publicaciones seleccionadas artículo académico A one covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models: A replication in a narrow sense 2021-9-1 Testing the efficiency of inflation and exchange rate forecast revisions in a changing economic environment 2021-7-1 Unit-root tests for explosive behavior 2021-12-1 The effects of FX-interventions on forecasters disagreement: A mixed data sampling view 2021-11-1 Convergence in retail gasoline prices: insights from Canadian cities 2021-1-1 Testing for exuberance in house prices using data sampled at different frequencies 2021-1-1 The dynamics of U.S. industrial production: A time-varying Granger causality perspective 2021-1-1 The wage curve within and across regions: new insights from a pairwise view of US states 2021-1-1 Rigidities and adjustments of daily prices to costs: Evidence from supermarket data 2020-7-1 The Beveridge Curve Across US States: New Insights From a Pairwise Approach 2020-4-1 A tale of two coffees? Analysing interaction and futures market efficiency 2020-1-1 Multivariate Cointegration and Temporal Aggregation: Some Further Simulation Results 2020-1-1 Predicting early career productivity of PhD economists: Does advisor-match matter? 2020-1-1 Re-examining the movements of crude oil spot and futures prices over time 2019-8-1 Interest rate convergence across maturities: Evidence from bank data in an emerging market economy 2019-7-1 Property heterogeneity and convergence club formation among local house prices 2019-3-1 Una base de datos de precios y características de vivienda en Colombia con información de internet 2019-1-1 Climbing the property ladder: An analysis of market integration in London property prices 2018-9-1 Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach 2018-1-1 Unit-root tests based on forward and reverse Dickey-Fuller regressions 2018-1-1 Investigating diesel market integration in France: Evidence from micro data 2017-3-1 Testing for spatial market integration: evidence for Colombia using a pairwise approach 2017-11-1 A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market 2017-1-1 Integration in gasoline and ethanol markets in Brazil over time and space under the flex-fuel technology 2017-1-1 Response surface models for OLS and GLS detrending-based unit-root tests in nonlinear estar models 2017-1-1 Response surface models for the Elliott, Rothenberg, and stock unit-root test 2017-1-1 A pairwise-based approach to examining the Feldstein–Horioka condition of international capital mobility 2016-3-1 On financial liberalization and long-run risk sharing 2016-12-1 Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks 2015-9-1 A pair-wise analysis of the law of one price: Evidence from the crude oil market 2015-4-1 The expectations hypothesis and decoupling of short- and long-term US interest rates: A pairwise approach 2015-11-1 Re-examining the Feldstein-Horioka and Sachs' views of capital mobility: A heterogeneous panel setup 2014-9-1 Crude oil price differentials, product heterogeneity and institutional arrangements 2014-12-1 A spatiotemporal analysis of agricultural prices: An application to Colombian data 2013-9-1 A note on the extent of U.S. regional income convergence 2013-6-13 On the dynamics of gasoline market integration in the United States: Evidence from a pair-wise approach 2013-3-1 Modelling the behaviour of unemployment rates in the US over time and across space 2013-11-15 Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots 2013-1-1 Testing the law of one price in retail banking: An analysis for Colombia using a pair-wise approach 2013-1-1 The long-run behaviour of the terms of trade between primary commodities and manufactures: A panel data approach 2013-1-1 Response surface models for the Leybourne unit root tests and lag order dependence 2012-9-1 PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, Cross-Sectional Dependency and Structural Breaks 2012-1-1 Testing the law of one price in food markets: Evidence for Colombia using disaggregated data 2011-4-1 Real interest parity: A note on Asian countries using panel stationarity tests 2011-12-1 Investigating regional house price convergence in the United States: Evidence from a pair-wise approach 2011-11-1 The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies 2011-10-1 On the stationarity of current account deficits in the European union 2010-9-1 Are EU budget deficits stationary? 2010-6-1 Statistical inference for testing gini coefficients: An application for Colombia 2010-6-1 Statistical inference for testiong Gini coefficients: An aplication for Colombia 2010-6-1 Pricing behaviour under competition in the UK electricity supply industry 2009-9-2 Modelling the monetary policy reaction function of the Colombian Central Bank 2009-4-8 Testing for stationarity in heterogeneous panel data in the presence of cross-section dependence 2009-2-1 An estimation of the pattern of diffusion of mobile phones: The case of Colombia 2009-11-1 Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence 2008-12-1 Testing for stock market integration in a developing economy: Colombia 2007-7-1 Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence 2007-11-1 Inflation before and after central bank independence: The case of Colombia 2006-2-1 Testing for seasonal unit roots in heterogeneous panels 2005-2-1 The KPSS test with outliers 2005-11-1 Forecasting the spot prices of various coffee types using linear and non-linear error correction models 2004-7-20 Forecasting the spot spices of various coffee types using linear and non-linear error correction models 2004-7-1 Book Review of Trade shocks and developing countries. Vol. 2: Asia and Latin America. (Clarendon Press, Oxford, 1999) Eds. Paul Collier, Jan Willem Gunning and Associates 2004-1-1 On the dynamics of unemployment in a developing economy: Colombia 2003-11-15 Modelling official and parallel exchange rates in Colombia under alternative regimes: A non-linear approach 2003-1-1 Smooth transition vector error correction models for the spot prices of coffee 2002-11-15 On the dynamics of lending and deposit interest rates in emerging markets: A non-linear approach 2002-1-1 The timing of tariff structure changes in regulated industries: Evidence from England and Wales 2002-1-1 Incumbent and entrant response to regulated competition: Signaling with accounting costs and market prices 2001-12-1 Modelling the spot prices of various coffee types 2001-12-1 Coffee export booms and monetary disequilibrium: Some evidence for Colombia 2001-1-1 Incumbent and entrant response to regulated competition: Signalling with accounting costs and market prices 2001-1-1 Price discrimination, regulation and entry in the UK residential electricity market 2001-1-1 Coffee, economic fluctuations and stabilisation: An intertemporal disequilibrium model with capital market imperfections 2000-6-1 Testing for cointegration: Power versus frequency of observation - Further Monte Carlo results 2000-4-1 The real exchange rate in Colombia: An analysis using multivariate cointegration 1999-5-1 Structural breaks and seasonal integration 1997-9-26 capítulo Integración espacial de precios de productos agrícolas 2015-12-28 documento de trabajo An analysis of the relationship between wages in the public and private sector in colombia: a panel data approach 2011-1-1 Are EU budget deficits sustainable? 2008-1-1 On The Sustainability of the EUs Current Account Deficits 2007-1-1 Supply competition and price behaviour in the UK electricity supply industry 2004-1-1 On the determinants of the inflation rate in Colombia: a disequilibrium market approach 2002-1-1 Seasonal adjustment and cointegration 2002-1-1
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