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Jesus Otero

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Otero, Jesus & Smith, Jeremy, 2000. "Testing for cointegration: power versus frequency of observation -- further Monte Carlo results," Economics Letters, Elsevier, vol. 67(1), pages 5-9, April.

    Mentioned in:

    1. Troll e produttività: Minosse vs Daveri (e Travaglini)
      by Alberto Bagnai in Goofynomics on 2014-04-06 15:19:00

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Holmes, Mark J. & Otero, Jesús, 2019. "Re-examining the movements of crude oil spot and futures prices over time," Energy Economics, Elsevier, vol. 82(C), pages 224-236.

    Mentioned in:

    1. Re-examining the movements of crude oil spot and futures prices over time (Energy Economics 2019) in ReplicationWiki ()

Working papers

  1. Christopher F Baum & Jesús Otero & Stan Hurn, 2021. "Testing for time-varying Granger causality," Economics Virtual Symposium 2021 9, Stata Users Group.

    Cited by:

    1. İbrahim Özmen & Şerife Özşahin, 2023. "Effects of global energy and price fluctuations on Turkey's inflation: new evidence," Economic Change and Restructuring, Springer, vol. 56(4), pages 2695-2728, August.
    2. Festus Victor Bekun & Abdulkareem Alhassan & Ilhan Ozturk & Obadiah Jonathan Gimba, 2022. "Explosivity and Time-Varying Granger Causality: Evidence from the Bubble Contagion Effect of COVID-19-Induced Uncertainty on Manufacturing Job Postings in the United States," Mathematics, MDPI, vol. 10(24), pages 1-17, December.
    3. Elżbieta Szaruga & Elżbieta Załoga, 2022. "Environmental Management from the Point of View of the Energy Intensity of Road Freight Transport and Shocks," IJERPH, MDPI, vol. 19(21), pages 1-22, November.
    4. Ramesh Adhikari & Kyle J. Putnam, 2024. "Financial Market Stress and Commodity Returns: A Dynamic Approach," Commodities, MDPI, vol. 3(1), pages 1-23, January.
    5. Galán-Gutiérrez, Juan Antonio & Labeaga, José M. & Martín-García, Rodrigo, 2023. "Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle," Resources Policy, Elsevier, vol. 81(C).

  2. Jesus Otero & Theodore Panagiotidis & Georgios Papapanagiotou, 2020. "Multivariate cointegration and temporal aggregation: some further simulation results," Discussion Paper Series 2020_05, Department of Economics, University of Macedonia, revised Oct 2020.

    Cited by:

    1. Joshua G. Maples & B. Wade Brorsen, 2022. "Handling the discontinuity in futures prices when time series modeling of commodity cash and futures prices," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 70(2), pages 139-152, June.

  3. Jesús Otero & Christopher F Baum, 2020. "Unit root tests for explosive behaviour," London Stata Conference 2020 04, Stata Users Group.

    Cited by:

    1. Festus Victor Bekun & Abdulkareem Alhassan & Ilhan Ozturk & Obadiah Jonathan Gimba, 2022. "Explosivity and Time-Varying Granger Causality: Evidence from the Bubble Contagion Effect of COVID-19-Induced Uncertainty on Manufacturing Job Postings in the United States," Mathematics, MDPI, vol. 10(24), pages 1-17, December.
    2. Zoë Venter, 2021. "Honing in on Housing," Working Papers REM 2021/0163, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    3. Roberto Esposti, 2022. "Dating Common Commodity Price And Inflation Shocks With Alternative Approaches," Working Papers 469, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    4. Jesús Otero & Theodore Panagiotidis & Georgios Papapanagiotou, 2021. "Testing for exuberance in house prices using data sampled at different frequencies," Working Paper series 21-13, Rimini Centre for Economic Analysis.
    5. Yuchao Fan, 2022. "Dissecting the dot-com bubble in the 1990s NASDAQ," Papers 2206.14130, arXiv.org, revised Jul 2022.
    6. Roberto Esposti, 2022. "Who Moves First? Commodity Price Interdependence Through Time-Varying Granger Causality," Working Papers 471, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.

  4. Giulietti, Monica & Otero,Jesus & Waterson, Michael, 2019. "Rigidities and adjustments of daily prices to costs: Evidence from supermarket data," The Warwick Economics Research Paper Series (TWERPS) 1187, University of Warwick, Department of Economics.

    Cited by:

    1. Ortiz, Santiago & Castelblanco, Geraldine & Mantilla, Cesar, 2020. "Perishability, dynamic pricing and price discrimination: evidence from flower markets in Bogotá," SocArXiv pv5kz, Center for Open Science.
    2. César Salazar & Andrés Acuña‐Duarte & José Maria Gil, 2023. "Drought shocks and price adjustments in local food markets in Chile: Do product quality and marketing channel matter?," Agricultural Economics, International Association of Agricultural Economists, vol. 54(3), pages 349-363, May.
    3. Anton, Ramona & Chenavaz, Régis Y. & Paraschiv, Corina, 2023. "Dynamic pricing, reference price, and price-quality relationship," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).

  5. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2018. "Property Heterogeneity and Convergence Club Formation among Local House Prices," Working Paper series 18-35, Rimini Centre for Economic Analysis.

    Cited by:

    1. George A. Matysiak & Krzysztof Olszewski, 2019. "A panel analysis of Polish regional cities: residential price convergence in the primary market," NBP Working Papers 316, Narodowy Bank Polski.
    2. Maynou, Laia & Monfort, Mercedes & Morley, Bruce & Ordóñez, Javier, 2021. "Club convergence in European housing prices: The role of macroeconomic and housing market fundamentals," Economic Modelling, Elsevier, vol. 103(C).
    3. Gabrieli, Tommaso & Panagiotidis, Theodore & Xu, Yishuang, 2019. "Pair-wise convergence of intra-city house prices in Beijing," The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
    4. Mateusz Tomal, 2022. "Testing for overall and cluster convergence of housing rents using robust methodology: evidence from Polish provincial capitals," Empirical Economics, Springer, vol. 62(4), pages 2023-2055, April.
    5. Tomal Mateusz, 2019. "House Price Convergence on the Primary and Secondary Markets: Evidence from Polish Provincial Capitals," Real Estate Management and Valuation, Sciendo, vol. 27(4), pages 62-73, December.
    6. Kacou Yves Thierry Kacou, 2022. "Interregional inequality in Africa, convergence, and multiple equilibria: Evidence from nighttime light data," Review of Development Economics, Wiley Blackwell, vol. 26(2), pages 918-940, May.
    7. Rajesh Raj & Rath D.P., 2022. "House Price Convergence: Evidence from India [Convergence des prix des logements : le cas indien]," Working papers 893, Banque de France.
    8. Moritz Degler & Karsten Staehr, 2021. "Price and income convergence and the dynamic Penn effect in Central and Eastern Europe," Economic Change and Restructuring, Springer, vol. 54(3), pages 621-635, August.
    9. James E. Payne & Xiaojin Sun, 2023. "Time‐varying connectedness of metropolitan housing markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(2), pages 470-502, March.
    10. Christian Reiner & Robert Musil, 2023. "The regional variation of a housing boom. Disparities of land prices in Austria, 2000–2018 [Die regionale Differenzierung eines Immobilien-Booms. Disparitäten der Baulandpreise in Österreich, 2000–," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 43(1), pages 125-146, April.
    11. Feng Wang & Wenna Fan & Xiangyan Lin & Juan Liu & Xin Ye, 2020. "Does Population Mobility Contribute to Urbanization Convergence? Empirical Evidence from Three Major Urban Agglomerations in China," Sustainability, MDPI, vol. 12(2), pages 1-20, January.
    12. Shengguo Li & Jiaqi Liu & Jichang Dong & Xuerong Li, 2021. "20 Years of Research on Real Estate Bubbles, Risk and Exuberance: A Bibliometric Analysis," Sustainability, MDPI, vol. 13(17), pages 1-24, August.
    13. Sofia Vale & Felipa de Mello-Sampayo, 2021. "Effect of Hierarchical Parish System on Portuguese Housing Rents," Sustainability, MDPI, vol. 13(2), pages 1-17, January.
    14. Pan, Lei & Matsuki, Takashi, 2021. "House price convergence in the very long run: new evidence from Fourier quantile unit root test," MPRA Paper 110816, University Library of Munich, Germany.
    15. Yuanyuan Cai & Yingming Zhu & Marco Helbich, 2022. "Club convergence of regional housing prices in China: evidence from 70 major Cities," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 69(1), pages 33-55, August.
    16. Agyemang, Abraham & Chowdhury, Iftekhar & Balli, Faruk, 2021. "Quantifying Return Spillovers in Global Real Estate Markets," Journal of Housing Economics, Elsevier, vol. 52(C).
    17. Jin Hu & Xuelei Xiong & Yuanyuan Cai & Feng Yuan, 2020. "The Ripple Effect and Spatiotemporal Dynamics of Intra-Urban Housing Prices at the Submarket Level in Shanghai, China," Sustainability, MDPI, vol. 12(12), pages 1-17, June.
    18. Ning Wang & Zhigang Chen & Tianshu Li & Mengjia Zhen, 2022. "Spatiotemporal Pattern Evolution and Influence Mechanism of Urban Vertical Expansion: A Case Study of Jiangsu Province, China," Land, MDPI, vol. 11(3), pages 1-16, March.
    19. Dayong Zhang & Qiang Ji & Wan-Li Zhao & Nicholas J Horsewood, 2021. "Regional housing price dependency in the UK: A dynamic network approach," Urban Studies, Urban Studies Journal Limited, vol. 58(5), pages 1014-1031, April.

  6. Christopher Baum & Jesús Otero, 2017. "Response surface models for the Elliott, Rothenberg, Stock DF-GLS unit root test," 2017 Stata Conference 7, Stata Users Group.

    Cited by:

    1. Jelilov Gylych & Abdullahi Ahmad Jbrin & Bilal Celik & Abdurrahman Isik, 2020. "The Effect of Oil Price Fluctuation on the Economy of Nigeria," International Journal of Energy Economics and Policy, Econjournals, vol. 10(5), pages 461-468.
    2. Valérie Mignon & António Afonso & Jamel Saadaoui, 2023. "On the time-varying impact of China's bilateral political relations on its trading partners (1960-2022)," EconomiX Working Papers 2023-33, University of Paris Nanterre, EconomiX.
    3. António Afonso & Valérie Mignon & Jamel Saadaoui, 2023. "On the Time-Varying Impact of China’s Bilateral Political Relations on Its Trading Partners: “Doux Commerce” or “Trade Follows the Flag”?," CESifo Working Paper Series 10814, CESifo.
    4. İbrahim Özmen & Şerife Özşahin, 2023. "Effects of global energy and price fluctuations on Turkey's inflation: new evidence," Economic Change and Restructuring, Springer, vol. 56(4), pages 2695-2728, August.
    5. Eltejaei , Ebrahim & Montazeri Shoorekchali , Jalal, 2021. "Investigating the Relationship between Money Growth and Inflation in Turkey: A Nonlinear Causality Approach," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 16(3), pages 305-322, September.
    6. Sebastian Kripfganz & Daniel C. Schneider, 2019. "Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models," Discussion Papers 1901, University of Exeter, Department of Economics.
    7. Emilian DOBRESCU, 2022. "Macroeconomic Measurement of Expectations versus Reality," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-30, October.
    8. Peter S. Sephton, 2022. "Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test," Computational Economics, Springer;Society for Computational Economics, vol. 59(1), pages 177-183, January.

  7. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2016. "Climbing the property ladder: An analysis of market integration in London property prices," Working Paper series 16-30, Rimini Centre for Economic Analysis.

    Cited by:

    1. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2018. "Property Heterogeneity and Convergence Club Formation among Local House Prices," Working Paper series 18-35, Rimini Centre for Economic Analysis.
    2. Miles, William, 2020. "House price convergence in the euro zone: A pairwise approach," Economic Systems, Elsevier, vol. 44(3).
    3. Gabrieli, Tommaso & Panagiotidis, Theodore & Xu, Yishuang, 2019. "Pair-wise convergence of intra-city house prices in Beijing," The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
    4. Eleni Kyriazakou & Theodore Panagiotidis, 2018. "A nonlinear pairwise approach for the convergence of UK regional house prices," International Economics and Economic Policy, Springer, vol. 15(2), pages 467-481, April.
    5. Moritz Degler & Karsten Staehr, 2021. "Price and income convergence and the dynamic Penn effect in Central and Eastern Europe," Economic Change and Restructuring, Springer, vol. 54(3), pages 621-635, August.
    6. Robert Webb & Duncan Watson & Steven Cook, 2021. "Price adjustment in the London housing market," Urban Studies, Urban Studies Journal Limited, vol. 58(1), pages 113-130, January.
    7. Umut Unal & Bernd Hayo & Isil Erol, 2022. "Housing Market Convergence: Evidence from Germany," MAGKS Papers on Economics 202244, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    8. Kyriazakou, Eleni & Panagiotidis, Theodore, 2017. "Causality analysis of the Canadian city house price indices: A cross-sample validation approach," The Journal of Economic Asymmetries, Elsevier, vol. 16(C), pages 42-52.
    9. Yuanyuan Cai & Yingming Zhu & Marco Helbich, 2022. "Club convergence of regional housing prices in China: evidence from 70 major Cities," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 69(1), pages 33-55, August.
    10. Jin Hu & Xuelei Xiong & Yuanyuan Cai & Feng Yuan, 2020. "The Ripple Effect and Spatiotemporal Dynamics of Intra-Urban Housing Prices at the Submarket Level in Shanghai, China," Sustainability, MDPI, vol. 12(12), pages 1-17, June.

  8. Nuñez, Hector M. & Otero, Jesús, 2015. "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 204306, Agricultural and Applied Economics Association.

    Cited by:

    1. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2022. "Convergence in retail gasoline prices: insights from Canadian cities," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 68(1), pages 207-228, February.
    2. Abroskin, Alexander, "undated". "Reforming of Social Support of Poor in Russia," Published Papers nvg127, Russian Presidential Academy of National Economy and Public Administration.
    3. Cárdenas, Jeisson & Gutiérrez, Luis H. & Otero, Jesús, 2017. "Investigating diesel market integration in France: Evidence from micro data," Energy Economics, Elsevier, vol. 63(C), pages 314-321.
    4. Núñez, Héctor M. & Trujillo-Barrera, Andres & Etienne, Xiaoli, 2022. "Declining integration in the US natural gas market," Resources Policy, Elsevier, vol. 78(C).

  9. Mark J. Holmes & Ana Maria Iregui & Jesús Otero, 2015. "Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks," Working Papers in Economics 15/05, University of Waikato.

    Cited by:

    1. Paola Morales & Daniel Osorio-Rodríguez & Juan S. Lemus-Esquivel & Miguel Sarmiento, 2021. "The internationalization of domestic banks and the credit channel of monetary policy," Borradores de Economia 1181, Banco de la Republica de Colombia.
    2. Heinzelmann Ludwig & Missong Martin, 2020. "Nonlinear interest rate-setting behaviour of German commercial banks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(3), pages 1-28, June.
    3. Morales, Paola & Osorio, Daniel & Lemus, Juan S. & Sarmiento, Miguel, 2022. "The internationalization of domestic banks and the credit channel of monetary policy," Journal of Banking & Finance, Elsevier, vol. 135(C).
    4. Gregora,Jiri & Melecky,Ales & Melecky,Martin, 2019. "Interest Rate Pass-Through : A Meta-Analysis of the Literature," Policy Research Working Paper Series 8713, The World Bank.
    5. Morales, Paola & Osorio, Daniel & Lemus, Juan S. & Sarmiento Paipilla, Miguel, 2021. "The Internationalization of Domestic Banks and the Credit Channel of Monetary Policy," Other publications TiSEM 51d7c0c0-bcf4-4031-9e45-e, Tilburg University, School of Economics and Management.
    6. Raffaella Barone & Donato Masciandaro, 2017. "Crime, Money Laundering, And Credit Markets: Can Usury Exist At The Zero Lower Bound?," BAFFI CAREFIN Working Papers 1761, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    7. Groslambert Bertrand & Raphaël Chiappini & Olivier Bruno, 2016. "Desperately seeking cash: Evidence from bank output measurement," Post-Print hal-01358830, HAL.
    8. Arturo J. Galindo & Roberto Steiner, 2020. "Asymmetric Interest Rate Transmission in an Inflation Targeting Framework: The Case of Colombia," Borradores de Economia 1138, Banco de la Republica de Colombia.
    9. Gregor, Jiří & Melecký, Martin, 2018. "The pass-through of monetary policy rate to lending rates: The role of macro-financial factors," Economic Modelling, Elsevier, vol. 73(C), pages 71-88.
    10. Ormos, Mihály & Timotity, Dusán, 2016. "Generalized asset pricing: Expected Downside Risk-based equilibrium modeling," Economic Modelling, Elsevier, vol. 52(PB), pages 967-980.
    11. Holmes, Mark J. & Iregui, Ana María & Otero, Jesús, 2019. "Interest rate convergence across maturities: Evidence from bank data in an emerging market economy," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 57-70.
    12. Sukmana, Raditya & Ibrahim, Mansor H., 2017. "How Islamic are Islamic banks? A non-linear assessment of Islamic rate – conventional rate relations," Economic Modelling, Elsevier, vol. 64(C), pages 443-448.
    13. Henry Penikas, 2023. "Smoothing the Key Rate Pass-Through: What to Keep in Mind When Interpreting Econometric Estimates," Russian Journal of Money and Finance, Bank of Russia, vol. 82(3), pages 3-34, September.
    14. Morales, Paola & Osorio, Daniel & Lemus, Juan S. & Sarmiento Paipilla, Miguel, 2021. "The Internationalization of Domestic Banks and the Credit Channel of Monetary Policy," Discussion Paper 2021-028, Tilburg University, Center for Economic Research.
    15. Morales, Paola & Osorio, Daniel & Lemus, Juan S. & Sarmiento Paipilla, Miguel, 2021. "The Internationalization of Domestic Banks and the Credit Channel of Monetary Policy," Other publications TiSEM a8a61825-7d96-4635-8e61-8, Tilburg University, School of Economics and Management.

