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 4 5 12 33
A Local Projections Approach to Difference-in-Differences 0 1 7 50 1 9 64 181
A Local Projections Approach to Difference-in-Differences Event Studies 0 0 10 39 7 23 101 201
A Model for the Federal Funds Rate Target 0 0 0 683 4 7 12 2,856
A New Labor Market Stress Indicator 2 4 6 6 9 20 28 28
A chronology of international business cycles through non-parametric decoding 0 0 0 23 3 4 9 116
A chronology of turning points in economic activity: Spain 1850-2011 0 0 0 107 6 12 18 185
A chronology of turning points in economic activity: Spain, 1850-2011 0 0 0 67 3 6 18 98
A model for the federal funds rate target 0 0 0 332 1 4 16 1,319
A model for the federal funds rate target 0 0 0 4 1 2 9 79
Assessing the Historical Role of Credit: Business Cycles, Financial Crises, and the Legacy of Charles S. Peirce 0 0 0 132 0 1 7 142
Asset Prices and Credit with Diagnostic Expectations 1 2 20 20 4 9 33 33
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 101 2 10 19 188
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 0 6 8 15 27
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 0 6 7 12 47
Bank Capital Redux: Solvency, Liquidity, and Crisis 1 1 1 79 6 7 15 163
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 1 127 2 4 19 232
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 2 123 3 7 18 265
Bank Capital before and after Financial Crises 0 0 0 0 1 2 5 20
Bank Capital before and after Financial Crises 0 0 0 0 3 4 9 23
Betting the House 0 0 0 17 3 3 18 138
Betting the House 0 0 0 111 1 2 13 271
Betting the House 0 0 0 102 7 9 20 193
Betting the House 0 0 0 78 2 4 14 280
Betting the House 0 0 0 73 5 7 27 462
Carry Trade 0 0 0 11 2 3 8 41
Currency Carry Trades 1 1 3 180 4 4 16 282
Decision Rules for Selecting between Exponential and Logistic STAR 0 0 0 2 1 4 10 24
Decomposing the Fiscal Multiplier 0 0 3 83 0 3 23 251
Decomposing the Fiscal Multiplier 0 1 5 77 5 8 30 208
Decomposing the Fiscal Multiplier 0 0 2 23 3 5 22 121
Decomposing the Monetary Policy Multiplier 0 1 10 46 4 12 47 103
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 1 3 15 1 2 10 35
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 2 34 0 6 19 67
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 1 3 26 3 4 15 70
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 0 21 3 9 23 89
Effects of Quasi-Random Monetary Experiments 0 0 1 121 3 5 32 242
Empirical Simultaneous Confidence Regions for Path-Forecasts 0 0 0 8 2 5 12 73
Empirical simultaneous confidence regions for path-forecasts 0 0 0 46 3 4 14 163
Empirical simultaneous prediction regions for path-forecasts 0 0 0 58 1 3 8 150
Estimation and Inference by the Method of Projection Minimum Distance 0 0 0 172 2 6 13 468
Estimation and Inference by the Method of Projection Minimum Distance 0 0 0 8 1 4 13 97
Financial Conditions and Capital Investment Choices 30 33 33 33 7 8 8 8
Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons 0 0 4 568 1 3 18 1,243
Global Financial Cycles and Risk Premiums 0 0 0 178 1 3 8 275
Global Financial Cycles and Risk Premiums 0 0 0 82 4 5 20 149
Global financial cycles and risk premiums 0 0 2 94 3 6 14 180
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 0 0 0 418 4 6 10 928
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 0 0 1 21 0 1 10 86
Improved testing and specification of smooth transition regression models 0 0 0 7 2 3 9 60
Inference for Impulse Responses 0 0 0 10 6 6 22 63
Inference for Local Projections 1 1 6 10 8 17 53 71
Inflation Globally 0 0 3 55 3 6 22 72
Inflation Globally 0 0 1 50 0 2 13 116
Inflation and Wage Growth Since the Pandemic 1 1 5 42 5 9 36 117
Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections 1 1 2 39 5 8 20 119
Labor Markets in the Global Financial Crisis: The Good, the Bad and the Ugly 0 0 0 58 1 2 10 155
Leveraged Bubbles 0 0 0 64 2 13 29 205
Leveraged Bubbles 1 1 1 105 5 8 21 383
Leveraged Bubbles 0 0 0 79 4 13 18 204
Leveraged Bubbles 0 1 3 59 1 3 23 224
Leveraged bubbles 0 0 1 26 2 4 11 142
Local Projections 0 1 13 58 6 26 79 130
Local Projections 2 5 31 58 6 13 113 190
Local Projections Bootstrap Inference 0 0 22 22 3 5 31 31
