Access Statistics for Oscar Jorda

Author contact details at EconPapers.

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 5 7 8 28
A Local Projections Approach to Difference-in-Differences 1 2 9 49 12 22 64 172
A Local Projections Approach to Difference-in-Differences Event Studies 0 2 13 39 12 35 91 178
A Model for the Federal Funds Rate Target 0 0 0 683 2 4 5 2,849
A New Labor Market Stress Indicator 2 2 2 2 8 8 8 8
A chronology of international business cycles through non-parametric decoding 0 0 0 23 3 3 5 112
A chronology of turning points in economic activity: Spain 1850-2011 0 0 0 107 2 5 10 173
A chronology of turning points in economic activity: Spain, 1850-2011 0 0 0 67 6 10 12 92
A model for the federal funds rate target 0 0 0 332 4 10 13 1,315
A model for the federal funds rate target 0 0 0 4 0 2 7 77
Assessing the Historical Role of Credit: Business Cycles, Financial Crises, and the Legacy of Charles S. Peirce 0 0 0 132 1 5 8 141
Asset Prices and Credit with Diagnostic Expectations 3 4 18 18 7 12 24 24
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 78 2 5 10 156
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 3 127 8 8 21 228
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 2 123 3 8 12 258
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 0 1 3 7 40
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 101 3 5 10 178
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 0 1 2 8 19
Bank Capital before and after Financial Crises 0 0 0 0 0 4 7 19
Bank Capital before and after Financial Crises 0 0 0 0 0 2 4 18
Betting the House 0 0 1 73 9 17 23 455
Betting the House 0 0 0 111 4 10 13 269
Betting the House 0 0 0 78 5 8 11 276
Betting the House 0 0 0 102 5 8 12 184
Betting the House 0 0 1 17 6 14 17 135
Carry Trade 0 0 1 11 1 3 7 38
Currency Carry Trades 0 0 2 179 4 7 12 278
Decision Rules for Selecting between Exponential and Logistic STAR 0 0 0 2 5 5 6 20
Decomposing the Fiscal Multiplier 0 1 4 83 11 13 26 248
Decomposing the Fiscal Multiplier 0 1 2 23 4 7 18 116
Decomposing the Fiscal Multiplier 0 1 5 76 3 9 27 200
Decomposing the Monetary Policy Multiplier 1 1 11 45 9 15 40 91
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 3 14 4 6 10 33
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 2 34 9 9 15 61
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 0 21 9 13 15 80
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 2 25 1 5 12 66
Effects of Quasi-Random Monetary Experiments 0 1 2 121 15 24 30 237
Empirical Simultaneous Confidence Regions for Path-Forecasts 0 0 0 8 5 7 8 68
Empirical simultaneous confidence regions for path-forecasts 0 0 0 46 2 8 10 159
Empirical simultaneous prediction regions for path-forecasts 0 0 0 58 3 5 6 147
Estimation and Inference by the Method of Projection Minimum Distance 0 0 0 172 4 7 8 462
Estimation and Inference by the Method of Projection Minimum Distance 0 0 0 8 2 7 10 93
Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons 1 2 4 568 3 9 18 1,240
Global Financial Cycles and Risk Premiums 0 0 0 82 4 13 18 144
Global Financial Cycles and Risk Premiums 0 0 0 178 3 4 7 272
Global financial cycles and risk premiums 0 0 2 94 3 5 11 174
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 1 1 3 21 3 7 12 85
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 0 0 0 418 2 3 6 922
Improved testing and specification of smooth transition regression models 0 0 1 7 1 4 8 57
Inference for Impulse Responses 0 0 0 10 3 5 17 57
Inference for Local Projections 0 2 8 9 14 24 43 54
Inflation Globally 0 0 4 55 5 10 18 66
Inflation Globally 0 0 2 50 3 6 12 114
Inflation and Wage Growth Since the Pandemic 0 0 5 41 3 15 30 108
Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections 0 0 2 38 5 6 13 111
Labor Markets in the Global Financial Crisis: The Good, the Bad and the Ugly 0 0 0 58 5 7 10 153
Leveraged Bubbles 0 0 0 79 3 4 7 191
Leveraged Bubbles 0 0 0 104 4 11 15 375
Leveraged Bubbles 0 0 3 58 5 15 22 221
Leveraged Bubbles 0 0 0 64 6 11 17 192
Leveraged bubbles 0 0 1 26 4 5 9 138
Local Projections 1 7 35 53 27 51 132 177
Local Projections 2 3 20 57 10 22 69 104
Local Projections Bootstrap Inference 1 3 22 22 4 13 26 26