  10. Mark J. Holmes & Jesus Otero & Theodore Panagiotidis, 2015. "A Pair-Wise Analysis of Intra-City Price Convergence Within the Paris Housing Market," Working Paper series 15-39, Rimini Centre for Economic Analysis.

    Cited by:

    1. Miles, William, 2020. "Regional convergence-and divergence-in the US," Research in Economics, Elsevier, vol. 74(2), pages 131-139.
    2. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2016. "Climbing the property ladder: An analysis of market integration in London property prices," Working Paper series 16-30, Rimini Centre for Economic Analysis.
    3. Miles, William, 2020. "House price convergence in the euro zone: A pairwise approach," Economic Systems, Elsevier, vol. 44(3).
    4. Omar H. M. N. Bashar, 2021. "An Intra-City Analysis of House Price Convergence and Spatial Dependence," The Journal of Real Estate Finance and Economics, Springer, vol. 63(4), pages 525-546, November.
    5. Gabrieli, Tommaso & Panagiotidis, Theodore & Xu, Yishuang, 2019. "Pair-wise convergence of intra-city house prices in Beijing," The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
    6. Mateusz Tomal, 2022. "Testing for overall and cluster convergence of housing rents using robust methodology: evidence from Polish provincial capitals," Empirical Economics, Springer, vol. 62(4), pages 2023-2055, April.
    7. Eleni Kyriazakou & Theodore Panagiotidis, 2018. "A nonlinear pairwise approach for the convergence of UK regional house prices," International Economics and Economic Policy, Springer, vol. 15(2), pages 467-481, April.
    8. Sidong Zhao & Kaixu Zhao & Ping Zhang, 2021. "Spatial Inequality in China’s Housing Market and the Driving Mechanism," Land, MDPI, vol. 10(8), pages 1-33, August.
    9. Sanghyun Kim & Juhyung Kim & Jaejun Kim, 2016. "Structural Changes in the Korean Housing Market before and after Macroeconomic Fluctuations," Sustainability, MDPI, vol. 8(5), pages 1-20, April.
    10. Kyriazakou, Eleni & Panagiotidis, Theodore, 2017. "Causality analysis of the Canadian city house price indices: A cross-sample validation approach," The Journal of Economic Asymmetries, Elsevier, vol. 16(C), pages 42-52.
    11. Philipp Otto & Osman Dou{g}an & Suleyman Tac{s}p{i}nar, 2022. "Dynamic Spatiotemporal ARCH Models," Papers 2202.13856, arXiv.org.
    12. Yuanyuan Cai & Yingming Zhu & Marco Helbich, 2022. "Club convergence of regional housing prices in China: evidence from 70 major Cities," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 69(1), pages 33-55, August.
    13. Jin Hu & Xuelei Xiong & Yuanyuan Cai & Feng Yuan, 2020. "The Ripple Effect and Spatiotemporal Dynamics of Intra-Urban Housing Prices at the Submarket Level in Shanghai, China," Sustainability, MDPI, vol. 12(12), pages 1-17, June.

  11. Mark Holmes & Jesus Otero & Theodore Panagiotidis, 2015. "The Expectations Hypothesis and Decoupling of Short- and Long-Term US Interest Rates: A Pairwise Approach," Working Paper series 15-31, Rimini Centre for Economic Analysis.

    Cited by:

    1. Yazgan, M. Ege & Yilmazkuday, Hakan, 2011. "Price-level convergence: New evidence from U.S. cities," Economics Letters, Elsevier, vol. 110(2), pages 76-78, February.
    2. Vides, José Carlos & Golpe, Antonio A. & Iglesias, Jesús, 2020. "The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 124-137.
    3. Vides, José Carlos & Golpe, Antonio A. & Iglesias, Jesús, 2021. "The impact of the term spread in US monetary policy from 1870 to 2013," Journal of Policy Modeling, Elsevier, vol. 43(1), pages 230-251.

  12. Mark J. Holmes & Jesús Otero, 2015. "A Pairwise-Based Approach to Examine the Feldstein-Horioka Condition of International Capital Mobility," Working Papers in Economics 15/01, University of Waikato.

    Cited by:

    1. Ketenci, Natalya, 2018. "Impact of the Global Financial Crisis on the Level of Capital Mobility in EU Members," MPRA Paper 100075, University Library of Munich, Germany.

  13. Mark J. Holmes & Jesus Otero & Theodore Panagiotidis, 2013. "A note on the extent of US regional income convergence," Discussion Paper Series 2013_03, Department of Economics, University of Macedonia, revised Dec 2013.

    Cited by:

    1. Theodoros Arvanitopoulos & Vassilis Monastiriotis & Theodore Panagiotidis, 2021. "Drivers of convergence: The role of first- and second-nature geography," Urban Studies, Urban Studies Journal Limited, vol. 58(14), pages 2880-2900, November.
    2. Ioannis Katrakylidis & Michael Madas, 2020. "Catching-up effects in the logistics industry and the dynamic linkages with international trade and economic growth: empirical evidence from an international panel dataset," Economics and Business Letters, Oviedo University Press, vol. 9(3), pages 197-205.
    3. Luis F. López-Calva & Eduardo Ortiz-Juarez & Carlos Rodríguez-Castelán, 2022. "Within-country poverty convergence: evidence from Mexico," Empirical Economics, Springer, vol. 62(5), pages 2547-2586, May.
    4. Margherita Gerolimetto & Stefano Magrini, 2017. "A Novel Look at Long-run Convergence Dynamics in the United States," International Regional Science Review, , vol. 40(3), pages 241-269, May.
    5. Vatsa, Puneet & Pino, Gabriel, 2023. "Spatial spillovers and labor productivity convergence in Canada," Economics Letters, Elsevier, vol. 230(C).
    6. Moritz Degler & Karsten Staehr, 2021. "Price and income convergence and the dynamic Penn effect in Central and Eastern Europe," Economic Change and Restructuring, Springer, vol. 54(3), pages 621-635, August.
    7. Rati Ram, 2021. "Income convergence across the U.S. states: further evidence from new recent data," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(2), pages 372-380, April.
    8. Desli, Evangelia & Gkoulgkoutsika, Alexandra, 2021. "Economic convergence among the world’s top-income economies," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 841-853.
    9. Rosenthal, Stuart S. & Ross, Stephen L., 2015. "Change and Persistence in the Economic Status of Neighborhoods and Cities," Handbook of Regional and Urban Economics, in: Gilles Duranton & J. V. Henderson & William C. Strange (ed.), Handbook of Regional and Urban Economics, edition 1, volume 5, chapter 0, pages 1047-1120, Elsevier.
    10. Eftychia Tsanana & Constantinos Katrakilidis, 2014. "Do Balkan economies catch up with EU? New evidence from panel unit root analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(4), pages 641-662, November.
    11. Rudi Purwono & Mohammad Zeqi Yasin & M. Khoerul Mubin, 2020. "Explaining regional inflation programmes in Indonesia: Does inflation rate converge?," Economic Change and Restructuring, Springer, vol. 53(4), pages 571-590, November.

  14. Iregui, Ana María & Otero, Jesús, 2013. "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 158682, Agricultural Economics Society.

    Cited by:

    1. Nazlioglu, Saban & Karul, Cagin, 2017. "A panel stationarity test with gradual structural shifts: Re-investigate the international commodity price shocks," Economic Modelling, Elsevier, vol. 61(C), pages 181-192.
    2. Winkelried, Diego, 2021. "Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set," Journal of Commodity Markets, Elsevier, vol. 23(C).
    3. Shahnazi, Rouhollah & Dehghan Shabani, Zahra, 2021. "The effects of renewable energy, spatial spillover of CO2 emissions and economic freedom on CO2 emissions in the EU," Renewable Energy, Elsevier, vol. 169(C), pages 293-307.
    4. Murat ASLAN & Saban NAZLIOGLU, 2018. "Do International Relative Commodity Prices Support the Prebisch-Singer Hypothesis? A Nonlinear Panel Unit Root Testing," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 76-92, December.
    5. Mahdi Ghodsi & Robert Stehrer, 2020. "Avoiding and escaping the 'commodity trap' in development," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 23(2), pages 187-211.
    6. Shahnazi, Rouhollah, 2021. "Do information and communications technology spillovers affect labor productivity?," Structural Change and Economic Dynamics, Elsevier, vol. 59(C), pages 342-359.
    7. Farrukh Bashir & Fareeha Andleeb & Rahat Fatima, 2016. "Intra Industry Trade, Fiscal Policy And Terms Of Trade Of Pakistan: A Long Run Analysis Using Ardl Technique," Pakistan Journal of Humanities and Social Sciences, International Research Alliance for Sustainable Development (iRASD), vol. 4(1), pages :1-16, December.

  15. Mark J. Holmes & Jesus Otero & Theodore Panagiotidis, 2013. "Modelling the behaviour of unemployment rates in the US over time and across space," Koç University-TUSIAD Economic Research Forum Working Papers 1315, Koc University-TUSIAD Economic Research Forum.

    Cited by:

    1. Holmes, Mark J. & Maghrebi, Nabil, 2016. "Financial market impact on the real economy: An assessment of asymmetries and volatility linkages between the stock market and unemployment rate," The Journal of Economic Asymmetries, Elsevier, vol. 13(C), pages 1-7.
    2. Juan Carlos Cuestas & Luis A. Gil-Alana, 2022. "Unemployment hysteresis by sex and education attainment in the EU," Working Papers 2022/06, Economics Department, Universitat Jaume I, Castellón (Spain).
    3. Wooi Chen Khoo & Kim Leng Yeah & Shun Yi Hong, 2022. "Modeling unemployment duration, determinants and insurance premium pricing of Malaysia: insights from an upper middle-income developing country," SN Business & Economics, Springer, vol. 2(8), pages 1-25, August.
    4. Lahmiri, Salim, 2017. "Cointegration and causal linkages in fertilizer markets across different regimes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 181-189.

  16. Ana Maria Iregui & Jesús Otero, 2012. "A spatio-temporal analysis of agricultural prices: An application to Colombian data," Borradores de Economia 734, Banco de la Republica de Colombia.

    Cited by:

    1. Lan Yi & Congcong Duan & Jianping Tao & Yong Huang & Meihua Xing & Zhongkun Zhu & Caifeng Tan & Xinglin Chen, 2020. "Disease Outbreak, Health Scare, and Distance Decay: Evidence from HPAI Shocks in Chinese Meat Sector," IJERPH, MDPI, vol. 17(21), pages 1-35, October.
    2. Margarita Gáfaro & Jair N. Ojeda-Joya & Andrea Paola Poveda-Olarte, 2020. "Abastecimiento y costos de transacción en los mercados de alimentos de las principales ciudades de Colombia," Borradores de Economia 1128, Banco de la Republica de Colombia.

  17. Ana María Iregui & Jesús Otero, 2012. "Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach," Borradores de Economia 733, Banco de la Republica de Colombia.

    Cited by:

    1. Ribeiro, Eduardo Pontual & Castor, Kamaiaji, 2019. "Inferring bank-to-bank competition from dynamic time series analysis of price correlations," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 56, pages 62-73.
    2. Anna Burova & Alexey Ponomarenko & Svetlana Popova & Andrey Sinyakov & Yulia Ushakova, 2022. "Measuring Heterogeneity in Banks’ Interest Rate Setting in Russia," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(14), pages 4103-4119, November.
    3. Holmes, Mark J. & Iregui, Ana María & Otero, Jesús, 2019. "Interest rate convergence across maturities: Evidence from bank data in an emerging market economy," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 57-70.

  18. Mark J. Holmes & Jesus Otero & Theodore Panagiotidis, 2012. "On the Dynamics of Gasoline Market Integration in the United States: Evidence from a Pair-wise Approach," Koç University-TUSIAD Economic Research Forum Working Papers 1230, Koc University-TUSIAD Economic Research Forum.

    Cited by:

    1. Nuñez, Hector M. & Otero, Jesús, 2015. "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 204306, Agricultural and Applied Economics Association.
    2. Elliott, Robert & Sun, Puyang & Zhu, Tong, 2020. "Shell shocked: The impact of foreign entry on the gasoline retail market in China," Energy Economics, Elsevier, vol. 86(C).
    3. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2022. "Convergence in retail gasoline prices: insights from Canadian cities," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 68(1), pages 207-228, February.
    4. Marco R. Barassi & Gianluigi De Pascale & Raffaele Lagravinese, 2021. "Testing the law of one-price in the US gasoline market: a long memory approach," SERIES 03-2021, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Jun 2021.
    5. Ikeno, Hidehiro, 2014. "Long-run analysis on convergence of Japanese local price levels: A pairwise approach," Economic Modelling, Elsevier, vol. 42(C), pages 390-397.
    6. Su, Chi-Wei & Yuan, Xi & Umar, Muhammad & Chang, Tsangyao, 2022. "Dynamic price linkage of energies in transformation: Evidence from quantile connectedness," Resources Policy, Elsevier, vol. 78(C).
    7. Cárdenas, Jeisson & Gutiérrez, Luis H. & Otero, Jesús, 2017. "Investigating diesel market integration in France: Evidence from micro data," Energy Economics, Elsevier, vol. 63(C), pages 314-321.
    8. Jacint Balaguer & Jordi Ripollés, 2018. "Revisiting the importance of border effect in sub‐national regions. Evidence from a quasi‐experimental design," Papers in Regional Science, Wiley Blackwell, vol. 97(4), pages 1113-1130, November.
    9. Yazgan, M. Ege & Yilmazkuday, Hakan, 2011. "Price-level convergence: New evidence from U.S. cities," Economics Letters, Elsevier, vol. 110(2), pages 76-78, February.
    10. Ren, Xiaohang & Lu, Zudi & Cheng, Cheng & Shi, Yukun & Shen, Jian, 2019. "On dynamic linkages of the state natural gas markets in the USA: Evidence from an empirical spatio-temporal network quantile analysis," Energy Economics, Elsevier, vol. 80(C), pages 234-252.
    11. Chang, Kai & Zhang, Chao, 2018. "Asymmetric dependence structure between emissions allowances and wholesale diesel/gasoline prices in emerging China's emissions trading scheme pilots," Energy, Elsevier, vol. 164(C), pages 124-136.
    12. Kumar, Satish, 2022. "Speed of adjustment in energy and metal prices: Evidence from India," Resources Policy, Elsevier, vol. 78(C).
    13. Oladosu, Gbadebo, 2022. "Bubbles in US gasoline prices: Assessing the role of hurricanes and anti–price gouging laws," Journal of Commodity Markets, Elsevier, vol. 27(C).
    14. Núñez, Héctor M. & Trujillo-Barrera, Andres & Etienne, Xiaoli, 2022. "Declining integration in the US natural gas market," Resources Policy, Elsevier, vol. 78(C).
    15. Narayan, Seema & Narayan, Paresh Kumar, 2017. "Estimating the speed of adjustment to target levels: The case of energy prices," Energy Economics, Elsevier, vol. 62(C), pages 419-427.
    16. Yufeng Chen & Guobin Huang & Lihua Ma, 2017. "Rockets and Feathers: The Asymmetric Effect between China’s Refined Oil Prices and International Crude Oil Prices," Sustainability, MDPI, vol. 9(3), pages 1-19, March.
    17. Balaguer, Jacint & Ripollés, Jordi, 2014. "Are the transport fuel retail markets regionally integrated in Spain? Evidence from price transmission," Economic Modelling, Elsevier, vol. 42(C), pages 323-332.

  19. Mark J. Holmes & Theodore Panagiotidis & Jesus Otero, 2011. "Investigating Regional House Price Convergence in the United States: Evidence from a pair-wise approach," Discussion Paper Series 2011_12, Department of Economics, University of Macedonia, revised Jun 2011.