Local Projections for Applied Economics 0 2 19 186 9 22 79 338
Longer-Run Economic Consequences of Pandemics 0 1 4 224 6 12 34 902
Longer-run Economic Consequences of Pandemics 1 2 3 169 3 12 31 482
Longer-run economic consequences of pandemics 0 1 5 88 0 4 26 237
Loose Monetary Policy and Financial Instability 0 0 1 46 10 17 33 94
Loose Monetary Policy and Financial Instability 0 0 4 112 4 10 78 342
MARKET-MAKING BEHAVIOR IN FUTURES MARKETS 0 0 1 206 4 6 17 591
Macrofinancial History and the New Business Cycle Facts 0 1 1 118 0 2 20 202
Macrofinancial History and the New Business Cycle Facts 0 0 1 151 1 4 14 228
Macrofinancial History and the New Business Cycle Facts 0 0 1 100 0 2 16 131
Measuring Monetary Policy Interdependence 0 0 0 4 1 2 8 32
Measuring Systematic Monetary Policy 0 0 0 0 4 6 15 45
Measuring Systematic Monetary Policy 0 0 0 268 2 4 8 1,107
Measuring Systematic Monetary Policy 0 0 2 8 1 2 10 119
Model-Free Impulse Responses 0 0 0 4 0 2 7 64
Model-Free Impulse Responses 0 0 1 6 0 4 9 43
Model-Free Impulse Responses 0 0 1 412 1 3 8 2,952
Monetary Policy Coordination: A New Empirical Approach 0 0 0 123 5 8 17 355
Monetary Policy Coordination: A New Empirical Approach 0 0 0 0 1 3 10 25
Non-Institutional Market Making Behavior: The Dalian Futures Exchange 0 0 0 0 5 12 16 36
Okun’s Macroscope: Changes in the Cyclical Behavior of Productivity and the Comovement between Output and Unemployment 0 0 2 21 2 2 13 83
Path Forecast Evaluation 0 0 2 15 5 10 23 105
Path Forecast Evaluation 0 0 0 33 1 3 12 100
Path Forecast Evaluation 0 0 1 75 3 7 14 195
Performance Evaluation of Zero Net-Investment Strategies 0 0 0 57 2 7 17 272
Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models 0 0 0 3 0 1 7 23
RANDOM-TIME AGGREGATION IN PARTIAL AJUSTMENT MODELS 0 0 0 1 1 2 7 17
RANDOM-TIME AGGREGATION IN PARTIAL AJUSTMENT MODELS 0 0 0 55 0 1 2 315
Riders on the Storm 0 0 0 42 5 5 12 56
Riders on the Storm 0 0 0 101 1 2 6 177
Riders on the Storm 0 0 1 63 2 2 7 59
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 1 2 3 11 22
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 102 2 3 8 547
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 0 1 62 0 1 15 259
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 0 2 152 3 10 53 492
Shocks and Adjustments 0 0 1 46 3 3 8 143
Significance Bands for Local Projections 0 1 8 21 2 3 24 74
Sovereigns versus Banks: Credit, Crises and Consequences 0 0 0 18 2 3 14 247
Sovereigns versus Banks: Credit, Crises, and Consequences 0 1 2 39 4 10 21 152
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 169 5 7 13 269
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 37 2 6 20 118
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 224 0 0 5 410
State-Dependent Local Projections: Understanding Impulse Response Heterogeneity 1 3 10 36 12 24 200 257
State-Dependent Local Projections: Understanding Impulse Response Heterogeneity 0 1 4 57 2 14 60 190
Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data 0 0 0 164 2 6 14 786
Testing nonlinearity: decision rules for selecting between logistic and exponential star models 0 0 0 6 2 2 9 46
The Announcement Effect: Evidence from Open Market Desk Data 0 0 0 171 3 3 11 596
The Announcement Effect: Evidence from Open Market Desk Data 0 0 0 4 2 3 13 59
The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself 0 0 1 719 7 12 19 1,561
The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself 0 0 2 97 4 4 10 360
The Classification of Economic Activity into Expansions and Recessions 0 1 6 14 5 7 18 51
The Great Mortgaging 0 0 0 107 3 18 32 206
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 2 2 218 5 26 45 568
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 2 95 6 15 29 404
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 1 586 3 7 19 580
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 1 76 2 21 36 389
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 0 166 5 6 18 502
The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium 0 0 0 48 3 4 19 218
The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium 0 0 2 174 10 15 25 669
The Long-Run Effects of Monetary Policy 0 2 12 134 5 18 98 449
The Long-Run Effects of Monetary Policy 0 2 3 233 3 13 38 870
