Details about Jesus Otero

Homepage:	http://www.urosario.edu.co/Profesores/Listado-de-profesores/O/Otero-Cardona-Jesus/
Phone:	(+57 1) 297 02 00 Ex
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 2025-01-04. Update your information in the RePEc Author Service.

Short-id: pot11

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Working Papers

2025

1. Drivers of COVID-19 in U.S. counties: A wave-level analysis
   Boston College Working Papers in Economics, Boston College Department of Economics

2023

2. Drivers of COVID-19 deaths in the United States: A two-stage modeling approach
   UK Stata Conference 2023, Stata Users Group
   Also in 2022 Stata Conference, Stata Users Group (2022)
   Northern European Stata Conference 2023, Stata Users Group
   Swiss Stata Conference 2022, Stata Users Group (2022)
   German Stata Conference 2023, Stata Users Group (2023)

2021

3. Convergence in retail gasoline prices: Insights from Canadian cities
   Working Paper series, Rimini Centre for Economic Analysis
   See also Journal Article Convergence in retail gasoline prices: insights from Canadian cities, The Annals of Regional Science, Springer (2022) View citations (1) (2022)
4. Testing for exuberance in house prices using data sampled at different frequencies
   Working Paper series, Rimini Centre for Economic Analysis View citations (1)
5. Testing for time-varying Granger causality
   Economics Virtual Symposium 2021, Stata Users Group
   See also Journal Article Testing for time-varying Granger causality, Stata Journal, StataCorp LLC (2022) View citations (14) (2022)

2020

6. Multivariate cointegration and temporal aggregation: some further simulation results
   Discussion Paper Series, Department of Economics, University of Macedonia
   See also Journal Article Multivariate Cointegration and Temporal Aggregation: Some Further Simulation Results, Computational Economics, Springer (2022) View citations (8) (2022)
7. Unit root tests for explosive behaviour
   London Stata Conference 2020, Stata Users Group View citations (4)
   See also Journal Article Unit-root tests for explosive behavior, Stata Journal, StataCorp LLC (2021) View citations (3) (2021)

2019

8. Rigidities and adjustments of daily prices to costs: Evidence from supermarket data
   The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics
   See also Journal Article Rigidities and adjustments of daily prices to costs: Evidence from supermarket data, Journal of Economic Dynamics and Control, Elsevier (2020) View citations (5) (2020)

2018

9. Early Career Research Production in Economics: Does Mentoring Matter?
   IZA Discussion Papers, Institute of Labor Economics (IZA)
10. Implementing the Leybourne-Taylor test for seasonal unit roots in Stata
    London Stata Conference 2018, Stata Users Group
11. Property Heterogeneity and Convergence Club Formation among Local House Prices
    Working Paper series, Rimini Centre for Economic Analysis
    See also Journal Article Property heterogeneity and convergence club formation among local house prices, Journal of Housing Economics, Elsevier (2019) View citations (25) (2019)

2017

12. Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test
    United Kingdom Stata Users' Group Meetings 2017, Stata Users Group View citations (15)
    Also in 2017 Stata Conference, Stata Users Group (2017) View citations (14)

2016

13. Climbing the property ladder: An analysis of market integration in London property prices
    Working Paper series, Rimini Centre for Economic Analysis View citations (6)

2015

14. A Pair-Wise Analysis of Intra-City Price Convergence Within the Paris Housing Market
    Working Paper series, Rimini Centre for Economic Analysis View citations (3)
    See also Journal Article A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market, The Journal of Real Estate Finance and Economics, Springer (2017) View citations (12) (2017)
15. A Pairwise-Based Approach to Examine the Feldstein-Horioka Condition of International Capital Mobility
    Working Papers in Economics, University of Waikato View citations (1)
16. 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
    See also Journal Article Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology, The Energy Journal (2017) View citations (1) (2017)
17. 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 View citations (23)
    See also Journal Article Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks, Economic Modelling, Elsevier (2015) View citations (23) (2015)
18. The Expectations Hypothesis and Decoupling of Short- and Long-Term US Interest Rates: A Pairwise Approach
    Working Paper series, Rimini Centre for Economic Analysis View citations (3)
    See also Journal Article The expectations hypothesis and decoupling of short- and long-term US interest rates: A pairwise approach, The North American Journal of Economics and Finance, Elsevier (2015) View citations (3) (2015)

