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 6 7 28
A Local Projections Approach to Difference-in-Differences 0 2 8 49 2 19 62 174
A Local Projections Approach to Difference-in-Differences Event Studies 0 0 12 39 4 28 90 182
A Model for the Federal Funds Rate Target 0 0 0 683 2 5 7 2,851
A New Labor Market Stress Indicator 1 3 3 3 4 12 12 12
A chronology of international business cycles through non-parametric decoding 0 0 0 23 1 4 6 113
A chronology of turning points in economic activity: Spain 1850-2011 0 0 0 107 5 8 15 178
A chronology of turning points in economic activity: Spain, 1850-2011 0 0 0 67 2 11 14 94
A model for the federal funds rate target 0 0 0 4 0 1 7 77
A model for the federal funds rate target 0 0 0 332 2 9 14 1,317
Assessing the Historical Role of Credit: Business Cycles, Financial Crises, and the Legacy of Charles S. Peirce 0 0 0 132 1 4 7 142
Asset Prices and Credit with Diagnostic Expectations 1 4 19 19 4 14 28 28
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 3 127 1 9 20 229
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 2 123 0 5 12 258
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 0 0 2 6 40
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 101 7 10 17 185
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 78 1 6 10 157
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 0 0 1 8 19
Bank Capital before and after Financial Crises 0 0 0 0 1 4 7 20
Bank Capital before and after Financial Crises 0 0 0 0 1 3 5 19
Betting the House 0 0 0 17 0 9 15 135
Betting the House 0 0 1 73 1 14 23 456
Betting the House 0 0 0 111 1 9 14 270
Betting the House 0 0 0 78 2 9 13 278
Betting the House 0 0 0 102 1 7 13 185
Carry Trade 0 0 1 11 1 3 7 39
Currency Carry Trades 0 0 2 179 0 6 12 278
Decision Rules for Selecting between Exponential and Logistic STAR 0 0 0 2 1 6 7 21
Decomposing the Fiscal Multiplier 0 1 2 23 2 8 19 118
Decomposing the Fiscal Multiplier 0 1 5 76 0 9 25 200
Decomposing the Fiscal Multiplier 0 0 3 83 2 14 26 250
Decomposing the Monetary Policy Multiplier 1 2 11 46 6 18 44 97
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 0 21 2 13 17 82
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 3 14 0 5 10 33
Disasters Everywhere: The Costs of Business Cycles Reconsidered 1 1 3 26 1 4 13 67
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 2 34 5 14 20 66
Effects of Quasi-Random Monetary Experiments 0 0 1 121 2 23 31 239
Empirical Simultaneous Confidence Regions for Path-Forecasts 0 0 0 8 2 7 9 70
Empirical simultaneous confidence regions for path-forecasts 0 0 0 46 0 6 10 159
Empirical simultaneous prediction regions for path-forecasts 0 0 0 58 2 5 7 149
Estimation and Inference by the Method of Projection Minimum Distance 0 0 0 172 2 9 9 464
Estimation and Inference by the Method of Projection Minimum Distance 0 0 0 8 2 8 11 95
Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons 0 2 4 568 1 7 18 1,241
Global Financial Cycles and Risk Premiums 0 0 0 178 2 6 8 274
Global Financial Cycles and Risk Premiums 0 0 0 82 0 7 18 144
Global financial cycles and risk premiums 0 0 2 94 1 4 11 175
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 0 0 0 418 0 3 5 922
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 0 1 2 21 1 6 12 86
Improved testing and specification of smooth transition regression models 0 0 0 7 0 4 6 57
Inference for Impulse Responses 0 0 0 10 0 4 16 57
Inference for Local Projections 0 1 7 9 7 27 48 61
Inflation Globally 0 0 4 55 2 9 19 68
Inflation Globally 0 0 2 50 2 5 14 116
Inflation and Wage Growth Since the Pandemic 0 0 5 41 1 13 29 109
Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections 0 0 2 38 1 7 14 112
Labor Markets in the Global Financial Crisis: The Good, the Bad and the Ugly 0 0 0 58 1 7 9 154
Leveraged Bubbles 0 0 3 58 1 9 23 222
Leveraged Bubbles 0 0 0 79 4 8 10 195
Leveraged Bubbles 0 0 0 64 6 15 23 198
Leveraged Bubbles 0 0 0 104 0 10 14 375
Leveraged bubbles 0 0 1 26 1 6 10 139
Local Projections 1 4 20 58 11 29 76 115
Local Projections 2 5 36 55 5 47 125 182
Local Projections Bootstrap Inference 0 1 22 22 1 7 27 27