Local Projections for Applied Economics 1 4 25 184 7 26 70 316
Longer-Run Economic Consequences of Pandemics 0 0 6 223 2 10 28 890
Longer-run Economic Consequences of Pandemics 0 0 5 167 5 11 27 470
Longer-run economic consequences of pandemics 0 0 6 87 4 11 27 233
Loose Monetary Policy and Financial Instability 1 3 7 112 21 36 104 332
Loose Monetary Policy and Financial Instability 0 0 1 46 5 7 17 77
MARKET-MAKING BEHAVIOR IN FUTURES MARKETS 0 0 2 206 1 9 14 585
Macrofinancial History and the New Business Cycle Facts 0 0 1 151 1 4 11 224
Macrofinancial History and the New Business Cycle Facts 0 0 1 117 7 12 20 200
Macrofinancial History and the New Business Cycle Facts 1 1 1 100 5 9 15 129
Measuring Monetary Policy Interdependence 0 0 0 4 3 5 7 30
Measuring Systematic Monetary Policy 0 0 0 0 4 9 10 39
Measuring Systematic Monetary Policy 0 0 2 8 3 6 9 117
Measuring Systematic Monetary Policy 0 0 0 268 2 4 5 1,103
Model-Free Impulse Responses 0 0 2 412 0 2 7 2,949
Model-Free Impulse Responses 0 0 1 6 1 4 6 39
Model-Free Impulse Responses 0 0 0 4 1 3 5 62
Monetary Policy Coordination: A New Empirical Approach 0 0 0 123 4 7 9 347
Monetary Policy Coordination: A New Empirical Approach 0 0 0 0 5 7 7 22
Non-Institutional Market Making Behavior: The Dalian Futures Exchange 0 0 0 0 3 3 4 24
Okun’s Macroscope: Changes in the Cyclical Behavior of Productivity and the Comovement between Output and Unemployment 0 1 2 21 2 6 11 81
Path Forecast Evaluation 0 0 1 75 6 6 7 188
Path Forecast Evaluation 0 1 2 15 6 10 14 95
Path Forecast Evaluation 0 0 0 33 3 8 10 97
Performance Evaluation of Zero Net-Investment Strategies 0 0 1 57 7 9 12 265
Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models 0 0 0 3 5 6 6 22
RANDOM-TIME AGGREGATION IN PARTIAL AJUSTMENT MODELS 0 0 0 1 1 2 5 15
RANDOM-TIME AGGREGATION IN PARTIAL AJUSTMENT MODELS 0 0 0 55 1 1 1 314
Riders on the Storm 0 0 0 42 1 4 7 51
Riders on the Storm 0 1 1 63 3 4 9 57
Riders on the Storm 0 0 0 101 2 3 5 175
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 1 5 7 8 19
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 102 2 3 5 544
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 0 1 62 2 8 15 258
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 1 1 2 152 9 23 47 482
Shocks and Adjustments 0 0 1 46 0 1 6 140
Significance Bands for Local Projections 0 0 8 20 4 7 23 71
Sovereigns versus Banks: Credit, Crises and Consequences 0 0 0 18 4 5 12 244
Sovereigns versus Banks: Credit, Crises, and Consequences 0 1 2 38 3 8 13 142
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 169 1 3 9 262
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 224 2 3 7 410
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 37 5 9 16 112
State-Dependent Local Projections: Understanding Impulse Response Heterogeneity 0 2 8 33 81 159 179 233
State-Dependent Local Projections: Understanding Impulse Response Heterogeneity 1 2 3 56 10 22 53 176
Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data 0 0 0 164 4 5 8 780
Testing nonlinearity: decision rules for selecting between logistic and exponential star models 0 0 2 6 4 5 10 44
The Announcement Effect: Evidence from Open Market Desk Data 0 0 0 4 5 9 10 56
The Announcement Effect: Evidence from Open Market Desk Data 0 0 0 171 3 7 8 593
The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself 0 0 3 97 0 2 7 356
The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself 0 1 2 719 2 5 10 1,549
The Classification of Economic Activity into Expansions and Recessions 0 1 5 13 0 4 12 44
The Great Mortgaging 0 0 0 107 9 14 16 188
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 1 1 76 9 12 17 368
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 1 3 95 5 10 17 389
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 1 1 586 5 11 14 573
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 0 216 7 12 22 542
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 0 166 7 8 15 496
The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium 0 0 1 48 6 12 16 214
The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium 0 0 4 174 3 5 15 654
