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 0 1 3 7 7
A Model for the Federal Funds Rate Target 0 0 0 681 2 4 9 2,829
A chronology of international business cycles through non-parametric decoding 1 2 3 18 1 5 11 90
A chronology of turning points in economic activity: Spain 1850-2011 0 0 1 104 2 3 8 146
A chronology of turning points in economic activity: Spain, 1850-2011 0 0 0 67 1 3 7 71
A model for the federal funds rate target 0 1 1 1 3 8 20 20
A model for the federal funds rate target 0 0 0 331 5 6 12 1,282
Assessing the Historical Role of Credit: Business Cycles, Financial Crises, and the Legacy of Charles S. Peirce 0 1 6 121 0 3 12 109
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 2 107 3 10 34 86
Bank Capital Redux: Solvency, Liquidity, and Crisis 1 2 12 106 4 9 38 165
Bank Capital Redux: Solvency, Liquidity, and Crisis 1 2 4 96 3 7 37 125
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 1 69 2 6 23 92
Betting the House 0 1 4 109 2 8 27 215
Betting the House 0 0 5 53 7 14 38 297
Betting the House 0 0 1 93 3 5 20 120
Betting the House 0 1 3 68 5 10 21 163
Betting the House 1 1 1 13 4 10 21 81
Carry Trade 0 0 3 3 0 0 5 6
Currency Carry Trades 0 1 1 177 2 4 16 254
Decision Rules for Selecting between Exponential and Logistic STAR 0 0 0 0 1 1 4 4
Empirical Simultaneous Confidence Regions for Path-Forecasts 0 0 0 8 0 1 6 48
Empirical simultaneous confidence regions for path-forecasts 0 0 1 43 3 4 10 134
Empirical simultaneous prediction regions for path-forecasts 0 0 0 56 0 1 5 129
Estimation and Inference by the Method of Projection Minimum Distance 1 1 2 169 3 3 7 426
Estimation and Inference by the Method of Projection Minimum Distance 0 0 1 1 4 5 11 12
Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons 0 2 17 549 3 7 50 1,160
Global Financial Cycles and Risk Premiums 0 1 22 166 10 28 92 189
Global Financial Cycles and Risk Premiums 0 2 8 73 2 6 18 68
Global financial cycles and risk premiums 0 2 9 81 4 8 45 102
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 0 0 2 2 1 4 14 16
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 0 0 1 413 0 3 10 889
Improved testing and specification of smooth transition regression models 0 0 2 4 0 1 7 25
Inference for Impulse Responses 0 0 2 2 1 4 12 13
Inflation Globally 0 19 40 40 1 8 10 10
Inflation Globally 2 4 14 40 13 18 51 56
Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections 0 0 7 8 1 3 16 19
Labor Markets in the Global Financial Crisis: The Good, the Bad and the Ugly 0 0 1 54 1 1 5 119
Large and State-Dependent Effects of Quasi-Random Monetary Experiments 3 4 34 100 10 18 72 131
Leveraged Bubbles 0 0 1 69 1 3 16 111
Leveraged Bubbles 0 0 6 26 3 6 25 104
Leveraged Bubbles 1 1 2 55 2 4 24 107
Leveraged Bubbles 0 1 2 89 3 7 24 287
Leveraged bubbles 0 0 1 18 1 1 11 84
MARKET-MAKING BEHAVIOR IN FUTURES MARKETS 0 0 0 199 1 4 8 550
Macrofinancial History and the New Business Cycle Facts 0 1 6 103 0 4 17 90
Macrofinancial History and the New Business Cycle Facts 0 1 5 94 0 3 21 70
Macrofinancial History and the New Business Cycle Facts 0 1 13 135 0 5 31 118
Measuring Monetary Policy Interdependence 0 0 0 2 1 1 4 6
Measuring Systematic Monetary Policy 1 1 1 1 9 10 18 18
Measuring Systematic Monetary Policy 0 0 0 264 6 7 18 1,062
Measuring Systematic Monetary Policy 0 0 0 0 4 5 10 10
Model-Free Impulse Responses 2 3 8 403 3 7 30 2,890
Model-Free Impulse Responses 0 0 1 2 4 4 10 10
Model-Free Impulse Responses 0 0 1 1 1 3 11 13
Monetary Policy Coordination: A New Empirical Approach 0 0 0 0 1 1 4 4
Monetary Policy Coordination: A New Empirical Approach 0 0 0 122 2 4 5 331
Non-Institutional Market Making Behavior: The Dalian Futures Exchange 0 0 0 0 3 4 4 4
Okun’s Macroscope: Changes in the Cyclical Behavior of Productivity and the Comovement between Output and Unemployment 0 1 3 13 2 4 10 46
Path Forecast Evaluation 0 0 0 72 0 1 5 162
Path Forecast Evaluation 0 0 0 30 4 4 6 68
Path Forecast Evaluation 0 0 1 1 1 1 9 11
Performance Evaluation of Zero Net-Investment Strategies 1 1 4 46 1 1 15 200
Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models 0 0 0 0 1 1 4 5
RANDOM-TIME AGGREGATION IN PARTIAL AJUSTMENT MODELS 0 0 0 55 1 1 3 307
RANDOM-TIME AGGREGATION IN PARTIAL AJUSTMENT MODELS 0 0 0 0 0 0 2 2