2013

19. A Note on the Extent of US Regional Income Convergence
    Working Paper series, Rimini Centre for Economic Analysis View citations (3)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2013) View citations (4)
    See also Journal Article A NOTE ON THE EXTENT OF U.S. REGIONAL INCOME CONVERGENCE, Macroeconomic Dynamics, Cambridge University Press (2014) View citations (8) (2014)
20. Modelling the Behaviour of Unemployment Rates in the US over Time and across Space
    Working Paper series, Rimini Centre for Economic Analysis View citations (4)
    Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2013) View citations (3)
    See also Journal Article Modelling the behaviour of unemployment rates in the US over time and across space, Physica A: Statistical Mechanics and its Applications, Elsevier (2013) View citations (5) (2013)
21. 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 View citations (6)
    Also in WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) (2011) View citations (2)
    See also Journal Article The long-run behaviour of the terms of trade between primary commodities and manufactures: a panel data approach, Portuguese Economic Journal, Springer (2013) View citations (6) (2013)

2012

22. A spatio-temporal analysis of agricultural prices: An application to Colombian data
    Borradores de Economia, Banco de la Republica
    Also in Borradores de Economia, Banco de la Republica de Colombia (2012)
    See also Journal Article A Spatiotemporal Analysis of Agricultural Prices: An Application to Colombian Data, Agribusiness, John Wiley & Sons, Ltd. (2013) View citations (2) (2013)
23. On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-Wise Approach
    Working Paper series, Rimini Centre for Economic Analysis View citations (1)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2012) View citations (1)
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2012)
    See also Journal Article On the dynamics of gasoline market integration in the United States: Evidence from a pair-wise approach, Energy Economics, Elsevier (2013) View citations (19) (2013)
24. 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
    Also in Borradores de Economia, Banco de la Republica (2012)
    See also Journal Article Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach, Economics Letters, Elsevier (2013) View citations (3) (2013)

2011

25. 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
26. Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach
    Working Paper series, Rimini Centre for Economic Analysis View citations (63)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2011) View citations (63)
    See also Journal Article Investigating regional house price convergence in the United States: Evidence from a pair-wise approach, Economic Modelling, Elsevier (2011) View citations (63) (2011)
27. 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 View citations (1)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2011) View citations (2)
    Discussion Paper Series, Department of Economics, University of Macedonia (2011) View citations (1)
    See also Journal Article PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks, Open Economies Review, Springer (2012) View citations (8) (2012)
28. Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests
    Working Paper series, Rimini Centre for Economic Analysis View citations (12)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2011) View citations (12)
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2011) View citations (12)
    See also Journal Article Real interest parity: A note on Asian countries using panel stationarity tests, Journal of Asian Economics, Elsevier (2011) View citations (12) (2011)

2010

29. On the Stationarity of Current Account Deficits in the European Union
    Working Paper series, Rimini Centre for Economic Analysis View citations (18)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2009) View citations (6)
    See also Journal Article On the Stationarity of Current Account Deficits in the European Union, Review of International Economics, Wiley Blackwell (2010) View citations (15) (2010)
30. The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies
    Working Paper series, Rimini Centre for Economic Analysis
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2009)
    See also Journal Article The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies, International Review of Economics & Finance, Elsevier (2011) View citations (12) (2011)

2009

31. ARE EU BUDGET DEFICITS STATIONARY?
    Working Paper series, Rimini Centre for Economic Analysis View citations (1)
    See also Journal Article Are EU budget deficits stationary?, Empirical Economics, Springer (2010) View citations (13) (2010)
32. Statistical inference for testing gini coefficients: an application for Colombia
    Documentos de Trabajo, Universidad del Rosario
    See also Journal Article Statistical Inference for Testing Gini Coefficients: An Application for Colombia, Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia (2010) (2010)

