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 0 0 1 2 2
A Model for the Federal Funds Rate Target 0 0 0 681 0 1 2 2,822
A chronology of international business cycles through non-parametric decoding 0 0 2 16 0 1 6 82
A chronology of turning points in economic activity: Spain 1850-2011 0 0 2 104 1 2 8 142
A chronology of turning points in economic activity: Spain, 1850-2011 0 0 0 67 1 1 6 68
A model for the federal funds rate target 0 0 0 331 0 1 5 1,274
A model for the federal funds rate target 0 0 0 0 0 1 4 4
Assessing the Historical Role of Credit: Business Cycles, Financial Crises, and the Legacy of Charles S. Peirce 0 2 5 119 2 4 12 105
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 1 69 1 2 16 76
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 1 106 1 8 19 66
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 4 94 5 9 48 111
Bank Capital Redux: Solvency, Liquidity, and Crisis 1 3 10 99 2 5 30 142
Betting the House 0 0 5 52 3 4 23 272
Betting the House 0 0 4 67 1 2 13 149
Betting the House 0 0 1 12 3 4 13 68
Betting the House 0 0 1 92 4 7 18 110
Betting the House 1 1 4 108 2 7 21 202
Carry Trade 0 0 3 3 0 0 5 5
Currency Carry Trades 0 0 0 176 2 4 12 247
Decision Rules for Selecting between Exponential and Logistic STAR 0 0 0 0 0 0 1 1
Empirical Simultaneous Confidence Regions for Path-Forecasts 0 0 0 8 1 2 4 46
Empirical simultaneous confidence regions for path-forecasts 0 0 1 43 1 3 7 130
Empirical simultaneous prediction regions for path-forecasts 0 0 0 56 1 2 7 128
Estimation and Inference by the Method of Projection Minimum Distance 0 0 1 168 1 1 4 422
Estimation and Inference by the Method of Projection Minimum Distance 0 0 0 0 0 0 2 2
Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons 0 3 20 545 2 13 57 1,147
Global Financial Cycles and Risk Premiums 1 4 39 159 3 13 95 145
Global Financial Cycles and Risk Premiums 1 1 37 71 1 4 43 62
Global financial cycles and risk premiums 2 3 10 78 7 13 38 84
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 0 0 0 412 2 2 4 882
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 0 0 0 0 2 2 7 7
Improved testing and specification of smooth transition regression models 0 0 1 3 1 2 9 22
Inference for Impulse Responses 0 0 2 2 0 0 8 8
Inflation Globally 1 1 34 34 4 8 25 25
Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections 1 1 4 5 3 3 9 11
Labor Markets in the Global Financial Crisis: The Good, the Bad and the Ugly 0 1 1 54 2 3 7 118
Large and State-Dependent Effects of Quasi-Random Monetary Experiments 1 5 28 86 4 14 54 97
Leveraged Bubbles 0 0 3 88 1 5 23 276
Leveraged Bubbles 0 0 3 54 2 7 42 98
Leveraged Bubbles 0 1 8 26 4 7 20 93
Leveraged Bubbles 0 1 2 69 2 4 18 106
Leveraged bubbles 0 0 1 17 4 6 15 81
MARKET-MAKING BEHAVIOR IN FUTURES MARKETS 0 0 0 199 1 4 5 546
Macrofinancial History and the New Business Cycle Facts 0 0 4 92 6 6 21 64
Macrofinancial History and the New Business Cycle Facts 1 1 4 101 3 3 18 83
Macrofinancial History and the New Business Cycle Facts 2 2 12 130 4 5 33 105
Measuring Monetary Policy Interdependence 0 0 0 2 0 1 1 3
Measuring Systematic Monetary Policy 0 0 0 264 0 3 8 1,050
Measuring Systematic Monetary Policy 0 0 0 0 1 2 5 5
Measuring Systematic Monetary Policy 0 0 0 0 0 0 1 1
Model-Free Impulse Responses 0 1 1 2 2 3 5 5
Model-Free Impulse Responses 2 2 6 398 3 6 28 2,879
Model-Free Impulse Responses 0 0 1 1 0 1 9 9
Monetary Policy Coordination: A New Empirical Approach 0 0 0 122 0 0 2 326
Monetary Policy Coordination: A New Empirical Approach 0 0 0 0 1 1 1 1
Non-Institutional Market Making Behavior: The Dalian Futures Exchange 0 0 0 0 0 0 0 0
Okun’s Macroscope: Changes in the Cyclical Behavior of Productivity and the Comovement between Output and Unemployment 0 0 4 12 0 0 8 41
Path Forecast Evaluation 0 0 0 30 0 1 2 64
Path Forecast Evaluation 0 0 0 0 0 3 7 7
Path Forecast Evaluation 0 0 0 72 1 2 6 161
Performance Evaluation of Zero Net-Investment Strategies 0 0 2 43 0 1 8 192
Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models 0 0 0 0 0 0 1 1