Local Projections for Applied Economics 1 3 23 185 4 22 69 320
Longer-Run Economic Consequences of Pandemics 0 0 6 223 1 7 27 891
Longer-run Economic Consequences of Pandemics 0 0 5 167 4 12 30 474
Longer-run economic consequences of pandemics 1 1 7 88 2 10 29 235
Loose Monetary Policy and Financial Instability 0 0 1 46 4 11 21 81
Loose Monetary Policy and Financial Instability 0 2 6 112 3 35 101 335
MARKET-MAKING BEHAVIOR IN FUTURES MARKETS 0 0 2 206 2 7 16 587
Macrofinancial History and the New Business Cycle Facts 1 1 2 118 2 11 22 202
Macrofinancial History and the New Business Cycle Facts 0 1 1 100 0 8 14 129
Macrofinancial History and the New Business Cycle Facts 0 0 1 151 2 5 13 226
Measuring Monetary Policy Interdependence 0 0 0 4 1 4 7 31
Measuring Systematic Monetary Policy 0 0 2 8 0 5 9 117
Measuring Systematic Monetary Policy 0 0 0 0 2 8 12 41
Measuring Systematic Monetary Policy 0 0 0 268 2 6 7 1,105
Model-Free Impulse Responses 0 0 0 4 2 4 7 64
Model-Free Impulse Responses 0 0 1 6 2 5 8 41
Model-Free Impulse Responses 0 0 2 412 1 3 8 2,950
Monetary Policy Coordination: A New Empirical Approach 0 0 0 123 3 8 12 350
Monetary Policy Coordination: A New Empirical Approach 0 0 0 0 1 7 8 23
Non-Institutional Market Making Behavior: The Dalian Futures Exchange 0 0 0 0 6 9 10 30
Okun’s Macroscope: Changes in the Cyclical Behavior of Productivity and the Comovement between Output and Unemployment 0 0 2 21 0 5 11 81
Path Forecast Evaluation 0 1 2 15 3 13 17 98
Path Forecast Evaluation 0 0 1 75 3 9 10 191
Path Forecast Evaluation 0 0 0 33 0 5 9 97
Performance Evaluation of Zero Net-Investment Strategies 0 0 1 57 5 13 17 270
Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models 0 0 0 3 0 6 6 22
RANDOM-TIME AGGREGATION IN PARTIAL AJUSTMENT MODELS 0 0 0 1 1 3 6 16
RANDOM-TIME AGGREGATION IN PARTIAL AJUSTMENT MODELS 0 0 0 55 1 2 2 315
Riders on the Storm 0 0 0 101 1 3 6 176
Riders on the Storm 0 0 1 63 0 3 8 57
Riders on the Storm 0 0 0 42 0 2 7 51
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 1 0 6 8 19
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 102 0 3 5 544
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 0 1 62 0 4 14 258
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 1 2 152 4 21 48 486
Shocks and Adjustments 0 0 1 46 0 0 6 140
Significance Bands for Local Projections 0 0 8 20 0 6 22 71
Sovereigns versus Banks: Credit, Crises and Consequences 0 0 0 18 0 5 12 244
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 169 2 5 10 264
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 37 3 11 18 115
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 224 0 3 6 410
Sovereigns versus Banks: Credit, Crises, and Consequences 1 1 2 39 3 8 15 145
State-Dependent Local Projections: Understanding Impulse Response Heterogeneity 1 2 4 57 8 26 59 184
State-Dependent Local Projections: Understanding Impulse Response Heterogeneity 2 3 10 35 5 161 183 238
Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data 0 0 0 164 0 5 8 780
Testing nonlinearity: decision rules for selecting between logistic and exponential star models 0 0 2 6 0 5 10 44
The Announcement Effect: Evidence from Open Market Desk Data 0 0 0 4 0 7 10 56
The Announcement Effect: Evidence from Open Market Desk Data 0 0 0 171 0 4 8 593
The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself 0 0 2 719 1 4 9 1,550
The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself 0 0 3 97 0 1 7 356
The Classification of Economic Activity into Expansions and Recessions 0 1 5 13 0 3 11 44
The Great Mortgaging 0 0 0 107 7 19 22 195
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 1 1 586 3 11 17 576
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 0 166 1 9 16 497
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 1 3 95 2 10 19 391
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 1 1 76 14 25 30 382
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 0 216 5 16 25 547
The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium 0 0 0 48 1 10 16 215
The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium 0 0 2 174 4 8 17 658
The Long-Run Effects of Monetary Policy 2 3 6 233 4 21 39 861
