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 0 0 12 33
A Local Projections Approach to Difference-in-Differences 1 1 6 51 4 10 56 191
A Local Projections Approach to Difference-in-Differences Event Studies 1 1 5 40 2 9 87 210
A Model for the Federal Funds Rate Target 0 0 0 683 0 2 14 2,858
A New Labor Market Stress Indicator 0 1 7 7 1 8 36 36
A chronology of international business cycles through non-parametric decoding 0 1 1 24 0 1 10 117
A chronology of turning points in economic activity: Spain 1850-2011 0 0 0 107 0 0 18 185
A chronology of turning points in economic activity: Spain, 1850-2011 0 0 0 67 0 1 19 99
A model for the federal funds rate target 0 0 0 332 0 2 17 1,321
A model for the federal funds rate target 0 0 0 4 1 1 8 80
Assessing the Historical Role of Credit: Business Cycles, Financial Crises, and the Legacy of Charles S. Peirce 0 0 0 132 0 0 6 142
Asset Prices and Credit with Diagnostic Expectations 0 0 20 20 0 4 37 37
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 127 1 1 15 233
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 123 0 2 18 267
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 1 79 0 1 15 164
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 101 0 1 18 189
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 0 0 3 16 30
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 0 0 2 13 49
Bank Capital before and after Financial Crises 0 0 0 0 0 1 5 21
Bank Capital before and after Financial Crises 0 0 0 0 0 1 9 24
Betting the House 0 0 0 102 0 1 21 194
Betting the House 0 1 1 74 0 4 29 466
Betting the House 0 0 0 78 2 4 16 284
Betting the House 0 0 0 111 0 1 14 272
Betting the House 0 0 0 17 0 0 18 138
Carry Trade 0 0 0 11 0 0 6 41
Currency Carry Trades 0 0 2 180 0 0 15 282
Decision Rules for Selecting between Exponential and Logistic STAR 0 0 0 2 0 0 10 24
Decomposing the Fiscal Multiplier 0 0 2 23 0 3 24 124
Decomposing the Fiscal Multiplier 1 2 4 85 3 6 25 257
Decomposing the Fiscal Multiplier 0 1 6 78 1 13 38 221
Decomposing the Monetary Policy Multiplier 0 0 6 46 0 2 40 105
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 2 26 0 0 13 70
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 0 21 0 0 23 89
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 1 34 0 1 17 68
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 2 15 0 1 10 36
Effects of Quasi-Random Monetary Experiments 0 0 1 121 0 1 33 243
Empirical Simultaneous Confidence Regions for Path-Forecasts 0 0 0 8 0 1 13 74
Empirical simultaneous confidence regions for path-forecasts 0 0 0 46 0 1 14 164
Empirical simultaneous prediction regions for path-forecasts 0 0 0 58 0 0 8 150
Estimation and Inference by the Method of Projection Minimum Distance 0 0 0 172 0 2 15 470
Estimation and Inference by the Method of Projection Minimum Distance 0 0 0 8 0 1 14 98
Financial Conditions and Capital Investment Choices 0 2 35 35 1 7 15 15
Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons 0 0 3 568 0 3 18 1,246
Global Financial Cycles and Risk Premiums 0 0 0 178 0 3 10 278
Global Financial Cycles and Risk Premiums 0 0 0 82 0 2 22 151
Global financial cycles and risk premiums 0 0 1 94 1 5 18 185
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 0 0 0 418 0 0 9 928
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 0 0 1 21 0 36 44 122
Improved testing and specification of smooth transition regression models 0 0 0 7 0 0 8 60
Inference for Impulse Responses 1 1 1 11 1 2 22 65
Inference for Local Projections 1 1 5 11 2 4 47 75
Inflation Globally 0 0 1 55 0 0 19 72
Inflation Globally 0 0 0 50 0 0 10 116
Inflation and Wage Growth Since the Pandemic 0 0 3 42 0 1 33 118
Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections 1 1 3 40 1 3 21 122
Labor Markets in the Global Financial Crisis: The Good, the Bad and the Ugly 0 0 0 58 0 0 10 155
Leveraged Bubbles 0 0 3 59 0 2 24 226
Leveraged Bubbles 0 0 0 64 0 1 27 206
Leveraged Bubbles 0 0 0 79 0 4 22 208
Leveraged Bubbles 0 0 1 105 0 1 20 384
Leveraged bubbles 0 0 1 26 0 3 14 145
Local Projections 1 1 9 59 2 7 72 137
Local Projections 0 0 20 58 3 7 94 197
Local Projections Bootstrap Inference 0 0 22 22 0 2 33 33