    Cited by:

    1. Eleni Kyriazakou & Theodore Panagiotidis, 2014. "Linear and nonlinear causality in the UK housing market: a regional approach," Economics and Business Letters, Oviedo University Press, vol. 3(4), pages 288-297.
    2. Elliott, Robert & Sun, Puyang & Zhu, Tong, 2020. "Shell shocked: The impact of foreign entry on the gasoline retail market in China," Energy Economics, Elsevier, vol. 86(C).
    3. Christina Christou & Juncal Cunado & Rangan Gupta, 2016. "Price Convergence Patterns across U.S. States," Working Papers 201629, University of Pretoria, Department of Economics.
    4. John Muellbauer, 2019. "A Tale of Two Cities: is Overvaluation a Capital Issue?," Economics Series Working Papers 872, University of Oxford, Department of Economics.
    5. Ryan Greenaway-McGrevy & Arthur Grimes & Mark Holmes, 2016. "Two Countries, Sixteen Cities, Five Thousand Kilometres: How Many Housing Markets?," Working Papers 16_04, Motu Economic and Public Policy Research.
    6. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2018. "Property Heterogeneity and Convergence Club Formation among Local House Prices," Working Paper series 18-35, Rimini Centre for Economic Analysis.
    7. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2016. "Climbing the property ladder: An analysis of market integration in London property prices," Working Paper series 16-30, Rimini Centre for Economic Analysis.
    8. Omar H. M. N. Bashar, 2021. "An Intra-City Analysis of House Price Convergence and Spatial Dependence," The Journal of Real Estate Finance and Economics, Springer, vol. 63(4), pages 525-546, November.
    9. Miles, William, 2020. "House price convergence in the euro zone: A pairwise approach," Economic Systems, Elsevier, vol. 44(3).
    10. Maynou, Laia & Monfort, Mercedes & Morley, Bruce & Ordóñez, Javier, 2021. "Club convergence in European housing prices: The role of macroeconomic and housing market fundamentals," Economic Modelling, Elsevier, vol. 103(C).
    11. Theodoros Arvanitopoulos & Vassilis Monastiriotis & Theodore Panagiotidis, 2021. "Drivers of convergence: The role of first- and second-nature geography," Urban Studies, Urban Studies Journal Limited, vol. 58(14), pages 2880-2900, November.
    12. Laia Maynou & Bruce Morley & Mercedes Monfort & Javier Ordóñez, 2020. "House price convergence Across Europe," Working Papers 2020/07, Economics Department, Universitat Jaume I, Castellón (Spain).
    13. Ikeno, Hidehiro, 2014. "Long-run analysis on convergence of Japanese local price levels: A pairwise approach," Economic Modelling, Elsevier, vol. 42(C), pages 390-397.
    14. Aye, G.C. & Goswami, S. & Gupta, R., 2013. "Metropolitan House Prices In Regions of India: Do They Converge?," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 13(1), pages 135-144.
    15. Gabrieli, Tommaso & Panagiotidis, Theodore & Xu, Yishuang, 2019. "Pair-wise convergence of intra-city house prices in Beijing," The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
    16. Richard T. Baillie & Kun Ho Kim, 2015. "Local Deviations from Uncovered Interest Parity: The Role of Macroeconomic Fundamentals," Working Paper series 15-43, Rimini Centre for Economic Analysis.
    17. Tsai, I-Chun, 2019. "Relationships among regional housing markets: Evidence on adjustments of housing burden," Economic Modelling, Elsevier, vol. 78(C), pages 309-318.
    18. Ikeno, Hidehiro, 2014. "Pairwise tests of convergence of Japanese local price levels," International Review of Economics & Finance, Elsevier, vol. 31(C), pages 232-248.
    19. Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E., 2012. "Comovements among U.S. state housing prices: Evidence from fractional cointegration," Economic Modelling, Elsevier, vol. 29(3), pages 936-942.
    20. Alexey Akimov & Simon Stevenson & James Young, 2015. "Synchronisation and commonalities in metropolitan housing market cycles," Urban Studies, Urban Studies Journal Limited, vol. 52(9), pages 1665-1682, July.
    21. Rangan Gupta & Christophe André & Luis Gil-Alana, 2015. "Comovement in Euro area housing prices: A fractional cointegration approach," Urban Studies, Urban Studies Journal Limited, vol. 52(16), pages 3123-3143, December.
    22. Alan Tidwell & Yan (Olivia) Lu & Junsoo Lee & Piyali Banerjee, 2023. "Nature of comovements in US state and MSA housing prices," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(4), pages 959-989, July.
    23. Dominik Blatt & Kausik Chaudhuri & Hans Manner, 2021. "Spillover in the UK Housing Market," Graz Economics Papers 2021-13, University of Graz, Department of Economics.
    24. William Miles, 2021. "Convergence in the Eurozone: Progress Towards the Goal?," Economic Papers, The Economic Society of Australia, vol. 40(2), pages 116-133, June.
    25. Marfatia Hardik A., 2021. "Modeling House Price Synchronization across the U.S. States and their Time-Varying Macroeconomic Linkages," Journal of Time Series Econometrics, De Gruyter, vol. 13(1), pages 73-117, January.
    26. Funke, Michael & Leiva-Leon, Danilo & Tsang, Andrew, 2017. "Mapping China's time-varying house price landscape," BOFIT Discussion Papers 21/2017, Bank of Finland Institute for Emerging Economies (BOFIT).
    27. Eleni Kyriazakou & Theodore Panagiotidis, 2018. "A nonlinear pairwise approach for the convergence of UK regional house prices," International Economics and Economic Policy, Springer, vol. 15(2), pages 467-481, April.
    28. Tomal Mateusz, 2019. "House Price Convergence on the Primary and Secondary Markets: Evidence from Polish Provincial Capitals," Real Estate Management and Valuation, Sciendo, vol. 27(4), pages 62-73, December.
    29. Fallahi, Firouz, 2017. "Stochastic convergence in per capita energy use in world," Energy Economics, Elsevier, vol. 65(C), pages 228-239.
    30. Bruce Morley & Dennis Thomas, 2018. "Covariance Risk and the Ripple Effect in the UK Regional Housing Market," Review of Economics & Finance, Better Advances Press, Canada, vol. 13, pages 1-13, August.
    31. Nicholas Apergis & James Payne, 2012. "Convergence in U.S. house prices by state: evidence from the club convergence and clustering procedure," Letters in Spatial and Resource Sciences, Springer, vol. 5(2), pages 103-111, July.
    32. Awaworyi Churchill, Sefa & Inekwe, John & Ivanovski, Kris, 2018. "House price convergence: Evidence from Australian cities," Economics Letters, Elsevier, vol. 170(C), pages 88-90.
    33. James E. Payne & Xiaojin Sun, 2023. "Time‐varying connectedness of metropolitan housing markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(2), pages 470-502, March.
    34. Mark J. Holmes & Jesus Otero & Theodore Panagiotidis, 2015. "A Pair-Wise Analysis of Intra-City Price Convergence Within the Paris Housing Market," Working Paper series 15-39, Rimini Centre for Economic Analysis.
    35. Goodness C. Aye & Samrat Goswami & Rangan Gupta, 2012. "Metropolitan House Prices In India: Do They Converge?," Working Papers 201220, University of Pretoria, Department of Economics.
    36. Domingo Rodríguez Benavides & Abigail Rodríguez Nava, 2019. "Convergencia de los precios locales en México: un enfoque de pruebas entre pares/Convergence of local prices in Mexico: A pairwise approach," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 34(2), pages 309-332.
    37. Sidong Zhao & Kaixu Zhao & Ping Zhang, 2021. "Spatial Inequality in China’s Housing Market and the Driving Mechanism," Land, MDPI, vol. 10(8), pages 1-33, August.
    38. Nissan, Edward & Payne, James E., 2013. "A Simple Test of σ-Convergence in U.S. Housing Prices across BEA Regions," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 43(2).
    39. Geoffrey Meen, 2016. "Spatial housing economics: A survey," Urban Studies, Urban Studies Journal Limited, vol. 53(10), pages 1987-2003, August.
    40. Sanghyun Kim & Juhyung Kim & Jaejun Kim, 2016. "Structural Changes in the Korean Housing Market before and after Macroeconomic Fluctuations," Sustainability, MDPI, vol. 8(5), pages 1-20, April.
    41. Kyriazakou, Eleni & Panagiotidis, Theodore, 2017. "Causality analysis of the Canadian city house price indices: A cross-sample validation approach," The Journal of Economic Asymmetries, Elsevier, vol. 16(C), pages 42-52.
    42. Nicholas Apergis & Beatrice D. Simo-Kengne & Rangan Gupta, 2015. "Convergence In Provincial-Level South African House Prices: Evidence From The Club Convergence And Clustering Procedure," Review of Urban & Regional Development Studies, Wiley Blackwell, vol. 27(1), pages 2-17, March.
    43. Hernán Enríquez Sierra & Jacobo Campo Robledo & Antonio Avendaño Arosemena, 2015. "Relaciones regionales en los precios de vivienda nueva en Colombia," Revista Ecos de Economía, Universidad EAFIT, vol. 19(40), pages 25-47, June.
    44. David Gray, 2015. "Hidden Properties of Irish House Price Vintages," Housing Studies, Taylor & Francis Journals, vol. 30(8), pages 1317-1353, November.
    45. Yuanyuan Cai & Yingming Zhu & Marco Helbich, 2022. "Club convergence of regional housing prices in China: evidence from 70 major Cities," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 69(1), pages 33-55, August.
    46. I-Chun Tsai, 2015. "Spillover Effect between the Regional and the National Housing Markets in the UK," Regional Studies, Taylor & Francis Journals, vol. 49(12), pages 1957-1976, December.
    47. Francisco Blanco & Victor Martín & Guillermo Vazquez, 2016. "Regional house price convergence in Spain during the housing boom," Urban Studies, Urban Studies Journal Limited, vol. 53(4), pages 775-798, March.
    48. Gong, Yunlong & Hu, Jinxing & Boelhouwer, Peter J., 2016. "Spatial interrelations of Chinese housing markets: Spatial causality, convergence and diffusion," Regional Science and Urban Economics, Elsevier, vol. 59(C), pages 103-117.
    49. Arfat Ahmad Sofi & S. Raja Sethu Durai, 2015. "Club Convergence Across Indian States: An Empirical Analysis," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 40(4), pages 107-124, December.
    50. Vijay Kumar Vishwakarma, 2021. "Long-run drivers and integration in interprovincial Canadian housing price relations," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 16(1), pages 22-40, November.
    51. Dayong Zhang & Qiang Ji & Wan-Li Zhao & Nicholas J Horsewood, 2021. "Regional housing price dependency in the UK: A dynamic network approach," Urban Studies, Urban Studies Journal Limited, vol. 58(5), pages 1014-1031, April.
    52. Zheng, Yao & Osmer, Eric, 2021. "Housing price dynamics: The impact of stock market sentiment and the spillover effect," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 854-867.

  20. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2011. "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 1135, Koc University-TUSIAD Economic Research Forum.

    Cited by:

    1. Liming Chen & Zhi Zhang & Ziqing Du & Lingling Deng, 2021. "Heterogeneous determinants of the exchange rate market in China with structural breaks," Applied Economics, Taylor & Francis Journals, vol. 53(59), pages 6839-6854, December.
    2. Juan Carlos Cuestas, 2019. "On the evolution of competitiveness in Central and Eastern Europe: Is it broken?," Working Papers 2019/07, Economics Department, Universitat Jaume I, Castellón (Spain).
    3. Rabe, Collin & Waddle, Andrea, 2020. "The evolution of purchasing power parity," Journal of International Money and Finance, Elsevier, vol. 109(C).
    4. Michele Ca’ Zorzi & Jakub Muck & Michal Rubaszek, 2016. "Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses," Open Economies Review, Springer, vol. 27(3), pages 585-609, July.
    5. E. N. Gyamfi & E. F. Appiah, 2019. "Further evidence on the validity of purchasing power parity in selected African countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(2), pages 330-343, April.
    6. A. Oznur Umit, 2016. "Stationarity of Real Exchange Rates in the ¡°Fragile Five¡±: Analysis with Structural Breaks," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(4), pages 254-270, April.
    7. Angeliki N. Menegaki & Aviral Kumar Tiwari, 2018. "A global food–energy–water nexus with heterogeneity, non-stationarity and cross-sectional dependence," Quality & Quantity: International Journal of Methodology, Springer, vol. 52(6), pages 2723-2755, November.
    8. Beckmann, Joscha & Belke, Ansgar & Kühl, Michael, 2013. "Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long-Run," Ruhr Economic Papers 428, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.

  21. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2011. "Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests," Koç University-TUSIAD Economic Research Forum Working Papers 1117, Koc University-TUSIAD Economic Research Forum.

    Cited by:

    1. Claudiu Tiberiu Albulescu & Dominique Pépin & Aviral Kumar Tiwaric, 2016. "A re-examination of real interest parity in CEECs using 'old' and 'new' second-generation panel unit root tests," Post-Print halshs-01388921, HAL.
    2. Zixiong Xie & Shyh-Wei Chen & An-Chi Wu, 2023. "Real interest rate parity in the Pacific Rim countries: new empirical evidence," Empirical Economics, Springer, vol. 64(3), pages 1471-1515, March.
    3. Chan, Tze-Haw & Baharumshah, Ahmad Zubaidi, 2012. "Financial Integration between China and Asia Pacific Trading Partners: Parities Evidence from the First- and Second-generation Panel Tests," MPRA Paper 37801, University Library of Munich, Germany.
    4. Baharumshah, Ahmad Zubaidi & Soon, Siew-Voon & Hamzah, Nor Aishah, 2013. "Parity reversion in real interest rate in the Asian countries: Further evidence based on local-persistent model," Economic Modelling, Elsevier, vol. 35(C), pages 634-642.
    5. Claudiu Tiberiu Albulescu & Dominique Pepin & Aviral Kumar Tiwari, 2014. "A re-examination of real interest parity in CEECs using old and new generations of panel unit root tests," Papers 1403.3627, arXiv.org.
    6. Rughoo, Aarti & You, Kefei, 2016. "Asian financial integration: Global or regional? Evidence from money and bond markets," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 419-434.
    7. Shahnazi, Rouhollah & Dehghan Shabani, Zahra, 2020. "Do renewable energy production spillovers matter in the EU?," Renewable Energy, Elsevier, vol. 150(C), pages 786-796.
    8. Baharumshah, Ahmad Zubaidi & Soon, Siew-Voon & Boršič, Darja, 2013. "Real interest parity in Central and Eastern European countries: Evidence on integration into EU and the US markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 163-180.
    9. Shahnazi, Rouhollah, 2021. "Do information and communications technology spillovers affect labor productivity?," Structural Change and Economic Dynamics, Elsevier, vol. 59(C), pages 342-359.
    10. Abdullah Gulcu & Dilem Yildirim, 2018. "Smooth Breaks And Nonlinear Mean Reversion In Real Interest Parity: Evidence From East Asian Countries," ERC Working Papers 1804, ERC - Economic Research Center, Middle East Technical University, revised Feb 2018.

  22. Mark J. Holmes & Theodore Panagiotidis & Jesus Otero, 2010. "The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian Economies," Discussion Paper Series 2010_18, Department of Economics, University of Macedonia, revised Nov 2009.

    Cited by:

    1. Kakali Kanjilal, 2014. "Rational expectation hypothesis: empirical evidence from government debt market in India," International Journal of Indian Culture and Business Management, Inderscience Enterprises Ltd, vol. 9(3), pages 353-370.
    2. Kanjilal, Kakali & Ghosh, Sajal, 2017. "Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model," Resources Policy, Elsevier, vol. 52(C), pages 358-365.
    3. Sowmya Subramaniam & David Gabauer & Rangan Gupta, 2018. "On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics," Working Papers 201864, University of Pretoria, Department of Economics.
    4. Li, Dandan & Ghoshray, Atanu & Morley, Bruce, 2012. "Measuring the risk premium in uncovered interest parity using the component GARCH-M model," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 167-176.
    5. Guerello, Chiara & Tronzano, Marco, 2020. "“Global factors, international spillovers, and the term structure of interest rates: New evidence for Asian Countries”," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    6. Cheng, Sheng & Cao, Yan, 2019. "On the relation between global food and crude oil prices: An empirical investigation in a nonlinear framework," Energy Economics, Elsevier, vol. 81(C), pages 422-432.
    7. Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2015. "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, vol. 34(C), pages 301-313.
    8. Paul Francois Muzindutsi & Sinethemba Mposelwa, 2016. "Testing the Expectations Hypothesis of the Term Structure of Interest Rates in Brics Countries: A Multivariate Co-integration Approach," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 12(4), pages 289-304, October.
    9. Tronzano, Marco, 2018. "Does the Expectations Hypothesis of the Term Structure Hold in Korea after the Asian Financial Crisis? Some Empirical Evidence (1999-2017)," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 71(2), pages 191-226.

  23. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2009. "Are Eu Budget Deficits Stationary?," Working Paper series 17_09, Rimini Centre for Economic Analysis.

    Cited by:

    1. Juan Carlos Cuestas & Karsten Staehr, 2011. "Fiscal shocks and budget balance persistence in the EU countries from Central and Eastern Europe," Bank of Estonia Working Papers wp2011-08, Bank of Estonia, revised 13 Jul 2011.
    2. Jacobo Campo Robledo & Luis Fernando Melo Velandia, 2011. "Sustainability of Latin American Fiscal Deficits: A Panel Data Approach," Borradores de Economia 9106, Banco de la Republica.
    3. Phiri, Andrew, 2018. "How sustainable are fiscal budgets in the Kingdom of Swaziland?," MPRA Paper 85149, University Library of Munich, Germany.
    4. Trachanas, Emmanouil & Katrakilidis, Constantinos, 2013. "The dynamic linkages of fiscal and current account deficits: New evidence from five highly indebted European countries accounting for regime shifts and asymmetries," Economic Modelling, Elsevier, vol. 31(C), pages 502-510.
    5. Baumöhl, Eduard & Výrost, Tomáš & Lyócsa, Štefan, 2011. "Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework," MPRA Paper 30334, University Library of Munich, Germany.
    6. Despina Petreska & Nikica Mojsoska-Blazevski, 2013. "The Feldstein-Horioka Puzzle And Transition Economies," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 58(197), pages 23-46, April – J.
    7. Tsong, Ching-Chuan & Wu, Chien-Wei & Chiu, Hsien-Hung & Lee, Cheng-Feng, 2013. "Covariate unit root tests under structural change and asymmetric STAR dynamics," Economic Modelling, Elsevier, vol. 33(C), pages 101-112.
    8. Baharumshah, Ahmad Zubaidi & Soon, Siew-Voon & Lau, Evan, 2017. "Fiscal sustainability in an emerging market economy: When does public debt turn bad?," Journal of Policy Modeling, Elsevier, vol. 39(1), pages 99-113.
    9. Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2011. "Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries," MPRA Paper 29648, University Library of Munich, Germany.
    10. Ching-Chuan Tsong & Cheng-Feng Lee & Li-Ju Tsai & Te-Chung Hu, 2016. "The Fourier approximation and testing for the null of cointegration," Empirical Economics, Springer, vol. 51(3), pages 1085-1113, November.
    11. Athanasios Athanasenas & Constantinos Katrakilidis & Emmanouil Trachanas, 2014. "Government spending and revenues in the Greek economy: evidence from nonlinear cointegration," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(2), pages 365-376, May.
    12. Ahmad, Ahmad Hassan & Aworinde, Olalekan Bashir & Martin, Christopher, 2015. "Threshold cointegration and the short-run dynamics of twin deficit hypothesis in African countries," The Journal of Economic Asymmetries, Elsevier, vol. 12(2), pages 80-91.