2008

33. An estimation of the pattern of diffusion of mobile phones: the case of Colombia
    Documentos de Trabajo, Universidad del Rosario View citations (11)
    See also Journal Article An estimation of the pattern of diffusion of mobile phones: The case of Colombia, Telecommunications Policy, Elsevier View citations (15)
34. Are EU budgets stationary?
    Discussion Paper Series, Department of Economics, University of Macedonia
35. Modeling the monetary policy reaction function of the colombian central bank
    Documentos de Trabajo, Universidad del Rosario View citations (1)
    See also Journal Article Modelling the monetary policy reaction function of the Colombian Central Bank, Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals (2009) (2009)
36. Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence
    Economic Research Papers, University of Warwick - Department of Economics View citations (1)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2008) View citations (1)
37. Testing the law of one price in food markets: evidence for Colombia using disaggregated data
    Documentos de Trabajo, Universidad del Rosario
    See also Journal Article Testing the law of one price in food markets: evidence for Colombia using disaggregated data, Empirical Economics, Springer (2011) View citations (5) (2011)

2007

38. Are EU budget deficits sustainable?
    Discussion Paper Series, Department of Economics, Loughborough University View citations (2)
39. On The Sustainability of the EU’s Current Account Deficits
    Discussion Paper Series, Department of Economics, Loughborough University
40. 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 (4)
    See also Journal Article Pricing behaviour under competition in the UK electricity supply industry, Oxford Economic Papers, Oxford University Press (2010) View citations (21) (2010)
41. 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 (4)
    See also Journal Article Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence, Economics Letters, Elsevier (2007) View citations (4) (2007)

2006

42. 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)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2006) View citations (4)
43. Testing for stock market integration in a developing economy: Colombia
    Documentos de Trabajo, Universidad del Rosario
    See also Journal Article Testing for stock market integration in a developing economy: Colombia, Applied Financial Economics Letters, Taylor & Francis Journals (2007) (2007)
44. 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 View citations (1)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2006)
    See also Journal Article Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence, Economics Letters, Elsevier (2008) View citations (5) (2008)

2004

45. Testing for Seasonal Unit Roots in Heterogeneous Panels
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (1)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2004)
    Econometric Society 2004 Latin American Meetings, Econometric Society (2004) View citations (1)
    See also Journal Article Testing for seasonal unit roots in heterogeneous panels, Economics Letters, Elsevier (2005) View citations (10) (2005)

2003

46. The KPSS Test with Outliers
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (1)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2003) View citations (1)
    See also Journal Article The KPSS Test with Outliers, Computational Economics, Springer (2007) View citations (1) (2007)

2002

47. ON THE DYNAMICS OF UNEMPLOYMENT IN A DEVELOPING ECONOMY: COLOMBIA
    Borradores de Economia, Banco de la Republica View citations (3)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2002) View citations (3)
    See also Journal Article On the dynamics of unemployment in a developing economy: Colombia, Applied Economics Letters, Taylor & Francis Journals (2003) View citations (7) (2003)
48. On the determinants of the inflation rate in Colombia: a disequilibrium market approach
    Borradores de Investigación, Universidad del Rosario View citations (2)
49. On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002)
    Borradores de Investigación, Universidad del Rosario (2001)
    See also Journal Article On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2002) View citations (8) (2002)
50. Seasonal adjustment and cointegration
    Borradores de Investigación, Universidad del Rosario View citations (2)

2001

51. Forecasting the spot prices of various coffee types using linear and non-linear error correction models
    Borradores de Investigación, Universidad del Rosario
    See also Journal Article Forecasting the spot prices of various coffee types using linear and non-linear error correction models, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2004) View citations (15) (2004)
52. 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) View citations (1)
    See also Journal Article Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach, Economic Modelling, Elsevier (2003) View citations (2) (2003)

2000

53. Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version)
    Borradores de Investigación, Universidad del Rosario

