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 4 12 33
A Local Projections Approach to Difference-in-Differences 0 0 6 50 3 7 60 187
A Local Projections Approach to Difference-in-Differences Event Studies 0 0 4 39 3 14 94 208
A Model for the Federal Funds Rate Target 0 0 0 683 1 6 14 2,858
A New Labor Market Stress Indicator 0 3 7 7 1 16 35 35
A chronology of international business cycles through non-parametric decoding 1 1 1 24 1 4 10 117
A chronology of turning points in economic activity: Spain 1850-2011 0 0 0 107 0 6 18 185
A chronology of turning points in economic activity: Spain, 1850-2011 0 0 0 67 1 4 19 99
A model for the federal funds rate target 0 0 0 4 0 1 7 79
A model for the federal funds rate target 0 0 0 332 1 3 17 1,321
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 1 20 20 2 8 37 37
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 0 2 9 17 30
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 1 1 79 1 7 15 164
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 123 1 5 18 267
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 127 0 2 15 232
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 0 1 8 14 49
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 101 1 3 20 189
Bank Capital before and after Financial Crises 0 0 0 0 1 4 10 24
Bank Capital before and after Financial Crises 0 0 0 0 1 2 6 21
Betting the House 1 1 1 74 1 9 30 466
Betting the House 0 0 0 102 1 8 21 194
Betting the House 0 0 0 17 0 3 18 138
Betting the House 0 0 0 78 0 4 15 282
Betting the House 0 0 0 111 1 2 14 272
Carry Trade 0 0 0 11 0 2 7 41
Currency Carry Trades 0 1 2 180 0 4 15 282
Decision Rules for Selecting between Exponential and Logistic STAR 0 0 0 2 0 1 10 24
Decomposing the Fiscal Multiplier 0 0 2 23 1 6 24 124
Decomposing the Fiscal Multiplier 0 1 3 84 0 3 24 254
Decomposing the Fiscal Multiplier 0 1 6 78 9 17 38 220
Decomposing the Monetary Policy Multiplier 0 0 6 46 1 6 42 105
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 2 26 0 3 14 70
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 0 21 0 3 23 89
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 1 34 0 1 18 68
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 2 15 0 2 10 36
Effects of Quasi-Random Monetary Experiments 0 0 1 121 0 4 33 243
Empirical Simultaneous Confidence Regions for Path-Forecasts 0 0 0 8 0 3 13 74
Empirical simultaneous confidence regions for path-forecasts 0 0 0 46 0 4 15 164
Empirical simultaneous prediction regions for path-forecasts 0 0 0 58 0 1 8 150
Estimation and Inference by the Method of Projection Minimum Distance 0 0 0 8 0 2 14 98
Estimation and Inference by the Method of Projection Minimum Distance 0 0 0 172 2 4 15 470
Financial Conditions and Capital Investment Choices 0 32 35 35 2 13 14 14
Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons 0 0 4 568 2 4 20 1,246
Global Financial Cycles and Risk Premiums 0 0 0 82 1 6 22 151
Global Financial Cycles and Risk Premiums 0 0 0 178 2 4 11 278
Global financial cycles and risk premiums 0 0 1 94 2 7 17 184
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 0 0 0 418 0 4 10 928
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 0 0 1 21 36 36 45 122
Improved testing and specification of smooth transition regression models 0 0 0 7 0 2 9 60
Inference for Impulse Responses 0 0 0 10 0 7 22 64
Inference for Local Projections 0 1 6 10 1 10 52 73
Inflation Globally 0 0 0 50 0 0 10 116
Inflation Globally 0 0 1 55 0 3 19 72
Inflation and Wage Growth Since the Pandemic 0 1 4 42 1 6 34 118
Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections 0 1 2 39 0 7 21 121
Labor Markets in the Global Financial Crisis: The Good, the Bad and the Ugly 0 0 0 58 0 1 10 155
Leveraged Bubbles 0 0 0 79 2 8 22 208
Leveraged Bubbles 0 0 0 64 1 3 28 206
Leveraged Bubbles 0 1 1 105 0 6 21 384
Leveraged Bubbles 0 0 3 59 0 3 24 226
Leveraged bubbles 0 0 1 26 1 5 14 145
Local Projections 0 2 21 58 1 10 94 194
Local Projections 0 0 10 58 1 11 75 135
Local Projections Bootstrap Inference 0 0 22 22 1 5 33 33