  24. Mark J. Holmes & Theodore Panagiotidis & Jesus Otero, 2009. "On the stationarity of current account deficits in the European Union," Discussion Paper Series 2009_18, Department of Economics, University of Macedonia, revised Dec 2009.

    Cited by:

    1. Gazi M. Hassan & Mark J. Holmes, 2014. "Do Remittances Facilitate a Sustainable Current Account?," Working Papers in Economics 14/07, University of Waikato.
    2. Lanzafame, Matteo, 2012. "Current account sustainability in advanced economies," MPRA Paper 42384, University Library of Munich, Germany.
    3. Evan Lau & Ahmad Zubaidi Baharumshah & Soon, 2013. "The behavior of external debt in Asian countries: evidence based on panel unit root tests," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 14(sup1), pages 377-394, June.
    4. Blaise Gnimassoun, 2014. "The importance of the exchange rate regime in limiting current account imbalances in sub-Saharan African countries," EconomiX Working Papers 2014-22, University of Paris Nanterre, EconomiX.
    5. Shruti Shastri & A. K. Giri & Geetilaxmi Mohapatra, 2018. "Testing the Sustainability of Current Accounts for Major South Asian Economies," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 19(1), pages 1-21, March.
    6. Husein, Jamal, 2020. "Current account sustainability for 21 African economies: Evidence based on nonlinear flexible Fourier stationarity and unit-root tests," MPRA Paper 100410, University Library of Munich, Germany.
    7. Vasif Abioglu & Suleyman Koc & Ibrahim Bakirtas, 2021. "The sustainability of the Turkish current account: Smooth structural break and asymmetric adjustments," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3916-3929, July.
    8. Chen, Shyh-Wei & Xie, Zixiong, 2015. "Testing for current account sustainability under assumptions of smooth break and nonlinearity," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 142-156.
    9. Yannick Timmer, 2014. "Current Account Dynamics In The Euro Area," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, vol. 6(2), pages 165-191, July.
    10. Issiaka Coulibaly & Blaise Gnimassoun, 2013. "Current account sustainability in Sub-Saharan Africa: Does the exchange rate regime matter?," Working Papers hal-04141160, HAL.
    11. Christian Schoder & Christian R. Proaño & Willi Semmler, 2012. "Are the current account imbalances between EMU countries sustainable?," IMK Working Paper 90-2012, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    12. Chen, Shyh-Wei, 2013. "Long memory and regime switching properties of current account deficits in the US," Economic Modelling, Elsevier, vol. 35(C), pages 78-87.
    13. Gnimassoun, Blaise & Coulibaly, Issiaka, 2014. "Current account sustainability in Sub-Saharan Africa: Does the exchange rate regime matter?," Economic Modelling, Elsevier, vol. 40(C), pages 208-226.
    14. Gil Kim & Lian An & Yoonbai Kim, 2012. "The behaviour of the real exchange rate and current account," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 5(2), pages 139-160, December.
    15. Ahmad, Ahmad Hassan & Aworinde, Olalekan Bashir & Martin, Christopher, 2015. "Threshold cointegration and the short-run dynamics of twin deficit hypothesis in African countries," The Journal of Economic Asymmetries, Elsevier, vol. 12(2), pages 80-91.
    16. Blaise Gnimassoun, 2014. "The importance of the exchange rate regime in limiting current account imbalances in sub-Saharan African countries," Working Papers hal-04141342, HAL.
    17. Chen, Shyh-Wei, 2014. "Smooth transition, non-linearity and current account sustainability: Evidence from the European countries," Economic Modelling, Elsevier, vol. 38(C), pages 541-554.

  25. Ana María Iregui & Jesús Otero, 2008. "Testing the law of one price in food markets: evidence for Colombia using disaggregated data," Documentos de Trabajo 5102, Universidad del Rosario.

    Cited by:

    1. Ana María Iregui & Jesús Otero, 2013. "A Spatiotemporal Analysis of Agricultural Prices: An Application to Colombian Data," Agribusiness, John Wiley & Sons, Ltd., vol. 29(4), pages 497-508, September.
    2. Margarita Gáfaro & Jair N. Ojeda-Joya & Andrea Paola Poveda-Olarte, 2020. "Abastecimiento y costos de transacción en los mercados de alimentos de las principales ciudades de Colombia," Borradores de Economia 1128, Banco de la Republica de Colombia.
    3. Bubáková, P., 2015. "The Law of One Price of Central European Countries – Analysis of Feed Barley," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 7(2), pages 1-13, June.

  26. Luis Fernando Gamboa & Jesus Otero, 2008. "An estimation of the pattern of diffusion of mobile phones: the case of Colombia," Documentos de Trabajo 5149, Universidad del Rosario.

    Cited by:

    1. Avila, Luz Angelica Pirir & Lee, Deok-Joo & Kim, Taegu, 2018. "Diffusion and competitive relationship of mobile telephone service in Guatemala: An empirical analysis," Telecommunications Policy, Elsevier, vol. 42(2), pages 116-126.
    2. Hiroshi Kitamura & Akira Miyaoka & Misato Sato, 2011. "Free Entry, Market Diffusion, and Social Inefficiency with Endogenously Growing Demand," Discussion Papers in Economics and Business 11-04-Rev, Osaka University, Graduate School of Economics, revised Nov 2012.
    3. Thakur Dhakal & Dae-Eun Lim, 2020. "Understanding ICT adoption in SAARC member countries," Letters in Spatial and Resource Sciences, Springer, vol. 13(1), pages 67-80, April.
    4. Kitamura, Hiroshi & Miyaoka, Akira & Sato, Misato, 2013. "Free entry, market diffusion, and social inefficiency with endogenously growing demand," Journal of the Japanese and International Economies, Elsevier, vol. 29(C), pages 98-116.
    5. Meade, Nigel & Islam, Towhidul, 2015. "Forecasting in telecommunications and ICT—A review," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1105-1126.
    6. Gómez-Torres, Lina-María & Beltrán, Fernando, 2011. "Analysis of an integrated plan for expanding broadband access in Colombia," Telecommunications Policy, Elsevier, vol. 35(9), pages 871-882.
    7. Gamboa, Luis Fernando & Gutiérrez, Luis H., 2010. "Public resale of mobile telephone minutes: An alternative access for low-income households in Colombia," Technology in Society, Elsevier, vol. 32(2), pages 122-129.
    8. Jha, Ashutosh & Saha, Debashis, 2020. "“Forecasting and analysing the characteristics of 3G and 4G mobile broadband diffusion in India: A comparative evaluation of Bass, Norton-Bass, Gompertz, and logistic growth models”," Technological Forecasting and Social Change, Elsevier, vol. 152(C).
    9. Annafari, Mohammad Tsani, 2013. "Multiple subscriptions of mobile telephony: Explaining the diffusion pattern using sampling data," Telecommunications Policy, Elsevier, vol. 37(10), pages 930-939.
    10. Tara Mitchell, 2016. "Factors Influencing the Diffusion of Information and Communications Technology: Are Developing Countries Different?," Trinity Economics Papers tep1216, Trinity College Dublin, Department of Economics.
    11. Barman, Hemanta & Dutta, Mrinal Kanti & Nath, Hiranya K., 2018. "The telecommunications divide among Indian states," Telecommunications Policy, Elsevier, vol. 42(7), pages 530-551.
    12. Jitendra Parajuli & Kingsley E. Haynes, 2018. "Cellular mobile telephony in Nepal," Letters in Spatial and Resource Sciences, Springer, vol. 11(2), pages 209-222, July.
    13. Riikonen, Antti & Smura, Timo & Kivi, Antero & Töyli, Juuso, 2013. "Diffusion of mobile handset features: Analysis of turning points and stages," Telecommunications Policy, Elsevier, vol. 37(6), pages 563-572.
    14. Honoré, Bidiasse, 2019. "Diffusion of mobile telephony: Analysis of determinants in Cameroon," Telecommunications Policy, Elsevier, vol. 43(3), pages 287-298.
    15. Gupta, Ruchita & Jain, Karuna, 2016. "Competition effect of a new mobile technology on an incumbent technology: An Indian case study," Telecommunications Policy, Elsevier, vol. 40(4), pages 332-342.
    16. Curwen, Peter & Whalley, Jason, 2013. "Mapping worldwide mobile networks: Some problems and indicative solutions," Telecommunications Policy, Elsevier, vol. 37(11), pages 1150-1165.

  27. Otero, Jesus & Smith, Jeremy & Giulietti, Monica, 2008. "Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence," Economic Research Papers 269863, University of Warwick - Department of Economics.

    Cited by:

    1. Hsu Shih-Hsun, 2021. "Disentangling the source of non-stationarity in a panel of seasonal data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(1), pages 1-18, February.

  28. Jesús Otero & Manuel Ramírez Gómez, 2008. "Modeling the monetary policy reaction function of the colombian central bank," Documentos de Trabajo 4650, Universidad del Rosario.

    Cited by:

    1. Gustavo Nicolás Páez, 2015. "Prediciendo decisiones de agentes económicos: ¿Cómo determina el Banco de la República de Colombia la tasa de interés?," Documentos CEDE 12567, Universidad de los Andes, Facultad de Economía, CEDE.

  29. Giulietti, Monica & Otero, Jesus & Smith, Jeremy, 2007. "Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence," The Warwick Economics Research Paper Series (TWERPS) 784, University of Warwick, Department of Economics.

    Cited by:

    1. Hsu Shih-Hsun, 2021. "Disentangling the source of non-stationarity in a panel of seasonal data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(1), pages 1-18, February.
    2. Robert M. Kunst & Philip Hans Franses, 2011. "Testing for Seasonal Unit Roots in Monthly Panels of Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(4), pages 469-488, August.
    3. Otero, Jesús & Smith, Jeremy & Giulietti, Monica, 2008. "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) 865, University of Warwick, Department of Economics.

  30. Giulietti, Monica & Otero, Jesus & Waterson, Michael, 2007. "Pricing behaviour under competition in the UK electricity supply industry," The Warwick Economics Research Paper Series (TWERPS) 790, University of Warwick, Department of Economics.

    Cited by:

    1. de Bragança, Gabriel Godofredo Fiuza & Daglish, Toby, 2017. "Investing in vertical integration: electricity retail market participation," Energy Economics, Elsevier, vol. 67(C), pages 355-365.
    2. He, X. & Reiner, D., 2018. "Consumer Engagement in Energy Markets: The Role of Information and Knowledge," Cambridge Working Papers in Economics 1867, Faculty of Economics, University of Cambridge.
    3. Silvia Concettini & Anna Creti, 2013. "Liberalization of electricity retailing in Europe: coming back or going forth?," Working Papers hal-00915924, HAL.
    4. Wilson, Chris M, 2009. "Market Frictions: A Unified Model of Search and Switching Costs," MPRA Paper 13672, University Library of Munich, Germany.
    5. Nils-Henrik M. Von Der Fehr & Petter Vegard Hansen, 2009. "Electricity Retailing in Norway," RSCAS Working Papers 2009/04, European University Institute.
    6. Giulietti, Monica & Waterson, Michael & Wildenbeest, Matthijs R., 2010. "Estimation of Search Frictions in the British Electricity Market," The Warwick Economics Research Paper Series (TWERPS) 940, University of Warwick, Department of Economics.
    7. Chris Wilson, 2009. "Market Frictions: A Unified Model of Search Costs and Switching Costs," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP) 2009-03, Centre for Competition Policy, University of East Anglia, Norwich, UK..
    8. Xiaoping He & David Reiner, 2015. "Why Do More British Consumers Not Switch Energy Suppliers? The Role of Individual Attitudes," Cambridge Working Papers in Economics 1525, Faculty of Economics, University of Cambridge.
    9. Daglish, Toby, 2016. "Consumer governance in electricity markets," Energy Economics, Elsevier, vol. 56(C), pages 326-337.
    10. Lehto, Eero, 2011. "Electricity prices in the Finnish retail market," Energy Policy, Elsevier, vol. 39(4), pages 2179-2192, April.
    11. Jens Metge & Pia Weiss, 2011. "Protecting The Domestic Market: Industrial Policy And Strategic Firm Behavior," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 56(02), pages 159-174.
    12. Apergis, Nicholas & Polemis, Michael, 2018. "Electricity supply shocks and economic growth across the US states: evidence from a time-varying Bayesian panel VAR model, aggregate and disaggregate energy sources," MPRA Paper 84954, University Library of Munich, Germany.
    13. Wilson, Chris M., 2012. "Market frictions: A unified model of search costs and switching costs," European Economic Review, Elsevier, vol. 56(6), pages 1070-1086.
    14. Poupeau, François-Mathieu, 2009. "Domestic customers and reform of the gas sector. An organisational sociology perspective," Energy Policy, Elsevier, vol. 37(12), pages 5385-5392, December.
    15. Amountzias, Chrysovalantis & Dagdeviren, Hulya & Patokos, Tassos, 2017. "Pricing decisions and market power in the UK electricity market: A VECM approach," Energy Policy, Elsevier, vol. 108(C), pages 467-473.
    16. Brown, David P. & Eckert, Andrew, 2018. "The effect of default rates on retail competition and pricing decisions of competitive retailers: The case of Alberta," Energy Policy, Elsevier, vol. 118(C), pages 298-311.
    17. Defeuilley, Christophe, 2009. "Retail competition in electricity markets," Energy Policy, Elsevier, vol. 37(2), pages 377-386, February.
    18. Xiaoping He & David Reiner, 2017. "Why Consumers Switch Energy Suppliers: The Role of Individual Attitudes," The Energy Journal, International Association for Energy Economics, vol. 0(Number 6).

  31. Mark J. Holmes & Jesus Otero & Theodore Panagiotidis, 2007. "Are EU budget deficits sustainable?," Discussion Paper Series 2007_13, Department of Economics, Loughborough University, revised May 2007.

    Cited by:

    1. Paul Alagidede & George Tweneboah, 2015. "On the Sustainability and Synchronization of Fiscal Policy in Latin America," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 52(2), pages 213-240, November.

  32. Giulietti, Monica & Otero, Jesus & Smith, Jeremy, 2006. "Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence," Economic Research Papers 269741, University of Warwick - Department of Economics.

    Cited by:

    1. Hsu Shih-Hsun, 2021. "Disentangling the source of non-stationarity in a panel of seasonal data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(1), pages 1-18, February.
    2. Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2013. "Modelling the behaviour of unemployment rates in the US over time and across space," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(22), pages 5711-5722.
    3. Skrobotov, Anton (Скроботов, Антон) & Turuntseva, Marina (Турунцева, Марина), 2017. "Testing the Hypothesis of a Unit Root for Independent Panels [Тестирование Гипотезы О Наличии Единичного Корня Для Независимых Панелей]," Working Papers 021707, Russian Presidential Academy of National Economy and Public Administration.

  33. Giulietti, Monica & Otero, Jesus & Smith, Jeremy, 2006. "Testing for stationarity in heterogeneous panel data in the presence of cross section dependence," Economic Research Papers 269651, University of Warwick - Department of Economics.

    Cited by:

    1. Jesús Otero & Ana María Iregui, 2011. "The Long-Run Behaviour of the Terms of Trade between Primary Commodities and Manufactures: A Panel Data Approach," WIDER Working Paper Series wp-2011-071, World Institute for Development Economic Research (UNU-WIDER).
    2. Giulietti, Monica & Otero, Jesus & Waterson, Michael, 2007. "Pricing behaviour under competition in the UK electricity supply industry," The Warwick Economics Research Paper Series (TWERPS) 790, University of Warwick, Department of Economics.
    3. Ana María Iregui & Jesús Otero, 2008. "Testing the law of one price in food markets: evidence for Colombia using disaggregated data," Documentos de Trabajo 5102, Universidad del Rosario.
    4. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2010. "On the Stationarity of Current Account Deficits in the European Union," Working Paper series 05_10, Rimini Centre for Economic Analysis.
    5. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2011. "PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, cross-Sectional Dependency and Structural Breaks," Working Paper series 51_11, Rimini Centre for Economic Analysis.
    6. Luisanna Onnis & Patrizio Tirelli, 2010. "Challenging the popular wisdom. New estimates of the unobserved economy," Working Papers 184, University of Milano-Bicocca, Department of Economics, revised Apr 2010.
    7. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2009. "Are Eu Budget Deficits Stationary?," Working Paper series 17_09, Rimini Centre for Economic Analysis.
    8. Helmut Herwartz & Yabibal M. Walle, 2018. "A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility," Computational Statistics, Springer, vol. 33(1), pages 379-411, March.

  34. Otero, Jesus & Smith, Jeremy & Giulietti, Monica, 2004. "Testing for seasonal unit roots in heterogeneous panels," Economic Research Papers 269589, University of Warwick - Department of Economics.

