Access Statistics for Oscar Jorda

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Chronology of International Business Cycles Through Non-parametric Decoding 0 0 0 4 1 6 8 29
A Local Projections Approach to Difference-in-Differences 1 2 7 50 6 20 64 180
A Local Projections Approach to Difference-in-Differences Event Studies 0 0 11 39 12 28 96 194
A Model for the Federal Funds Rate Target 0 0 0 683 1 5 8 2,852
A New Labor Market Stress Indicator 1 4 4 4 7 19 19 19
A chronology of international business cycles through non-parametric decoding 0 0 0 23 0 4 6 113
A chronology of turning points in economic activity: Spain 1850-2011 0 0 0 107 1 8 12 179
A chronology of turning points in economic activity: Spain, 1850-2011 0 0 0 67 1 9 15 95
A model for the federal funds rate target 0 0 0 4 1 1 8 78
A model for the federal funds rate target 0 0 0 332 1 7 15 1,318
Assessing the Historical Role of Credit: Business Cycles, Financial Crises, and the Legacy of Charles S. Peirce 0 0 0 132 0 2 7 142
Asset Prices and Credit with Diagnostic Expectations 0 4 19 19 1 12 29 29
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 0 1 2 6 41
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 2 127 1 10 19 230
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 101 1 11 17 186
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 78 0 3 9 157
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 2 123 4 7 15 262
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 0 2 3 9 21
Bank Capital before and after Financial Crises 0 0 0 0 0 1 6 20
Bank Capital before and after Financial Crises 0 0 0 0 0 1 4 19
Betting the House 0 0 0 73 1 11 22 457
Betting the House 0 0 0 111 0 5 13 270
Betting the House 0 0 0 17 0 6 15 135
Betting the House 0 0 0 78 0 7 12 278
Betting the House 0 0 0 102 1 7 13 186
Carry Trade 0 0 1 11 0 2 7 39
Currency Carry Trades 0 0 2 179 0 4 12 278
Decision Rules for Selecting between Exponential and Logistic STAR 0 0 0 2 2 8 9 23
Decomposing the Fiscal Multiplier 0 0 3 83 1 14 25 251
Decomposing the Fiscal Multiplier 1 1 6 77 3 6 26 203
Decomposing the Fiscal Multiplier 0 0 2 23 0 6 19 118
Decomposing the Monetary Policy Multiplier 0 2 10 46 2 17 43 99
Disasters Everywhere: The Costs of Business Cycles Reconsidered 1 1 3 15 1 5 9 34
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 2 34 1 15 19 67
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 1 3 26 0 2 12 67
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 0 21 4 15 20 86
Effects of Quasi-Random Monetary Experiments 0 0 1 121 0 17 30 239
Empirical Simultaneous Confidence Regions for Path-Forecasts 0 0 0 8 1 8 10 71
Empirical simultaneous confidence regions for path-forecasts 0 0 0 46 1 3 11 160
Empirical simultaneous prediction regions for path-forecasts 0 0 0 58 0 5 7 149
Estimation and Inference by the Method of Projection Minimum Distance 0 0 0 8 1 5 12 96
Estimation and Inference by the Method of Projection Minimum Distance 0 0 0 172 2 8 11 466
Financial Conditions and Capital Investment Choices 3 3 3 3 1 1 1 1
Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons 0 1 4 568 1 5 18 1,242
Global Financial Cycles and Risk Premiums 0 0 0 178 0 5 7 274
Global Financial Cycles and Risk Premiums 0 0 0 82 1 5 18 145
Global financial cycles and risk premiums 0 0 2 94 2 6 12 177
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 0 1 1 21 0 4 10 86
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 0 0 0 418 2 4 6 924
Improved testing and specification of smooth transition regression models 0 0 0 7 1 2 7 58
Inference for Impulse Responses 0 0 0 10 0 3 16 57
Inference for Local Projections 0 0 6 9 2 23 47 63
Inflation Globally 0 0 2 50 0 5 14 116
Inflation Globally 0 0 4 55 1 8 20 69
Inflation and Wage Growth Since the Pandemic 0 0 4 41 3 7 31 112
Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections 0 0 2 38 2 8 16 114
Labor Markets in the Global Financial Crisis: The Good, the Bad and the Ugly 0 0 0 58 0 6 9 154
Leveraged Bubbles 0 0 0 79 5 12 14 200
Leveraged Bubbles 1 1 3 59 1 7 22 223
Leveraged Bubbles 0 0 0 104 3 7 16 378
Leveraged Bubbles 0 0 0 64 5 17 27 203
Leveraged bubbles 0 0 1 26 1 6 9 140
Local Projections 1 4 33 56 2 34 118 184
Local Projections 0 3 18 58 9 30 81 124