Riders on the Storm 1 72 90 90 2 51 88 88
Riders on the Storm 0 11 40 40 2 6 12 12
Riders on the Storm 1 2 57 57 2 7 18 18
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 1 102 1 1 6 530
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 0 0 0 2 2
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 1 4 132 1 4 12 240
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 0 2 56 1 5 16 196
Shocks and Adjustments 0 0 2 37 0 2 10 102
Sovereigns versus Banks: Credit, Crises and Consequences 0 1 3 14 3 7 105 149
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 32 1 3 9 100
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 1 164 2 6 20 213
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 36 2 3 9 78
Sovereigns versus Banks: Credit, Crises, and Consequences 0 1 2 212 4 8 17 351
Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data 0 0 3 164 0 1 10 759
Testing nonlinearity: decision rules for selecting between logistic and exponential star models 0 0 0 3 1 3 5 20
The Announcement Effect: Evidence from Open Market Desk Data 0 0 1 1 7 9 15 15
The Announcement Effect: Evidence from Open Market Desk Data 0 0 0 170 1 1 6 567
The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself 0 0 5 707 2 8 24 1,498
The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself 0 0 1 92 0 1 6 325
The Classification of Economic Activity into Expansions and Recessions 0 0 2 2 3 3 7 7
The Great Mortgaging 0 1 5 93 6 9 19 90
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 2 17 152 7 15 94 346
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 2 4 68 7 14 35 197
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 5 579 5 5 29 477
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 1 1 7 193 6 9 36 376
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 1 5 48 5 7 39 174
The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium 1 1 2 156 12 16 26 574
The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium 0 0 3 40 1 3 19 159
The Long-Run Effects of Monetary Policy 28 43 125 125 65 112 186 186
The Long-Run Effects of Monetary Policy 24 24 24 24 11 11 11 11
The Long-Run Effects of Monetary Policy 1 1 1 1 8 8 8 8
The Pavlovian Response of Term Rates to Fed Announcements 0 0 0 0 1 2 9 9
The Pavlovian Response of Term Rates to Fed Announcements 0 0 0 105 1 2 6 785
The Pavlovian response of term rates to Fed announcements 0 0 1 116 1 2 13 608
The Rate of Return on Everything, 1870-2015 0 2 9 163 5 11 32 126
The Rate of Return on Everything, 1870-2015 2 3 20 105 3 8 43 130
The Rate of Return on Everything, 1870–2015 0 2 13 145 8 23 70 279
The Rate of Return on Everything, 1870–2015 0 2 42 267 14 45 280 580
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 0 1 4 9 10
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 122 2 4 11 406
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 3 19 222 4 38 86 569
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 1 4 96 4 10 26 302
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 0 3 45 4 6 11 78
The Total Risk Premium Puzzle 5 7 92 92 17 44 100 100
The Total Risk Premium Puzzle 0 1 15 15 3 8 42 42
The Total Risk Premium Puzzle? 1 1 65 65 7 16 68 68
The effects of quasi-random monetary experiments 0 1 2 59 1 6 16 37
The effects of quasi-random monetary experiments 1 5 9 62 4 14 35 127
The time for austerity: Estimating the average treatment effect of fiscal policy 1 2 3 61 2 6 12 98
Time-Scale Transformations of Discrete-Time Processes 0 0 0 0 0 0 2 2
When Credit Bites Back 1 5 13 223 3 8 45 489
When Credit Bites Back: Leverage, Business Cycles and Crises 0 0 2 2 3 5 15 16
When Credit Bites Back: Leverage, Business Cycles and Crises 0 0 0 10 4 8 21 66
When Credit Bites Back: Leverage, Business Cycles, and Crises 0 0 1 59 2 4 26 205
When Credit Bites Back: Leverage, Business Cycles, and Crises 1 1 4 236 4 7 26 598
When credit bites back: leverage, business cycles, and crises 2 2 8 366 8 16 47 971
Total Working Papers 86 260 1,003 12,052 437 973 3,106 30,947


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 6 459 4 14 34 1,492
A chronology of turning points in economic activity: Spain, 1850–2011 0 0 1 19 5 11 18 102