The Long-Run Effects of Monetary Policy 0 1 9 169 9 13 40 345
The Pavlovian Response of Term Rates to Fed Announcements 0 0 1 106 1 2 13 814
The Pavlovian Response of Term Rates to Fed Announcements 0 0 0 1 2 2 9 31
The Pavlovian response of term rates to Fed announcements 0 0 0 122 2 4 12 642
The Rate of Return on Everything, 1870-2015 0 1 2 192 3 7 20 345
The Rate of Return on Everything, 1870-2015 0 0 1 132 8 10 28 271
The Rate of Return on Everything, 1870–2015 1 1 3 173 4 10 37 435
The Rate of Return on Everything, 1870–2015 0 1 3 281 10 21 50 837
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 123 2 3 8 423
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 5 9 14 26 60
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 1 2 8 307 10 19 51 913
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 1 5 55 2 5 30 151
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 0 0 121 3 10 57 487
The Total Risk Premium Puzzle 0 0 1 103 3 8 32 228
The Total Risk Premium Puzzle 0 0 0 21 2 5 18 112
The Total Risk Premium Puzzle? 0 0 2 80 0 2 16 175
The effects of quasi-random monetary experiments 0 0 2 64 3 4 15 108
The effects of quasi-random monetary experiments 0 0 0 75 7 11 30 248
The long-run effects of monetary policy 0 0 2 39 5 8 18 102
The time for austerity: Estimating the average treatment effect of fiscal policy 0 1 2 73 2 6 23 181
Time-Scale Transformations of Discrete-Time Processes 0 0 0 2 0 6 14 32
When Credit Bites Back 0 0 0 245 1 5 17 597
When Credit Bites Back: Leverage, Business Cycles and Crises 0 0 1 13 2 3 8 88
When Credit Bites Back: Leverage, Business Cycles and Crises 0 0 1 15 1 4 16 122
When Credit Bites Back: Leverage, Business Cycles, and Crises 0 0 1 243 4 10 25 691
When Credit Bites Back: Leverage, Business Cycles, and Crises 0 0 4 74 2 5 31 296
When credit bites back: leverage, business cycles, and crises 0 0 1 370 1 6 28 1,086
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 25 2 3 15 61
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 41 5 17 28 138
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 1 40 1 2 22 122
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 0 2 3 12 21
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 2 26 3 5 15 40
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 1 1 3 13 20
Zombies at large? Corporate debt overhang and the macroeconomy 0 1 1 21 1 7 18 67
Zombies at large? Corporate debt overhang and the macroeconomy 0 0 2 74 4 7 23 192
Total Working Papers 45 86 372 15,444 512 1,129 3,743 46,917

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 2 486 2 7 20 1,601
A chronology of turning points in economic activity: Spain, 1850–2011 0 0 0 24 4 7 14 149
Assessing the historical role of credit: Business cycles, financial crises and the legacy of Charles S. Peirce 0 0 0 20 3 4 11 72
Bank Capital Redux: Solvency, Liquidity, and Crisis 4 5 12 123 11 21 51 334
Betting the house 6 9 38 588 18 33 132 1,576
Book Review: New Introduction to Multiple Time Series Analysis 0 0 1 50 2 3 5 151
Bubbles, Credit, and Their Consequences 0 0 1 18 1 4 17 103
Can monetary policy influence long-term interest rates? 0 0 0 77 1 1 10 317
Computing systemic risk using multiple behavioral and keystone networks: The emergence of a crisis in primate societies and banks 0 0 0 5 1 3 12 39
Credit: a starring role in the downturn 0 0 0 7 1 2 7 58
Crises before and after the creation of the Fed 0 0 0 19 10 15 20 105
Currency Carry Trades 0 0 0 22 0 3 11 151
Diagnosing recessions 0 0 1 37 0 0 4 159
Do monetary aggregates help forecast inflation? 0 0 0 102 1 1 7 245
Does Monetary Policy Have Long-Run Effects? 0 1 6 18 9 18 42 84
ESTIMATION AND INFERENCE BY THE METHOD OF PROJECTION MINIMUM DISTANCE: AN APPLICATION TO THE NEW KEYNESIAN HYBRID PHILLIPS CURVE 0 0 0 0 3 4 8 131
Empirical simultaneous prediction regions for path-forecasts 0 0 0 27 2 3 9 108
Estimation and Inference of Impulse Responses by Local Projections 38 146 247 1,454 89 315 642 3,889
Evaluating the Classification of Economic Activity into Recessions and Expansions 0 0 7 244 3 5 28 578
Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons 1 3 12 584 10 32 108 1,681
Future recession risks 0 0 0 13 1 2 4 59