RANDOM-TIME AGGREGATION IN PARTIAL AJUSTMENT MODELS 0 0 0 55 0 0 0 304
RANDOM-TIME AGGREGATION IN PARTIAL AJUSTMENT MODELS 0 0 0 0 1 1 1 1
Riders on the Storm 0 0 0 0 0 0 0 0
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 2 102 0 0 5 527
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 0 1 1 2 2
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 0 2 56 1 2 15 188
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 1 1 6 131 2 2 18 235
Shocks and Adjustments 1 1 4 37 3 5 11 98
Sovereigns versus Banks: Credit, Crises and Consequences 0 0 4 13 2 8 100 139
Sovereigns versus Banks: Credit, Crises, and Consequences 1 1 2 211 2 2 11 340
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 1 164 2 8 19 207
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 36 2 3 8 73
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 32 3 4 11 97
Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data 0 0 5 164 0 1 16 758
Testing nonlinearity: decision rules for selecting between logistic and exponential star models 0 0 1 3 1 2 5 17
The Announcement Effect: Evidence from Open Market Desk Data 0 0 0 170 1 2 4 565
The Announcement Effect: Evidence from Open Market Desk Data 0 0 1 1 2 2 5 5
The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself 0 1 4 706 0 4 20 1,483
The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself 0 1 1 92 0 2 5 322
The Classification of Economic Activity into Expansions and Recessions 2 2 2 2 2 2 3 3
The Great Mortgaging 1 1 7 91 1 2 11 76
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 13 47 1 5 39 153
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 7 66 0 3 92 175
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 1 1 11 143 4 18 77 300
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 2 12 192 0 7 40 361
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 6 578 1 4 24 461
The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium 0 1 4 40 2 5 15 151
The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium 0 0 2 155 0 1 16 556
The Pavlovian Response of Term Rates to Fed Announcements 0 0 0 0 0 1 6 6
The Pavlovian Response of Term Rates to Fed Announcements 0 0 0 105 0 0 3 781
The Pavlovian response of term rates to Fed announcements 0 0 1 116 1 1 9 604
The Rate of Return on Everything, 1870-2015 1 1 9 160 2 3 29 112
The Rate of Return on Everything, 1870-2015 0 2 24 100 3 7 67 118
The Rate of Return on Everything, 1870–2015 3 6 58 256 29 58 322 492
The Rate of Return on Everything, 1870–2015 1 3 20 142 7 14 62 243
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 122 1 1 5 400
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 0 2 2 3 3
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 2 5 14 214 6 12 68 517
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 0 2 92 1 4 22 287
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 0 2 43 1 1 6 70
The Total Risk Premium Puzzle 2 6 83 83 4 14 44 44
The Total Risk Premium Puzzle 0 1 13 13 3 13 29 29
The Total Risk Premium Puzzle? 3 4 61 61 5 14 41 41
The effects of quasi-random monetary experiments 0 1 8 57 0 4 27 106
The effects of quasi-random monetary experiments 0 0 2 58 2 3 11 28
The time for austerity: Estimating the average treatment effect of fiscal policy 0 0 1 58 1 2 11 90
Time-Scale Transformations of Discrete-Time Processes 0 0 0 0 1 1 1 1
When Credit Bites Back 2 2 14 218 6 9 50 478
When Credit Bites Back: Leverage, Business Cycles and Crises 0 0 2 2 0 3 7 7
When Credit Bites Back: Leverage, Business Cycles and Crises 0 0 1 10 1 2 9 52
When Credit Bites Back: Leverage, Business Cycles, and Crises 0 0 3 59 5 8 20 194
When Credit Bites Back: Leverage, Business Cycles, and Crises 0 0 3 233 2 5 25 586
When credit bites back: leverage, business cycles, and crises 0 0 11 363 4 8 41 944
Total Working Papers 35 76 701 11,494 219 506 2,422 29,311


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 1 2 4 456 4 8 15 1,469
A chronology of turning points in economic activity: Spain, 1850–2011 0 0 0 18 1 1 8 89
