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Otero, Jesús | Profesor titular de carrera
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- Profesor titular de carrera, Universidad del Rosario
Investigador de la UROSARIO
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Publicaciones
publicaciones seleccionadas
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artículo
- Asymmetric behaviour and the 9-ending pricing of retail gasoline 2023
- Psychological price barriers, El Niño, La Niña: New insights for the case of coffee 2023
- Wholesale price rigidities and exchange rate pass-through: Evidence from daily data of agricultural products 2023
- Convergence in retail gasoline prices: insights from Canadian cities 2022
- Erratum: Unit-root tests for explosive behavior 2022
- Multivariate Cointegration and Temporal Aggregation: Some Further Simulation Results 2022
- Search intensity, search time and prices: evidence from retail diesel markets in France 2022
- Testing for exuberance in house prices using data sampled at different frequencies 2022
- Testing for time-varying Granger causality 2022
- The wage curve within and across regions: new insights from a pairwise view of US states 2022
- A one covariate at a time, multiple testing approach to variable selection in high‐dimensional linear regression models: A replication in a narrow sense 2021
- Testing the efficiency of inflation and exchange rate forecast revisions in a changing economic environment 2021
- The effects of FX-interventions on forecasters disagreement: A mixed data sampling view 2021
- Unit-root tests for explosive behavior 2021
- ¿Qué nos dicen las encuestas sobre la formación de expectativas de inflación? 2021
- A tale of two coffees? Analysing interaction and futures market efficiency 2020
- Rigidities and adjustments of daily prices to costs: Evidence from supermarket data 2020
- The Beveridge Curve Across US States: New Insights From a Pairwise Approach 2020
- Predicting Early Career Productivity of PhD Economists: Does Advisor-Match Matter? 2020
- Re-examining the movements of crude oil spot and futures prices over time 2019
- Una base de datos de precios y características de vivienda en Colombia con información de Internet 2019
- An Internet-based Data Set of Prices and Characteristics of Dwelling in Colombia [Construção de uma base de dados de preços e características de moradia para a Colômbia] [Una base de datos de precios y características de vivienda en Colombia con información de internet] 2019
- Interest Rate Convergence Across Maturities: Evidence from Bank Data in an Emerging Market Economy 2019
- Property Heterogeneity and Convergence Club Formation Among Local House Prices 2019
- Explaining Coffee Price Differentials in Terms of Chemical Markers: Evidence from a Pairwise Approach 2018
- Unit-root Tests Based on Forward and Reverse Dickey–fuller Regressions 2018
- A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market 2017
- Investigating Diesel Market Integration in France: Evidence from Micro Data 2017
- Response Surface Models for OLS and GLS Detrending-based Unit-root Tests in Nonlinear ESTAR Models 2017
- Response Surface Models for the Elliott, Rothenberg, and Stock Unit-root Test 2017
- Testing for Spatial Market Integration: Evidence for Colombia Using a Pairwise Approach 2017
- A Pairwise-based Approach to Examining the Feldstein–Horioka Condition of International Capital Mobility 2016
- On Financial Liberalization and Long-run Risk Sharing 2016
- A Pair-wise Analysis of the Law of One Price: Evidence from the Crude Oil Market 2015
- Interest Rate Pass Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis Using Data from Colombian Banks 2015
- The Expectations Hypothesis and Decoupling of Short- and Long-term US Interest Rates: A Pairwise Approach 2015
- A Note On The Extent Of U.S. Regional Income Convergence 2014
- Crude Oil Price Differentials, Product Heterogeneity and Institutional Arrangements 2014
- Re-examining the Feldstein-Horioka and Sachs' views of capital mobility: A Heterogeneous Panel Setup 2014
- A Spatiotemporal Analysis of Agricultural Prices: An Application to Colombian Data 2013
- Modelling the Behaviour of Unemployment Rates in the US over Time and across Space 2013
- On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-wise Approach 2013
- Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots 2013
- Testing the Law of One Price in Retail Banking: An Analysis for Colombia Using a Pair-wise Approach 2013