The Long-Run Effects of Monetary Policy 0 3 14 132 14 39 96 431
The Long-Run Effects of Monetary Policy 1 1 4 231 14 18 36 857
The Long-Run Effects of Monetary Policy 1 2 8 168 9 14 28 332
The Pavlovian Response of Term Rates to Fed Announcements 1 1 1 106 4 10 11 812
The Pavlovian Response of Term Rates to Fed Announcements 0 0 0 1 5 6 7 29
The Pavlovian response of term rates to Fed announcements 0 0 0 122 4 7 9 638
The Rate of Return on Everything, 1870-2015 0 0 2 191 8 10 22 338
The Rate of Return on Everything, 1870-2015 0 0 4 132 6 16 25 261
The Rate of Return on Everything, 1870–2015 0 0 2 280 15 25 37 816
The Rate of Return on Everything, 1870–2015 0 0 5 172 16 22 32 425
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 123 3 5 5 420
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 5 9 11 12 46
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 0 0 121 8 36 53 477
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 1 7 305 4 12 41 894
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 2 4 54 6 12 28 146
The Total Risk Premium Puzzle 0 0 0 21 6 10 13 107
The Total Risk Premium Puzzle 0 0 1 103 15 20 27 220
The Total Risk Premium Puzzle? 0 0 3 80 5 8 19 173
The effects of quasi-random monetary experiments 0 2 2 64 5 9 12 104
The effects of quasi-random monetary experiments 0 0 0 75 8 13 21 237
The long-run effects of monetary policy 1 1 4 39 4 7 13 94
The time for austerity: Estimating the average treatment effect of fiscal policy 0 0 1 72 3 10 19 175
Time-Scale Transformations of Discrete-Time Processes 0 0 0 2 6 8 8 26
When Credit Bites Back 0 0 1 245 6 9 16 592
When Credit Bites Back: Leverage, Business Cycles and Crises 0 0 1 15 6 7 13 118
When Credit Bites Back: Leverage, Business Cycles and Crises 0 1 5 13 2 4 11 85
When Credit Bites Back: Leverage, Business Cycles, and Crises 0 0 1 243 8 11 17 681
When Credit Bites Back: Leverage, Business Cycles, and Crises 0 2 8 74 6 17 36 291
When credit bites back: leverage, business cycles, and crises 0 0 1 370 11 20 25 1,080
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 1 3 26 6 9 14 35
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 0 5 9 10 18
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 1 2 40 7 18 23 120
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 1 2 5 12 17
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 25 5 10 13 58
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 41 5 9 12 121
Zombies at large? Corporate debt overhang and the macroeconomy 0 0 5 74 7 11 36 185
Zombies at large? Corporate debt overhang and the macroeconomy 0 0 0 20 5 10 12 60
Total Working Papers 22 73 398 15,358 896 1,717 3,093 45,788


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 6 7 17 1,594
A chronology of turning points in economic activity: Spain, 1850–2011 0 0 0 24 1 5 7 142
Assessing the historical role of credit: Business cycles, financial crises and the legacy of Charles S. Peirce 0 0 0 20 7 7 8 68
Bank Capital Redux: Solvency, Liquidity, and Crisis 1 1 10 118 4 9 39 313
Betting the house 6 10 36 579 19 38 123 1,543
Book Review: New Introduction to Multiple Time Series Analysis 0 0 1 50 0 0 2 148
Bubbles, Credit, and Their Consequences 0 1 2 18 4 9 15 99
Can monetary policy influence long-term interest rates? 0 0 0 77 3 8 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 5 6 9 36
Credit: a starring role in the downturn 0 0 0 7 5 5 5 56
Crises before and after the creation of the Fed 0 0 0 19 2 3 5 90
Currency Carry Trades 0 0 0 22 2 2 8 148
Diagnosing recessions 0 0 1 37 1 1 5 159
Do monetary aggregates help forecast inflation? 0 0 0 102 1 5 8 244
Does Monetary Policy Have Long-Run Effects? 1 2 7 17 11 17 31 66
ESTIMATION AND INFERENCE BY THE METHOD OF PROJECTION MINIMUM DISTANCE: AN APPLICATION TO THE NEW KEYNESIAN HYBRID PHILLIPS CURVE 0 0 0 0 1 1 5 127
Empirical simultaneous prediction regions for path-forecasts 0 0 0 27 4 5 6 105
Estimation and Inference of Impulse Responses by Local Projections 11 46 118 1,308 43 138 392 3,574
Evaluating the Classification of Economic Activity into Recessions and Expansions 1 2 9 244 4 13 29 573
Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons 1 4 14 581 11 26 97 1,649