1999

54. IDENTIFICATION AND ESTIMATION OF A LABOUR MARKET MODEL FOR THE TRADEABLES SECTOR: THE GREEK CASE
    Economic Research Papers, University of Warwick - Department of Economics
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1999)

1998

55. MODELLING THE BEHAVIOUR OF THE SPOT PRICES OF VARIOUS TYPES OF COFFEE
    Economic Research Papers, University of Warwick - Department of Economics View citations (1)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1998) View citations (3)

1996

56. 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 (5)
    Also in Economic Research Papers, University of Warwick - Department of Economics (1966)

1995

57. Structural Breaks and Seasonal Integration
    Economic Research Papers, University of Warwick - Department of Economics View citations (1)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1995) View citations (1)
    See also Journal Article Structural breaks and seasonal integration, Economics Letters, Elsevier (1997) View citations (18) (1997)

Journal Articles

2025

1. The dynamics of U.S. industrial production: A time-varying Granger causality perspective
   Econometrics and Statistics, 2025, 33, (C), 13-22

2023

2. Asymmetric behaviour and the 9-ending pricing of retail gasoline
   Energy, 2023, 263, (PC) View citations (2)
3. Psychological price barriers, El Niño, La Niña: New insights for the case of coffee
   Journal of Commodity Markets, 2023, 31, (C) View citations (1)
4. Wholesale price rigidities and exchange rate pass-through: Evidence from daily data of agricultural products
   International Economics, 2023, 176, (C) View citations (1)

2022

5. Convergence in retail gasoline prices: insights from Canadian cities
   The Annals of Regional Science, 2022, 68, (1), 207-228 View citations (1)
   See also Working Paper Convergence in retail gasoline prices: Insights from Canadian cities, Working Paper series (2021) (2021)
6. Multivariate Cointegration and Temporal Aggregation: Some Further Simulation Results
   Computational Economics, 2022, 59, (1), 59-70 View citations (8)
   See also Working Paper Multivariate cointegration and temporal aggregation: some further simulation results, Discussion Paper Series (2020) (2020)
7. Search intensity, search time and prices: evidence from retail diesel markets in France
   Quality & Quantity: International Journal of Methodology, 2022, 56, (6), 4797-4807
8. Testing for exuberance in house prices using data sampled at different frequencies
   Studies in Nonlinear Dynamics & Econometrics, 2022, 26, (5), 675-691 View citations (1)
9. Testing for time-varying Granger causality
   Stata Journal, 2022, 22, (2), 355-378 View citations (14)
   See also Working Paper Testing for time-varying Granger causality, Economics Virtual Symposium 2021 (2021) (2021)
10. The wage curve within and across regions: new insights from a pairwise view of US states
    Empirical Economics, 2022, 62, (5), 2069-2089 View citations (3)

2021

11. A one covariate at a time, multiple testing approach to variable selection in high‐dimensional linear regression models: A replication in a narrow sense
    Journal of Applied Econometrics, 2021, 36, (6), 833-841 View citations (2)
12. Testing the efficiency of inflation and exchange rate forecast revisions in a changing economic environment
    Journal of Economic Behavior & Organization, 2021, 187, (C), 290-314 View citations (5)
13. The effects of FX-interventions on forecasters disagreement: A mixed data sampling view
    The North American Journal of Economics and Finance, 2021, 58, (C)
14. Unit-root tests for explosive behavior
    Stata Journal, 2021, 21, (4), 999-1020 View citations (3)
    Also in Stata Journal, 2022, 22, (1), 234-237 (2022)
    See also Working Paper Unit root tests for explosive behaviour, London Stata Conference 2020 (2020) View citations (4) (2020)

