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 1 13 34
A Local Projections Approach to Difference-in-Differences 0 1 5 51 2 9 56 193
A Local Projections Approach to Difference-in-Differences Event Studies 1 2 5 41 7 12 90 217
A Model for the Federal Funds Rate Target 0 0 0 683 1 2 14 2,859
A New Labor Market Stress Indicator 0 0 7 7 1 3 37 37
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 1 2 19 100
A model for the federal funds rate target 0 0 0 332 0 1 17 1,321
A model for the federal funds rate target 0 0 0 4 1 2 7 81
Assessing the Historical Role of Credit: Business Cycles, Financial Crises, and the Legacy of Charles S. Peirce 0 0 0 132 2 2 8 144
Asset Prices and Credit with Diagnostic Expectations 0 0 19 20 1 3 36 38
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 127 0 1 15 233
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 0 0 1 13 49
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 123 1 2 19 268
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 1 79 0 1 13 164
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 0 1 3 15 31
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 101 1 2 18 190
Bank Capital before and after Financial Crises 0 0 0 0 1 2 10 25
Bank Capital before and after Financial Crises 0 0 0 0 1 2 6 22
Betting the House 0 0 0 78 2 4 18 286
Betting the House 0 1 1 74 3 4 32 469
Betting the House 1 1 1 112 3 4 16 275
Betting the House 0 0 0 102 0 1 21 194
Betting the House 0 0 0 17 1 1 19 139
Carry Trade 1 1 1 12 1 1 7 42
Currency Carry Trades 1 1 3 181 1 1 16 283
Decision Rules for Selecting between Exponential and Logistic STAR 0 0 0 2 0 0 9 24
Decomposing the Fiscal Multiplier 0 0 5 78 2 12 39 223
Decomposing the Fiscal Multiplier 0 1 3 85 2 5 26 259
Decomposing the Fiscal Multiplier 0 0 2 23 0 1 22 124
Decomposing the Monetary Policy Multiplier 0 0 5 46 0 1 38 105
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 0 21 0 0 22 89
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 1 26 2 2 12 72
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 0 34 3 3 19 71
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 1 15 0 0 9 36
Effects of Quasi-Random Monetary Experiments 0 0 1 121 5 5 37 248
Empirical Simultaneous Confidence Regions for Path-Forecasts 0 0 0 8 0 0 13 74
Empirical simultaneous confidence regions for path-forecasts 0 0 0 46 0 0 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 8 0 0 13 98
Estimation and Inference by the Method of Projection Minimum Distance 0 0 0 172 0 2 15 470
Financial Conditions and Capital Investment Choices 0 0 35 35 1 4 16 16
Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons 1 1 4 569 4 6 22 1,250
Global Financial Cycles and Risk Premiums 0 0 0 82 0 1 21 151
Global Financial Cycles and Risk Premiums 0 0 0 178 1 3 11 279
Global financial cycles and risk premiums 0 0 1 94 0 3 17 185
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 0 418 0 0 9 928
Improved testing and specification of smooth transition regression models 0 0 0 7 0 0 7 60
Inference for Impulse Responses 0 1 1 11 0 1 21 65
Inference for Local Projections 1 2 5 12 5 8 50 80
Inflation Globally 0 0 1 55 1 1 20 73
Inflation Globally 0 0 0 50 0 0 10 116
Inflation and Wage Growth Since the Pandemic 0 0 2 42 3 4 34 121
Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections 0 1 3 40 2 3 23 124
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 0 64 0 1 27 206
Leveraged Bubbles 0 0 3 59 0 0 24 226
Leveraged Bubbles 0 0 0 79 1 3 22 209
Leveraged Bubbles 0 0 1 105 1 1 21 385
Leveraged bubbles 0 0 1 26 1 2 14 146
Local Projections 0 0 15 58 2 6 85 199
Local Projections 0 1 6 59 6 9 70 143
Local Projections Bootstrap Inference 0 0 22 22 0 1 33 33