Future recession risks 0 0 0 13 0 1 3 57
Future recession risks: an update 0 0 0 23 3 4 4 91
Global Financial Cycles and Risk Premiums 2 4 7 79 7 17 31 285
Inflation and wage growth since the pandemic 0 0 6 21 15 29 51 94
Inflation: Stress-Testing the Phillips Curve 0 0 1 46 4 7 9 139
Interest rates and house prices: pill or poison? 0 0 1 54 1 4 9 223
International Influences on U.S. Inflation 0 2 4 5 4 11 25 33
Interpreting deviations from Okun’s Law 0 0 0 72 5 7 10 245
Labor markets in the global financial crisis 0 0 0 12 6 8 10 84
Labour Markets in the Global Financial Crisis: The Good, the Bad and the Ugly 0 0 0 18 2 3 4 69
Labour Markets in the Global Financial Crisis: The Good, the Bad and the Ugly 0 0 0 1 4 5 7 10
Leveraged bubbles 3 6 26 351 21 50 156 1,231
Longer-Run Economic Consequences of Pandemics 0 2 10 62 6 18 67 225
MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS 0 0 0 19 3 3 4 79
Macrofinancial History and the New Business Cycle Facts 3 7 23 131 17 43 132 579
Measuring monetary policy interdependence 0 0 0 66 4 8 8 186
Measuring systematic monetary policy 0 0 3 147 5 7 12 550
Monetary Policy Medicine: Large Effects from Small Doses? 0 0 0 6 3 3 6 70
Monetary policy when the spyglass is smudged 0 0 0 33 2 4 6 122
Mortgaging the future? 0 0 0 26 2 4 6 99
Path forecast evaluation 0 0 1 65 5 8 13 274
Private credit and public debt in financial crises 1 1 1 84 3 9 16 209
Random-Time Aggregation in Partial Adjustment Models 0 0 0 0 7 12 15 243
Riders on the Storm 0 1 2 15 7 9 14 98
SOVEREIGNS VERSUS BANKS: CREDIT, CRISES, AND CONSEQUENCES 4 4 6 61 10 16 28 244
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 1 17 113 9 17 56 372
Simultaneous Confidence Regions for Impulse Responses 3 5 7 170 6 10 22 371
Sovereigns Versus Banks: Credit, Crises, and Consequences 0 0 1 25 2 5 10 96
THE HARROD–BALASSA–SAMUELSON HYPOTHESIS: REAL EXCHANGE RATES AND THEIR LONG‐RUN EQUILIBRIUM 0 0 4 27 3 7 23 415
Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models 0 0 2 290 3 6 10 1,056
The Bell Curve of Global CO2 Emission Intensity 0 0 0 3 2 7 9 18
The Economic Effects of Tariffs 0 0 0 0 3 6 6 6
The Economics of Climate Change: A First Fed Conference 0 0 2 32 6 7 10 148
The Fog of Numbers 0 0 0 34 6 7 21 135
The Rate of Return on Everything, 1870–2015 5 11 41 348 32 63 197 1,540
The Response of Term Rates to Fed Announcements 0 0 0 1 4 8 14 371
The Response of Term Rates to Monetary Policy Uncertainty 0 0 1 151 3 4 8 586
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 1 3 14 99 3 10 55 390
The announcement effect: evidence from open market desk data 0 0 0 270 4 4 11 1,141
The carry trade and fundamentals: Nothing to fear but FEER itself 0 0 3 161 6 12 30 726
The effects of quasi-random monetary experiments 1 3 11 112 10 32 61 390
The great mortgaging: housing finance, crises and business cycles 9 48 80 432 27 102 178 1,091
Time‐scale transformations of discrete time processes 0 0 2 32 2 5 17 263
Tracking Labor Market Stress 0 1 1 1 4 14 19 19
Variable capital rules in a risky world 0 0 0 11 2 3 3 58
Wage Growth When Inflation Is High 1 3 4 22 6 14 22 94
When Credit Bites Back 0 0 2 307 8 9 22 872
When Credit Bites Back 1 5 13 56 8 24 53 201
When Is Shelter Services Inflation Coming Down? 0 0 3 20 4 15 29 76
Why Is Inflation Low Globally? 0 0 1 37 3 4 9 158
Why Is U.S. Inflation Higher than in Other Countries? 0 1 9 129 8 67 117 641
Will the jobless rate drop take a break? 0 0 0 8 1 3 4 48
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 1 2 19 2 5 16 76
Total Journal Articles 55 175 513 8,061 457 1,065 2,499 27,947


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 8 15 18 196
Comment on "Local Projections or VARs? A Primer for Macroeconomists" 2 0 0 5 5 6 9 21 21
Currency Carry Trades 0 0 0 61 3 5 7 166
Inflation Globally 0 0 2 20 18 23 27 90
Macrofinancial History and the New Business Cycle Facts 0 0 0 134 4 5 21 544
Measuring Monetary Policy Interdependence 0 0 0 5 2 3 7 20
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 19 6 11 16 102
Total Chapters 0 0 7 244 47 71 117 1,139


Statistics updated 2026-02-12