Local Projections Bootstrap Inference 0 1 22 22 1 6 28 28
Local Projections for Applied Economics 1 3 19 186 9 20 72 329
Longer-Run Economic Consequences of Pandemics 1 1 4 224 5 8 29 896
Longer-run Economic Consequences of Pandemics 1 1 3 168 5 14 29 479
Longer-run economic consequences of pandemics 0 1 5 88 2 8 26 237
Loose Monetary Policy and Financial Instability 0 1 6 112 3 27 100 338
Loose Monetary Policy and Financial Instability 0 0 1 46 3 12 24 84
MARKET-MAKING BEHAVIOR IN FUTURES MARKETS 0 0 2 206 0 3 15 587
Macrofinancial History and the New Business Cycle Facts 0 0 1 151 1 4 13 227
Macrofinancial History and the New Business Cycle Facts 0 1 1 100 2 7 16 131
Macrofinancial History and the New Business Cycle Facts 0 1 1 118 0 9 20 202
Measuring Monetary Policy Interdependence 0 0 0 4 0 4 7 31
Measuring Systematic Monetary Policy 0 0 2 8 1 4 9 118
Measuring Systematic Monetary Policy 0 0 0 268 0 4 6 1,105
Measuring Systematic Monetary Policy 0 0 0 0 0 6 11 41
Model-Free Impulse Responses 0 0 0 4 0 3 7 64
Model-Free Impulse Responses 0 0 1 412 1 2 7 2,951
Model-Free Impulse Responses 0 0 1 6 2 5 9 43
Monetary Policy Coordination: A New Empirical Approach 0 0 0 0 1 7 9 24
Monetary Policy Coordination: A New Empirical Approach 0 0 0 123 0 7 12 350
Non-Institutional Market Making Behavior: The Dalian Futures Exchange 0 0 0 0 1 10 11 31
Okun’s Macroscope: Changes in the Cyclical Behavior of Productivity and the Comovement between Output and Unemployment 0 0 2 21 0 2 11 81
Path Forecast Evaluation 0 0 0 33 2 5 11 99
Path Forecast Evaluation 0 0 2 15 2 11 19 100
Path Forecast Evaluation 0 0 1 75 1 10 11 192
Performance Evaluation of Zero Net-Investment Strategies 0 0 0 57 0 12 16 270
Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models 0 0 0 3 1 6 7 23
RANDOM-TIME AGGREGATION IN PARTIAL AJUSTMENT MODELS 0 0 0 55 0 2 2 315
RANDOM-TIME AGGREGATION IN PARTIAL AJUSTMENT MODELS 0 0 0 1 0 2 6 16
Riders on the Storm 0 0 1 63 0 3 7 57
Riders on the Storm 0 0 0 101 0 3 6 176
Riders on the Storm 0 0 0 42 0 1 7 51
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 102 1 3 6 545
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 1 1 6 9 20
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 0 1 62 1 3 15 259
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 1 2 152 3 16 51 489
Shocks and Adjustments 0 0 1 46 0 0 5 140
Significance Bands for Local Projections 1 1 8 21 1 5 22 72
Sovereigns versus Banks: Credit, Crises and Consequences 0 0 0 18 1 5 12 245
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 37 1 9 18 116
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 224 0 2 5 410
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 169 0 3 8 264
Sovereigns versus Banks: Credit, Crises, and Consequences 0 1 2 39 3 9 17 148
State-Dependent Local Projections: Understanding Impulse Response Heterogeneity 0 2 9 35 7 93 189 245
State-Dependent Local Projections: Understanding Impulse Response Heterogeneity 0 2 4 57 4 22 60 188
Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data 0 0 0 164 4 8 12 784
Testing nonlinearity: decision rules for selecting between logistic and exponential star models 0 0 0 6 0 4 7 44
The Announcement Effect: Evidence from Open Market Desk Data 0 0 0 171 0 3 8 593
The Announcement Effect: Evidence from Open Market Desk Data 0 0 0 4 1 6 11 57
The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself 0 0 2 97 0 0 6 356
The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself 0 0 2 719 4 7 13 1,554
The Classification of Economic Activity into Expansions and Recessions 1 1 6 14 2 2 13 46
The Great Mortgaging 0 0 0 107 8 24 29 203
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 0 166 0 8 14 497
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 2 95 7 14 23 398
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 1 76 5 28 34 387
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 1 586 1 9 17 577
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 2 2 2 218 16 28 40 563
The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium 0 0 2 174 1 8 17 659
The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium 0 0 0 48 0 7 16 215
The Long-Run Effects of Monetary Policy 0 3 3 233 6 24 40 867
