) Downloads View citations (1)
    See also Working Paper (2015)
  3. Investigating diesel market integration in France: Evidence from micro data
    Energy Economics, 2017, 63, (C), 314-321 Downloads
  4. Response surface models for OLS and GLS detrending-based unit-root tests in nonlinear ESTAR models
    Stata Journal, 2017, 17, (3), 704-722 Downloads

2016

  1. A pairwise-based approach to examining the Feldstein–Horioka condition of international capital mobility
    Empirical Economics, 2016, 50, (2), 279-297 Downloads
  2. On financial liberalization and long-run risk sharing
    International Economics, 2016, (148), 31-40 Downloads
    Also in International Economics, 2016, 148, (C), 31-40 (2016) Downloads

2015

  1. A pair-wise analysis of the law of one price: Evidence from the crude oil market
    Economics Letters, 2015, 129, (C), 39-41 Downloads
  2. Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks
    Economic Modelling, 2015, 49, (C), 270-277 Downloads View citations (4)
    See also Working Paper (2015)
  3. The expectations hypothesis and decoupling of short- and long-term US interest rates: A pairwise approach
    The North American Journal of Economics and Finance, 2015, 34, (C), 301-313 Downloads
    See also Working Paper (2015)

2014

  1. A NOTE ON THE EXTENT OF U.S. REGIONAL INCOME CONVERGENCE
    Macroeconomic Dynamics, 2014, 18, (07), 1635-1655 Downloads
    See also Working Paper (2013)
  2. Crude oil price differentials, product heterogeneity and institutional arrangements
    Energy Economics, 2014, 46, (S1), S28-S32 Downloads View citations (2)
  3. Re-examining the Feldstein–Horioka and Sachs' views of capital mobility: A heterogeneous panel setup
    International Review of Economics & Finance, 2014, 33, (C), 1-11 Downloads View citations (2)

2013

  1. A Spatiotemporal Analysis of Agricultural Prices: An Application to Colombian Data
    Agribusiness, 2013, 29, (4), 497-508 Downloads
    See also Working Paper (2012)
  2. Modelling the behaviour of unemployment rates in the US over time and across space
    Physica A: Statistical Mechanics and its Applications, 2013, 392, (22), 5711-5722 Downloads View citations (1)
    See also Working Paper (2013)
  3. On the dynamics of gasoline market integration in the United States: Evidence from a pair-wise approach
    Energy Economics, 2013, 36, (C), 503-510 Downloads View citations (6)
    See also Working Paper (2012)
  4. Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots
    Computational Economics, 2013, 41, (1), 1-9 Downloads View citations (5)
  5. Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach
    Economics Letters, 2013, 118, (1), 29-32 Downloads
    See also Working Paper (2012)
  6. The long-run behaviour of the terms of trade between primary commodities and manufactures: a panel data approach
    Portuguese Economic Journal, 2013, 12, (1), 35-56 Downloads View citations (1)
    See also Working Paper (2013)

2012

  1. PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks
    Open Economies Review, 2012, 23, (5), 767-783 Downloads View citations (1)
    See also Working Paper (2011)
  2. Response surface models for the Leybourne unit root tests and lag order dependence
    Computational Statistics, 2012, 27, (3), 473-486 Downloads View citations (10)

2011

  1. Investigating regional house price convergence in the United States: Evidence from a pair-wise approach
    Economic Modelling, 2011, 28, (6), 2369-2376 Downloads View citations (15)
    See also Working Paper (2011)
  2. Real interest parity: A note on Asian countries using panel stationarity tests
    Journal of Asian Economics, 2011, 22, (6), 550-557 Downloads View citations (2)
    See also Working Paper (2011)
  3. Testing the law of one price in food markets: evidence for Colombia using disaggregated data
    Empirical Economics, 2011, 40, (2), 269-284 Downloads View citations (3)
    See also Working Paper (2008)
  4. The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies
    International Review of Economics & Finance, 2011, 20, (4), 679-689 Downloads View citations (5)
    See also Working Paper (2010)

2010

  1. Are EU budget deficits stationary?
    Empirical Economics, 2010, 38, (3), 767-778 Downloads View citations (10)
    See also Working Paper (2009)
  2. On the Stationarity of Current Account Deficits in the European Union
    Review of International Economics, 2010, 18, (4), 730-740 Downloads View citations (8)
    See also Working Paper (2010)
  3. Pricing behaviour under competition in the UK electricity supply industry
    Oxford Economic Papers, 2010, 62, (3), 478-503 Downloads View citations (11)
    See also Working Paper (2007)
  4. Statistical Inference for Testing Gini Coefficients: An Application for Colombia
    Ensayos sobre Política Económica, 2010, 28, (62), 226-238 Downloads
    Also in ENSAYOS SOBRE POLÍTICA ECONÓMICA, 2010, 28, (62), 226-238 (2010) Downloads