- The Long-run Behaviour of the Terms of Trade between Primary Commodities and Manufactures: a Panel Data Approach 2013
- PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks 2012
- Response Surface Models for the Leybourne Unit Root Tests and Lag Order Dependence 2012
- Investigating Regional House Price Convergence in the United States: Evidence from a Pair-wise Approach 2011
- Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests 2011
- Testing the Law of One Price in Food Markets: Evidence for Colombia Using Disaggregated Data 2011
- The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies 2011
- Are EU Budget Deficits Stationary? 2010
- On the Stationarity of Current Account Deficits in the European Union 2010
- Pricing Behaviour under Competition in the UK ElectriciTY Supply Industry 2010
- Statistical Inference for Testing Gini Coefficients: An Application for Colombia 2010
- Modelling the Monetary Policy Reaction Function of the Colombian Central Bank 2009
- Testing for Unit Roots in Three-dimensional Heterogeneous Panels in the Presence of Cross-sectional Dependence 2008
- Testing for Seasonal Unit Roots in Heterogeneous Panels in the Presence of Cross Section Dependence 2007
- Testing for Stock market Integration in a Developing Economy: Colombia 2007
- The KPSS Test with Outliers 2007
- Inflation Before and After Central Bank Independence: The Case of Colombia 2006
- Testing for Seasonal Unit Roots in Heterogeneous Panels 2005
- Forecasting the Spot Prices of Various Coffee Types Using Linear and Non-linear Error Correction Models 2004
- 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 2004
- Modelling Official and Parallel Exchange Rates in Colombia under Alternative Regimes: a Non-linear Approach 2003
- On the Dynamics of Unemployment in a Developing Economy: Colombia 2003
- On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach 2002
- Smooth Transition Vector Error Correction Models for the Spot Prices of Coffee 2002
- The Timing of Tariff Structure Changes in Regulated Industries: Evidence from England and Wales 2002
- Coffee Export Booms and Monetary Disequilibrium: Some Evidence for Colombia 2001
- Incumbent and Entrant Response to Regulated Competition: Signaling with Accounting Costs and Market Prices2 2001
- Modelling the Spot Prices of Various Coffee Types 2001
- Price Discrimination, Regulation and Entry in the UK Residential Electricity Market 2001
- Coffee, Economic Fluctuations and Stabilisation: an Intertemporal Disequilibrium Model with Capital Market Imperfections 2000
- Testing for Cointegration: Power Versus Frequency of Observation -- Further Monte Carlo Results 2000
- The Eeal Exchange Rate in Colombia: an Analysis Using Multivariate Cointegration 1999
- Los determinantes de la tasa de cambio real en Colombia 1997
- Structural Breaks and Seasonal Integration 1997
- An Estimation of the Pattern of Diffusion of Mobile Phones: The Case of Colombia
-
documento de trabajo
- Drivers of COVID-19 in U.S. counties: A wave-level analysis 2024
- Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 2023
- Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 2023
- Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 2023
- Drivers of COVID-19 deaths in the United States: A two-stage modeling approach 2022
- Convergence in retail gasoline prices: Insights from Canadian cities 2021
- Testing for exuberance in house prices using data sampled at different frequencies 2021
- Multivariate cointegration and temporal aggregation: some further simulation results 2020
- Rigidities and Adjustments of Daily Prices to Costs: Evidence from Supermarket Data 2019
- Early Career Research Production in Economics: Does Mentoring Matter? 2018-11
- Implementing the Leybourne Taylor Test for Seasonal Unit Roots in Stata 2018-10
- Property Heterogeneity and Convergence Club Formation among Local House Prices 2018-09
- Response Surface Models for the Elliott, Rothenberg, Stock DF-GLS Unit Root Test 2017-08
- Climbing the property ladder: An analysis of market integration in London property prices 2016-12
- Pair-Wise Analysis of Intra-City Price Convergence Within the Paris Housing Market 2015-11
- The Expectations Hypothesis and Decoupling of Short- and Long-Term US Interest Rates: A Pairwise Approach 2015-09
- Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks 2015-04
- A Pairwise-Based Approach to Examine the Feldstein-Horioka Condition of International Capital Mobility 2015-01
- Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology 2015
- A Note on the Extent of US Regional Income Convergence 2013-12
- Modelling the Behaviour of Unemployment Rates in the US over Time and Across Space 2013-07
- The Long Run Behavior of The Terms of Trade Between Primary Commodities and Manufactures: A Panel Data Approach 2013
- On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair Wise Approach 2012-10
- On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-Wise Approach 2012-10
- A Spatio Temporal Analysis of Agricultural Prices: An Application to Colombian Data 2012-09
- Testing the Law of One Price in Retail Banking: An Analysis for Colombia Using a Pair Wise Approach 2012-09
- PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-sectional Dependency and Structural Breaks 2011-12
- Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach 2011-06
- Real Interest Parity: A note on Asian Countries Using Panel Stationarity Tests 2011-05
- An Analysis of the Relationship between Wages in the Public and Private Sector in Colombia: A Panel Data Approach 2011-03
- The Long-Run Behaviour of the Terms of Trade between Primary Commodities and Manufactures: A Panel Data Approach 2011
- The Long-Run Behaviour of the Terms of Trade between Primary Commodities and Manufactures 2011
- The Term Structure of Interest Rates, the Expectations Hypothesis and International Financial Integration: Evidence from Asian Economies 2010-11
- On the Stationarity of Current Account Deficits in the European Union 2009-12
- Statistical Inference for Testing Gini Coefficients: An Application for Colombia 2009-06
- Are EU Budget Deficits Stationary? 2009-01
- An Estimation of the Pattern of Diffusion of Mobile Phones: The Case of Colombia 2008-11
- Testing the Law of One Price in Food Markets: Evidence for Colombia Using Disaggregated Data 2008-10
- Are EU Budgets Stationary? 2008-09
- Testing for Seasonal Unit Roots In Heterogeneous Panels Using Monthly Data in: The Presence of Cross Sectional Dependence 2008-09
- Modeling the Monetary Policy Reaction Function of the Colombian Central Bank 2008-04
- Are EU Budget Deficits Sustainable? 2007-05
- On the Sustainability of the EU’s Current Account Deficits 2007-02
- Pricing Behaviour under Competition in the UK Electricity Supply Industry 2007
- Testing for Seasonal Unit Roots in Heterogeneous Panels in the Presence of Cross Section Dependence 2007
- Testing for Unit Roots in Three Dimensional Heterogeneous Panels in: The Presence of Cross Sectional Dependence 2006-10
- Testing for Stationarity in Heterogeneous Panel Data in: The Presence of Cross Section Dependence 2006-09
- Testing for Stock Market Integration in a Developing Economy: Colombia 2006-08
- Testing for Seasonal Unit Roots in Heterogeneous Panels 2004-08
- The KPSS Test with Outliers 2003-11
- Seasonal Adjustment and Cointegration 2002-12
- On the Dynamics of Unemployment in a Developing Economy: Colombia 2002-05
- On the Determinants of the Inflation Rate in Colombia: A Disequilibrium Market Approach 2002-01
- On the Dynamics of Lending and Deposit Interest Rates in Emerging Markets: A Non Linear Approach 2001-11
- Forecasting the Spot Prices of Various Coffee Types Using Linear and Non Linear Error Correction Models 2001-10
- Modelling Official and Parallel Exchange Rates in Colombia under Alternative Regimes: A Non-Linear Approach (Corrected Version) 2000-12
- Modelling Official and Parallel Exchange Rates in Colombia under Alternative Regimes: A Non Linear Approach 2000-02
- Identification and Estimation of a Labour Market Model for the Tradeables Sector: The Greek Case 1999-03
- Modelling the Behaviour of the Spot Prices of Various Types of Coffee 1998-12
- Modeling the Behaviour of the Spot Prices of Various Types of Coffee 1998
- Structural Breaks and Seasonal Integration 1995-04
- The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation 1966-03
Investigaciones
Líneas de investigación
- Cointegración
- Econometría
- Modelos macroeconométricos de series de tiempo
- Modelos no lineales
- Raíces unitarias
- Raíces unitarias y cointegración en datos de panel
Formación
Educación y Formación
- Doctorado en Economía - University of Warwick
Último título obtenido
- Doctor
Contacto
nombre completo
- Otero
- Jesús
Perfiles
Google Scholar
- https://scholar.google.com.co/citations?user=wJdm7gMAAAAJ&hl=en
Scopus
- https://www.scopus.com/authid/detail.uri?authorId=7102841786