    Cited by:

    1. Ghatak, Subrata & Guresci-Pehlivan, Gulcin & Utkulu, Utku, 2011. "Convergence in an Enlarged Europe: The Turkish Case," Economics Discussion Papers 2011-3, School of Economics, Kingston University London.
    2. Giulietti, Monica & Otero, Jesus & Smith, Jeremy, 2007. "Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence," The Warwick Economics Research Paper Series (TWERPS) 784, University of Warwick, Department of Economics.
    3. Hsu Shih-Hsun, 2021. "Disentangling the source of non-stationarity in a panel of seasonal data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(1), pages 1-18, February.
    4. Christophe RAULT & Guglielmo Maria CAPORALE & Thouraya HADJ AMOR, 2009. "International Financial Integration And Real Exchange Rate Long-Run Dynamics In Emerging Countries," William Davidson Institute Working Papers Series wp970, William Davidson Institute at the University of Michigan.
    5. Robert M. Kunst & Philip Hans Franses, 2011. "Testing for Seasonal Unit Roots in Monthly Panels of Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(4), pages 469-488, August.
    6. Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault, 2009. "International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence," Discussion Papers of DIW Berlin 941, DIW Berlin, German Institute for Economic Research.
    7. Otero, Jesús & Smith, Jeremy & Giulietti, Monica, 2008. "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) 865, University of Warwick, Department of Economics.
    8. Ho, Tsung-wu, 2008. "Testing seasonal mean-reversion in the real exchange rates: An application of nonlinear IV estimator," Economics Letters, Elsevier, vol. 99(2), pages 314-316, May.
    9. Ucar, Nuri & Guler, Huseyin, 2010. "Testing stochastic income convergence in seasonal heterogeneous panels," Economic Modelling, Elsevier, vol. 27(1), pages 422-431, January.

  35. Otero, Jesus & Smith, Jeremy, 2003. "The KPSS test with outliers," Economic Research Papers 269574, University of Warwick - Department of Economics.

    Cited by:

    1. Michieka, Nyakundi M. & Gearhart, Richard, 2015. "Oil price fluctuations and employment in Kern County: A Vector Error Correction approach," Energy Policy, Elsevier, vol. 87(C), pages 584-590.
    2. Omid Bozorg-Haddad & Mohammad Solgi & Hugo A. Loáiciga, 2017. "Investigation of Climatic Variability with Hybrid Statistical Analysis," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 31(1), pages 341-353, January.
    3. Michieka, Nyakundi M. & Fletcher, Jerald & Burnett, Wesley, 2013. "An empirical analysis of the role of China’s exports on CO2 emissions," Applied Energy, Elsevier, vol. 104(C), pages 258-267.
    4. Tayebi , Seyed Komail & Amini , Khaled Mohammad & Zamani , Zahra, 2012. "Inflation Determinants in Low and High Frequencies: An Implication of Spectral Analysis to Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 7(1), pages 119-137, October.
    5. Zachmann, Georg, 2008. "Electricity wholesale market prices in Europe: Convergence?," Energy Economics, Elsevier, vol. 30(4), pages 1659-1671, July.
    6. P. S. Sephton, 2010. "Unit roots and purchasing power parity: another kick at the can," Applied Economics, Taylor & Francis Journals, vol. 42(27), pages 3439-3453.

  36. Jesus Otero & Manuel Ramirez, 2002. "On the determinants of the inflation rate in Colombia: a disequilibrium market approach," Borradores de Investigación 3296, Universidad del Rosario.

    Cited by:

    1. Javier Gómez & José Darío Uribe & Hernando Vargas, 2002. "The Implementation of Inflation Targeting in Colombia," Borradores de Economia 202, Banco de la Republica de Colombia.
    2. Sebastian Gomez-Cardona, 2014. "Monetary Policy and Exchange Rate in a Structural VAR for a Small Open Economy," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, November.

  37. Ana María Iregui & Costas Milas & Jesus Otero, 2002. "On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach," Economics and Finance Discussion Papers 02-29, Economics and Finance Section, School of Social Sciences, Brunel University.

    Cited by:

    1. Kuan-Min Wang, 2010. "Expected and Unexpected Impulses of Monetary Policy on the Interest Pass-Through Mechanism in Asian Countries," Annals of Economics and Finance, Society for AEF, vol. 11(1), pages 95-137, May.
    2. Andriakopoulos, Konstantinos & Ladas, Augoustinos & Andriakopoulos, Panagiotis, 2020. "Bank efficiency and leasing in U.S.A. banking system," MPRA Paper 112645, University Library of Munich, Germany.
    3. Mark J. Holmes & Ana Maria Iregui & Jesús Otero, 2015. "Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks," Working Papers in Economics 15/05, University of Waikato.
    4. Wang, Kuan-Min & Lee, Yuan-Ming, 2009. "Market volatility and retail interest rate pass-through," Economic Modelling, Elsevier, vol. 26(6), pages 1270-1282, November.
    5. Hsu-Ling Chang & Chi-Wei Su, 2010. "The Lending-Deposit Rate Relationship in Eastern European Countries: Evidence from the Rank Test for Non-linear Cointegration," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 60(6), pages 534-544, December.
    6. Rafik Harkati & Syed Musa Alhabshi & Salina Kassim & Noraini Mohd Ariffin, 2022. "Market structure and power: comparative empirical evidence from a dual banking system," Economic Change and Restructuring, Springer, vol. 55(3), pages 1815-1873, August.
    7. Holmes, Mark J. & Iregui, Ana María & Otero, Jesús, 2019. "Interest rate convergence across maturities: Evidence from bank data in an emerging market economy," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 57-70.

  38. Ana María Iregui & Jesús Otero, 2002. "On the Dynamics of Unemployment in a Developing Economy: Colombia," Borradores de Economia 208, Banco de la Republica de Colombia.

    Cited by:

    1. Luis Eduardo Arango & IREGUI, Ana María & MELO, Luis F., 2006. "Recent macroeconomic performance in colombia: what went wrong?," Revista de Economía del Rosario, Universidad del Rosario, June.
    2. Luis Eduardo Arango & Carlos Esteban Posada, 2006. "La Tasa De Desempleo De Largo Plazo En Colombia," Borradores de Economia 3085, Banco de la Republica.
    3. Luis Eduardo Arango & Carlos Esteban Posada, 2006. "The Time-Varying Long-Run Unemployment Rate: The Colombian Case," Borradores de Economia 389, Banco de la Republica de Colombia.
    4. José R. Gamarra, 2006. "¿Cómo se comportan las tasas de desempleo en siete ciudades colombianas?," Revista de Economía del Rosario, Universidad del Rosario, December.
    5. Magnus Gustavsson & Par Osterholm, 2006. "Hysteresis and non-linearities in unemployment rates," Applied Economics Letters, Taylor & Francis Journals, vol. 13(9), pages 545-548.
    6. Luis Eduardo Arango & Ana María Iregui & Luis Fernando Melo, 2003. "Recent Behavior of Outpout , Unemployment, Wages and Prices in Colombia: What went wrong?," Borradores de Economia 3417, Banco de la Republica.
    7. Fabio Gomes & Cleomar Gomes da Silva, 2007. "Hysteresis vs. natural rate of unemployment in Brazil and Chile," Applied Economics Letters, Taylor & Francis Journals, vol. 15(1), pages 53-56.
    8. Luis Eduardo Arango & Carlos Esteban Posada, 2006. "The Time-Varying Long-Run Unemployment Rate: The Case Colombian," Borradores de Economia 3629, Banco de la Republica.

  39. Jesus Otero & Jeremy Smith, 2002. "Seasonal adjustment and cointegration," Borradores de Investigación 3483, Universidad del Rosario.

    Cited by:

    1. Álvaro Chaves Castro., 2005. "Un modelo de cointegración estacional de la producción industrial, Colombia 1993-2005," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, December.
    2. Tomas del Barrio Castro & Denise R. Osborn, 2006. "A Random Walk through Seasonal Adjustment: Noninvertible Moving Averages and Unit Root Tests," Economics Discussion Paper Series 0612, Economics, The University of Manchester.

  40. Costas Milas & Jesus Otero & Theodore Panagiotidis, 2001. "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," Borradores de Investigación 2737, Universidad del Rosario.

    Cited by:

    1. Atanu Ghoshray, 2009. "On Price Dynamics for Different Qualities of Coffee," Review of Market Integration, India Development Foundation, vol. 1(1), pages 103-118, April.
    2. Bastianin, Andrea & Lanza, Alessandro & Manera, Matteo, 2018. "Economic impacts of El Niño Southern Oscillation: evidence from the Colombian coffee market," MPRA Paper 89984, University Library of Munich, Germany.
    3. Angelos Kanas, 2008. "Modeling regime transition in stock index futures markets and forecasting implications," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(8), pages 649-669.
    4. Sephton, Peter S., 2019. "El Niño, La Niña, and a cup of Joe," Energy Economics, Elsevier, vol. 84(C).
    5. Li, Xi-Le & Saghaian, Sayed, 2014. "The Presence Of Market Power In The Coffee Market: The Case Of Colombian Milds," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170348, Agricultural and Applied Economics Association.
    6. David Ubilava, 2012. "El Niño, La Niña, and world coffee price dynamics," Agricultural Economics, International Association of Agricultural Economists, vol. 43(1), pages 17-26, January.
    7. John M. Fry & Baoying Lai & Mark Rhodes, 2011. "The interdependence of Coffee spot and futures market," Working Papers 2011.1, International Network for Economic Research - INFER.
    8. Benedicto Lukanima & Raymond Swaray, 2014. "Market Reforms and Commodity Price Volatility: The Case of East African Coffee Market," The World Economy, Wiley Blackwell, vol. 37(8), pages 1152-1185, August.
    9. Coronado Ramírez Semei Leopoldo & Porras Serrano Jesús & Sandoval Bravo Salvador, 2013. "Aplicación de bicorrelación cruzada al rendimiento diario del precio del café," Contaduría y Administración, Accounting and Management, vol. 58(1), pages 117-129, enero-mar.
    10. Fousekis, Panos & Grigoriadis, Vasilis, 2022. "Conditional tail price risk spillovers in coffee markets across quality, physical space, and time: Empirical analysis with penalized quantile regressions," Economic Modelling, Elsevier, vol. 106(C).
    11. Atanu Ghoshray, 2010. "The Extent Of The World Coffee Market," Bulletin of Economic Research, Wiley Blackwell, vol. 62(1), pages 97-107, January.
    12. Man Wang & Kun Chen & Qin Luo & Chao Cheng, 2018. "Multi-Step Inflation Prediction with Functional Coefficient Autoregressive Model," Sustainability, MDPI, vol. 10(6), pages 1-16, May.

  41. Jesús Otero & Costas Milas, 2001. "Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach," CeNDEF Workshop Papers, January 2001 PO2, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.

    Cited by:

    1. Cerra, Valerie, 2019. "How can a strong currency or drop in oil prices raise inflation and the black-market premium?," Economic Modelling, Elsevier, vol. 76(C), pages 1-13.
    2. Ferit Kula & Alper Aslan & lhan zt rk, 2014. "Long Run Tendencies and Short Run Adjustments Between Official and Black Market Exchange Rates in MENA Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 4(3), pages 494-500.
    3. Sushanta Mallick & Ricardo Sousa, 2013. "Commodity Prices, Inflationary Pressures, and Monetary Policy: Evidence from BRICS Economies," Open Economies Review, Springer, vol. 24(4), pages 677-694, September.

  42. Otero, Jesus G. & Milas, Costas, 1998. "Modelling The Behaviour Of The Spot Prices Of Various Types Of Coffee," Economic Research Papers 269244, University of Warwick - Department of Economics.

    Cited by:

    1. Ben Shepherd, 2005. "Market Power in International Commodity Processing Chains: Preliminary Results from the Coffee Market," International Trade 0511013, University Library of Munich, Germany.
    2. Costas Milas & Jesus Otero & Theodore Panagiotidis, 2001. "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," Borradores de Investigación 2737, Universidad del Rosario.

  43. Smith, Jeremy & Otero, Jesus, 1995. "Structural Breaks and Seasonal Integration," Economic Research Papers 268653, University of Warwick - Department of Economics.

    Cited by:

    1. da Silva Lopes, Artur C. B., 2001. "The robustness of tests for seasonal differencing to structural breaks," Economics Letters, Elsevier, vol. 71(2), pages 173-179, May.
    2. Clements, Michael & Smith, Jeremy, 1997. "Forecasting Seasonal UK Consumption Components," The Warwick Economics Research Paper Series (TWERPS) 479, University of Warwick, Department of Economics.
    3. Artur C. B. da Silva Lopes & Antonio Montañés, 2004. "The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts," Econometrics 0411010, University Library of Munich, Germany.
    4. Franses, Ph.H.B.F. & van Dijk, D.J.C., 2001. "The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production," Econometric Institute Research Papers EI 2001-14, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    5. Busetti, Fabio & Taylor, A. M. Robert, 2003. "Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots," Journal of Econometrics, Elsevier, vol. 117(1), pages 21-53, November.
    6. Popp, Stephan, 2007. "Modified seasonal unit root test with seasonal level shifts at unknown time," Economics Letters, Elsevier, vol. 97(2), pages 111-117, November.
    7. Gabriel Pons, 2006. "Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(2), pages 191-209, March.
    8. Mendez Parra, Maximiliano, 2015. "Seasonal Unit Roots and Structural Breaks in agricultural time series: Monthly exports and domestic supply in Argentina," MPRA Paper 63831, University Library of Munich, Germany, revised 06 Apr 2015.
    9. Westerlund, Joakim & Costantini, Mauro & Narayan, Paresh & Popp, Stephan, 2009. "Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production," Working Papers in Economics 377, University of Gothenburg, Department of Economics.
    10. Hassler, Uwe & Rodrigues, Paulo M. M., 2009. "Seasonal Unit Root Tests under Structural Breaks," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77565, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    11. Méndez Parra, Maximiliano, 2015. "Futures prices, trade and domestic supply of agricultural commodities," Economics PhD Theses 0115, Department of Economics, University of Sussex Business School.
    12. B. da Silva Lopes, Artur C., 2005. "Finite sample effects of pure seasonal mean shifts on Dickey-Fuller tests," MPRA Paper 125, University Library of Munich, Germany, revised May 2006.
    13. Harvey, David I. & Leybourne, Stephen J. & Newbold, Paul, 2002. "Seasonal unit root tests with seasonal mean shifts," Economics Letters, Elsevier, vol. 76(2), pages 295-302, July.
    14. Clements, Michael P. & Hendry, David F., 1997. "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, Elsevier, vol. 13(3), pages 341-355, September.
    15. Artur C. B. Da Silva Lopes, 2008. "Finite Sample Effects Of Pure Seasonal Mean Shifts On Dickey–Fuller Tests: A Simulation Study," Manchester School, University of Manchester, vol. 76(5), pages 528-538, September.

  44. Otero, Jesus & Smith, Jeremy, 1966. "The Effects Of Seasonal Adjustment Linear Filters On Cointegrating Equations: A Monte Carlo Investigation," Economic Research Papers 272847, University of Warwick - Department of Economics.

    Cited by:

    1. Diego Winkelried Quezada, 2003. "Indicadores adelantados de la inflación en el Perú," Monetaria, CEMLA, vol. 0(4), pages 345-382, octubre-d.
    2. Héctor A. Valle S., 2003. "Pronósticos de inflación para Guatemala hechos con modelos ARIMA y VAR," Monetaria, CEMLA, vol. 0(4), pages 407-428, octubre-d.
    3. Gianluca Cubadda, 1999. "Common cycles in seasonal non‐stationary time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(3), pages 273-291, May.
    4. Claudia Arguedas & Jorge Requena, 2003. "La dolarización en Bolivia: una estimación de la elasticidad de sustitución entre monedas," Monetaria, CEMLA, vol. 0(4), pages 383-406, octubre-d.
    5. Jesús R. González García, 2003. "La dinámica del consumo privado en México: un análisis de cointegración con cambios de régimen," Monetaria, CEMLA, vol. 0(4), pages 429-449, octubre-d.

Articles

  1. Holmes, Mark J. & Otero, Jesús, 2023. "Asymmetric behaviour and the 9-ending pricing of retail gasoline," Energy, Elsevier, vol. 263(PC).

    Cited by:

    1. Kyungsoo Cha & Chul-Yong Lee, 2023. "Rockets and Feathers in the Gasoline Market: Evidence from South Korea," Sustainability, MDPI, vol. 15(4), pages 1-15, February.

  2. Jesús Otero & Theodore Panagiotidis & Georgios Papapanagiotou, 2022. "Multivariate Cointegration and Temporal Aggregation: Some Further Simulation Results," Computational Economics, Springer;Society for Computational Economics, vol. 59(1), pages 59-70, January.
    See citations under working paper version above.
  3. Mark J. Holmes & Jesús Otero, 2022. "The wage curve within and across regions: new insights from a pairwise view of US states," Empirical Economics, Springer, vol. 62(5), pages 2069-2089, May.

    Cited by:

    1. David G. Blanchflower & Alex Bryson & Jackson Spurling, 2022. "The Wage Curve After the Great Recession," NBER Working Papers 30322, National Bureau of Economic Research, Inc.

  4. Christopher F Baum & Stan Hurn & Kenneth Lindsay & Jesús Otero, 2022. "Testing for time-varying Granger causality," Stata Journal, StataCorp LP, vol. 22(2), pages 355-378, June.
    See citations under working paper version above.
  5. Iregui, Ana María & Núñez, Héctor M. & Otero, Jesús, 2021. "Testing the efficiency of inflation and exchange rate forecast revisions in a changing economic environment," Journal of Economic Behavior & Organization, Elsevier, vol. 187(C), pages 290-314.

