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 2 3 23
A Local Projections Approach to Difference-in-Differences 1 1 8 48 5 16 54 160
A Local Projections Approach to Difference-in-Differences Event Studies 0 2 14 39 12 34 82 166
A Model for the Federal Funds Rate Target 0 0 0 683 1 2 4 2,847
A New Labor Market Stress Indicator 0 0 0 0 0 0 0 0
A chronology of international business cycles through non-parametric decoding 0 0 0 23 0 1 2 109
A chronology of turning points in economic activity: Spain 1850-2011 0 0 0 107 1 4 9 171
A chronology of turning points in economic activity: Spain, 1850-2011 0 0 0 67 3 4 7 86
A model for the federal funds rate target 0 0 0 332 3 7 10 1,311
A model for the federal funds rate target 0 0 0 4 1 3 7 77
Assessing the Historical Role of Credit: Business Cycles, Financial Crises, and the Legacy of Charles S. Peirce 0 0 0 132 2 4 7 140
Asset Prices and Credit with Diagnostic Expectations 0 2 15 15 3 7 17 17
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 101 0 3 7 175
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 2 123 2 6 9 255
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 78 3 3 8 154
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 0 1 3 9 39
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 0 0 2 7 18
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 3 127 0 2 15 220
Bank Capital before and after Financial Crises 0 0 0 0 3 4 7 19
Bank Capital before and after Financial Crises 0 0 0 0 2 2 5 18
Betting the House 0 0 0 102 1 3 8 179
Betting the House 0 0 1 73 4 9 15 446
Betting the House 0 0 0 78 2 3 6 271
Betting the House 0 0 1 17 3 9 11 129
Betting the House 0 0 0 111 4 6 9 265
Carry Trade 0 0 1 11 1 2 6 37
Currency Carry Trades 0 0 2 179 2 5 8 274
Decision Rules for Selecting between Exponential and Logistic STAR 0 0 0 2 0 0 2 15
Decomposing the Fiscal Multiplier 1 2 5 76 6 11 25 197
Decomposing the Fiscal Multiplier 0 1 4 83 1 4 18 237
Decomposing the Fiscal Multiplier 1 1 2 23 2 8 15 112
Decomposing the Monetary Policy Multiplier 0 3 10 44 3 14 31 82
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 2 34 0 0 7 52
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 0 21 2 4 7 71
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 3 14 1 2 7 29
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 2 25 2 5 12 65
Effects of Quasi-Random Monetary Experiments 0 1 2 121 6 10 15 222
Empirical Simultaneous Confidence Regions for Path-Forecasts 0 0 0 8 0 2 3 63
Empirical simultaneous confidence regions for path-forecasts 0 0 0 46 4 7 8 157
Empirical simultaneous prediction regions for path-forecasts 0 0 0 58 0 2 3 144
Estimation and Inference by the Method of Projection Minimum Distance 0 0 0 8 4 5 10 91
Estimation and Inference by the Method of Projection Minimum Distance 0 0 0 172 3 3 5 458
Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons 1 2 4 567 3 8 18 1,237
Global Financial Cycles and Risk Premiums 0 0 0 82 3 10 15 140
Global Financial Cycles and Risk Premiums 0 0 1 178 1 1 5 269
Global financial cycles and risk premiums 0 1 2 94 0 3 9 171
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 0 0 0 418 1 1 5 920
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 0 0 2 20 2 4 9 82
Improved testing and specification of smooth transition regression models 0 0 1 7 3 3 7 56
Inference for Impulse Responses 0 0 0 10 1 10 15 54
Inference for Local Projections 1 2 8 9 6 10 32 40
Inflation Globally 0 0 2 50 0 5 9 111
Inflation Globally 0 1 4 55 2 7 13 61
Inflation and Wage Growth Since the Pandemic 0 0 5 41 9 13 27 105
Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections 0 0 2 38 1 2 8 106
Labor Markets in the Global Financial Crisis: The Good, the Bad and the Ugly 0 0 1 58 1 3 6 148
Leveraged Bubbles 0 0 0 79 1 1 6 188
Leveraged Bubbles 0 1 4 58 3 12 21 216
Leveraged Bubbles 0 0 0 64 3 6 11 186
Leveraged Bubbles 0 0 1 104 6 7 13 371
Leveraged bubbles 0 0 1 26 1 1 6 134
Local Projections 1 1 19 55 8 19 61 94
Local Projections 2 8 40 52 15 30 116 150
Local Projections Bootstrap Inference 0 21 21 21 2 22 22 22
Local Projections for Applied Economics 1 5 25 183 11 24 66 309