The Long-Run Effects of Monetary Policy 2 4 15 134 7 29 99 438
The Long-Run Effects of Monetary Policy 1 3 9 169 3 14 31 335
The Pavlovian Response of Term Rates to Fed Announcements 0 0 0 1 0 6 7 29
The Pavlovian Response of Term Rates to Fed Announcements 0 1 1 106 0 7 11 812
The Pavlovian response of term rates to Fed announcements 0 0 0 122 1 6 9 639
The Rate of Return on Everything, 1870-2015 1 1 3 192 2 11 19 340
The Rate of Return on Everything, 1870-2015 0 0 1 132 1 11 22 262
The Rate of Return on Everything, 1870–2015 0 0 2 280 5 29 36 821
The Rate of Return on Everything, 1870–2015 0 0 5 172 3 23 35 428
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 5 4 15 16 50
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 123 0 4 5 420
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 0 7 305 4 11 44 898
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 0 0 121 4 25 57 481
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 1 4 54 0 9 27 146
The Total Risk Premium Puzzle 0 0 1 103 4 21 31 224
The Total Risk Premium Puzzle 0 0 0 21 2 11 15 109
The Total Risk Premium Puzzle? 0 0 2 80 0 8 17 173
The effects of quasi-random monetary experiments 0 1 2 64 0 8 12 104
The effects of quasi-random monetary experiments 0 0 0 75 1 11 21 238
The long-run effects of monetary policy 0 1 3 39 2 7 13 96
The time for austerity: Estimating the average treatment effect of fiscal policy 1 1 2 73 2 6 20 177
Time-Scale Transformations of Discrete-Time Processes 0 0 0 2 5 13 13 31
When Credit Bites Back 0 0 0 245 1 9 14 593
When Credit Bites Back: Leverage, Business Cycles and Crises 0 1 4 13 0 3 9 85
When Credit Bites Back: Leverage, Business Cycles and Crises 0 0 1 15 2 9 15 120
When Credit Bites Back: Leverage, Business Cycles, and Crises 0 2 6 74 2 15 34 293
When Credit Bites Back: Leverage, Business Cycles, and Crises 0 0 1 243 4 14 20 685
When credit bites back: leverage, business cycles, and crises 0 0 1 370 2 19 25 1,082
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 1 0 2 12 17
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 1 3 26 0 8 12 35
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 0 1 6 11 19
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 2 40 0 12 23 120
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 41 5 13 17 126
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 25 0 8 13 58
Zombies at large? Corporate debt overhang and the macroeconomy 0 0 5 74 1 10 33 186
Zombies at large? Corporate debt overhang and the macroeconomy 1 1 1 21 4 13 16 64
Total Working Papers 22 69 391 15,380 318 1,701 3,257 46,106

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 3 9 19 1,597
A chronology of turning points in economic activity: Spain, 1850–2011 0 0 0 24 1 5 8 143
Assessing the historical role of credit: Business cycles, financial crises and the legacy of Charles S. Peirce 0 0 0 20 0 7 7 68
Bank Capital Redux: Solvency, Liquidity, and Crisis 1 2 11 119 6 14 42 319
Betting the house 3 11 37 582 10 39 126 1,553
Book Review: New Introduction to Multiple Time Series Analysis 0 0 1 50 0 0 2 148
Bubbles, Credit, and Their Consequences 0 0 1 18 3 8 17 102
Can monetary policy influence long-term interest rates? 0 0 0 77 0 7 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 2 8 11 38
Credit: a starring role in the downturn 0 0 0 7 1 6 6 57
Crises before and after the creation of the Fed 0 0 0 19 0 2 5 90
Currency Carry Trades 0 0 0 22 1 3 9 149
Diagnosing recessions 0 0 1 37 0 1 4 159
Do monetary aggregates help forecast inflation? 0 0 0 102 0 3 7 244
Does Monetary Policy Have Long-Run Effects? 1 3 7 18 4 19 30 70
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 5 127
Empirical simultaneous prediction regions for path-forecasts 0 0 0 27 0 5 6 105
Estimation and Inference of Impulse Responses by Local Projections 54 85 166 1,362 114 206 480 3,688
Evaluating the Classification of Economic Activity into Recessions and Expansions 0 2 7 244 2 9 29 575
Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons 0 3 11 581 15 36 105 1,664
Future recession risks 0 0 0 13 1 2 3 58
