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 1 13 34
A Local Projections Approach to Difference-in-Differences 1 2 5 52 3 9 52 196
A Local Projections Approach to Difference-in-Differences Event Studies 0 2 4 41 3 12 88 220
A Model for the Federal Funds Rate Target 0 0 0 683 1 2 15 2,860
A New Labor Market Stress Indicator 1 1 8 8 3 5 40 40
A chronology of international business cycles through non-parametric decoding 0 0 1 24 0 0 9 117
A chronology of turning points in economic activity: Spain 1850-2011 0 0 0 107 1 1 19 186
A chronology of turning points in economic activity: Spain, 1850-2011 0 0 0 67 0 1 18 100
A model for the federal funds rate target 0 0 0 4 0 2 7 81
A model for the federal funds rate target 0 0 0 332 0 0 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 2 8 144
Asset Prices and Credit with Diagnostic Expectations 0 0 7 20 0 1 28 38
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 0 0 1 15 31
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 123 1 2 20 269
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 127 1 2 16 234
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 1 79 0 0 13 164
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 0 0 0 13 49
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 0 101 1 2 19 191
Bank Capital before and after Financial Crises 0 0 0 0 1 2 11 26
Bank Capital before and after Financial Crises 0 0 0 0 2 3 8 24
Betting the House 0 0 0 102 0 0 18 194
Betting the House 0 0 0 78 1 5 19 287
Betting the House 0 0 1 74 0 3 32 469
Betting the House 0 0 0 17 0 1 19 139
Betting the House 0 1 1 112 0 3 16 275
Carry Trade 0 1 1 12 0 1 7 42
Currency Carry Trades 0 1 2 181 1 2 15 284
Decision Rules for Selecting between Exponential and Logistic STAR 0 0 0 2 0 0 9 24
Decomposing the Fiscal Multiplier 0 0 1 23 0 0 20 124
Decomposing the Fiscal Multiplier 0 1 3 85 1 6 27 260
Decomposing the Fiscal Multiplier 0 0 4 78 0 3 37 223
Decomposing the Monetary Policy Multiplier 0 0 5 46 1 1 38 106
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 0 34 0 3 19 71
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 1 15 0 0 9 36
Disasters Everywhere: The Costs of Business Cycles Reconsidered 1 1 1 22 1 1 23 90
Disasters Everywhere: The Costs of Business Cycles Reconsidered 0 0 1 26 0 2 12 72
Effects of Quasi-Random Monetary Experiments 0 0 1 121 1 6 37 249
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 12 98
Estimation and Inference by the Method of Projection Minimum Distance 0 0 0 172 0 0 15 470
Financial Conditions and Capital Investment Choices 0 0 35 35 2 4 18 18
Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons 0 1 4 569 1 5 22 1,251
Global Financial Cycles and Risk Premiums 0 0 0 178 1 2 12 280
Global Financial Cycles and Risk Premiums 0 0 0 82 0 0 21 151
Global financial cycles and risk premiums 0 0 1 94 2 3 19 187
IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS 0 0 1 21 0 0 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 3 6 13 2 9 52 82
Inflation Globally 0 0 0 50 1 1 11 117
Inflation Globally 0 0 1 55 1 2 20 74
Inflation and Wage Growth Since the Pandemic 0 0 1 42 3 6 32 124
Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections 0 1 2 40 0 3 20 124
Labor Markets in the Global Financial Crisis: The Good, the Bad and the Ugly 0 0 0 58 1 1 11 156
Leveraged Bubbles 0 0 2 59 0 0 22 226
Leveraged Bubbles 0 0 1 105 1 2 22 386
Leveraged Bubbles 0 0 0 79 1 2 23 210
Leveraged Bubbles 0 0 0 64 0 0 26 206
Leveraged bubbles 0 0 0 26 0 1 13 146
Local Projections 1 1 15 59 3 8 82 202
Local Projections 0 1 5 59 0 8 68 143
Local Projections Bootstrap Inference 0 0 22 22 2 2 35 35
Local Projections for Applied Economics 2 2 11 189 2 5 67 352
Longer-Run Economic Consequences of Pandemics 0 0 1 224 0 3 30 908