Assessing the historical role of credit: Business cycles, financial crises and the legacy of Charles S. Peirce 0 0 3 18 0 1 8 48
Betting the house 5 17 78 284 26 53 210 728
Book Review: New Introduction to Multiple Time Series Analysis 0 0 1 45 0 4 6 132
Bubbles, Credit, and Their Consequences 0 0 2 14 0 1 8 54
Can monetary policy influence long-term interest rates? 0 0 0 76 0 1 2 288
Computing systemic risk using multiple behavioral and keystone networks: The emergence of a crisis in primate societies and banks 0 0 0 5 3 4 4 20
Credit: a starring role in the downturn 0 0 0 6 1 3 4 46
Crises before and after the creation of the Fed 0 0 0 17 1 2 2 61
Currency Carry Trades 0 1 4 18 4 9 26 110
Diagnosing recessions 1 1 4 29 1 4 20 136
Do monetary aggregates help forecast inflation? 0 1 2 97 1 3 12 221
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 10 98
Empirical simultaneous prediction regions for path-forecasts 0 0 0 21 0 1 8 82
Estimation and Inference of Impulse Responses by Local Projections 14 38 159 707 26 79 338 1,813
Evaluating the Classification of Economic Activity into Recessions and Expansions 1 4 15 156 3 12 36 362
Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons 6 9 54 444 20 34 169 1,089
Future recession risks 0 0 1 12 2 3 5 47
Future recession risks: an update 1 1 1 21 3 4 7 69
Global Financial Cycles and Risk Premiums 3 6 20 20 8 27 65 65
Inflation: Stress-Testing the Phillips Curve 0 1 18 18 3 9 43 43
Interest rates and house prices: pill or poison? 1 3 8 39 2 11 40 133
Interpreting deviations from Okun’s Law 0 1 6 53 1 8 34 160
Labor markets in the global financial crisis 0 0 0 11 1 3 8 62
Labour Markets in the Global Financial Crisis: The Good, the Bad and the Ugly 0 0 1 17 6 7 10 51
Leveraged bubbles 3 8 39 116 7 25 167 405
MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS 0 0 1 16 0 2 4 61
Macrofinancial History and the New Business Cycle Facts 1 2 10 30 4 9 36 88
Measuring monetary policy interdependence 0 0 0 62 1 1 2 159
Measuring systematic monetary policy 0 0 1 133 3 4 16 497
Monetary Policy Medicine: Large Effects from Small Doses? 0 0 1 6 2 7 20 37
Monetary policy when the spyglass is smudged 0 0 3 24 3 4 12 78
Mortgaging the future? 0 0 2 26 2 4 10 80
Path forecast evaluation 1 1 3 57 2 5 10 207
Private credit and public debt in financial crises 0 0 7 65 2 3 25 127
Random-Time Aggregation in Partial Adjustment Models 0 0 0 0 2 2 3 219
Riders on the Storm 0 2 2 2 4 19 19 19
SOVEREIGNS VERSUS BANKS: CREDIT, CRISES, AND CONSEQUENCES 1 2 5 29 6 12 36 117
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 1 12 24 1 4 44 76
Simultaneous Confidence Regions for Impulse Responses 2 3 14 115 5 6 22 252
Sovereigns Versus Banks: Credit, Crises, and Consequences 0 0 4 6 3 5 20 34
THE HARROD–BALASSA–SAMUELSON HYPOTHESIS: REAL EXCHANGE RATES AND THEIR LONG‐RUN EQUILIBRIUM 0 0 0 0 5 12 39 275
Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models 0 0 2 281 1 2 5 1,004
The Economics of Climate Change: A First Fed Conference 2 2 2 2 4 4 4 4
The Rate of Return on Everything, 1870–2015 14 21 21 21 38 55 55 55
The Response of Term Rates to Fed Announcements 0 0 0 1 2 2 13 314
The Response of Term Rates to Monetary Policy Uncertainty 0 0 1 144 3 6 12 541
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 4 10 50 4 10 41 178
The announcement effect: evidence from open market desk data 2 3 3 249 4 8 15 1,077
The carry trade and fundamentals: Nothing to fear but FEER itself 0 0 11 126 3 14 79 509
The great mortgaging: housing finance, crises and business cycles 3 3 21 116 9 15 79 299
Time-scale transformations of discrete time processes 0 0 1 30 0 0 2 241
Variable capital rules in a risky world 0 0 0 11 0 0 4 48
When Credit Bites Back 1 3 24 264 7 18 81 657
Why Is Inflation Low Globally? 4 8 23 23 11 23 69 69
Will the jobless rate drop take a break? 0 0 0 7 0 0 2 37
Total Journal Articles 66 147 607 4,642 260 590 2,073 15,276


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 30 97
Currency Carry Trades 0 1 2 59 1 4 13 143
Macrofinancial History and the New Business Cycle Facts 0 0 9 134 7 17 78 374
Measuring Monetary Policy Interdependence 0 0 1 1 1 1 4 7
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 19 1 4 6 53
Total Chapters 0 1 12 213 14 36 131 674


Statistics updated 2020-02-04