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Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence

Otero, Jesús G. (contributor); Smith, Jeremy (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003753831

Testing for seasonal unit roots in heterogeneous panels

Otero, Jesús G. (contributor); Smith, Jeremy (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001866894

The effects of seasonal adjustment linear filters on cointegrating equations : a Monte Carlo investigation

Otero, Jesús G.; Smith, Jeremy - 1996

Persistent link: https://www.econbiz.de/10000933522

Pricing behaviour under competition in the UK electricity supply industry

Giulietti, Monica (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003417330

On the sustainability of the EU's current account deficits

Holmes, Mark J. (contributor); Otero, Jesús G. (contributor) - 2007

Persistent link: https://www.econbiz.de/10003428262

Are EU budget deficits sustainable?

Holmes, Mark J. (contributor); Otero, Jesús G. (contributor) - 2007

Persistent link: https://www.econbiz.de/10003475356

The long-run behaviour of the terms of trade between primary commodities and manufactures : a panel data approach

Otero, Jesús G.; Iregui-Bohórquez, Ana María - 2011

This study examines the Prebisch and Singer hypothesis using a panel of 24 commodity prices from 1900 to 2010. The modelling approach stems from the need to meet two key concerns: (1) the presence of cross-sectional dependence among commodity prices; and (2) the identification of potential...

Persistent link: https://www.econbiz.de/10009375557

Interest rate pass-through and asymmetries in retail deposit and lending rates : an analysis using data from Colombian banks

Holmes, Mark J.; Iregui, Anna Maria; Otero, Jesús G. - 2015

Persistent link: https://www.econbiz.de/10010513280

A pairwise‐based approach to examine the Feldstein‐Horioka condition of international capital mobility

Holmes, Mark J.; Otero, Jesús G. - 2015

Persistent link: https://www.econbiz.de/10010513284

PPP in OECD countries : an analysis of real exchange rate stationarity, cross-sectional dependency and structural breaks

Holmes, Mark J.; Otero, Jesús G.; Panagiōtidēs, … - 2011

The stationarity of OECD real exchange rates over the period 1972-2008 is tested using a panel of twenty six member countries. The methodology followed stems from the need to meet several key concerns: (i) the identification of which panel members are stationary; (ii) the presence of...

Persistent link: https://www.econbiz.de/10009388979