Longer-run Economic Consequences of Pandemics 0 0 2 169 0 1 26 483
Longer-run economic consequences of pandemics 0 0 2 89 0 4 27 246
Loose Monetary Policy and Financial Instability 0 0 3 112 0 3 54 346
Loose Monetary Policy and Financial Instability 1 1 1 47 1 5 40 106
MARKET-MAKING BEHAVIOR IN FUTURES MARKETS 0 0 0 206 1 2 19 595
Macrofinancial History and the New Business Cycle Facts 0 0 1 100 2 3 17 135
Macrofinancial History and the New Business Cycle Facts 0 0 0 151 0 3 17 234
Macrofinancial History and the New Business Cycle Facts 0 0 1 118 0 3 24 208
Measuring Monetary Policy Interdependence 0 0 0 4 0 0 8 33
Measuring Systematic Monetary Policy 0 0 0 268 0 1 10 1,109
Measuring Systematic Monetary Policy 0 0 0 0 1 1 16 46
Measuring Systematic Monetary Policy 0 0 0 8 0 0 9 120
Model-Free Impulse Responses 0 0 0 6 1 1 10 45
Model-Free Impulse Responses 1 1 1 413 2 5 13 2,959
Model-Free Impulse Responses 0 0 0 4 1 2 9 67
Monetary Policy Coordination: A New Empirical Approach 0 0 0 0 0 1 11 26
Monetary Policy Coordination: A New Empirical Approach 0 0 0 123 0 1 17 356
Non-Institutional Market Making Behavior: The Dalian Futures Exchange 0 0 0 0 0 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 11 85
Path Forecast Evaluation 0 0 0 75 0 1 15 197
Path Forecast Evaluation 0 0 1 15 0 1 21 106
Path Forecast Evaluation 0 0 0 33 0 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 42 0 0 9 56
Riders on the Storm 0 0 1 63 2 2 10 62
Riders on the Storm 0 0 0 101 0 0 5 177
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 102 0 0 7 547
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 1 0 0 12 24
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 0 2 152 2 5 51 500
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 0 1 1 63 2 5 15 264
Shocks and Adjustments 0 0 0 46 2 3 9 146
Significance Bands for Local Projections 0 0 1 21 0 1 17 76
Sovereigns versus Banks: Credit, Crises and Consequences 0 0 0 18 0 1 15 250
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 224 1 1 6 413
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 169 0 4 17 274
Sovereigns versus Banks: Credit, Crises, and Consequences 0 1 3 40 1 5 29 162
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 37 0 1 20 120
State-Dependent Local Projections: Understanding Impulse Response Heterogeneity 0 1 7 38 6 14 210 281
State-Dependent Local Projections: Understanding Impulse Response Heterogeneity 0 0 3 57 1 4 52 197
Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data 0 0 0 164 0 0 13 787
Testing nonlinearity: decision rules for selecting between logistic and exponential star models 0 0 0 6 0 2 10 48
The Announcement Effect: Evidence from Open Market Desk Data 0 0 0 4 0 1 16 62
The Announcement Effect: Evidence from Open Market Desk Data 0 0 0 171 0 1 12 597
The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself 0 0 1 97 0 2 12 364
The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself 0 0 1 719 0 2 20 1,564
The Classification of Economic Activity into Expansions and Recessions 0 0 2 14 1 3 16 55
The Great Mortgaging 0 0 0 107 0 1 34 208
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 2 587 2 3 23 585
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 0 166 1 4 20 507
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 2 77 0 3 42 396
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 1 95 0 2 31 410
The Great Mortgaging: Housing Finance, Crises, and Business Cycles 0 0 2 218 2 7 48 577
The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium 0 0 0 174 0 2 29 676
The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium 0 0 0 48 0 0 19 219
The Long-Run Effects of Monetary Policy 0 2 5 171 0 4 32 350