Local Projections for Applied Economics 0 1 15 187 5 18 75 347
Longer-Run Economic Consequences of Pandemics 0 0 2 224 0 9 30 905
Longer-run Economic Consequences of Pandemics 0 1 2 169 0 3 27 482
Longer-run economic consequences of pandemics 1 1 2 89 3 5 24 242
Loose Monetary Policy and Financial Instability 0 0 0 46 2 17 36 101
Loose Monetary Policy and Financial Instability 0 0 4 112 1 5 62 343
MARKET-MAKING BEHAVIOR IN FUTURES MARKETS 0 0 1 206 2 6 19 593
Macrofinancial History and the New Business Cycle Facts 0 0 1 118 1 3 23 205
Macrofinancial History and the New Business Cycle Facts 0 0 1 100 1 1 15 132
Macrofinancial History and the New Business Cycle Facts 0 0 1 151 2 4 17 231
Measuring Monetary Policy Interdependence 0 0 0 4 1 2 9 33
Measuring Systematic Monetary Policy 0 0 0 0 0 4 15 45
Measuring Systematic Monetary Policy 0 0 1 8 1 2 10 120
Measuring Systematic Monetary Policy 0 0 0 268 0 3 9 1,108
Model-Free Impulse Responses 0 0 1 6 1 1 10 44
Model-Free Impulse Responses 0 0 0 4 1 1 7 65
Model-Free Impulse Responses 0 0 1 412 1 3 10 2,954
Monetary Policy Coordination: A New Empirical Approach 0 0 0 0 0 1 10 25
Monetary Policy Coordination: A New Empirical Approach 0 0 0 123 0 5 16 355
Non-Institutional Market Making Behavior: The Dalian Futures Exchange 0 0 0 0 0 5 15 36
Okun’s Macroscope: Changes in the Cyclical Behavior of Productivity and the Comovement between Output and Unemployment 0 0 2 21 0 3 13 84
Path Forecast Evaluation 0 0 0 75 0 4 14 196
Path Forecast Evaluation 0 0 0 33 0 1 12 100
Path Forecast Evaluation 0 0 1 15 0 5 22 105
Performance Evaluation of Zero Net-Investment Strategies 0 0 0 57 0 2 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 55 0 0 2 315
RANDOM-TIME AGGREGATION IN PARTIAL AJUSTMENT MODELS 0 0 0 1 0 1 5 17
Riders on the Storm 0 0 0 101 0 1 6 177
Riders on the Storm 0 0 1 63 1 3 8 60
Riders on the Storm 0 0 0 42 0 5 10 56
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 1 0 4 13 24
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 102 0 2 8 547
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 0 2 152 3 6 54 495
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 0 0 62 0 0 12 259
Shocks and Adjustments 0 0 0 46 0 3 6 143
Significance Bands for Local Projections 0 0 6 21 1 3 22 75
Sovereigns versus Banks: Credit, Crises and Consequences 0 0 0 18 1 4 14 249
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 224 1 2 5 412
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 37 0 3 20 119
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 2 39 3 9 26 157
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 169 0 6 13 270
State-Dependent Local Projections: Understanding Impulse Response Heterogeneity 0 0 3 57 1 5 55 193
State-Dependent Local Projections: Understanding Impulse Response Heterogeneity 0 2 8 37 5 22 202 267
Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data 0 0 0 164 1 3 13 787
Testing nonlinearity: decision rules for selecting between logistic and exponential star models 0 0 0 6 0 2 8 46
The Announcement Effect: Evidence from Open Market Desk Data 0 0 0 171 0 3 11 596
The Announcement Effect: Evidence from Open Market Desk Data 0 0 0 4 0 4 15 61
The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself 0 0 1 719 1 8 20 1,562
The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself 0 0 1 97 1 6 11 362
The Classification of Economic Activity into Expansions and Recessions 0 0 6 14 0 6 19 52
The Great Mortgaging 0 0 0 107 0 4 33 207
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 1 1 2 77 3 6 40 393
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 2 95 3 10 33 408
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 0 166 1 6 19 503
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 2 218 1 7 44 570
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 1 1 2 587 2 5 21 582
The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium 0 0 1 174 1 15 28 674
The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium 0 0 0 48 1 4 19 219