Local Projections for Applied Economics 0 1 14 187 0 9 72 347
Longer-Run Economic Consequences of Pandemics 0 0 2 224 2 5 32 907
Longer-run Economic Consequences of Pandemics 0 0 2 169 0 0 26 482
Longer-run economic consequences of pandemics 0 1 2 89 2 7 26 244
Loose Monetary Policy and Financial Instability 0 0 4 112 1 2 61 344
Loose Monetary Policy and Financial Instability 0 0 0 46 0 7 36 101
MARKET-MAKING BEHAVIOR IN FUTURES MARKETS 0 0 1 206 0 2 19 593
Macrofinancial History and the New Business Cycle Facts 0 0 1 100 0 1 14 132
Macrofinancial History and the New Business Cycle Facts 0 0 1 118 2 5 25 207
Macrofinancial History and the New Business Cycle Facts 0 0 0 151 2 5 18 233
Measuring Monetary Policy Interdependence 0 0 0 4 0 1 9 33
Measuring Systematic Monetary Policy 0 0 0 268 0 1 9 1,108
Measuring Systematic Monetary Policy 0 0 0 8 0 1 9 120
Measuring Systematic Monetary Policy 0 0 0 0 0 0 15 45
Model-Free Impulse Responses 0 0 1 412 2 4 11 2,956
Model-Free Impulse Responses 0 0 1 6 0 1 10 44
Model-Free Impulse Responses 0 0 0 4 0 1 7 65
Monetary Policy Coordination: A New Empirical Approach 0 0 0 123 0 0 16 355
Monetary Policy Coordination: A New Empirical Approach 0 0 0 0 0 0 10 25
Non-Institutional Market Making Behavior: The Dalian Futures Exchange 0 0 0 0 1 1 16 37
Okun’s Macroscope: Changes in the Cyclical Behavior of Productivity and the Comovement between Output and Unemployment 1 1 2 22 1 2 13 85
Path Forecast Evaluation 0 0 0 75 1 2 15 197
Path Forecast Evaluation 0 0 1 15 0 0 22 105
Path Forecast Evaluation 0 0 0 33 0 0 11 100
Performance Evaluation of Zero Net-Investment Strategies 0 0 0 57 0 0 17 272
Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models 0 0 0 3 0 0 7 23
RANDOM-TIME AGGREGATION IN PARTIAL AJUSTMENT MODELS 0 0 0 1 0 0 5 17
RANDOM-TIME AGGREGATION IN PARTIAL AJUSTMENT MODELS 0 0 0 55 0 0 2 315
Riders on the Storm 0 0 0 101 0 0 5 177
Riders on the Storm 0 0 1 63 0 1 8 60
Riders on the Storm 0 0 0 42 0 0 9 56
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 102 0 0 8 547
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 1 0 2 13 24
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 0 2 152 1 4 54 496
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 0 0 62 0 0 11 259
Shocks and Adjustments 0 0 0 46 0 0 6 143
Significance Bands for Local Projections 0 0 3 21 0 1 19 75
Sovereigns versus Banks: Credit, Crises and Consequences 0 0 0 18 0 2 14 249
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 169 0 1 13 270
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 224 0 2 5 412
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 2 39 3 8 29 160
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 37 0 1 20 119
State-Dependent Local Projections: Understanding Impulse Response Heterogeneity 0 0 3 57 1 4 55 194
State-Dependent Local Projections: Understanding Impulse Response Heterogeneity 1 2 9 38 4 14 205 271
Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data 0 0 0 164 0 1 13 787
Testing nonlinearity: decision rules for selecting between logistic and exponential star models 0 0 0 6 0 0 8 46
The Announcement Effect: Evidence from Open Market Desk Data 0 0 0 171 0 0 11 596
The Announcement Effect: Evidence from Open Market Desk Data 0 0 0 4 0 2 15 61
The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself 0 0 1 719 0 1 20 1,562
The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself 0 0 1 97 1 3 12 363
The Classification of Economic Activity into Expansions and Recessions 0 0 5 14 1 2 19 53
The Great Mortgaging 0 0 0 107 1 2 34 208
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 1 2 587 0 2 20 582
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 0 166 1 2 19 504
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 2 95 1 5 33 409
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 2 218 2 4 46 572
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 1 2 77 3 7 43 396
The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium 0 0 1 174 0 5 28 674
The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium 0 0 0 48 0 1 19 219
The Long-Run Effects of Monetary Policy 1 1 7 170 2 3 37 348