Future recession risks: an update 0 0 0 23 2 2 6 93
Global Financial Cycles and Risk Premiums 0 1 6 80 3 7 30 292
Inflation and wage growth since the pandemic 0 3 7 24 3 13 58 107
Inflation: Stress-Testing the Phillips Curve 0 0 1 46 1 1 10 140
Interest rates and house prices: pill or poison? 0 0 0 54 2 5 11 228
International Influences on U.S. Inflation 0 1 3 6 2 7 24 40
Interpreting deviations from Okun’s Law 0 0 0 72 5 9 17 254
Labor markets in the global financial crisis 1 1 1 13 2 4 13 88
Labour Markets in the Global Financial Crisis: The Good, the Bad and the Ugly 0 0 0 1 1 3 8 13
Labour Markets in the Global Financial Crisis: The Good, the Bad and the Ugly 0 0 0 18 2 2 5 71
Leveraged bubbles 2 10 31 361 17 57 187 1,288
Longer-Run Economic Consequences of Pandemics 1 1 9 63 6 16 57 241
MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS 0 0 0 19 0 2 6 81
Macrofinancial History and the New Business Cycle Facts 0 8 24 139 8 41 141 620
Measuring monetary policy interdependence 0 0 0 66 3 3 11 189
Measuring systematic monetary policy 0 0 3 147 3 5 16 555
Monetary Policy Medicine: Large Effects from Small Doses? 0 0 0 6 0 0 4 70
Monetary policy when the spyglass is smudged 0 0 0 33 3 5 11 127
Mortgaging the future? 0 0 0 26 2 3 7 102
Path forecast evaluation 0 0 0 65 1 3 14 277
Private credit and public debt in financial crises 0 0 1 84 12 18 32 227
Random-Time Aggregation in Partial Adjustment Models 0 0 0 0 0 4 19 247
Riders on the Storm 0 0 1 15 3 5 18 103
SOVEREIGNS VERSUS BANKS: CREDIT, CRISES, AND CONSEQUENCES 2 2 7 63 6 11 30 255
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 1 2 13 115 5 12 55 384
Simultaneous Confidence Regions for Impulse Responses 0 3 10 173 2 10 31 381
Sovereigns Versus Banks: Credit, Crises, and Consequences 1 1 1 26 4 7 14 103
THE HARROD–BALASSA–SAMUELSON HYPOTHESIS: REAL EXCHANGE RATES AND THEIR LONG‐RUN EQUILIBRIUM 0 2 4 29 5 10 26 425
Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models 0 0 0 290 3 4 12 1,060
The Bell Curve of Global CO2 Emission Intensity 0 0 0 3 3 5 13 23
The Economic Effects of Tariffs 1 2 2 2 4 10 16 16
The Economics of Climate Change: A First Fed Conference 0 0 1 32 1 7 15 155
The Effects of Tariffs on the Components of Inflation 1 1 1 1 4 4 4 4
The Fog of Numbers 0 0 0 34 2 3 18 138
The Rate of Return on Everything, 1870–2015 1 10 41 358 20 66 211 1,606
The Response of Term Rates to Fed Announcements 0 0 0 1 1 1 14 372
The Response of Term Rates to Monetary Policy Uncertainty 0 0 1 151 1 2 8 588
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 1 2 14 101 7 12 58 402
The announcement effect: evidence from open market desk data 0 0 0 270 0 1 10 1,142
The carry trade and fundamentals: Nothing to fear but FEER itself 0 0 2 161 5 13 39 739
The effects of quasi-random monetary experiments 1 4 12 116 6 16 67 406
The great mortgaging: housing finance, crises and business cycles 2 11 81 443 14 48 200 1,139
Time‐scale transformations of discrete time processes 0 0 0 32 1 2 7 265
Tracking Labor Market Stress 0 0 1 1 3 8 27 27
Variable capital rules in a risky world 0 0 0 11 0 1 4 59
Wage Growth When Inflation Is High 0 0 4 22 3 7 26 101
When Credit Bites Back 0 1 2 308 3 10 27 882
When Credit Bites Back 1 12 23 68 6 27 74 228
When Is Shelter Services Inflation Coming Down? 0 0 1 20 1 5 27 81
Why Is Inflation Low Globally? 0 1 2 38 0 2 8 160
Why Is U.S. Inflation Higher than in Other Countries? 0 0 4 129 13 40 135 681
Will the jobless rate drop take a break? 0 0 0 8 3 4 7 52
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 1 3 20 2 5 16 81
Total Journal Articles 65 244 644 8,305 381 1,051 3,066 28,998

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 4 8 23 204
Comment on "Local Projections or VARs? A Primer for Macroeconomists" 2 0 1 6 6 2 7 27 28
Currency Carry Trades 0 0 0 61 5 6 12 172
Inflation Globally 0 0 0 20 5 10 35 100
Macrofinancial History and the New Business Cycle Facts 0 0 0 134 2 4 23 548
Measuring Monetary Policy Interdependence 0 0 0 5 3 4 10 24
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 19 1 7 19 109
Total Chapters 0 1 6 245 22 46 149 1,185

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Statistics updated 2026-05-06