The Long-Run Effects of Monetary Policy 0 0 6 169 0 10 35 346
The Long-Run Effects of Monetary Policy 1 2 11 136 5 12 83 456
The Long-Run Effects of Monetary Policy 0 1 4 234 2 7 37 874
The Pavlovian Response of Term Rates to Fed Announcements 0 0 1 106 1 2 14 815
The Pavlovian Response of Term Rates to Fed Announcements 0 0 0 1 0 2 9 31
The Pavlovian response of term rates to Fed announcements 0 0 0 122 0 2 12 642
The Rate of Return on Everything, 1870-2015 0 0 2 192 2 6 22 348
The Rate of Return on Everything, 1870-2015 0 0 1 132 0 9 29 272
The Rate of Return on Everything, 1870–2015 0 0 1 281 3 15 52 842
The Rate of Return on Everything, 1870–2015 0 1 3 173 1 8 41 439
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 123 0 3 9 424
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 5 0 9 26 60
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 0 4 55 1 3 29 152
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 0 0 121 1 4 58 488
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 2 6 308 2 14 47 917
The Total Risk Premium Puzzle 0 0 0 103 1 4 31 229
The Total Risk Premium Puzzle 0 0 0 21 1 3 18 113
The Total Risk Premium Puzzle? 0 0 1 80 2 2 14 177
The effects of quasi-random monetary experiments 0 1 3 65 0 4 16 109
The effects of quasi-random monetary experiments 0 0 0 75 1 10 32 251
The long-run effects of monetary policy 0 0 2 39 0 5 16 102
The time for austerity: Estimating the average treatment effect of fiscal policy 0 0 1 73 2 6 26 185
Time-Scale Transformations of Discrete-Time Processes 0 0 0 2 0 2 16 34
When Credit Bites Back 0 0 0 245 1 5 21 601
When Credit Bites Back: Leverage, Business Cycles and Crises 0 0 1 13 0 3 9 89
When Credit Bites Back: Leverage, Business Cycles and Crises 0 0 0 15 0 2 15 123
When Credit Bites Back: Leverage, Business Cycles, and Crises 0 0 1 243 2 6 25 693
When Credit Bites Back: Leverage, Business Cycles, and Crises 0 0 3 74 0 2 28 296
When credit bites back: leverage, business cycles, and crises 0 0 1 370 2 4 31 1,089
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 1 40 0 1 22 122
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 41 0 6 29 139
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 25 0 5 18 64
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 1 2 27 0 6 17 43
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 1 0 3 11 22
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 0 0 3 13 22
Zombies at large? Corporate debt overhang and the macroeconomy 0 0 0 74 1 5 20 193
Zombies at large? Corporate debt overhang and the macroeconomy 0 0 1 21 0 4 21 70
Total Working Papers 6 63 307 15,462 175 844 3,783 47,249


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 1 3 487 1 3 21 1,602
A chronology of turning points in economic activity: Spain, 1850–2011 0 0 0 24 1 6 16 151
Assessing the historical role of credit: Business cycles, financial crises and the legacy of Charles S. Peirce 0 0 0 20 0 3 11 72
Bank Capital Redux: Solvency, Liquidity, and Crisis 2 7 13 126 5 21 55 344
Betting the house 2 10 37 592 2 27 121 1,585
Book Review: New Introduction to Multiple Time Series Analysis 0 0 0 50 0 2 4 151
Bubbles, Credit, and Their Consequences 0 0 1 18 0 1 16 103
Can monetary policy influence long-term interest rates? 0 0 0 77 0 1 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 1 11 39
Credit: a starring role in the downturn 0 0 0 7 0 1 7 58
Crises before and after the creation of the Fed 0 0 0 19 1 11 21 106
Currency Carry Trades 0 0 0 22 1 3 14 154
Diagnosing recessions 0 0 1 37 0 0 4 159
Do monetary aggregates help forecast inflation? 0 0 0 102 0 1 7 245
Does Monetary Policy Have Long-Run Effects? 0 0 5 18 1 12 42 87
ESTIMATION AND INFERENCE BY THE METHOD OF PROJECTION MINIMUM DISTANCE: AN APPLICATION TO THE NEW KEYNESIAN HYBRID PHILLIPS CURVE 0 0 0 0 0 3 8 131
Empirical simultaneous prediction regions for path-forecasts 0 0 0 27 2 4 11 110
Estimation and Inference of Impulse Responses by Local Projections 21 93 284 1,509 50 220 713 4,020
Evaluating the Classification of Economic Activity into Recessions and Expansions 1 3 8 247 1 7 28 582
Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons 1 3 13 586 5 24 113 1,695
Future recession risks 0 0 0 13 0 2 4 60
Future recession risks: an update 0 0 0 23 0 3 7 94
Global Financial Cycles and Risk Premiums 1 1 7 81 1 5 28 294
Inflation and wage growth since the pandemic 0 0 7 24 0 5 57 109
Inflation: Stress-Testing the Phillips Curve 0 0 1 46 0 3 12 142
Interest rates and house prices: pill or poison? 0 0 0 54 0 2 11 228
International Influences on U.S. Inflation 0 0 3 6 0 2 22 40
Interpreting deviations from Okun’s Law 0 0 0 72 0 5 17 254
Labor markets in the global financial crisis 0 1 1 13 0 2 12 88
Labour Markets in the Global Financial Crisis: The Good, the Bad and the Ugly 0 0 0 1 0 2 9 14
Labour Markets in the Global Financial Crisis: The Good, the Bad and the Ugly 0 0 0 18 0 2 5 71
Leveraged bubbles 5 10 37 369 5 28 184 1,299
Longer-Run Economic Consequences of Pandemics 1 2 5 64 2 11 50 246
MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS 0 0 0 19 0 0 6 81
Macrofinancial History and the New Business Cycle Facts 2 3 24 142 6 24 130 636
Measuring monetary policy interdependence 0 0 0 66 0 3 11 189
Measuring systematic monetary policy 0 0 1 147 0 5 15 557
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 1 5 12 129
Mortgaging the future? 0 0 0 26 0 2 7 102
Path forecast evaluation 0 0 0 65 0 1 13 277
Private credit and public debt in financial crises 0 0 1 84 1 16 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 3 16 103
SOVEREIGNS VERSUS BANKS: CREDIT, CRISES, AND CONSEQUENCES 0 2 7 63 1 8 32 257
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 1 2 7 116 1 9 47 388
Simultaneous Confidence Regions for Impulse Responses 0 1 10 174 1 6 33 385
Sovereigns Versus Banks: Credit, Crises, and Consequences 0 1 1 26 0 5 15 104
THE HARROD–BALASSA–SAMUELSON HYPOTHESIS: REAL EXCHANGE RATES AND THEIR LONG‐RUN EQUILIBRIUM 1 1 4 30 3 9 28 429
Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models 0 0 0 290 0 3 12 1,060
The Bell Curve of Global CO2 Emission Intensity 0 0 0 3 0 4 14 24
The Economic Effects of Tariffs 0 1 2 2 1 8 20 20
The Economics of Climate Change: A First Fed Conference 0 0 1 32 0 1 15 155
The Effects of Tariffs on the Components of Inflation 2 5 5 5 5 12 12 12
The Fog of Numbers 0 0 0 34 0 3 19 139
The Rate of Return on Everything, 1870–2015 5 15 49 372 24 64 225 1,650
The Response of Term Rates to Fed Announcements 0 0 0 1 0 1 12 372
The Response of Term Rates to Monetary Policy Uncertainty 0 0 1 151 1 4 11 591
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 1 2 9 102 5 27 62 422
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 0 1 3 162 2 9 40 743
The effects of quasi-random monetary experiments 1 3 11 118 9 22 74 422
The great mortgaging: housing finance, crises and business cycles 3 7 79 448 5 33 202 1,158
Time‐scale transformations of discrete time processes 0 0 0 32 1 3 9 267
Tracking Labor Market Stress 0 0 1 1 0 4 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 2 7 30 105
When Credit Bites Back 0 1 3 309 1 7 27 886
When Credit Bites Back 2 6 28 73 4 17 79 239
When Is Shelter Services Inflation Coming Down? 0 0 0 20 0 2 25 82
Why Is Inflation Low Globally? 0 0 1 38 0 0 6 160
Why Is U.S. Inflation Higher than in Other Countries? 1 1 3 130 4 20 133 688
Will the jobless rate drop take a break? 0 0 0 8 0 3 7 52
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 1 4 21 4 8 21 87
Total Journal Articles 54 184 686 8,424 160 781 3,165 29,398


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 10 29 210
Comment on "Local Projections or VARs? A Primer for Macroeconomists" 2 1 1 5 7 1 3 23 29
Currency Carry Trades 0 0 0 61 0 7 14 174
Inflation Globally 0 0 0 20 1 6 34 101
Macrofinancial History and the New Business Cycle Facts 0 0 0 134 2 4 20 550
Measuring Monetary Policy Interdependence 0 0 0 5 1 4 11 25
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 19 1 4 22 112
Total Chapters 1 1 5 246 10 38 153 1,201


Statistics updated 2026-07-10