Local Projections for Applied Economics 0 0 12 187 3 8 71 350
Longer-Run Economic Consequences of Pandemics 0 0 1 224 1 3 30 908
Longer-run Economic Consequences of Pandemics 0 0 2 169 1 1 26 483
Longer-run economic consequences of pandemics 0 1 2 89 2 7 27 246
Loose Monetary Policy and Financial Instability 0 0 4 112 2 4 59 346
Loose Monetary Policy and Financial Instability 0 0 0 46 4 6 39 105
MARKET-MAKING BEHAVIOR IN FUTURES MARKETS 0 0 0 206 1 3 18 594
Macrofinancial History and the New Business Cycle Facts 0 0 0 151 1 5 17 234
Macrofinancial History and the New Business Cycle Facts 0 0 1 100 1 2 15 133
Macrofinancial History and the New Business Cycle Facts 0 0 1 118 1 4 24 208
Measuring Monetary Policy Interdependence 0 0 0 4 0 1 8 33
Measuring Systematic Monetary Policy 0 0 0 8 0 1 9 120
Measuring Systematic Monetary Policy 0 0 0 268 1 1 10 1,109
Measuring Systematic Monetary Policy 0 0 0 0 0 0 15 45
Model-Free Impulse Responses 0 0 1 412 1 4 12 2,957
Model-Free Impulse Responses 0 0 0 4 1 2 8 66
Model-Free Impulse Responses 0 0 1 6 0 1 10 44
Monetary Policy Coordination: A New Empirical Approach 0 0 0 0 1 1 11 26
Monetary Policy Coordination: A New Empirical Approach 0 0 0 123 1 1 17 356
Non-Institutional Market Making Behavior: The Dalian Futures Exchange 0 0 0 0 4 5 20 41
Okun’s Macroscope: Changes in the Cyclical Behavior of Productivity and the Comovement between Output and Unemployment 0 1 2 22 0 1 12 85
Path Forecast Evaluation 0 0 1 15 1 1 22 106
Path Forecast Evaluation 0 0 0 75 0 1 15 197
Path Forecast Evaluation 0 0 0 33 1 1 12 101
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 0 42 0 0 9 56
Riders on the Storm 0 0 1 63 0 1 8 60
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 1 0 0 13 24
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 102 0 0 8 547
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 1 1 1 63 3 3 14 262
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 0 2 152 2 6 53 498
Shocks and Adjustments 0 0 0 46 1 1 7 144
Significance Bands for Local Projections 0 0 2 21 1 2 19 76
Sovereigns versus Banks: Credit, Crises and Consequences 0 0 0 18 1 2 15 250
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 169 4 4 17 274
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 37 1 1 21 120
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 224 0 1 5 412
Sovereigns versus Banks: Credit, Crises, and Consequences 1 1 3 40 1 7 30 161
State-Dependent Local Projections: Understanding Impulse Response Heterogeneity 0 0 3 57 2 4 54 196
State-Dependent Local Projections: Understanding Impulse Response Heterogeneity 0 1 8 38 4 13 206 275
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 2 2 10 48
The Announcement Effect: Evidence from Open Market Desk Data 0 0 0 171 1 1 12 597
The Announcement Effect: Evidence from Open Market Desk Data 0 0 0 4 1 1 16 62
The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself 0 0 1 97 1 3 13 364
The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself 0 0 1 719 2 3 21 1,564
The Classification of Economic Activity into Expansions and Recessions 0 0 2 14 1 2 16 54
The Great Mortgaging 0 0 0 107 0 1 34 208
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 1 2 77 0 6 42 396
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 0 166 2 4 20 506
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 2 218 3 6 47 575
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 2 95 1 5 34 410
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 1 2 587 1 3 21 583
The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium 0 0 0 174 2 3 29 676
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 2 5 171 2 4 34 350
The Long-Run Effects of Monetary Policy 0 0 4 234 3 6 40 878