2020

15. A tale of two coffees? Analysing interaction and futures market efficiency
    Studies in Economics and Finance, 2020, 37, (1), 89-109 View citations (2)
16. Predicting early career productivity of PhD economists: Does advisor-match matter?
    Scientometrics, 2020, 122, (1), 429-449 View citations (16)
17. Rigidities and adjustments of daily prices to costs: Evidence from supermarket data
    Journal of Economic Dynamics and Control, 2020, 116, (C) View citations (5)
    See also Working Paper Rigidities and adjustments of daily prices to costs: Evidence from supermarket data, The Warwick Economics Research Paper Series (TWERPS) (2019) (2019)
18. The Beveridge Curve Across US States: New Insights From a Pairwise Approach
    Oxford Bulletin of Economics and Statistics, 2020, 82, (2), 405-424 View citations (1)

2019

19. Interest rate convergence across maturities: Evidence from bank data in an emerging market economy
    The North American Journal of Economics and Finance, 2019, 49, (C), 57-70 View citations (2)
20. Property heterogeneity and convergence club formation among local house prices
    Journal of Housing Economics, 2019, 43, (C), 1-13 View citations (25)
    See also Working Paper Property Heterogeneity and Convergence Club Formation among Local House Prices, Working Paper series (2018) (2018)
21. Re-examining the movements of crude oil spot and futures prices over time
    Energy Economics, 2019, 82, (C), 224-236 View citations (6)
22. Una base de datos de precios y características de vivienda en Colombia con información de Internet
    Revista de Economía del Rosario, 2019, 22, (1), 75-100

2018

23. Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach
    Economic Modelling, 2018, 72, (C), 190-201 View citations (4)
24. Unit-root tests based on forward and reverse Dickey–Fuller regressions
    Stata Journal, 2018, 18, (1), 22-28 View citations (5)

2017

25. 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 View citations (12)
    See also Working Paper A Pair-Wise Analysis of Intra-City Price Convergence Within the Paris Housing Market, Working Paper series (2015) View citations (3) (2015)
26. Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology
    The Energy Journal, 2017, 38, (2), 1-26 View citations (1)
    Also in The Energy Journal, 2017, Volume 38, (Number 2) (2017) View citations (6)
    See also Working Paper 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 (2015) (2015)
27. Investigating diesel market integration in France: Evidence from micro data
    Energy Economics, 2017, 63, (C), 314-321 View citations (10)
28. Response surface models for OLS and GLS detrending-based unit-root tests in nonlinear ESTAR models
    Stata Journal, 2017, 17, (3), 704-722 View citations (12)
29. Response surface models for the Elliott, Rothenberg, and Stock unit-root test
    Stata Journal, 2017, 17, (4), 985-1002 View citations (15)
30. Testing for spatial market integration: evidence for Colombia using a pairwise approach
    Agricultural Economics, 2017, 48, (6), 743-753 View citations (11)

2016

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

2015

33. A pair-wise analysis of the law of one price: Evidence from the crude oil market
    Economics Letters, 2015, 129, (C), 39-41 View citations (8)
34. 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 View citations (23)
    See also Working Paper Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks, Working Papers in Economics (2015) View citations (23) (2015)
35. 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 View citations (3)
    See also Working Paper The Expectations Hypothesis and Decoupling of Short- and Long-Term US Interest Rates: A Pairwise Approach, Working Paper series (2015) View citations (3) (2015)

2014

36. A NOTE ON THE EXTENT OF U.S. REGIONAL INCOME CONVERGENCE
    Macroeconomic Dynamics, 2014, 18, (7), 1635-1655 View citations (8)
    See also Working Paper A Note on the Extent of US Regional Income Convergence, Working Paper series (2013) View citations (3) (2013)
37. Crude oil price differentials, product heterogeneity and institutional arrangements
    Energy Economics, 2014, 46, (S1), S28-S32 View citations (11)
38. 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 View citations (8)