    Cited by:

    1. Joscha Beckmann & Robert L. Czudaj, 2022. "Exchange rate expectation, abnormal returns, and the COVID-19 pandemic," Chemnitz Economic Papers 054, Department of Economics, Chemnitz University of Technology, revised Jan 2022.
    2. Bernd Hayo & Pierre-Guillaume Méon, 2023. "Measuring Household Inflation Perceptions and Expectations: The Effect of Guided vs Non-Guided Inflation Questions," CESifo Working Paper Series 10564, CESifo.

  6. Jesús Otero & Christopher F Baum, 2021. "Unit-root tests for explosive behavior," Stata Journal, StataCorp LP, vol. 21(4), pages 999-1020, December.
    See citations under working paper version above.
  7. Héctor M. Núñez & Jesús Otero, 2021. "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, John Wiley & Sons, Ltd., vol. 36(6), pages 833-841, September.

    Cited by:

    1. Holmes, Mark J. & Otero, Jesús, 2023. "Psychological price barriers, El Niño, La Niña: New insights for the case of coffee," Journal of Commodity Markets, Elsevier, vol. 31(C).

  8. Mark J. Holmes & Jesús Otero, 2020. "The Beveridge Curve Across US States: New Insights From a Pairwise Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(2), pages 405-424, April.

    Cited by:

    1. Mark J. Holmes & Jesús Otero, 2022. "The wage curve within and across regions: new insights from a pairwise view of US states," Empirical Economics, Springer, vol. 62(5), pages 2069-2089, May.

  9. Giulietti, Monica & Otero, Jesús & Waterson, Michael, 2020. "Rigidities and adjustments of daily prices to costs: Evidence from supermarket data," Journal of Economic Dynamics and Control, Elsevier, vol. 116(C).
    See citations under working paper version above.
  10. Andrés García-Suaza & Jesús Otero & Rainer Winkelmann, 2020. "Predicting early career productivity of PhD economists: Does advisor-match matter?," Scientometrics, Springer;Akadémiai Kiadó, vol. 122(1), pages 429-449, January.

    Cited by:

    1. Nathan Barrymore & Cristian L. Dezső & Benjamin C. King, 2022. "Gender and competitiveness when earning for others: Experimental evidence and implications for sponsorship," Strategic Management Journal, Wiley Blackwell, vol. 43(5), pages 905-934, May.
    2. Piotr Śpiewanowski & Oleksandr Talavera, 2021. "Journal rankings and publication strategy," Scientometrics, Springer;Akadémiai Kiadó, vol. 126(4), pages 3227-3242, April.
    3. Sabine Gralka & Klaus Wohlrabe, 2022. "Classifying top economists using archetypoid analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 29(14), pages 1342-1346, August.
    4. Klaus Wohlrabe & Constantin Bürgi, 2021. "What Is the Benefit from Publishing a Working Paper in a Journal in Terms of Citations? Evidence from Economics," CESifo Working Paper Series 8925, CESifo.
    5. Baumann, Alexandra & Wohlrabe, Klaus, 2020. "Where have all the working papers gone? Evidence from four major economics working paper series," Munich Reprints in Economics 84722, University of Munich, Department of Economics.
    6. Andrew Hussey & Sheena Murray & Wendy Stock, 2022. "Gender, coauthorship, and academic outcomes in economics," Economic Inquiry, Western Economic Association International, vol. 60(2), pages 465-484, April.
    7. Isabel M. Habicht & Mark Lutter & Martin Schröder, 2021. "How human capital, universities of excellence, third party funding, mobility and gender explain productivity in German political science," Scientometrics, Springer;Akadémiai Kiadó, vol. 126(12), pages 9649-9675, December.
    8. Rodrigo Dorantes-Gilardi & Aurora A. Ramírez-Álvarez & Diana Terrazas-Santamaría, 2023. "Is there a differentiated gender effect of collaboration with super-cited authors? Evidence from junior researchers in economics," Scientometrics, Springer;Akadémiai Kiadó, vol. 128(4), pages 2317-2336, April.

  11. Mark J. Holmes & Jesús Otero, 2020. "A tale of two coffees? Analysing interaction and futures market efficiency," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 37(1), pages 89-109, February.

    Cited by:

    1. Holmes, Mark J. & Otero, Jesús, 2023. "Psychological price barriers, El Niño, La Niña: New insights for the case of coffee," Journal of Commodity Markets, Elsevier, vol. 31(C).
    2. Fousekis, Panos & Grigoriadis, Vasilis, 2022. "Conditional tail price risk spillovers in coffee markets across quality, physical space, and time: Empirical analysis with penalized quantile regressions," Economic Modelling, Elsevier, vol. 106(C).

  12. Holmes, Mark J. & Otero, Jesús, 2019. "Re-examining the movements of crude oil spot and futures prices over time," Energy Economics, Elsevier, vol. 82(C), pages 224-236.

    Cited by:

    1. Rubaszek Michal & Karolak Zuzanna & Kwas Marek & Uddin Gazi Salah, 2020. "The role of the threshold effect for the dynamics of futures and spot prices of energy commodities," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(5), pages 1-20, December.
    2. Zhang, Qi & Di, Peng & Farnoosh, Arash, 2021. "Study on the impacts of Shanghai crude oil futures on global oil market and oil industry based on VECM and DAG models," Energy, Elsevier, vol. 223(C).
    3. Gkillas, Konstantinos & Manickavasagam, Jeevananthan & Visalakshmi, S., 2022. "Effects of fundamentals, geopolitical risk and expectations factors on crude oil prices," Resources Policy, Elsevier, vol. 78(C).
    4. Dai, Peng-Fei & Xiong, Xiong & Zhang, Jin & Zhou, Wei-Xing, 2022. "The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model," Resources Policy, Elsevier, vol. 78(C).
    5. Kumar, Satish, 2022. "Speed of adjustment in energy and metal prices: Evidence from India," Resources Policy, Elsevier, vol. 78(C).

  13. Holmes, Mark J. & Iregui, Ana María & Otero, Jesús, 2019. "Interest rate convergence across maturities: Evidence from bank data in an emerging market economy," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 57-70.

    Cited by:

    1. Obadić, Alka & Arčabić, Vladimir & Rogić Dumančić, Lucija, 2023. "Club convergence of labor market institutions in the European Union," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 876-896.

  14. Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2019. "Property heterogeneity and convergence club formation among local house prices," Journal of Housing Economics, Elsevier, vol. 43(C), pages 1-13.
    See citations under working paper version above.
  15. Jesús Otero & Christopher F Baum, 2018. "Unit-root tests based on forward and reverse Dickey–Fuller regressions," Stata Journal, StataCorp LP, vol. 18(1), pages 22-28, March.

    Cited by:

    1. İbrahim Özmen & Şerife Özşahin, 2023. "Effects of global energy and price fluctuations on Turkey's inflation: new evidence," Economic Change and Restructuring, Springer, vol. 56(4), pages 2695-2728, August.

  16. Otero, Jesús & Argüello, Ricardo & Oviedo, Juan Daniel & Ramírez, Manuel, 2018. "Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach," Economic Modelling, Elsevier, vol. 72(C), pages 190-201.

    Cited by:

    1. Harold Glenn A. Valera & Mark J. Holmes & Valerien O. Pede & Jean Balié, 2023. "How convergent are rice export prices in the international market?," Agricultural Economics, International Association of Agricultural Economists, vol. 54(1), pages 127-141, January.
    2. Holmes, Mark J. & Otero, Jesús, 2023. "Psychological price barriers, El Niño, La Niña: New insights for the case of coffee," Journal of Commodity Markets, Elsevier, vol. 31(C).
    3. Fousekis, Panos & Grigoriadis, Vasilis, 2022. "Conditional tail price risk spillovers in coffee markets across quality, physical space, and time: Empirical analysis with penalized quantile regressions," Economic Modelling, Elsevier, vol. 106(C).

  17. Ana María Iregui & Jesús Otero, 2017. "Testing for spatial market integration: evidence for Colombia using a pairwise approach," Agricultural Economics, International Association of Agricultural Economists, vol. 48(6), pages 743-753, November.

    Cited by:

    1. Prince, Ehsanur Rauf & Barmon, Basanta Kumar & Islam, Teresa, 2022. "An Investigation into the Spatial Rice Market Integration in Bangladesh: Application of Vector Error Correction Approach," MPRA Paper 115927, University Library of Munich, Germany.
    2. Hakan Yilmazkuday, 2013. "Inflation targeting, flexible exchange rates and inflation convergence," Applied Economics, Taylor & Francis Journals, vol. 45(5), pages 593-603, February.
    3. Vo, Long & Clements, Ken & Si, Jiawei, 2020. "The Law of One Food Price," 2020 Conference (64th), February 12-14, 2020, Perth, Western Australia 305235, Australian Agricultural and Resource Economics Society.
    4. Lan Yi & Jianping Tao & Zhongkun Zhu & Caifeng Tan & Le Qi, 2019. "Food Safety Incident, Public Health Concern, and Risk Spillover Heterogeneity: Avian Influenza Shocks as Natural Experiments in China’s Consumer Markets," IJERPH, MDPI, vol. 16(21), pages 1-30, October.
    5. Yazgan, M. Ege & Yilmazkuday, Hakan, 2011. "Price-level convergence: New evidence from U.S. cities," Economics Letters, Elsevier, vol. 110(2), pages 76-78, February.
    6. Lan Yi & Congcong Duan & Jianping Tao & Yong Huang & Meihua Xing & Zhongkun Zhu & Caifeng Tan & Xinglin Chen, 2020. "Disease Outbreak, Health Scare, and Distance Decay: Evidence from HPAI Shocks in Chinese Meat Sector," IJERPH, MDPI, vol. 17(21), pages 1-35, October.
    7. John Baffes & Varun Kshirsagar, 2020. "Shocks to food market systems: A network approach," Agricultural Economics, International Association of Agricultural Economists, vol. 51(1), pages 111-129, January.
    8. Margarita Gáfaro & Jair N. Ojeda-Joya & Andrea Paola Poveda-Olarte, 2020. "Abastecimiento y costos de transacción en los mercados de alimentos de las principales ciudades de Colombia," Borradores de Economia 1128, Banco de la Republica de Colombia.

  18. Cárdenas, Jeisson & Gutiérrez, Luis H. & Otero, Jesús, 2017. "Investigating diesel market integration in France: Evidence from micro data," Energy Economics, Elsevier, vol. 63(C), pages 314-321.

    Cited by:

    1. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2022. "Convergence in retail gasoline prices: insights from Canadian cities," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 68(1), pages 207-228, February.
    2. Marco R. Barassi & Gianluigi De Pascale & Raffaele Lagravinese, 2021. "Testing the law of one-price in the US gasoline market: a long memory approach," SERIES 03-2021, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Jun 2021.
    3. Erwan Gautier & Magali Marx & Paul Vertier, 2022. "How do Gasoline Prices Respond to a Cost Shock ?," Working papers 861, Banque de France.
    4. Su, Chi-Wei & Yuan, Xi & Umar, Muhammad & Chang, Tsangyao, 2022. "Dynamic price linkage of energies in transformation: Evidence from quantile connectedness," Resources Policy, Elsevier, vol. 78(C).
    5. Ren, Xiaohang & Lu, Zudi & Cheng, Cheng & Shi, Yukun & Shen, Jian, 2019. "On dynamic linkages of the state natural gas markets in the USA: Evidence from an empirical spatio-temporal network quantile analysis," Energy Economics, Elsevier, vol. 80(C), pages 234-252.
    6. Chang, Kai & Zhang, Chao, 2018. "Asymmetric dependence structure between emissions allowances and wholesale diesel/gasoline prices in emerging China's emissions trading scheme pilots," Energy, Elsevier, vol. 164(C), pages 124-136.
    7. Kumar, Satish, 2022. "Speed of adjustment in energy and metal prices: Evidence from India," Resources Policy, Elsevier, vol. 78(C).
    8. Oladosu, Gbadebo, 2022. "Bubbles in US gasoline prices: Assessing the role of hurricanes and anti–price gouging laws," Journal of Commodity Markets, Elsevier, vol. 27(C).
    9. Núñez, Héctor M. & Trujillo-Barrera, Andres & Etienne, Xiaoli, 2022. "Declining integration in the US natural gas market," Resources Policy, Elsevier, vol. 78(C).

  19. Hector M. Nuñez and Jesús Otero, 2017. "Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
    See citations under working paper version above.
  20. Jesús Otero & Christopher F Baum, 2017. "Response surface models for the Elliott, Rothenberg, and Stock unit-root test," Stata Journal, StataCorp LP, vol. 17(4), pages 985-1002, December.

    Cited by:

    1. Jelilov Gylych & Abdullahi Ahmad Jbrin & Bilal Celik & Abdurrahman Isik, 2020. "The Effect of Oil Price Fluctuation on the Economy of Nigeria," International Journal of Energy Economics and Policy, Econjournals, vol. 10(5), pages 461-468.
    2. Valérie Mignon & António Afonso & Jamel Saadaoui, 2023. "On the time-varying impact of China's bilateral political relations on its trading partners (1960-2022)," EconomiX Working Papers 2023-33, University of Paris Nanterre, EconomiX.
    3. António Afonso & Valérie Mignon & Jamel Saadaoui, 2023. "On the Time-Varying Impact of China’s Bilateral Political Relations on Its Trading Partners: “Doux Commerce” or “Trade Follows the Flag”?," CESifo Working Paper Series 10814, CESifo.
    4. İbrahim Özmen & Şerife Özşahin, 2023. "Effects of global energy and price fluctuations on Turkey's inflation: new evidence," Economic Change and Restructuring, Springer, vol. 56(4), pages 2695-2728, August.
    5. Eltejaei , Ebrahim & Montazeri Shoorekchali , Jalal, 2021. "Investigating the Relationship between Money Growth and Inflation in Turkey: A Nonlinear Causality Approach," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 16(3), pages 305-322, September.
    6. Sebastian Kripfganz & Daniel C. Schneider, 2019. "Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models," Discussion Papers 1901, University of Exeter, Department of Economics.
    7. Emilian DOBRESCU, 2022. "Macroeconomic Measurement of Expectations versus Reality," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-30, October.
    8. Peter S. Sephton, 2022. "Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test," Computational Economics, Springer;Society for Computational Economics, vol. 59(1), pages 177-183, January.

  21. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2017. "A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market," The Journal of Real Estate Finance and Economics, Springer, vol. 54(1), pages 1-16, January.
    See citations under working paper version above.
  22. Jesús Otero & Jeremy Smith, 2017. "Response surface models for OLS and GLS detrending-based unit-root tests in nonlinear ESTAR models," Stata Journal, StataCorp LP, vol. 17(3), pages 704-722, September.

    Cited by:

    1. Dulal Chandra Pattak & Farian Tahrim & Mahdi Salehi & Liton Chandra Voumik & Salma Akter & Mohammad Ridwan & Beata Sadowska & Grzegorz Zimon, 2023. "The Driving Factors of Italy’s CO 2 Emissions Based on the STIRPAT Model: ARDL, FMOLS, DOLS, and CCR Approaches," Energies, MDPI, vol. 16(15), pages 1-21, August.
    2. Christopher A. Hartwell, 2021. "Market Behavior in the Face of Political Violence: Evidence from Tsarist Russia," JRFM, MDPI, vol. 14(9), pages 1-13, September.
    3. Huthaifa Alqaralleh & Ahmad Al-Majali & Abeer Alsarayrh, 2021. "Analyzing the Dynamics Between Macroeconomic Variables and the Stock Indexes of Emerging Markets, Using Non-linear Methods," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 12(3), pages 193-204, May.
    4. Sebastian Kripfganz & Daniel C. Schneider, 2019. "Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models," Discussion Papers 1901, University of Exeter, Department of Economics.
    5. Mishra, Bibhuti Ranjan & Pradhan, Ashis Kumar & Tiwari, Aviral Kumar & Shahbaz, Muhammad, 2019. "The dynamic causality between gold and silver prices in India: Evidence using time-varying and non-linear approaches," Resources Policy, Elsevier, vol. 62(C), pages 66-76.
    6. Clement Olalekan Olaniyi & James Temitope Dada & Nicholas Mbaya Odhiambo & Xuan Vinh Vo, 2023. "Modelling asymmetric structure in the finance-poverty nexus: empirical insights from an emerging market economy," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(1), pages 453-487, February.

  23. Mark J. Holmes & Jesús Otero, 2016. "A pairwise-based approach to examining the Feldstein–Horioka condition of international capital mobility," Empirical Economics, Springer, vol. 50(2), pages 279-297, March.

    Cited by:

    1. Ginama, Isamu & Hayakawa, Kazuhiko & Kanmei, Takahiro, 2018. "Examining the Feldstein–Horioka puzzle using common factor panels and interval estimation," Japan and the World Economy, Elsevier, vol. 48(C), pages 11-21.

  24. Giulietti, Monica & Iregui, Ana María & Otero, Jesús, 2015. "A pair-wise analysis of the law of one price: Evidence from the crude oil market," Economics Letters, Elsevier, vol. 129(C), pages 39-41.