The Long-Run Effects of Monetary Policy 0 2 10 137 4 10 80 461
The Pavlovian Response of Term Rates to Fed Announcements 0 0 0 1 1 1 9 32
The Pavlovian Response of Term Rates to Fed Announcements 0 0 1 106 1 2 15 816
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 1 1 1 133 5 5 33 277
The Rate of Return on Everything, 1870-2015 0 0 2 192 0 2 22 348
The Rate of Return on Everything, 1870–2015 0 0 1 281 3 11 60 850
The Rate of Return on Everything, 1870–2015 0 0 2 173 3 5 43 443
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 5 1 2 28 62
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 123 1 1 10 425
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 0 4 55 1 5 28 156
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 0 6 308 1 4 42 919
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 0 0 121 0 1 56 488
The Total Risk Premium Puzzle 0 0 0 103 0 3 32 231
The Total Risk Premium Puzzle 0 0 0 21 0 1 18 113
The Total Risk Premium Puzzle? 0 0 1 80 0 2 14 177
The effects of quasi-random monetary experiments 0 0 0 75 1 2 30 252
The effects of quasi-random monetary experiments 0 0 3 65 5 5 19 114
The long-run effects of monetary policy 0 1 2 40 5 6 21 108
The time for austerity: Estimating the average treatment effect of fiscal policy 0 0 1 73 0 3 24 186
Time-Scale Transformations of Discrete-Time Processes 0 1 1 3 0 1 17 35
When Credit Bites Back 0 0 0 245 2 3 23 603
When Credit Bites Back: Leverage, Business Cycles and Crises 0 0 1 13 0 0 9 89
When Credit Bites Back: Leverage, Business Cycles and Crises 0 0 0 15 2 2 16 125
When Credit Bites Back: Leverage, Business Cycles, and Crises 0 0 0 243 1 3 25 694
When Credit Bites Back: Leverage, Business Cycles, and Crises 0 1 3 75 2 3 30 299
When credit bites back: leverage, business cycles, and crises 0 0 1 370 2 4 33 1,091
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 25 1 1 19 65
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 2 27 1 1 18 44
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 1 0 0 11 22
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 41 2 2 31 141
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 0 0 1 14 23
Zombies at large? Corporate debt overhang and the macroeconomy 0 0 1 21 0 1 22 71
Zombies at large? Corporate debt overhang and the macroeconomy 0 0 0 74 1 2 21 194
Total Working Papers 10 30 276 15,486 191 448 3,820 47,522

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 2 487 2 4 22 1,605
A chronology of turning points in economic activity: Spain, 1850–2011 0 0 0 24 0 2 17 152
Assessing the historical role of credit: Business cycles, financial crises and the legacy of Charles S. Peirce 0 0 0 20 3 3 14 75
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 2 13 126 2 11 51 350
Betting the house 2 5 28 595 7 19 116 1,602
Book Review: New Introduction to Multiple Time Series Analysis 0 1 1 51 0 2 5 153
Bubbles, Credit, and Their Consequences 0 0 1 18 3 3 18 106
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 9 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 20 106
Currency Carry Trades 0 0 0 22 0 3 14 156
Diagnosing recessions 0 0 0 37 0 0 3 159
Do monetary aggregates help forecast inflation? 0 0 0 102 0 0 6 245
Does Monetary Policy Have Long-Run Effects? 0 1 5 19 1 4 44 90
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 6 131
Empirical simultaneous prediction regions for path-forecasts 0 0 0 27 0 2 10 110
Estimation and Inference of Impulse Responses by Local Projections 31 79 329 1,567 50 159 775 4,129
Evaluating the Classification of Economic Activity into Recessions and Expansions 0 2 8 248 1 4 28 585
Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons 0 1 11 586 2 10 95 1,700
Future recession risks 0 0 0 13 1 1 5 61