2013

39. A Spatiotemporal Analysis of Agricultural Prices: An Application to Colombian Data
    Agribusiness, 2013, 29, (4), 497-508 View citations (2)
    See also Working Paper A spatio-temporal analysis of agricultural prices: An application to Colombian data, Borradores de Economia (2012) (2012)
40. 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 View citations (5)
    See also Working Paper Modelling the Behaviour of Unemployment Rates in the US over Time and across Space, Working Paper series (2013) View citations (4) (2013)
41. On the dynamics of gasoline market integration in the United States: Evidence from a pair-wise approach
    Energy Economics, 2013, 36, (C), 503-510 View citations (19)
    See also Working Paper On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-Wise Approach, Working Paper series (2012) View citations (1) (2012)
42. Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots
    Computational Economics, 2013, 41, (1), 1-9 View citations (9)
43. 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 View citations (3)
    See also Working Paper Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach, Borradores de Economia (2012) (2012)
44. 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 View citations (6)
    See also Working Paper 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 (2013) View citations (6) (2013)

2012

45. 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 View citations (8)
    See also Working Paper 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 (2011) View citations (1) (2011)
46. Response surface models for the Leybourne unit root tests and lag order dependence
    Computational Statistics, 2012, 27, (3), 473-486 View citations (18)

2011

47. Investigating regional house price convergence in the United States: Evidence from a pair-wise approach
    Economic Modelling, 2011, 28, (6), 2369-2376 View citations (63)
    See also Working Paper Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach, Working Paper series (2011) View citations (63) (2011)
48. Real interest parity: A note on Asian countries using panel stationarity tests
    Journal of Asian Economics, 2011, 22, (6), 550-557 View citations (12)
    See also Working Paper Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests, Working Paper series (2011) View citations (12) (2011)
49. Testing the law of one price in food markets: evidence for Colombia using disaggregated data
    Empirical Economics, 2011, 40, (2), 269-284 View citations (5)
    See also Working Paper Testing the law of one price in food markets: evidence for Colombia using disaggregated data, Documentos de Trabajo (2008) (2008)
50. 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 View citations (12)
    See also Working Paper The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies, Working Paper series (2010) (2010)

2010

51. Are EU budget deficits stationary?
    Empirical Economics, 2010, 38, (3), 767-778 View citations (13)
    See also Working Paper ARE EU BUDGET DEFICITS STATIONARY?, Working Paper series (2009) View citations (1) (2009)
52. On the Stationarity of Current Account Deficits in the European Union
    Review of International Economics, 2010, 18, (4), 730-740 View citations (15)
    See also Working Paper On the Stationarity of Current Account Deficits in the European Union, Working Paper series (2010) View citations (18) (2010)
53. Pricing behaviour under competition in the UK electricity supply industry
    Oxford Economic Papers, 2010, 62, (3), 478-503 View citations (21)
    See also Working Paper Pricing behaviour under competition in the UK electricity supply industry, The Warwick Economics Research Paper Series (TWERPS) (2007) View citations (4) (2007)
54. Statistical Inference for Testing Gini Coefficients: An Application for Colombia
    Revista ESPE - Ensayos sobre Política Económica, 2010, 28, (62), 226-238
    Also in Revista ESPE - Ensayos Sobre Política Económica, 2010, 28, (62), 226-238 (2010)
    See also Working Paper Statistical inference for testing gini coefficients: an application for Colombia, Documentos de Trabajo (2009) (2009)

2009

55. Modelling the monetary policy reaction function of the Colombian Central Bank
    Macroeconomics and Finance in Emerging Market Economies, 2009, 2, (1), 3-11
    See also Working Paper Modeling the monetary policy reaction function of the colombian central bank, Documentos de Trabajo (2008) View citations (1) (2008)

2008

56. Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence
    Economics Letters, 2008, 101, (3), 188-192 View citations (5)
    See also Working Paper Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence, The Warwick Economics Research Paper Series (TWERPS) (2006) View citations (1) (2006)

2007

57. Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence
    Economics Letters, 2007, 97, (2), 179-184 View citations (4)
    See also Working Paper Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence, The Warwick Economics Research Paper Series (TWERPS) (2007) View citations (4) (2007)
58. Testing for stock market integration in a developing economy: Colombia
    Applied Financial Economics Letters, 2007, 3, (4), 231-236
    See also Working Paper Testing for stock market integration in a developing economy: Colombia, Documentos de Trabajo (2006) (2006)
59. The KPSS Test with Outliers
    Computational Economics, 2007, 29, (3), 423-423 View citations (1)
    Also in Computational Economics, 2005, 26, (3), 59-67 (2005) View citations (5)
    See also Working Paper The KPSS Test with Outliers, The Warwick Economics Research Paper Series (TWERPS) (2003) View citations (1) (2003)