The Long-Run Effects of Monetary Policy 0 1 4 234 1 5 37 875
The Long-Run Effects of Monetary Policy 1 3 11 137 1 8 80 457
The Pavlovian Response of Term Rates to Fed Announcements 0 0 1 106 0 1 14 815
The Pavlovian Response of Term Rates to Fed Announcements 0 0 0 1 0 0 9 31
The Pavlovian response of term rates to Fed announcements 0 0 0 122 0 0 12 642
The Rate of Return on Everything, 1870-2015 0 0 2 192 0 3 22 348
The Rate of Return on Everything, 1870-2015 0 0 0 132 0 1 28 272
The Rate of Return on Everything, 1870–2015 0 0 2 173 1 5 41 440
The Rate of Return on Everything, 1870–2015 0 0 1 281 5 10 57 847
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 123 0 1 9 424
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 5 1 1 27 61
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 1 6 308 1 5 44 918
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 0 4 55 3 4 31 155
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 0 0 121 0 1 57 488
The Total Risk Premium Puzzle 0 0 0 21 0 1 18 113
The Total Risk Premium Puzzle 0 0 0 103 2 3 32 231
The Total Risk Premium Puzzle? 0 0 1 80 0 2 14 177
The effects of quasi-random monetary experiments 0 0 0 75 0 3 30 251
The effects of quasi-random monetary experiments 0 1 3 65 0 1 14 109
The long-run effects of monetary policy 1 1 3 40 1 1 17 103
The time for austerity: Estimating the average treatment effect of fiscal policy 0 0 1 73 1 5 26 186
Time-Scale Transformations of Discrete-Time Processes 1 1 1 3 1 3 17 35
When Credit Bites Back 0 0 0 245 0 4 21 601
When Credit Bites Back: Leverage, Business Cycles and Crises 0 0 1 13 0 1 9 89
When Credit Bites Back: Leverage, Business Cycles and Crises 0 0 0 15 0 1 15 123
When Credit Bites Back: Leverage, Business Cycles, and Crises 0 0 0 243 0 2 24 693
When Credit Bites Back: Leverage, Business Cycles, and Crises 1 1 3 75 1 1 28 297
When credit bites back: leverage, business cycles, and crises 0 0 1 370 0 3 31 1,089
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 1 0 2 11 22
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 41 0 1 29 139
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 1 2 27 0 3 17 43
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 1 40 0 0 22 122
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 0 1 2 14 23
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 25 0 3 18 64
Zombies at large? Corporate debt overhang and the macroeconomy 0 0 1 21 1 4 22 71
Zombies at large? Corporate debt overhang and the macroeconomy 0 0 0 74 0 1 20 193
Total Working Papers 14 32 300 15,476 82 414 3,758 47,331

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 1 3 487 1 2 21 1,603
A chronology of turning points in economic activity: Spain, 1850–2011 0 0 0 24 1 3 17 152
Assessing the historical role of credit: Business cycles, financial crises and the legacy of Charles S. Peirce 0 0 0 20 0 0 11 72
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 3 13 126 4 14 55 348
Betting the house 1 5 26 593 10 19 113 1,595
Book Review: New Introduction to Multiple Time Series Analysis 1 1 1 51 2 2 5 153
Bubbles, Credit, and Their Consequences 0 0 1 18 0 0 16 103
Can monetary policy influence long-term interest rates? 0 0 0 77 0 0 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 0 0 11 39
Credit: a starring role in the downturn 0 0 0 7 0 0 7 58
Crises before and after the creation of the Fed 0 0 0 19 0 1 21 106
Currency Carry Trades 0 0 0 22 2 5 14 156
Diagnosing recessions 0 0 1 37 0 0 4 159
Do monetary aggregates help forecast inflation? 0 0 0 102 0 0 7 245
Does Monetary Policy Have Long-Run Effects? 1 1 6 19 2 5 44 89
ESTIMATION AND INFERENCE BY THE METHOD OF PROJECTION MINIMUM DISTANCE: AN APPLICATION TO THE NEW KEYNESIAN HYBRID PHILLIPS CURVE 0 0 0 0 0 0 7 131
Empirical simultaneous prediction regions for path-forecasts 0 0 0 27 0 2 11 110
Estimation and Inference of Impulse Responses by Local Projections 27 82 306 1,536 59 190 753 4,079
Evaluating the Classification of Economic Activity into Recessions and Expansions 1 4 9 248 2 6 30 584
Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons 0 2 11 586 3 17 104 1,698
Future recession risks 0 0 0 13 0 1 4 60