Future recession risks: an update 0 0 0 23 0 0 7 94
Global Financial Cycles and Risk Premiums 0 1 6 81 1 2 27 295
Inflation and wage growth since the pandemic 0 0 5 24 1 1 54 110
Inflation: Stress-Testing the Phillips Curve 0 0 1 46 0 0 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 0 1 23 41
Interpreting deviations from Okun’s Law 0 0 0 72 0 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 1 1 10 15
Labour Markets in the Global Financial Crisis: The Good, the Bad and the Ugly 0 0 0 18 0 1 6 72
Leveraged bubbles 3 11 36 375 10 23 184 1,317
Longer-Run Economic Consequences of Pandemics 0 2 6 65 1 9 55 253
MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS 0 0 0 19 0 0 6 81
Macrofinancial History and the New Business Cycle Facts 1 5 23 145 9 24 131 654
Measuring monetary policy interdependence 0 1 1 67 0 2 13 191
Measuring systematic monetary policy 0 0 0 147 1 2 16 559
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 1 12 129
Mortgaging the future? 0 0 0 26 0 1 8 103
Path forecast evaluation 0 0 0 65 1 2 14 279
Private credit and public debt in financial crises 0 0 1 84 1 2 33 232
Random-Time Aggregation in Partial Adjustment Models 0 0 0 0 1 1 18 248
Riders on the Storm 0 0 1 15 1 1 16 104
SOVEREIGNS VERSUS BANKS: CREDIT, CRISES, AND CONSEQUENCES 0 0 6 63 2 5 34 261
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 2 6 117 5 9 48 396
Simultaneous Confidence Regions for Impulse Responses 1 1 11 175 4 6 35 390
Sovereigns Versus Banks: Credit, Crises, and Consequences 0 0 1 26 1 1 15 105
THE HARROD–BALASSA–SAMUELSON HYPOTHESIS: REAL EXCHANGE RATES AND THEIR LONG‐RUN EQUILIBRIUM 0 2 5 31 0 5 28 431
Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models 0 0 0 290 0 1 12 1,061
The Bell Curve of Global CO2 Emission Intensity 0 0 0 3 0 0 14 24
The Economic Effects of Tariffs 2 2 4 4 3 8 27 27
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 2 5 5 1 8 15 15
The Fog of Numbers 0 0 0 34 0 0 15 139
The Rate of Return on Everything, 1870–2015 9 15 53 382 25 59 232 1,685
The Response of Term Rates to Fed Announcements 0 0 0 1 0 2 13 374
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 151 0 1 10 591
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 1 7 102 4 12 56 429
The announcement effect: evidence from open market desk data 0 0 0 270 0 0 8 1,142
The carry trade and fundamentals: Nothing to fear but FEER itself 0 2 4 164 0 4 35 745
The effects of quasi-random monetary experiments 2 4 13 121 17 29 88 442
The great mortgaging: housing finance, crises and business cycles 3 8 79 453 9 20 207 1,173
Time‐scale transformations of discrete time processes 0 0 0 32 0 1 9 267
Tracking Labor Market Stress 0 0 1 1 0 0 27 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 2 27 105
When Credit Bites Back 2 5 31 76 5 12 81 247
When Credit Bites Back 0 0 2 309 1 3 26 888
When Is Shelter Services Inflation Coming Down? 0 0 0 20 0 2 26 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 2 10 131 694
Will the jobless rate drop take a break? 0 0 0 8 1 1 8 53
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 1 5 22 1 6 20 89
Total Journal Articles 56 158 724 8,528 181 510 3,236 29,748

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 2 7 32 213
Comment on "Local Projections or VARs? A Primer for Macroeconomists" 2 2 4 6 10 2 4 22 32
Currency Carry Trades 0 0 0 61 0 0 14 174
Inflation Globally 0 0 0 20 0 1 34 101
Macrofinancial History and the New Business Cycle Facts 0 0 0 134 4 7 23 555
Measuring Monetary Policy Interdependence 0 0 0 5 0 1 10 25
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 19 2 3 24 114
Total Chapters 2 4 6 249 10 23 159 1,214

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Statistics updated 2026-09-10