Longer-Run Economic Consequences of Pandemics 0 0 6 223 4 10 30 888
Longer-run Economic Consequences of Pandemics 0 0 5 167 3 8 23 465
Longer-run economic consequences of pandemics 0 0 6 87 4 10 23 229
Loose Monetary Policy and Financial Instability 1 2 9 111 11 19 96 311
Loose Monetary Policy and Financial Instability 0 0 3 46 2 6 16 72
MARKET-MAKING BEHAVIOR IN FUTURES MARKETS 0 0 2 206 4 8 13 584
Macrofinancial History and the New Business Cycle Facts 0 0 1 151 2 6 10 223
Macrofinancial History and the New Business Cycle Facts 0 0 0 99 3 6 12 124
Macrofinancial History and the New Business Cycle Facts 0 0 1 117 2 9 13 193
Measuring Monetary Policy Interdependence 0 0 0 4 0 2 5 27
Measuring Systematic Monetary Policy 0 0 0 268 2 2 4 1,101
Measuring Systematic Monetary Policy 0 0 2 8 2 3 7 114
Measuring Systematic Monetary Policy 0 0 0 0 2 5 7 35
Model-Free Impulse Responses 0 0 0 4 1 3 4 61
Model-Free Impulse Responses 0 0 2 412 2 3 8 2,949
Model-Free Impulse Responses 0 0 1 6 2 3 5 38
Monetary Policy Coordination: A New Empirical Approach 0 0 0 0 1 2 2 17
Monetary Policy Coordination: A New Empirical Approach 0 0 0 123 1 4 5 343
Non-Institutional Market Making Behavior: The Dalian Futures Exchange 0 0 0 0 0 0 2 21
Okun’s Macroscope: Changes in the Cyclical Behavior of Productivity and the Comovement between Output and Unemployment 0 1 2 21 3 5 10 79
Path Forecast Evaluation 0 0 1 75 0 0 1 182
Path Forecast Evaluation 0 0 0 33 2 5 8 94
Path Forecast Evaluation 1 1 2 15 4 4 9 89
Performance Evaluation of Zero Net-Investment Strategies 0 0 1 57 1 3 6 258
Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models 0 0 0 3 1 1 3 17
RANDOM-TIME AGGREGATION IN PARTIAL AJUSTMENT MODELS 0 0 0 1 1 2 5 14
RANDOM-TIME AGGREGATION IN PARTIAL AJUSTMENT MODELS 0 0 0 55 0 0 0 313
Riders on the Storm 0 0 0 101 0 1 4 173
Riders on the Storm 0 0 0 42 1 3 6 50
Riders on the Storm 0 1 1 63 0 2 6 54
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 102 1 2 3 542
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 1 1 2 4 14
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 0 1 62 2 7 15 256
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 1 1 151 8 24 40 473
Shocks and Adjustments 0 0 1 46 0 3 8 140
Significance Bands for Local Projections 0 0 8 20 2 8 20 67
Sovereigns versus Banks: Credit, Crises and Consequences 0 0 0 18 1 5 8 240
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 224 1 1 6 408
Sovereigns versus Banks: Credit, Crises, and Consequences 0 1 2 38 2 6 10 139
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 169 2 4 9 261
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 37 3 7 12 107
State-Dependent Local Projections: Understanding Impulse Response Heterogeneity 0 1 2 55 8 21 47 166
State-Dependent Local Projections: Understanding Impulse Response Heterogeneity 1 2 8 33 75 81 100 152
Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data 0 0 0 164 1 2 5 776
Testing nonlinearity: decision rules for selecting between logistic and exponential star models 0 0 2 6 1 2 7 40
The Announcement Effect: Evidence from Open Market Desk Data 0 0 0 171 1 5 7 590
The Announcement Effect: Evidence from Open Market Desk Data 0 0 0 4 2 5 5 51
The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself 0 1 2 719 1 3 9 1,547
The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself 0 1 3 97 1 4 7 356
The Classification of Economic Activity into Expansions and Recessions 1 1 5 13 3 5 12 44
The Great Mortgaging 0 0 0 107 3 5 7 179
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 1 1 4 95 3 5 14 384
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 0 166 1 2 8 489
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 1 1 1 76 2 5 8 359
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 1 1 1 586 3 6 10 568
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 1 216 4 6 48 535
The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium 0 0 1 48 3 8 11 208
The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium 0 0 4 174 1 4 12 651
The Long-Run Effects of Monetary Policy 2 4 14 132 8 31 88 417
The Long-Run Effects of Monetary Policy 1 1 8 167 2 5 22 323