The Long-Run Effects of Monetary Policy 0 2 9 169 1 13 32 336
The Long-Run Effects of Monetary Policy 0 2 14 134 6 27 103 444
The Pavlovian Response of Term Rates to Fed Announcements 0 0 0 1 0 5 7 29
The Pavlovian Response of Term Rates to Fed Announcements 0 1 1 106 1 5 12 813
The Pavlovian response of term rates to Fed announcements 0 0 0 122 1 6 10 640
The Rate of Return on Everything, 1870-2015 0 0 1 132 1 8 22 263
The Rate of Return on Everything, 1870-2015 0 1 3 192 2 12 19 342
The Rate of Return on Everything, 1870–2015 0 0 5 172 3 22 36 431
The Rate of Return on Everything, 1870–2015 1 1 3 281 6 26 40 827
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 5 1 14 17 51
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 123 1 4 6 421
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 1 1 8 306 5 13 47 903
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 0 0 121 3 15 58 484
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 1 1 5 55 3 9 30 149
The Total Risk Premium Puzzle 0 0 0 21 1 9 16 110
The Total Risk Premium Puzzle 0 0 1 103 1 20 31 225
The Total Risk Premium Puzzle? 0 0 2 80 2 7 17 175
The effects of quasi-random monetary experiments 0 0 2 64 1 6 12 105
The effects of quasi-random monetary experiments 0 0 0 75 3 12 23 241
The long-run effects of monetary policy 0 1 2 39 1 7 13 97
The time for austerity: Estimating the average treatment effect of fiscal policy 0 1 2 73 2 7 21 179
Time-Scale Transformations of Discrete-Time Processes 0 0 0 2 1 12 14 32
When Credit Bites Back 0 0 0 245 3 10 16 596
When Credit Bites Back: Leverage, Business Cycles and Crises 0 0 1 15 1 9 15 121
When Credit Bites Back: Leverage, Business Cycles and Crises 0 0 1 13 1 3 6 86
When Credit Bites Back: Leverage, Business Cycles, and Crises 0 0 5 74 1 9 31 294
When Credit Bites Back: Leverage, Business Cycles, and Crises 0 0 1 243 2 14 21 687
When credit bites back: leverage, business cycles, and crises 0 0 1 370 3 16 27 1,085
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 0 0 6 10 19
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 2 40 1 8 22 121
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 1 2 4 12 19
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 25 1 6 13 59
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 41 7 17 23 133
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 2 26 2 8 12 37
Zombies at large? Corporate debt overhang and the macroeconomy 0 1 1 21 2 11 17 66
Zombies at large? Corporate debt overhang and the macroeconomy 0 0 2 74 2 10 26 188
Total Working Papers 19 63 358 15,399 299 1,513 3,365 46,405


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Model of the Federal Funds Rate Target 0 0 4 486 2 11 21 1,599
A chronology of turning points in economic activity: Spain, 1850–2011 0 0 0 24 2 4 10 145
Assessing the historical role of credit: Business cycles, financial crises and the legacy of Charles S. Peirce 0 0 0 20 1 8 8 69
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 2 10 119 4 14 44 323
Betting the house 0 9 35 582 5 34 124 1,558
Book Review: New Introduction to Multiple Time Series Analysis 0 0 1 50 1 1 3 149
Bubbles, Credit, and Their Consequences 0 0 1 18 0 7 16 102
Can monetary policy influence long-term interest rates? 0 0 0 77 0 3 10 316
Computing systemic risk using multiple behavioral and keystone networks: The emergence of a crisis in primate societies and banks 0 0 0 5 0 7 11 38
Credit: a starring role in the downturn 0 0 0 7 0 6 6 57
Crises before and after the creation of the Fed 0 0 0 19 5 7 10 95
Currency Carry Trades 0 0 0 22 2 5 11 151
Diagnosing recessions 0 0 1 37 0 1 4 159
Do monetary aggregates help forecast inflation? 0 0 0 102 0 1 7 244
Does Monetary Policy Have Long-Run Effects? 0 2 7 18 5 20 35 75
ESTIMATION AND INFERENCE BY THE METHOD OF PROJECTION MINIMUM DISTANCE: AN APPLICATION TO THE NEW KEYNESIAN HYBRID PHILLIPS CURVE 0 0 0 0 1 2 6 128
Empirical simultaneous prediction regions for path-forecasts 0 0 0 27 1 5 7 106
Estimation and Inference of Impulse Responses by Local Projections 54 119 214 1,416 112 269 575 3,800
Evaluating the Classification of Economic Activity into Recessions and Expansions 0 1 7 244 0 6 27 575
Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons 2 3 11 583 7 33 101 1,671