Assessing the historical role of credit: Business cycles, financial crises and the legacy of Charles S. Peirce 0 2 3 18 1 3 7 45
Betting the house 3 10 65 255 14 50 188 651
Book Review: New Introduction to Multiple Time Series Analysis 1 1 1 45 1 1 3 127
Bubbles, Credit, and Their Consequences 0 2 3 14 1 4 17 53
Can monetary policy influence long-term interest rates? 0 0 0 76 0 0 4 287
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 1 16
Credit: a starring role in the downturn 0 0 0 6 1 1 5 43
Crises before and after the creation of the Fed 0 0 3 17 0 0 12 59
Currency Carry Trades 0 0 3 17 4 7 19 100
Diagnosing recessions 0 3 8 28 5 9 34 129
Do monetary aggregates help forecast inflation? 0 0 1 96 1 2 8 212
ESTIMATION AND INFERENCE BY THE METHOD OF PROJECTION MINIMUM DISTANCE: AN APPLICATION TO THE NEW KEYNESIAN HYBRID PHILLIPS CURVE 0 0 0 0 2 4 7 93
Empirical simultaneous prediction regions for path-forecasts 0 0 1 21 0 1 6 76
Estimation and Inference of Impulse Responses by Local Projections 22 47 82 618 45 95 233 1,637
Evaluating the Classification of Economic Activity into Recessions and Expansions 2 5 14 149 5 12 29 345
Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons 4 11 48 427 18 39 146 1,023
Future recession risks 0 0 2 12 0 1 6 44
Future recession risks: an update 0 0 2 20 0 2 8 64
Global Financial Cycles and Risk Premiums 1 5 8 8 5 18 25 25
Inflation: Stress-Testing the Phillips Curve 2 3 13 13 9 13 30 30
Interest rates and house prices: pill or poison? 0 0 5 32 9 11 27 112
Interpreting deviations from Okun’s Law 0 2 9 52 4 11 37 150
Labor markets in the global financial crisis 0 0 0 11 0 0 2 55
Labour Markets in the Global Financial Crisis: The Good, the Bad and the Ugly 0 0 1 16 0 0 4 42
Leveraged bubbles 1 8 41 107 7 27 160 368
Macrofinancial History and the New Business Cycle Facts 1 3 13 28 3 7 38 76
Measuring monetary policy interdependence 0 0 1 62 0 0 2 158
Measuring systematic monetary policy 0 0 2 133 0 1 8 486
Monetary Policy Medicine: Large Effects from Small Doses? 0 0 1 6 5 5 8 23
Monetary policy when the spyglass is smudged 1 1 6 24 1 1 14 73
Mortgaging the future? 0 0 1 25 1 4 8 75
Path forecast evaluation 0 0 3 56 0 0 6 199
Private credit and public debt in financial crises 2 2 11 65 4 8 26 121
Random-Time Aggregation in Partial Adjustment Models 0 0 0 0 1 1 1 217
SOVEREIGNS VERSUS BANKS: CREDIT, CRISES, AND CONSEQUENCES 0 1 3 26 1 6 35 99
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 2 23 23 6 10 69 70
Simultaneous Confidence Regions for Impulse Responses 2 2 12 109 2 4 22 242
Sovereigns Versus Banks: Credit, Crises, and Consequences 0 1 5 5 1 5 17 26
THE HARROD–BALASSA–SAMUELSON HYPOTHESIS: REAL EXCHANGE RATES AND THEIR LONG‐RUN EQUILIBRIUM 0 0 0 0 6 8 30 260
Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models 1 1 2 281 1 1 4 1,001
The Response of Term Rates to Fed Announcements 0 0 0 1 2 4 13 309
The Response of Term Rates to Monetary Policy Uncertainty 0 0 2 144 1 2 8 533
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 2 8 43 5 12 48 160
The announcement effect: evidence from open market desk data 0 0 1 246 0 2 7 1,067
The carry trade and fundamentals: Nothing to fear but FEER itself 0 2 13 123 2 15 82 471
The great mortgaging: housing finance, crises and business cycles 1 6 16 109 6 25 71 268
Time-scale transformations of discrete time processes 0 0 0 29 0 0 2 239
Variable capital rules in a risky world 0 0 0 11 0 0 4 46
When Credit Bites Back 2 4 30 259 6 15 84 626
Why Is Inflation Low Globally? 1 5 5 5 5 18 18 18
Will the jobless rate drop take a break? 0 0 1 7 1 1 6 36
Total Journal Articles 48 133 476 4,357 197 475 1,672 14,243


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 4 18 81
Currency Carry Trades 0 0 1 58 3 3 10 139
Macrofinancial History and the New Business Cycle Facts 0 0 17 134 4 11 79 343
Measuring Monetary Policy Interdependence 1 1 1 1 2 2 3 5
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 1 19 2 2 8 49
Total Chapters 1 1 20 212 15 22 118 617


Statistics updated 2019-09-09