The Long-Run Effects of Monetary Policy 0 0 3 230 3 4 25 843
The Pavlovian Response of Term Rates to Fed Announcements 0 0 0 105 3 6 7 808
The Pavlovian Response of Term Rates to Fed Announcements 0 0 0 1 1 1 3 24
The Pavlovian response of term rates to Fed announcements 0 0 0 122 1 3 5 634
The Rate of Return on Everything, 1870-2015 0 1 2 191 1 3 15 330
The Rate of Return on Everything, 1870-2015 0 0 4 132 4 10 19 255
The Rate of Return on Everything, 1870–2015 0 1 6 172 4 8 18 409
The Rate of Return on Everything, 1870–2015 0 0 2 280 9 10 22 801
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 123 1 2 3 417
The Response of Term Rates to Monetary Policy Uncertainty 0 0 1 5 2 3 4 37
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 0 0 121 13 37 45 469
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 1 7 305 3 11 41 890
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 1 3 4 54 3 11 23 140
The Total Risk Premium Puzzle 0 0 2 103 2 6 13 205
The Total Risk Premium Puzzle 0 0 1 21 3 6 10 101
The Total Risk Premium Puzzle? 0 0 3 80 3 3 14 168
The effects of quasi-random monetary experiments 1 2 2 64 3 4 8 99
The effects of quasi-random monetary experiments 0 0 1 75 2 7 15 229
The long-run effects of monetary policy 0 0 3 38 1 3 9 90
The time for austerity: Estimating the average treatment effect of fiscal policy 0 0 1 72 1 8 17 172
Time-Scale Transformations of Discrete-Time Processes 0 0 0 2 2 2 3 20
When Credit Bites Back 0 0 1 245 2 5 12 586
When Credit Bites Back: Leverage, Business Cycles and Crises 1 1 5 13 1 3 10 83
When Credit Bites Back: Leverage, Business Cycles and Crises 0 0 1 15 1 3 8 112
When Credit Bites Back: Leverage, Business Cycles, and Crises 2 2 9 74 7 14 32 285
When Credit Bites Back: Leverage, Business Cycles, and Crises 0 0 1 243 2 3 11 673
When credit bites back: leverage, business cycles, and crises 0 1 1 370 6 10 16 1,069
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 1 2 40 5 13 17 113
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 1 1 4 26 2 3 10 29
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 25 3 7 8 53
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 41 3 5 8 116
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 0 0 4 5 13
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 1 0 4 11 15
Zombies at large? Corporate debt overhang and the macroeconomy 0 0 6 74 2 4 35 178
Zombies at large? Corporate debt overhang and the macroeconomy 0 0 0 20 4 6 9 55
Total Working Papers 25 90 406 15,336 487 1,066 2,416 44,892


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 5 486 0 3 12 1,588
A chronology of turning points in economic activity: Spain, 1850–2011 0 0 0 24 3 6 7 141
Assessing the historical role of credit: Business cycles, financial crises and the legacy of Charles S. Peirce 0 0 0 20 0 0 2 61
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 2 10 117 4 7 42 309
Betting the house 2 5 33 573 10 26 110 1,524
Book Review: New Introduction to Multiple Time Series Analysis 0 0 1 50 0 0 3 148
Bubbles, Credit, and Their Consequences 0 1 2 18 1 7 12 95
Can monetary policy influence long-term interest rates? 0 0 0 77 4 6 8 313
Computing systemic risk using multiple behavioral and keystone networks: The emergence of a crisis in primate societies and banks 0 0 0 5 1 1 5 31
Credit: a starring role in the downturn 0 0 0 7 0 0 0 51
Crises before and after the creation of the Fed 0 0 0 19 0 2 3 88
Currency Carry Trades 0 0 1 22 0 4 7 146
Diagnosing recessions 0 0 1 37 0 1 5 158
Do monetary aggregates help forecast inflation? 0 0 0 102 2 4 7 243
Does Monetary Policy Have Long-Run Effects? 1 1 6 16 4 7 24 55
ESTIMATION AND INFERENCE BY THE METHOD OF PROJECTION MINIMUM DISTANCE: AN APPLICATION TO THE NEW KEYNESIAN HYBRID PHILLIPS CURVE 0 0 0 0 0 1 5 126
Empirical simultaneous prediction regions for path-forecasts 0 0 0 27 1 1 2 101
Estimation and Inference of Impulse Responses by Local Projections 20 49 113 1,297 49 147 365 3,531
Evaluating the Classification of Economic Activity into Recessions and Expansions 1 2 9 243 3 11 27 569
Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons 2 5 14 580 10 22 94 1,638