2006

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

2005

61. Testing for seasonal unit roots in heterogeneous panels
    Economics Letters, 2005, 86, (2), 229-235 View citations (10)
    See also Working Paper Testing for Seasonal Unit Roots in Heterogeneous Panels, The Warwick Economics Research Paper Series (TWERPS) (2004) View citations (1) (2004)

2004

62. 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 View citations (15)
    See also Working Paper Forecasting the spot prices of various coffee types using linear and non-linear error correction models, Borradores de Investigación (2001) (2001)
63. 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

64. Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach
    Economic Modelling, 2003, 20, (1), 165-179 View citations (2)
    See also Working Paper Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach, CeNDEF Workshop Papers, January 2001 (2001) (2001)
65. On the dynamics of unemployment in a developing economy: Colombia
    Applied Economics Letters, 2003, 10, (14), 895-898 View citations (7)
    See also Working Paper ON THE DYNAMICS OF UNEMPLOYMENT IN A DEVELOPING ECONOMY: COLOMBIA, Borradores de Economia (2002) View citations (3) (2002)

2002

66. On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach
    Studies in Nonlinear Dynamics & Econometrics, 2002, 6, (3), 21 View citations (8)
    See also Working Paper On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach, Economics and Finance Discussion Papers (2002) (2002)
67. Smooth transition vector error correction models for the spot prices of coffee
    Applied Economics Letters, 2002, 9, (14), 925-928 View citations (11)
68. 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 (3)

2001

69. Coffee export booms and monetary disequilibrium: some evidence for Colombia
    Applied Economics, 2001, 33, (2), 267-276 View citations (6)
70. 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 View citations (4)
71. Modelling the spot prices of various coffee types
    Economic Modelling, 2001, 18, (4), 625-641 View citations (17)
72. Price Discrimination, Regulation and Entry in the UK Residential Electricity Market
    Bulletin of Economic Research, 2001, 53, (3), 161-75 View citations (21)

2000

73. Coffee, economic fluctuations and stabilisation: an intertemporal disequilibrium model with capital market imperfections
    Journal of Development Economics, 2000, 62, (1), 105-129 View citations (5)
74. Testing for cointegration: power versus frequency of observation -- further Monte Carlo results
    Economics Letters, 2000, 67, (1), 5-9 View citations (42)

1999

75. The real exchange rate in Colombia: an analysis using multivariate cointegration
    Applied Economics, 1999, 31, (5), 661-671 View citations (6)

1997

76. Los determinantes de la tasa de cambio real en Colombia
    Coyuntura Económica, 1997 View citations (7)
77. Structural breaks and seasonal integration
    Economics Letters, 1997, 56, (1), 13-19 View citations (18)
    See also Working Paper Structural Breaks and Seasonal Integration, Economic Research Papers (1995) View citations (1) (1995)

Undated

78. An estimation of the pattern of diffusion of mobile phones: The case of Colombia
    Telecommunications Policy, 33, (10-11), 611-620 View citations (15)
    See also Working Paper An estimation of the pattern of diffusion of mobile phones: the case of Colombia, Documentos de Trabajo (2008) View citations (11) (2008)

Software Items

2024

1. TVGC: Stata module to perform Time-Varying Granger Causality tests
   Statistical Software Components, Boston College Department of Economics

2023

2. OCMT: Stata module to perform multiple testing approach in high-dimensional linear regression
   Statistical Software Components, Boston College Department of Economics

2022

3. 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
4. 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
5. RADF: Stata module to calculate unit root tests for explosive behaviour
   Statistical Software Components, Boston College Department of Economics

2020

6. BAING: Stata module to determine and estimate the number of common factors following Bai and Ng
   Statistical Software Components, Boston College Department of Economics

2018

7. 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
8. 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