    See also Working Paper (2009)

2009

  1. Modelling the monetary policy reaction function of the Colombian Central Bank
    Macroeconomics and Finance in Emerging Market Economies, 2009, 2, (1), 3-11 Downloads
    See also Working Paper (2008)

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 Downloads View citations (2)
    See also Working Paper (2006)

2007

  1. Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence
    Economics Letters, 2007, 97, (2), 179-184 Downloads View citations (1)
    See also Working Paper (2007)
  2. Testing for stock market integration in a developing economy: Colombia
    Applied Financial Economics Letters, 2007, 3, (4), 231-236 Downloads View citations (1)
    See also Working Paper (2006)
  3. The KPSS Test with Outliers
    Computational Economics, 2007, 29, (3), 423-423 Downloads
    Also in Computational Economics, 2005, 26, (3), 59-67 (2005) Downloads View citations (5)

    See also Working Paper (2003)

2006

  1. Inflation before and after central bank independence: The case of Colombia
    Journal of Development Economics, 2006, 79, (1), 168-182 Downloads View citations (12)

2005

  1. Testing for seasonal unit roots in heterogeneous panels
    Economics Letters, 2005, 86, (2), 229-235 Downloads View citations (8)
    See also Working Paper (2004)

2004

  1. 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 Downloads View citations (8)
    See also Working Paper (2001)
  2. 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 Downloads

2003

  1. Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach
    Economic Modelling, 2003, 20, (1), 165-179 Downloads View citations (2)
    See also Working Paper (2001)
  2. On the dynamics of unemployment in a developing economy: Colombia
    Applied Economics Letters, 2003, 10, (14), 895-898 Downloads View citations (6)
    See also Working Paper (2002)

2002

  1. On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach
    Studies in Nonlinear Dynamics & Econometrics, 2002, 6, (3), 1-21 Downloads View citations (2)
    See also Working Paper (2002)
  2. Smooth transition vector error correction models for the spot prices of coffee
    Applied Economics Letters, 2002, 9, (14), 925-928 Downloads View citations (6)
  3. The timing of tariff structure changes in regulated industries: evidence from England and Wales
    Structural Change and Economic Dynamics, 2002, 13, (1), 71-99 Downloads View citations (2)

2001

  1. Coffee export booms and monetary disequilibrium: some evidence for Colombia
    Applied Economics, 2001, 33, (2), 267-276 Downloads View citations (4)
  2. 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 Downloads View citations (1)
  3. Modelling the spot prices of various coffee types
    Economic Modelling, 2001, 18, (4), 625-641 Downloads View citations (7)
  4. Price Discrimination, Regulation and Entry in the UK Residential Electricity Market
    Bulletin of Economic Research, 2001, 53, (3), 161-75 View citations (8)

2000

  1. Coffee, economic fluctuations and stabilisation: an intertemporal disequilibrium model with capital market imperfections
    Journal of Development Economics, 2000, 62, (1), 105-129 Downloads View citations (4)
  2. Testing for cointegration: power versus frequency of observation -- further Monte Carlo results
    Economics Letters, 2000, 67, (1), 5-9 Downloads View citations (30)

1999

  1. The real exchange rate in Colombia: an analysis using multivariate cointegration
    Applied Economics, 1999, 31, (5), 661-671 Downloads View citations (5)

1997

  1. Los determinantes de la tasa de cambio real en Colombia
    COYUNTURA ECONÓMICA, 1997 Downloads
  2. Structural breaks and seasonal integration
    Economics Letters, 1997, 56, (1), 13-19 Downloads View citations (14)
    See also Working Paper (1995)

Undated

  1. An estimation of the pattern of diffusion of mobile phones: The case of Colombia
    Telecommunications Policy, 33, (10-11), 611-620 Downloads View citations (2)
    See also Working Paper (2008)

Software Items

2017

  1. 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
    Statistical Software Components, Boston College Department of Economics Downloads
  2. 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
    Statistical Software Components, Boston College Department of Economics Downloads
  3. KSSUR: Stata module to calculate Kapetanios, Shin & Snell unit root test statistic along with critical values and p-values
    Statistical Software Components, Boston College Department of Economics Downloads
  4. KSUR: Stata module to calculate Kapetanios & Shin unit root test statistic along with finite-sample critical values and p-values
    Statistical Software Components, Boston College Department of Economics Downloads
 
Page updated 2017-11-21