Future recession risks 0 0 0 13 1 1 3 57
Future recession risks: an update 0 0 0 23 1 1 4 88
Global Financial Cycles and Risk Premiums 1 2 8 77 3 10 29 278
Inflation and wage growth since the pandemic 0 2 6 21 5 20 37 79
Inflation: Stress-Testing the Phillips Curve 0 0 1 46 1 4 6 135
Interest rates and house prices: pill or poison? 0 0 1 54 2 5 9 222
International Influences on U.S. Inflation 0 2 4 5 3 7 22 29
Interpreting deviations from Okun’s Law 0 0 0 72 1 2 6 240
Labor markets in the global financial crisis 0 0 0 12 2 2 5 78
Labour Markets in the Global Financial Crisis: The Good, the Bad and the Ugly 0 0 0 1 0 1 4 6
Labour Markets in the Global Financial Crisis: The Good, the Bad and the Ugly 0 0 0 18 1 1 3 67
Leveraged bubbles 3 7 27 348 18 52 147 1,210
Longer-Run Economic Consequences of Pandemics 1 3 10 62 6 18 64 219
MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS 0 0 0 19 0 1 2 76
Macrofinancial History and the New Business Cycle Facts 3 4 22 128 18 32 123 562
Measuring monetary policy interdependence 0 0 0 66 2 4 4 182
Measuring systematic monetary policy 0 0 3 147 1 2 7 545
Monetary Policy Medicine: Large Effects from Small Doses? 0 0 0 6 0 0 4 67
Monetary policy when the spyglass is smudged 0 0 0 33 2 2 4 120
Mortgaging the future? 0 0 0 26 0 2 5 97
Path forecast evaluation 0 0 2 65 2 3 11 269
Private credit and public debt in financial crises 0 0 0 83 3 7 15 206
Random-Time Aggregation in Partial Adjustment Models 0 0 0 0 4 6 8 236
Riders on the Storm 0 1 2 15 1 3 8 91
SOVEREIGNS VERSUS BANKS: CREDIT, CRISES, AND CONSEQUENCES 0 0 2 57 1 7 19 234
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 2 17 113 3 14 49 363
Simultaneous Confidence Regions for Impulse Responses 1 2 7 167 2 9 22 365
Sovereigns Versus Banks: Credit, Crises, and Consequences 0 0 2 25 2 4 10 94
THE HARROD–BALASSA–SAMUELSON HYPOTHESIS: REAL EXCHANGE RATES AND THEIR LONG‐RUN EQUILIBRIUM 0 1 5 27 2 8 22 412
Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models 0 0 2 290 3 3 10 1,053
The Bell Curve of Global CO2 Emission Intensity 0 0 0 3 1 5 7 16
The Economic Effects of Tariffs 0 0 0 0 3 3 3 3
The Economics of Climate Change: A First Fed Conference 0 0 2 32 1 1 6 142
The Fog of Numbers 0 0 0 34 1 1 17 129
The Rate of Return on Everything, 1870–2015 3 11 42 343 20 43 182 1,508
The Response of Term Rates to Fed Announcements 0 0 0 1 1 5 11 367
The Response of Term Rates to Monetary Policy Uncertainty 0 0 1 151 1 2 5 583
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 1 2 14 98 5 10 54 387
The announcement effect: evidence from open market desk data 0 0 0 270 0 2 8 1,137
The carry trade and fundamentals: Nothing to fear but FEER itself 0 1 3 161 3 8 24 720
The effects of quasi-random monetary experiments 0 3 10 111 12 25 57 380
The great mortgaging: housing finance, crises and business cycles 29 46 77 423 53 94 162 1,064
Time‐scale transformations of discrete time processes 0 0 2 32 2 3 16 261
Tracking Labor Market Stress 0 1 1 1 7 13 15 15
Variable capital rules in a risky world 0 0 0 11 1 1 1 56
Wage Growth When Inflation Is High 1 3 3 21 5 10 18 88
When Credit Bites Back 0 7 13 55 8 22 49 193
When Credit Bites Back 0 0 3 307 1 1 15 864
When Is Shelter Services Inflation Coming Down? 0 0 3 20 9 12 26 72
Why Is Inflation Low Globally? 0 0 1 37 1 1 6 155
Why Is U.S. Inflation Higher than in Other Countries? 1 1 10 129 49 64 118 633
Will the jobless rate drop take a break? 0 0 0 8 1 2 3 47
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 1 1 3 19 2 3 17 74
Total Journal Articles 71 167 504 8,006 369 818 2,222 27,490


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 1 7 10 188
Comment on "Local Projections or VARs? A Primer for Macroeconomists" 2 0 0 5 5 3 4 15 15
Currency Carry Trades 0 0 0 61 2 3 4 163
Inflation Globally 0 0 2 20 1 5 9 72
Macrofinancial History and the New Business Cycle Facts 0 0 0 134 1 6 17 540
Measuring Monetary Policy Interdependence 0 0 0 5 0 2 5 18
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 19 5 6 11 96
Total Chapters 0 0 7 244 13 33 71 1,092


Statistics updated 2026-01-09