Future recession risks: an update 0 0 0 23 0 1 7 94
Global Financial Cycles and Risk Premiums 0 1 6 81 0 2 27 294
Inflation and wage growth since the pandemic 0 0 5 24 0 2 54 109
Inflation: Stress-Testing the Phillips Curve 0 0 1 46 0 2 12 142
Interest rates and house prices: pill or poison? 0 0 0 54 0 0 11 228
International Influences on U.S. Inflation 0 0 3 6 1 1 23 41
Interpreting deviations from Okun’s Law 0 0 0 72 1 1 18 255
Labor markets in the global financial crisis 0 0 1 13 0 0 12 88
Labour Markets in the Global Financial Crisis: The Good, the Bad and the Ugly 0 0 0 1 0 1 9 14
Labour Markets in the Global Financial Crisis: The Good, the Bad and the Ugly 0 0 0 18 1 1 6 72
Leveraged bubbles 3 11 35 372 8 19 184 1,307
Longer-Run Economic Consequences of Pandemics 1 2 6 65 6 11 55 252
MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS 0 0 0 19 0 0 6 81
Macrofinancial History and the New Business Cycle Facts 2 5 24 144 9 25 132 645
Measuring monetary policy interdependence 1 1 1 67 2 2 13 191
Measuring systematic monetary policy 0 0 1 147 1 3 16 558
Monetary Policy Medicine: Large Effects from Small Doses? 0 0 0 6 0 0 3 70
Monetary policy when the spyglass is smudged 0 0 0 33 0 2 12 129
Mortgaging the future? 0 0 0 26 1 1 8 103
Path forecast evaluation 0 0 0 65 1 1 13 278
Private credit and public debt in financial crises 0 0 1 84 0 4 33 231
Random-Time Aggregation in Partial Adjustment Models 0 0 0 0 0 0 17 247
Riders on the Storm 0 0 1 15 0 0 16 103
SOVEREIGNS VERSUS BANKS: CREDIT, CRISES, AND CONSEQUENCES 0 0 7 63 2 4 33 259
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 1 2 7 117 3 7 47 391
Simultaneous Confidence Regions for Impulse Responses 0 1 10 174 1 5 31 386
Sovereigns Versus Banks: Credit, Crises, and Consequences 0 0 1 26 0 1 15 104
THE HARROD–BALASSA–SAMUELSON HYPOTHESIS: REAL EXCHANGE RATES AND THEIR LONG‐RUN EQUILIBRIUM 1 2 5 31 2 6 28 431
Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models 0 0 0 290 1 1 12 1,061
The Bell Curve of Global CO2 Emission Intensity 0 0 0 3 0 1 14 24
The Economic Effects of Tariffs 0 0 2 2 4 8 24 24
The Economics of Climate Change: A First Fed Conference 0 0 1 32 0 0 15 155
The Effects of Tariffs on the Components of Inflation 0 4 5 5 2 10 14 14
The Fog of Numbers 0 0 0 34 0 1 18 139
The Rate of Return on Everything, 1870–2015 1 15 46 373 10 54 220 1,660
The Response of Term Rates to Fed Announcements 0 0 0 1 2 2 14 374
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 151 0 3 10 591
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 1 9 102 3 23 60 425
The announcement effect: evidence from open market desk data 0 0 0 270 0 0 9 1,142
The carry trade and fundamentals: Nothing to fear but FEER itself 2 3 4 164 2 6 38 745
The effects of quasi-random monetary experiments 1 3 12 119 3 19 74 425
The great mortgaging: housing finance, crises and business cycles 2 7 78 450 6 25 200 1,164
Time‐scale transformations of discrete time processes 0 0 0 32 0 2 9 267
Tracking Labor Market Stress 0 0 1 1 0 1 28 28
Variable capital rules in a risky world 0 0 0 11 0 0 4 59
Wage Growth When Inflation Is High 0 0 4 22 0 4 29 105
When Credit Bites Back 1 6 29 74 3 14 79 242
When Credit Bites Back 0 1 2 309 1 5 26 887
When Is Shelter Services Inflation Coming Down? 0 0 0 20 2 3 27 84
Why Is Inflation Low Globally? 0 0 1 38 0 0 6 160
Why Is U.S. Inflation Higher than in Other Countries? 0 1 3 130 4 11 135 692
Will the jobless rate drop take a break? 0 0 0 8 0 0 7 52
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 1 2 5 22 1 7 22 88
Total Journal Articles 48 167 694 8,472 169 569 3,200 29,567

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 30 211
Comment on "Local Projections or VARs? A Primer for Macroeconomists" 2 1 2 4 8 1 2 22 30
Currency Carry Trades 0 0 0 61 0 2 14 174
Inflation Globally 0 0 0 20 0 1 34 101
Macrofinancial History and the New Business Cycle Facts 0 0 0 134 1 3 20 551
Measuring Monetary Policy Interdependence 0 0 0 5 0 1 11 25
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 19 0 3 22 112
Total Chapters 1 2 4 247 3 19 153 1,204

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Statistics updated 2026-08-07