The Long-Run Effects of Monetary Policy 2 2 6 236 4 8 43 882
The Long-Run Effects of Monetary Policy 0 1 9 137 2 7 77 463
The Pavlovian Response of Term Rates to Fed Announcements 0 0 1 106 0 1 14 816
The Pavlovian Response of Term Rates to Fed Announcements 0 0 0 1 0 1 9 32
The Pavlovian response of term rates to Fed announcements 0 0 0 122 1 1 12 643
The Rate of Return on Everything, 1870-2015 1 2 2 134 7 12 39 284
The Rate of Return on Everything, 1870-2015 0 0 2 192 3 3 24 351
The Rate of Return on Everything, 1870–2015 2 2 3 283 4 12 63 854
The Rate of Return on Everything, 1870–2015 0 0 2 173 2 6 44 445
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 123 1 2 11 426
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 5 0 2 28 62
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 0 0 121 0 0 56 488
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 0 4 55 1 5 28 157
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 0 0 4 308 2 4 42 921
The Total Risk Premium Puzzle 0 0 0 103 1 3 33 232
The Total Risk Premium Puzzle 0 0 0 21 0 0 18 113
The Total Risk Premium Puzzle? 0 0 0 80 1 1 13 178
The effects of quasi-random monetary experiments 0 0 3 65 1 6 20 115
The effects of quasi-random monetary experiments 0 0 0 75 2 3 32 254
The long-run effects of monetary policy 0 1 2 40 1 7 22 109
The time for austerity: Estimating the average treatment effect of fiscal policy 0 0 1 73 2 3 24 188
Time-Scale Transformations of Discrete-Time Processes 0 1 1 3 0 1 17 35
When Credit Bites Back 0 0 0 245 1 3 23 604
When Credit Bites Back: Leverage, Business Cycles and Crises 0 0 0 15 0 2 16 125
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 1 3 75 1 4 29 300
When Credit Bites Back: Leverage, Business Cycles, and Crises 0 0 0 243 0 1 24 694
When credit bites back: leverage, business cycles, and crises 0 0 1 370 1 3 33 1,092
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 2 27 1 2 19 45
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 40 0 0 22 122
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 0 0 25 1 2 20 66
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 0 41 0 2 30 141
Zombies at large? Corporate debt overhang and the macroeconomy 0 0 0 74 0 1 20 194
Zombies at large? Corporate debt overhang and the macroeconomy 0 0 1 21 0 1 22 71
Total Working Papers 14 38 254 15,500 118 391 3,814 47,640

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 1 487 1 4 21 1,606
A chronology of turning points in economic activity: Spain, 1850–2011 0 0 0 24 0 1 17 152
Assessing the historical role of credit: Business cycles, financial crises and the legacy of Charles S. Peirce 0 0 0 20 0 3 14 75
Bank Capital Redux: Solvency, Liquidity, and Crisis 0 0 11 126 1 7 49 351
Betting the house 3 6 30 598 9 26 113 1,611
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 0 3 18 106
Can monetary policy influence long-term interest rates? 1 1 1 78 2 2 12 319
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 1 1 8 59
Crises before and after the creation of the Fed 0 0 0 19 0 0 20 106
Currency Carry Trades 0 0 0 22 0 2 14 156
Diagnosing recessions 0 0 0 37 0 0 2 159
Do monetary aggregates help forecast inflation? 0 0 0 102 0 0 6 245
Does Monetary Policy Have Long-Run Effects? 0 1 4 19 0 3 42 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 0 10 110
Estimation and Inference of Impulse Responses by Local Projections 19 77 338 1,586 47 156 792 4,176
Evaluating the Classification of Economic Activity into Recessions and Expansions 1 2 8 249 4 7 31 589
Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons 0 0 11 586 5 10 89 1,705
Future recession risks 0 0 0 13 0 1 5 61
Future recession risks: an update 0 0 0 23 1 1 8 95
Global Financial Cycles and Risk Premiums 0 0 6 81 0 1 27 295