    Cited by:

    1. Nida Cakir Melek & Michael Plante & Mine Yucel, 2020. "Online Appendix to "Resource Booms and the Macroeconomy: The Case of U.S. Shale Oil"," Online Appendices 19-233, Review of Economic Dynamics.
    2. Maud Korley & Evangelos Giouvris, 2022. "The Impact of Oil Price and Oil Volatility Index (OVX) on the Exchange Rate in Sub-Saharan Africa: Evidence from Oil Importing/Exporting Countries," Economies, MDPI, vol. 10(11), pages 1-29, November.
    3. Joseph Nyangon & John Byrne & Job Taminiau, 2017. "An assessment of price convergence between natural gas and solar photovoltaic in the U.S. electricity market," Wiley Interdisciplinary Reviews: Energy and Environment, Wiley Blackwell, vol. 6(3), May.
    4. Huang, Shupei & An, Haizhong & Lucey, Brian, 2020. "How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective," Energy Economics, Elsevier, vol. 86(C).
    5. Otero, Jesús & Argüello, Ricardo & Oviedo, Juan Daniel & Ramírez, Manuel, 2018. "Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach," Economic Modelling, Elsevier, vol. 72(C), pages 190-201.
    6. Michael D. Plante & Grant Strickler, 2019. "Closer to One Great Pool? Evidence from Structural Breaks in Oil Price Differentials," Working Papers 1901, Federal Reserve Bank of Dallas.

  25. Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2015. "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, vol. 34(C), pages 301-313.
    See citations under working paper version above.
  26. Holmes, Mark J. & Iregui, Ana María & Otero, Jesús, 2015. "Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks," Economic Modelling, Elsevier, vol. 49(C), pages 270-277.
    See citations under working paper version above.
  27. Holmes, Mark J. & Otero, Jesús, 2014. "Re-examining the Feldstein–Horioka and Sachs' views of capital mobility: A heterogeneous panel setup," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 1-11.

    Cited by:

    1. Dilem Yıldırım & Onur A. Koska, 2018. "Puzzling out the Feldstein-Horioka Paradox for Turkey by a Time-Varying Parameter Approach," ERC Working Papers 1808, ERC - Economic Research Center, Middle East Technical University, revised Apr 2018.
    2. Phiri, Andrew, 2019. "The Feldstein-Horioka Puzzle and the Global Financial Crisis: Evidence from South Africa using Asymmetric Cointegration Analysis," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 72(2), pages 139-170.
    3. Hwang, Sun Ho & Kim, Yun Jung, 2018. "Capital mobility in OECD countries: A multi-level factor approach to saving–investment correlations," Economic Modelling, Elsevier, vol. 69(C), pages 150-159.
    4. Phiri, Andrew, 2017. "The Feldstein-Horioka puzzle and the global recession period: Evidence from South Africa using asymmetric cointegration analysis," MPRA Paper 79096, University Library of Munich, Germany.
    5. Drakos, Anastassios A. & Kouretas, Georgios P. & Stavroyiannis, Stavros & Zarangas, Leonidas, 2017. "Is the Feldstein-Horioka puzzle still with us? National saving-investment dynamics and international capital mobility: A panel data analysis across EU member countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 47(C), pages 76-88.

  28. Giulietti, Monica & Iregui, Ana María & Otero, Jesús, 2014. "Crude oil price differentials, product heterogeneity and institutional arrangements," Energy Economics, Elsevier, vol. 46(S1), pages 28-32.

    Cited by:

    1. Raymond Swaray & Afees A. Salisu, 2017. "The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored?," Working Papers 021, Centre for Econometric and Allied Research, University of Ibadan.
    2. Swaray, Raymond & Salisu, Afees A., 2018. "A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus," Global Finance Journal, Elsevier, vol. 37(C), pages 199-218.
    3. Jia, Xiaoliang & An, Haizhong & Sun, Xiaoqi & Huang, Xuan & Wang, Lijun, 2017. "Evolution of world crude oil market integration and diversification: A wavelet-based complex network perspective," Applied Energy, Elsevier, vol. 185(P2), pages 1788-1798.
    4. Bravo Caro, José Manuel & Golpe, Antonio A. & Iglesias, Jesús & Vides, José Carlos, 2020. "A new way of measuring the WTI – Brent spread. Globalization, shock persistence and common trends," Energy Economics, Elsevier, vol. 85(C).
    5. Yazgan, M. Ege & Yilmazkuday, Hakan, 2011. "Price-level convergence: New evidence from U.S. cities," Economics Letters, Elsevier, vol. 110(2), pages 76-78, February.
    6. Song, Zhouying & Zhu, Qiaoling & Han, Mengyao, 2021. "Tele-connection of global crude oil network: Comparisons between direct trade and embodied flows," Energy, Elsevier, vol. 217(C).
    7. Gao, Xin & Li, Bingxin & Liu, Rui, 2023. "The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia?," Journal of Commodity Markets, Elsevier, vol. 30(C).
    8. Giulietti, Monica & Iregui, Ana María & Otero, Jesús, 2015. "A pair-wise analysis of the law of one price: Evidence from the crude oil market," Economics Letters, Elsevier, vol. 129(C), pages 39-41.
    9. Otero, Jesús & Argüello, Ricardo & Oviedo, Juan Daniel & Ramírez, Manuel, 2018. "Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach," Economic Modelling, Elsevier, vol. 72(C), pages 190-201.

  29. Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2014. "A Note On The Extent Of U.S. Regional Income Convergence," Macroeconomic Dynamics, Cambridge University Press, vol. 18(7), pages 1635-1655, October.
    See citations under working paper version above.
  30. Ana Iregui & Jesús Otero, 2013. "The long-run behaviour of the terms of trade between primary commodities and manufactures: a panel data approach," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 12(1), pages 35-56, April.
    See citations under working paper version above.
  31. Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2013. "Modelling the behaviour of unemployment rates in the US over time and across space," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(22), pages 5711-5722.
    See citations under working paper version above.
  32. Jesús Otero & Jeremy Smith, 2013. "Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots," Computational Economics, Springer;Society for Computational Economics, vol. 41(1), pages 1-9, January.

    Cited by:

    1. Dierk Herzer & Holger Strulik, 2017. "Religiosity and income: a panel cointegration and causality analysis," Applied Economics, Taylor & Francis Journals, vol. 49(30), pages 2922-2938, June.
    2. Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2013. "Modelling the behaviour of unemployment rates in the US over time and across space," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(22), pages 5711-5722.
    3. Dierk Herzer & Julian Donaubauer, 2018. "The long-run effect of foreign direct investment on total factor productivity in developing countries: a panel cointegration analysis," Empirical Economics, Springer, vol. 54(2), pages 309-342, March.
    4. Dierk Herzer, 2019. "The long-run effect of aid on health: evidence from panel cointegration analysis," Applied Economics, Taylor & Francis Journals, vol. 51(12), pages 1319-1338, March.
    5. Herzer, Dierk, 2014. "The long-run relationship between trade and population health: evidence from five decades," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100441, Verein für Socialpolitik / German Economic Association.
    6. Mark J. Holmes & Jesús Otero, 2022. "The wage curve within and across regions: new insights from a pairwise view of US states," Empirical Economics, Springer, vol. 62(5), pages 2069-2089, May.

  33. Ana María Iregui & Jesús Otero, 2013. "A Spatiotemporal Analysis of Agricultural Prices: An Application to Colombian Data," Agribusiness, John Wiley & Sons, Ltd., vol. 29(4), pages 497-508, September.
    See citations under working paper version above.
  34. Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2013. "On the dynamics of gasoline market integration in the United States: Evidence from a pair-wise approach," Energy Economics, Elsevier, vol. 36(C), pages 503-510.
    See citations under working paper version above.
  35. Iregui, Ana María & Otero, Jesús, 2013. "Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach," Economics Letters, Elsevier, vol. 118(1), pages 29-32.
    See citations under working paper version above.
  36. Jesús Otero & Jeremy Smith, 2012. "Response surface models for the Leybourne unit root tests and lag order dependence," Computational Statistics, Springer, vol. 27(3), pages 473-486, September.

    Cited by:

    1. Nuñez, Hector M. & Otero, Jesús, 2015. "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 204306, Agricultural and Applied Economics Association.
    2. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2016. "Climbing the property ladder: An analysis of market integration in London property prices," Working Paper series 16-30, Rimini Centre for Economic Analysis.
    3. Richard T. Baillie & Kun Ho Kim, 2015. "Local Deviations from Uncovered Interest Parity: The Role of Macroeconomic Fundamentals," Working Paper series 15-43, Rimini Centre for Economic Analysis.
    4. Galán-Gutiérrez, Juan Antonio & Martín-García, Rodrigo, 2021. "Cointegration between the structure of copper futures prices and Brexit," Resources Policy, Elsevier, vol. 71(C).
    5. Cárdenas, Jeisson & Gutiérrez, Luis H. & Otero, Jesús, 2017. "Investigating diesel market integration in France: Evidence from micro data," Energy Economics, Elsevier, vol. 63(C), pages 314-321.
    6. Sebastian Kripfganz & Daniel C. Schneider, 2019. "Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models," Discussion Papers 1901, University of Exeter, Department of Economics.
    7. Mark J. Holmes & Ana Maria Iregui & Jesús Otero, 2015. "Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks," Working Papers in Economics 15/05, University of Waikato.
    8. Mark J. Holmes & Jesus Otero & Theodore Panagiotidis, 2015. "A Pair-Wise Analysis of Intra-City Price Convergence Within the Paris Housing Market," Working Paper series 15-39, Rimini Centre for Economic Analysis.
    9. Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2015. "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, vol. 34(C), pages 301-313.
    10. Núñez, Héctor M. & Trujillo-Barrera, Andres & Etienne, Xiaoli, 2022. "Declining integration in the US natural gas market," Resources Policy, Elsevier, vol. 78(C).
    11. Nazlioglu, Saban & Lee, Junsoo, 2020. "Response surface estimates of the LM unit root tests," Economics Letters, Elsevier, vol. 192(C).
    12. Otero, Jesús & Argüello, Ricardo & Oviedo, Juan Daniel & Ramírez, Manuel, 2018. "Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach," Economic Modelling, Elsevier, vol. 72(C), pages 190-201.

  37. Mark Holmes & Jesús Otero & Theodore Panagiotidis, 2012. "PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks," Open Economies Review, Springer, vol. 23(5), pages 767-783, November.
    See citations under working paper version above.
  38. Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2011. "Investigating regional house price convergence in the United States: Evidence from a pair-wise approach," Economic Modelling, Elsevier, vol. 28(6), pages 2369-2376.
    See citations under working paper version above.
  39. Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2011. "The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 679-689, October.
    See citations under working paper version above.
  40. Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2011. "Real interest parity: A note on Asian countries using panel stationarity tests," Journal of Asian Economics, Elsevier, vol. 22(6), pages 550-557.
    See citations under working paper version above.
  41. Ana Iregui & Jesús Otero, 2011. "Testing the law of one price in food markets: evidence for Colombia using disaggregated data," Empirical Economics, Springer, vol. 40(2), pages 269-284, April.
    See citations under working paper version above.
  42. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2010. "On the Stationarity of Current Account Deficits in the European Union," Review of International Economics, Wiley Blackwell, vol. 18(4), pages 730-740, September.
    See citations under working paper version above.
  43. Monica Giulietti & Jesus Otero & Michael Waterson, 2010. "Pricing behaviour under competition in the UK electricity supply industry," Oxford Economic Papers, Oxford University Press, vol. 62(3), pages 478-503, July.
    See citations under working paper version above.
  44. Mark Holmes & Jesús Otero & Theodore Panagiotidis, 2010. "Are EU budget deficits stationary?," Empirical Economics, Springer, vol. 38(3), pages 767-778, June.
    See citations under working paper version above.
  45. Jesus Otero & Manuel Ramirez, 2009. "Modelling the monetary policy reaction function of the Colombian Central Bank," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 2(1), pages 3-11.
    See citations under working paper version above.
  46. Giulietti, Monica & Otero, Jesús & Smith, Jeremy, 2008. "Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence," Economics Letters, Elsevier, vol. 101(3), pages 188-192, December.
    See citations under working paper version above.
  47. Otero, Jesus & Smith, Jeremy & Giulietti, Monica, 2007. "Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence," Economics Letters, Elsevier, vol. 97(2), pages 179-184, November.
    See citations under working paper version above.
  48. Otero, Jesus & Ramirez, Manuel, 2006. "Inflation before and after central bank independence: The case of Colombia," Journal of Development Economics, Elsevier, vol. 79(1), pages 168-182, February.

    Cited by:

    1. Ojo, Marianne, 2013. "Recovering from the Global Financial Crisis: achieving financial stability in times of uncertainty," MPRA Paper 46609, University Library of Munich, Germany.
    2. Adolfo Meisel & Juan D. Barón, 2010. "Un análisis histórico de la independencia de la banca central en América Latina: la experiencia colombiana, 1923-2008," Cuadernos de Historia Económica 6406, Banco de la República, Economía Regional.
    3. Felix, Ayadi & Marianne, Ojo, 2013. "Central bank independence: monetary policies in selected jurisdictions (I)," MPRA Paper 45679, University Library of Munich, Germany.
    4. Theodore Panagiotidis & Afroditi Triampella, 2006. "Central Bank Independence and inflation: the case of Greece," Revista de Economía del Rosario, Universidad del Rosario, June.
    5. Meisel, Adolfo & Barón, Juan D., 2010. "A historical analysis of central bank independence in Latin America: the Colombian experience, 1923-2008," Revista de Historia Económica / Journal of Iberian and Latin American Economic History, Cambridge University Press, vol. 28(1), pages 83-102, March.
    6. Mehrotra, Aaron & Sánchez-Fung, José R., 2009. "Assessing McCallum and Taylor rules in a cross-section of emerging market economies," BOFIT Discussion Papers 23/2009, Bank of Finland Institute for Emerging Economies (BOFIT).

  49. Otero, Jesus & Smith, Jeremy & Giulietti, Monica, 2005. "Testing for seasonal unit roots in heterogeneous panels," Economics Letters, Elsevier, vol. 86(2), pages 229-235, February.
    See citations under working paper version above.
  50. Jesús Otero & Jeremy Smith, 2005. "The KPSS Test with Outliers," Computational Economics, Springer;Society for Computational Economics, vol. 26(3), pages 59-67, November.
    See citations under working paper version above.
  51. Costas Milas & Jesús Otero & Theodore Panagiotidis, 2004. "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., vol. 9(3), pages 277-288.
    See citations under working paper version above.
  52. Ana Maria Iregui & Jesus Otero, 2003. "On the dynamics of unemployment in a developing economy: Colombia," Applied Economics Letters, Taylor & Francis Journals, vol. 10(14), pages 895-898.
    See citations under working paper version above.
  53. Milas, Costas & Otero, Jesus, 2003. "Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach," Economic Modelling, Elsevier, vol. 20(1), pages 165-179, January.
    See citations under working paper version above.
  54. Costas Milas & Jesus Otero, 2002. "Smooth transition vector error correction models for the spot prices of coffee," Applied Economics Letters, Taylor & Francis Journals, vol. 9(14), pages 925-928.

    Cited by:

    1. Atanu Ghoshray, 2009. "On Price Dynamics for Different Qualities of Coffee," Review of Market Integration, India Development Foundation, vol. 1(1), pages 103-118, April.
    2. Bastianin, Andrea & Lanza, Alessandro & Manera, Matteo, 2018. "Economic impacts of El Niño Southern Oscillation: evidence from the Colombian coffee market," MPRA Paper 89984, University Library of Munich, Germany.
    3. Costas Milas & Jesus Otero & Theodore Panagiotidis, 2001. "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," Borradores de Investigación 2737, Universidad del Rosario.
    4. Sephton, Peter S., 2019. "El Niño, La Niña, and a cup of Joe," Energy Economics, Elsevier, vol. 84(C).
    5. David Ubilava, 2012. "El Niño, La Niña, and world coffee price dynamics," Agricultural Economics, International Association of Agricultural Economists, vol. 43(1), pages 17-26, January.
    6. John M. Fry & Baoying Lai & Mark Rhodes, 2011. "The interdependence of Coffee spot and futures market," Working Papers 2011.1, International Network for Economic Research - INFER.
    7. Coronado Ramírez Semei Leopoldo & Porras Serrano Jesús & Sandoval Bravo Salvador, 2013. "Aplicación de bicorrelación cruzada al rendimiento diario del precio del café," Contaduría y Administración, Accounting and Management, vol. 58(1), pages 117-129, enero-mar.
    8. Fousekis, Panos & Grigoriadis, Vasilis, 2022. "Conditional tail price risk spillovers in coffee markets across quality, physical space, and time: Empirical analysis with penalized quantile regressions," Economic Modelling, Elsevier, vol. 106(C).
    9. Atanu Ghoshray, 2010. "The Extent Of The World Coffee Market," Bulletin of Economic Research, Wiley Blackwell, vol. 62(1), pages 97-107, January.

  55. Giulietti, Monica & Otero, Jesus, 2002. "The timing of tariff structure changes in regulated industries: evidence from England and Wales," Structural Change and Economic Dynamics, Elsevier, vol. 13(1), pages 71-99, March.

    Cited by:

    1. Yu-Ter Wang, 2008. "On the Optimality of Escalated Tariff Structure: A Cournot Duopoly Analysis," The American Economist, Sage Publications, vol. 52(2), pages 72-76, October.
    2. Catherine Waddams Price & Alison Young, 2001. "UK Utility Reforms: Distributional Implications and Government Response," WIDER Working Paper Series DP2001-10, World Institute for Development Economic Research (UNU-WIDER).
    3. Kemppi, Heikki & Perrels, Adriaan, 2003. "Liberalised Electricity Markets - Strengths and Weaknesses in Finland and Nordpool," Research Reports 97, VATT Institute for Economic Research.

  56. Iregui Ana María & Milas Costas & Otero Jesus, 2002. "On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(3), pages 1-21, November.
    See citations under working paper version above.
  57. Jesus Otero, 2001. "Coffee export booms and monetary disequilibrium: some evidence for Colombia," Applied Economics, Taylor & Francis Journals, vol. 33(2), pages 267-276.