Future recession risks 0 0 0 13 0 1 3 58
Future recession risks: an update 0 0 0 23 0 3 4 91
Global Financial Cycles and Risk Premiums 0 3 7 80 1 11 31 289
Inflation and wage growth since the pandemic 0 3 8 24 4 25 56 104
Inflation: Stress-Testing the Phillips Curve 0 0 1 46 0 4 9 139
Interest rates and house prices: pill or poison? 0 0 0 54 1 4 9 226
International Influences on U.S. Inflation 1 1 4 6 3 9 24 38
Interpreting deviations from Okun’s Law 0 0 0 72 3 9 12 249
Labor markets in the global financial crisis 0 0 0 12 0 8 11 86
Labour Markets in the Global Financial Crisis: The Good, the Bad and the Ugly 0 0 0 1 1 6 7 12
Labour Markets in the Global Financial Crisis: The Good, the Bad and the Ugly 0 0 0 18 0 2 4 69
Leveraged bubbles 6 11 32 359 18 61 179 1,271
Longer-Run Economic Consequences of Pandemics 0 0 8 62 7 16 61 235
MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS 0 0 0 19 1 5 6 81
Macrofinancial History and the New Business Cycle Facts 2 11 26 139 13 50 144 612
Measuring monetary policy interdependence 0 0 0 66 0 4 8 186
Measuring systematic monetary policy 0 0 3 147 1 7 13 552
Monetary Policy Medicine: Large Effects from Small Doses? 0 0 0 6 0 3 5 70
Monetary policy when the spyglass is smudged 0 0 0 33 0 4 8 124
Mortgaging the future? 0 0 0 26 0 3 5 100
Path forecast evaluation 0 0 1 65 1 7 14 276
Private credit and public debt in financial crises 0 1 1 84 5 9 21 215
Random-Time Aggregation in Partial Adjustment Models 0 0 0 0 0 11 19 247
Riders on the Storm 0 0 2 15 1 9 16 100
SOVEREIGNS VERSUS BANKS: CREDIT, CRISES, AND CONSEQUENCES 0 4 6 61 2 15 28 249
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 1 12 114 3 16 53 379
Simultaneous Confidence Regions for Impulse Responses 0 6 10 173 3 14 30 379
Sovereigns Versus Banks: Credit, Crises, and Consequences 0 0 0 25 0 5 10 99
THE HARROD–BALASSA–SAMUELSON HYPOTHESIS: REAL EXCHANGE RATES AND THEIR LONG‐RUN EQUILIBRIUM 1 2 4 29 3 8 24 420
Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models 0 0 0 290 1 4 9 1,057
The Bell Curve of Global CO2 Emission Intensity 0 0 0 3 1 4 10 20
The Economic Effects of Tariffs 0 1 1 1 0 9 12 12
The Economics of Climate Change: A First Fed Conference 0 0 1 32 1 12 14 154
The Effects of Tariffs on the Components of Inflation 0 0 0 0 0 0 0 0
The Fog of Numbers 0 0 0 34 0 7 20 136
The Rate of Return on Everything, 1870–2015 4 14 46 357 19 78 215 1,586
The Response of Term Rates to Fed Announcements 0 0 0 1 0 4 14 371
The Response of Term Rates to Monetary Policy Uncertainty 0 0 1 151 1 4 7 587
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 2 14 100 4 8 55 395
The announcement effect: evidence from open market desk data 0 0 0 270 0 5 11 1,142
The carry trade and fundamentals: Nothing to fear but FEER itself 0 0 3 161 6 14 36 734
The effects of quasi-random monetary experiments 3 4 13 115 6 20 63 400
The great mortgaging: housing finance, crises and business cycles 3 18 85 441 16 61 197 1,125
Time‐scale transformations of discrete time processes 0 0 1 32 1 3 7 264
Tracking Labor Market Stress 0 0 1 1 4 9 24 24
Variable capital rules in a risky world 0 0 0 11 0 3 4 59
Wage Growth When Inflation Is High 0 1 4 22 2 10 24 98
When Credit Bites Back 7 12 23 67 13 29 70 222
When Credit Bites Back 1 1 2 308 4 15 25 879
When Is Shelter Services Inflation Coming Down? 0 0 2 20 1 8 28 80
Why Is Inflation Low Globally? 0 1 2 38 0 5 10 160
Why Is U.S. Inflation Higher than in Other Countries? 0 0 5 129 17 35 126 668
Will the jobless rate drop take a break? 0 0 0 8 0 2 4 49
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 1 3 20 0 5 14 79
Total Journal Articles 84 234 623 8,240 316 1,127 2,849 28,617


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Betting the House 0 0 0 0 0 12 19 200
Comment on "Local Projections or VARs? A Primer for Macroeconomists" 2 0 1 6 6 0 11 26 26
Currency Carry Trades 0 0 0 61 0 4 7 167
Inflation Globally 0 0 2 20 4 23 32 95
Macrofinancial History and the New Business Cycle Facts 0 0 0 134 1 6 21 546
Measuring Monetary Policy Interdependence 0 0 0 5 1 3 7 21
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 19 3 12 18 108
Total Chapters 0 1 8 245 9 71 130 1,163


Statistics updated 2026-04-09