Inflation and wage growth since the pandemic 0 0 5 24 2 3 53 112
Inflation: Stress-Testing the Phillips Curve 0 0 0 46 0 0 11 142
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 19 41
Interpreting deviations from Okun’s Law 0 0 0 72 0 1 17 255
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 0 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 1 7 35 376 7 25 166 1,324
Longer-Run Economic Consequences of Pandemics 0 1 6 65 2 9 54 255
MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS 0 0 0 19 1 1 7 82
Macrofinancial History and the New Business Cycle Facts 1 4 22 146 6 24 130 660
Measuring monetary policy interdependence 0 1 1 67 1 3 14 192
Measuring systematic monetary policy 0 0 0 147 0 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 0 11 129
Mortgaging the future? 0 0 0 26 0 1 8 103
Path forecast evaluation 0 0 0 65 0 2 13 279
Private credit and public debt in financial crises 0 0 1 84 0 1 33 232
Random-Time Aggregation in Partial Adjustment Models 0 0 0 0 1 2 19 249
Riders on the Storm 0 0 1 15 0 1 16 104
SOVEREIGNS VERSUS BANKS: CREDIT, CRISES, AND CONSEQUENCES 0 0 6 63 5 9 39 266
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited 3 4 9 120 4 12 51 400
Simultaneous Confidence Regions for Impulse Responses 0 1 10 175 0 5 34 390
Sovereigns Versus Banks: Credit, Crises, and Consequences 0 0 1 26 0 1 15 105
THE HARROD–BALASSA–SAMUELSON HYPOTHESIS: REAL EXCHANGE RATES AND THEIR LONG‐RUN EQUILIBRIUM 0 1 5 31 2 4 29 433
Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models 0 0 0 290 2 3 13 1,063
The Bell Curve of Global CO2 Emission Intensity 0 0 0 3 0 0 13 24
The Economic Effects of Tariffs 0 2 4 4 0 7 27 27
The Economics of Climate Change: A First Fed Conference 0 0 0 32 0 0 14 155
The Effects of Tariffs on the Components of Inflation 1 1 6 6 1 4 16 16
The Fog of Numbers 0 0 0 34 1 1 12 140
The Rate of Return on Everything, 1870–2015 6 16 56 388 25 60 245 1,710
The Response of Term Rates to Fed Announcements 0 0 0 1 0 2 12 374
The Response of Term Rates to Monetary Policy Uncertainty 0 0 0 151 0 0 10 591
The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy 1 1 7 103 4 11 56 433
The announcement effect: evidence from open market desk data 0 0 0 270 0 0 7 1,142
The carry trade and fundamentals: Nothing to fear but FEER itself 0 2 4 164 1 3 34 746
The effects of quasi-random monetary experiments 2 5 15 123 9 29 96 451
The great mortgaging: housing finance, crises and business cycles 2 7 78 455 6 21 209 1,179
Time‐scale transformations of discrete time processes 0 0 0 32 1 1 10 268
Tracking Labor Market Stress 0 0 1 1 2 2 28 30
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 0 27 105
When Credit Bites Back 0 0 2 309 1 3 26 889
When Credit Bites Back 1 4 29 77 6 14 82 253
When Is Shelter Services Inflation Coming Down? 0 0 0 20 0 2 24 84
Why Is Inflation Low Globally? 0 0 1 38 0 0 6 160
Why Is U.S. Inflation Higher than in Other Countries? 2 2 4 132 8 14 133 702
Will the jobless rate drop take a break? 0 0 0 8 1 2 9 54
Zombies at Large? Corporate Debt Overhang and the Macroeconomy 0 1 4 22 1 3 19 90
Total Journal Articles 44 148 733 8,572 171 521 3,247 29,919

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 1 4 33 214
Comment on "Local Projections or VARs? A Primer for Macroeconomists" 2 0 3 5 10 0 3 21 32
Currency Carry Trades 0 0 0 61 0 0 14 174
Inflation Globally 0 0 0 20 2 2 36 103
Macrofinancial History and the New Business Cycle Facts 0 0 0 134 0 5 21 555
Measuring Monetary Policy Interdependence 0 0 0 5 0 0 9 25
Sovereigns versus Banks: Credit, Crises, and Consequences 0 0 0 19 1 3 25 115
Total Chapters 0 3 5 249 4 17 159 1,218

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Statistics updated 2026-10-11