    Cited by:

    1. Bastianin, Andrea & Lanza, Alessandro & Manera, Matteo, 2018. "Economic impacts of El Niño Southern Oscillation: evidence from the Colombian coffee market," MPRA Paper 89984, University Library of Munich, Germany.
    2. Mehta, Aashish & Chavas, Jean-Paul, 2004. "Responding to the Coffee Crisis: What Can We Learn from Price Dynamics," Staff Paper Series 472, University of Wisconsin, Agricultural and Applied Economics.
    3. Raju, Sudhakar S. & Melo, Alberto, 2003. "Money, real output, and deficit effects of coffee booms in Colombia," Journal of Policy Modeling, Elsevier, vol. 25(9), pages 963-983, December.

  58. Otero, Jesus & Milas, Costas, 2001. "Modelling the spot prices of various coffee types," Economic Modelling, Elsevier, vol. 18(4), pages 625-641, December.

    Cited by:

    1. Atanu Ghoshray, 2009. "On Price Dynamics for Different Qualities of Coffee," Review of Market Integration, India Development Foundation, vol. 1(1), pages 103-118, April.
    2. Bastianin, Andrea & Lanza, Alessandro & Manera, Matteo, 2018. "Economic impacts of El Niño Southern Oscillation: evidence from the Colombian coffee market," MPRA Paper 89984, University Library of Munich, Germany.
    3. Costas Milas & Jesus Otero & Theodore Panagiotidis, 2001. "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," Borradores de Investigación 2737, Universidad del Rosario.
    4. Mehta, Aashish & Chavas, Jean-Paul, 2004. "Responding to the Coffee Crisis: What Can We Learn from Price Dynamics," Staff Paper Series 472, University of Wisconsin, Agricultural and Applied Economics.
    5. Holmes, Mark J. & Otero, Jesús, 2023. "Psychological price barriers, El Niño, La Niña: New insights for the case of coffee," Journal of Commodity Markets, Elsevier, vol. 31(C).
    6. Sephton, Peter S., 2019. "El Niño, La Niña, and a cup of Joe," Energy Economics, Elsevier, vol. 84(C).
    7. David Ubilava, 2012. "El Niño, La Niña, and world coffee price dynamics," Agricultural Economics, International Association of Agricultural Economists, vol. 43(1), pages 17-26, January.
    8. Mehta, A. & Chavas, Jean-Paul, 2008. "Responding to the Coffee Crisis: What We Can Learn from Price Dynamics," Working Papers 201444, University of Wisconsin-Madison, Department of Agricultural and Applied Economics, Food System Research Group.
    9. John M. Fry & Baoying Lai & Mark Rhodes, 2011. "The interdependence of Coffee spot and futures market," Working Papers 2011.1, International Network for Economic Research - INFER.
    10. Fousekis, Panos & Grigoriadis, Vasilis, 2022. "Conditional tail price risk spillovers in coffee markets across quality, physical space, and time: Empirical analysis with penalized quantile regressions," Economic Modelling, Elsevier, vol. 106(C).
    11. Atanu Ghoshray, 2010. "The Extent Of The World Coffee Market," Bulletin of Economic Research, Wiley Blackwell, vol. 62(1), pages 97-107, January.
    12. Otero, Jesús & Argüello, Ricardo & Oviedo, Juan Daniel & Ramírez, Manuel, 2018. "Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach," Economic Modelling, Elsevier, vol. 72(C), pages 190-201.
    13. Masih, Mansur & Algahtani, Ibrahim & De Mello, Lurion, 2010. "Price dynamics of crude oil and the regional ethylene markets," Energy Economics, Elsevier, vol. 32(6), pages 1435-1444, November.

  59. Otero, Jesus & Waddams Price, Catherine, 2001. "Incumbent and entrant response to regulated competition: signaling with accounting costs and market prices2," Journal of Economics and Business, Elsevier, vol. 53(2-3), pages 209-223.

    Cited by:

    1. Evens Salies & Catherine Waddams, 2003. "Pricing structure in the deregulated UK electricity market," Sciences Po publications 03-6, Sciences Po.
    2. Monica Giulietti & Catherine Waddams Price, 2005. "Incentive Regulation and Efficient Pricing," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 76(1), pages 121-149, March.

  60. Otero, Jesus & Waddams Price, Catherine, 2001. "Price Discrimination, Regulation and Entry in the UK Residential Electricity Market," Bulletin of Economic Research, Wiley Blackwell, vol. 53(3), pages 161-175, July.

    Cited by:

    1. Evens Salies & Catherine Waddams Price, 2004. "Charges, Costs and Market Power: the Deregulated UK Electricity Retail Market," Post-Print hal-01020109, HAL.
    2. Evens Salies & Catherine Waddams, 2003. "Pricing structure in the deregulated UK electricity market," Sciences Po publications 03-6, Sciences Po.
    3. Davillas, A & Burlinson, A. & Liu, H-H., 2021. "Getting warmer: fuel poverty, objective and subjective health and well-being," Health, Econometrics and Data Group (HEDG) Working Papers 21/13, HEDG, c/o Department of Economics, University of York.
    4. Evens Salies, 2008. "Mergers in the GB electricity market: effects on retail charges," SciencePo Working papers Main hal-03417027, HAL.
    5. Alberto Iozzi & Roberta Sestini & Edilio Valentini, 2006. "Pricing Discretion and Price Regulation in Competitive Industries," Journal of Regulatory Economics, Springer, vol. 29(2), pages 151-165, March.
    6. Stephen Littlechild, 2019. "Promoting competition and protecting customers? Regulation of the GB retail energy market 2008–2016," Journal of Regulatory Economics, Springer, vol. 55(2), pages 107-139, April.
    7. Amountzias, Chrysovalantis & Dagdeviren, Hulya & Patokos, Tassos, 2017. "Pricing decisions and market power in the UK electricity market: A VECM approach," Energy Policy, Elsevier, vol. 108(C), pages 467-473.
    8. Hattori, Toru, 2010. "Determinants of the number of bidders in the competitive procurement of electricity supply contracts in the Japanese public sector," Energy Economics, Elsevier, vol. 32(6), pages 1299-1305, November.
    9. Favero, Filippo & Grossi, Luigi, 2023. "Analysis of individual natural gas consumption and price elasticity: Evidence from billing data in Italy," Energy Economics, Elsevier, vol. 118(C).

  61. Otero, Jesus & Smith, Jeremy, 2000. "Testing for cointegration: power versus frequency of observation -- further Monte Carlo results," Economics Letters, Elsevier, vol. 67(1), pages 5-9, April.

    Cited by:

    1. A. Bagnai & A. Rieber & T.A.D. Tran, 2013. "Economic growth and balance of payments constraint in Vietnam," Working Papers 13, Development and Policies Research Center (DEPOCEN), Vietnam.
    2. Idil Uz Akdogan & Hatice Kerra Geldi, 2013. "Revisiting the Twin Deficit Hypothesis for the Economies of Europe," The Journal of European Theoretical and Applied Studies, The Center for European Studies at Kirklareli University - Turkey, vol. 1(1), pages 53-65.
    3. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2016. "Climbing the property ladder: An analysis of market integration in London property prices," Working Paper series 16-30, Rimini Centre for Economic Analysis.
    4. K Taylor, 2002. "Assessing the Determinants of Male Earnings Dispersion," Economic Issues Journal Articles, Economic Issues, vol. 7(2), pages 35-58, September.
    5. Chor Foon Tang & Kean Siang Ch’ng, 2012. "A Multivariate Analysis of the Nexus between Savings and Economic Growth in the ASEAN-5 Economies," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 6(3), pages 385-406, August.
    6. Michel Beine & Charles Bos & Serge Coulombe, 2009. "Does the Canadian economy suffer from Dutch Disease?," DEM Discussion Paper Series 09-06, Department of Economics at the University of Luxembourg.
    7. Nafeesa Yunus & J. Hansz & Paul Kennedy, 2012. "Dynamic Interactions Between Private and Public Real Estate Markets: Some International Evidence," The Journal of Real Estate Finance and Economics, Springer, vol. 45(4), pages 1021-1040, November.
    8. Uz, Idil & Ketenci, Natalya, 2008. "Panel analysis of the monetary approach to exchange rates: Evidence from ten new EU members and Turkey," Emerging Markets Review, Elsevier, vol. 9(1), pages 57-69, March.
    9. Marcus J. Chambers, 2011. "Cointegration and sampling frequency," Econometrics Journal, Royal Economic Society, vol. 14(2), pages 156-185, July.
    10. Mallory, Mindy & Lence, Sergio H, 2012. "Testing for Cointegration in the Presence of Moving Average Errors," ISU General Staff Papers 201201010800001034, Iowa State University, Department of Economics.
    11. Manoel Bittencourt & Rangan Gupta & Lardo Stander, 2013. "Tax evasion, financial development and inflation: theory and empirical evidence," Working Papers 201316, University of Pretoria, Department of Economics.
    12. Jesus Otero & Theodore Panagiotidis & Georgios Papapanagiotou, 2020. "Multivariate cointegration and temporal aggregation: some further simulation results," Discussion Paper Series 2020_05, Department of Economics, University of Macedonia, revised Oct 2020.
    13. Giuseppe Cavaliere, 2005. "Testing mean reversion in target-zone exchange rates," Applied Economics, Taylor & Francis Journals, vol. 37(20), pages 2335-2347.
    14. Narayan, Paresh Kumar & Sharma, Susan Sunila, 2015. "Does data frequency matter for the impact of forward premium on spot exchange rate?," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 45-53.
    15. Jan J. J. Groen, 2002. "Cointegration and the Monetary Exchange Rate Model Revisited," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(4), pages 361-380, September.
    16. Riane de Bruyn & Rangan Gupta & Lardo stander, 2011. "Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data," Working Papers 201134, University of Pretoria, Department of Economics.
    17. Joshua Olusegun Ajetomobi, 2015. "Market Power in Nigerian Domestic Cocoa Supply Chain," Working Papers 294, African Economic Research Consortium, Research Department.
    18. Eric Ghysels & J. Isaac Miller, 2013. "Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series," Working Papers 1307, Department of Economics, University of Missouri, revised 07 May 2014.
    19. Holmes, Mark J. & Otero, Jesús, 2019. "Re-examining the movements of crude oil spot and futures prices over time," Energy Economics, Elsevier, vol. 82(C), pages 224-236.
    20. J. Isaac Miller & Xi Wang, 2016. "Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(6), pages 810-824, November.
    21. Maria Nikoloudaki & Dikaios Tserkezos, 2008. "Temporal Aggregation Effects in Choosing the Optimal Lag Order in Stable ARMA Models: Some Monte Carlo Results," Working Papers 0822, University of Crete, Department of Economics.
    22. Rangan Gupta & Lardo Stander & Andrea Vaona, 2023. "Openness and growth: Is the relationship non‐linear?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 3071-3099, July.
    23. Szabo Andrea, 2015. "Testing Monetary Exchange Rate Models With Panel Cointegration Tests," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 643-651, July.
    24. Baker, Mindy Lyn, 2009. "Three essays concerning agriculture and energy," ISU General Staff Papers 200901010800001849, Iowa State University, Department of Economics.
    25. Chen, Shiu-Sheng & Chou, Yu-Hsi, 2015. "Revisiting the relationship between exchange rates and fundamentals," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 1-22.
    26. Pilar Poncela & Eva Senra & Lya Paola Sierra, 2017. "Long-term links between raw materials prices, real exchange rate and relative de-industrialization in a commodity-dependent economy: empirical evidence of “Dutch disease” in Colombia," Empirical Economics, Springer, vol. 52(2), pages 777-798, March.
    27. Larisa Ivascu & Muddassar Sarfraz & Muhammad Mohsin & Sobia Naseem & Ilknur Ozturk, 2021. "The Causes of Occupational Accidents and Injuries in Romanian Firms: An Application of the Johansen Cointegration and Granger Causality Test," IJERPH, MDPI, vol. 18(14), pages 1-17, July.
    28. Jan J J Groen & Clare Lombardelli, 2004. "Real exchange rates and the relative prices of non-traded and traded goods: an empirical analysis," Bank of England working papers 223, Bank of England.
    29. Chu, Kam Hon, 2010. "Bank mergers, branch networks and economic growth: Theory and evidence from Canada, 1889-1926," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 265-283, March.
    30. Huseyin Karamelikli, 2016. "Linear and nonlinear dynamics of housing price in Turkey," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 46.
    31. Darrat, Ali F., 2002. "The relative efficiency of interest-free monetary system: some empirical evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(4), pages 747-764.
    32. Samih A Azar, 2021. "Measuring the US marginal propensity to consume," Economics Bulletin, AccessEcon, vol. 41(2), pages 283-292.
    33. Yugang He, 2022. "Investigating the Routes toward Environmental Sustainability: Fresh Insights from Korea," Sustainability, MDPI, vol. 15(1), pages 1-17, December.
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    35. Nafeesa Yunus, 2013. "Dynamic interactions among property types," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 31(2), pages 135-159, March.
    36. Panopoulou, Ekaterini & Pantelidis, Theologos, 2016. "The Fisher effect in the presence of time-varying coefficients," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 495-511.
    37. Kim Hiang Liow, 2008. "Financial Crisis and Asian Real Estate Securities Market Interdependence: Some Additional Evidence," Journal of Property Research, Taylor & Francis Journals, vol. 25(2), pages 127-155, November.

  62. Otero, Jesus G., 2000. "Coffee, economic fluctuations and stabilisation: an intertemporal disequilibrium model with capital market imperfections," Journal of Development Economics, Elsevier, vol. 62(1), pages 105-129, June.

    Cited by:

    1. Mehta, Aashish & Chavas, Jean-Paul, 2004. "Responding to the Coffee Crisis: What Can We Learn from Price Dynamics," Staff Paper Series 472, University of Wisconsin, Agricultural and Applied Economics.
    2. Holmes, Mark J. & Otero, Jesús, 2023. "Psychological price barriers, El Niño, La Niña: New insights for the case of coffee," Journal of Commodity Markets, Elsevier, vol. 31(C).
    3. Alex Bowen, 2012. "�Green� growth, �green� jobs and labour markets," GRI Working Papers 76, Grantham Research Institute on Climate Change and the Environment.
    4. Mehta, A. & Chavas, Jean-Paul, 2008. "Responding to the Coffee Crisis: What We Can Learn from Price Dynamics," Working Papers 201444, University of Wisconsin-Madison, Department of Agricultural and Applied Economics, Food System Research Group.
    5. Bowen, Alex, 2012. "'Green'growth,'green'jobs and labor markets," Policy Research Working Paper Series 5990, The World Bank.

  63. Jesus Otero, 1999. "The real exchange rate in Colombia: an analysis using multivariate cointegration," Applied Economics, Taylor & Francis Journals, vol. 31(5), pages 661-671.

    Cited by:

    1. Alonso Cifuentes, Julio César & Jaramillo Flechas, Luis Eduardo, 2019. "Descomponiendo el Efecto del Gasto Público en la Tasa de Cambio Real: Una Aproximación al Caso Colombiano || Decomposing the Effect of Public Spending on the Real Exchange Rate: An Approximation to th," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 27(1), pages 91-114, June.
    2. Costas Milas & Jesus Otero, 2000. "Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach," Borradores de Investigación 3231, Universidad del Rosario.
    3. Holtemöller, Oliver & Mallick, Sushanta, 2013. "Exchange rate regime, real misalignment and currency crises," Economic Modelling, Elsevier, vol. 34(C), pages 5-14.
    4. Raju, Sudhakar S. & Melo, Alberto, 2003. "Money, real output, and deficit effects of coffee booms in Colombia," Journal of Policy Modeling, Elsevier, vol. 25(9), pages 963-983, December.
    5. Jesus Otero & Costas Milas, 2000. "Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version)," Borradores de Investigación 3232, Universidad del Rosario.
    6. Carlos Esteban Posada, 1999. "Tasa de cambio real y consumo : teoria, evidencia y estudios del caso colombiano, 1950-1997," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 51, pages 7-46, Julio Dic.

  64. Jesús G. Otero, 1997. "Los determinantes de la tasa de cambio real en Colombia," Coyuntura Económica, Fedesarrollo, December.

    Cited by:

    1. Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2005. "La tasa de cambio real en Colombia. ¿Muy lejos del equilibrio?," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 23(49), pages 134-191, December.
    2. Juan José Echavarría, 2001. "Colombia en la década de los noventa: neoliberalismo y reformas estructurales en el trópico," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, July.
    3. Juan Manuel Candelo-Viafara & Andrés Oviedo-Gómez, 2021. "La tasa de cambio y sus impactos en los agregados económicos colombianos: una aproximación FAVAR," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, vol. 29(2), pages 121-142, October.
    4. Luis Alejandro Lee P & Angélica María Quiroga E., 2010. "Descomposición histórica de choques del tipo de cambio real en Colombia: un enfoque DSGE," Vniversitas Económica 8294, Universidad Javeriana - Bogotá.
    5. Leonardo Villar & Hernán Rincón, 2000. "The Colombian Economy in the nineties: Capital Flows and Foreign Exchange Regimes," Borradores de Economia 149, Banco de la Republica de Colombia.

  65. Smith, Jeremy & Otero, Jesus, 1997. "Structural breaks and seasonal integration," Economics Letters, Elsevier, vol. 56(1), pages 13-19, September.
    See citations under working paper version above.
  66. Gamboa, Luis Fernando & Otero, Jesús, 0. "An estimation of the pattern of diffusion of mobile phones: The case of Colombia," Telecommunications Policy, Elsevier, vol. 33(10-11), pages 611-620, November.
    See citations under working paper version above.

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