Future recession risks: an update 0 0 0 23 0 4 4 91
Global Financial Cycles and Risk Premiums 1 4 8 80 3 13 34 288
Inflation and wage growth since the pandemic 3 3 8 24 6 26 54 100
Inflation: Stress-Testing the Phillips Curve 0 0 1 46 0 5 9 139
Interest rates and house prices: pill or poison? 0 0 1 54 2 5 11 225
International Influences on U.S. Inflation 0 0 4 5 2 9 23 35
Interpreting deviations from Okun’s Law 0 0 0 72 1 7 10 246
Labor markets in the global financial crisis 0 0 0 12 2 10 11 86
Labour Markets in the Global Financial Crisis: The Good, the Bad and the Ugly 0 0 0 18 0 3 4 69
Labour Markets in the Global Financial Crisis: The Good, the Bad and the Ugly 0 0 0 1 1 5 7 11
Leveraged bubbles 2 8 28 353 22 61 172 1,253
Longer-Run Economic Consequences of Pandemics 0 1 9 62 3 15 63 228
MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS 0 0 0 19 1 4 5 80
Macrofinancial History and the New Business Cycle Facts 6 12 28 137 20 55 141 599
Measuring monetary policy interdependence 0 0 0 66 0 6 8 186
Measuring systematic monetary policy 0 0 3 147 1 7 12 551
Monetary Policy Medicine: Large Effects from Small Doses? 0 0 0 6 0 3 6 70
Monetary policy when the spyglass is smudged 0 0 0 33 2 6 8 124
Mortgaging the future? 0 0 0 26 1 3 6 100
Path forecast evaluation 0 0 1 65 1 8 13 275
Private credit and public debt in financial crises 0 1 1 84 1 7 17 210
Random-Time Aggregation in Partial Adjustment Models 0 0 0 0 4 15 19 247
Riders on the Storm 0 0 2 15 1 9 15 99
SOVEREIGNS VERSUS BANKS: CREDIT, CRISES, AND CONSEQUENCES 0 4 6 61 3 14 30 247
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 1 1 14 114 4 16 54 376
Simultaneous Confidence Regions for Impulse Responses 3 7 10 173 5 13 27 376
Sovereigns Versus Banks: Credit, Crises, and Consequences 0 0 0 25 3 7 12 99
THE HARROD–BALASSA–SAMUELSON HYPOTHESIS: REAL EXCHANGE RATES AND THEIR LONG‐RUN EQUILIBRIUM 1 1 5 28 2 7 23 417
Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models 0 0 2 290 0 6 10 1,056
The Bell Curve of Global CO2 Emission Intensity 0 0 0 3 1 4 9 19
The Economic Effects of Tariffs 1 1 1 1 6 12 12 12
The Economics of Climate Change: A First Fed Conference 0 0 2 32 5 12 14 153
The Fog of Numbers 0 0 0 34 1 8 21 136
The Rate of Return on Everything, 1870–2015 5 13 43 353 27 79 206 1,567
The Response of Term Rates to Fed Announcements 0 0 0 1 0 5 14 371
The Response of Term Rates to Monetary Policy Uncertainty 0 0 1 151 0 4 6 586
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 1 3 15 100 1 9 54 391
The announcement effect: evidence from open market desk data 0 0 0 270 1 5 11 1,142
The carry trade and fundamentals: Nothing to fear but FEER itself 0 0 3 161 2 11 32 728
The effects of quasi-random monetary experiments 0 1 10 112 4 26 62 394
The great mortgaging: housing finance, crises and business cycles 6 44 83 438 18 98 188 1,109
Time‐scale transformations of discrete time processes 0 0 1 32 0 4 16 263
Tracking Labor Market Stress 0 0 1 1 1 12 20 20
Variable capital rules in a risky world 0 0 0 11 1 4 4 59
Wage Growth When Inflation Is High 0 2 4 22 2 13 23 96
When Credit Bites Back 0 0 1 307 3 12 23 875
When Credit Bites Back 4 5 16 60 8 24 58 209
When Is Shelter Services Inflation Coming Down? 0 0 2 20 3 16 29 79
Why Is Inflation Low Globally? 1 1 2 38 2 6 10 160
Why Is U.S. Inflation Higher than in Other Countries? 0 1 9 129 10 67 119 651
Will the jobless rate drop take a break? 0 0 0 8 1 3 4 49
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 1 2 3 20 3 7 16 79
Total Journal Articles 95 221 574 8,156 354 1,180 2,690 28,301

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 13 21 200
Comment on "Local Projections or VARs? A Primer for Macroeconomists" 2 1 1 6 6 5 14 26 26
Currency Carry Trades 0 0 0 61 1 6 7 167
Inflation Globally 0 0 2 20 1 20 28 91
Macrofinancial History and the New Business Cycle Facts 0 0 0 134 1 6 22 545
Measuring Monetary Policy Interdependence 0 0 0 5 0 2 6 20
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 19 3 14 18 105
Total Chapters 1 1 8 245 15 75 128 1,154

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Statistics updated 2026-03-04