Details about Oscar Jorda

Access statistics for papers by Oscar Jorda.

Last updated 2013-05-06. Update your information in the RePEc Author Service.

Short-id: pjo46

Working Papers

2012

1. Empirical simultaneous prediction regions for path-forecasts
   Working Paper Series, Federal Reserve Bank of San Francisco
2. When Credit Bites Back: Leverage, Business Cycles and Crises
   Working Papers, University of California, Davis, Department of Economics
   Also in Working Paper Series, Federal Reserve Bank of San Francisco (2011) View citations (8)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (2)
   NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (4)

2011

3. A chronology of turning points in economic activity: Spain 1850-2011
   Working Paper Series, Federal Reserve Bank of San Francisco
   Also in Research Working Paper, Federal Reserve Bank of Kansas City (2011)
   See also Journal Article in SERIEs (2013)
4. Performance Evaluation of Zero Net-Investment Strategies
   NBER Working Papers, National Bureau of Economic Research, Inc

2010

5. A Chronology of International Business Cycles Through Non-parametric Decoding
   Working Papers, University of California, Davis, Department of Economics View citations (2)
   Also in Working Papers, University of California at Davis, Department of Economics (2010)
   Research Working Paper, Federal Reserve Bank of Kansas City (2010) View citations (2)
6. Carry Trade
   Working Papers, University of California at Davis, Department of Economics View citations (1)
   Also in Working Papers, University of California, Davis, Department of Economics (2010)
   Working Papers, University of California, Davis, Department of Economics
7. Currency Carry Trades
   NBER Working Papers, National Bureau of Economic Research, Inc
   See also Chapter (2010)
8. Empirical Simultaneous Confidence Regions for Path-Forecasts
   Economics Working Papers, European University Institute View citations (1)
   Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2010) View citations (1)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) View citations (1)
9. Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
10. The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (2)
    See also Journal Article in International Economic Review (2012)

2009

11. The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (1)
    See also Journal Article in Journal of International Economics (2012)
12. The Classification of Economic Activity
    Working Papers, University of California at Davis, Department of Economics View citations (5)
13. The Classification of Economic Activity into Expansions and Recessions
    Working Papers, University of California, Davis, Department of Economics View citations (4)

2008

14. Path Forecast Evaluation
    Economics Working Papers, European University Institute
    Also in Working Papers, University of California, Davis, Department of Economics (2008)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008)
    Working Papers, University of California at Davis, Department of Economics (2008) View citations (1)

2007

15. Estimation and Inference by the Method of Projection Minimum Distance
    Working Papers, University of California, Davis, Department of Economics
    Also in Working Papers, Bank of Canada (2007) View citations (7)
    Working Papers, University of California at Davis, Department of Economics (2007) View citations (2)
16. Inference for Impulse Responses
    Working Papers, University of California, Davis, Department of Economics
    Also in Working Papers, University of California at Davis, Department of Economics (2007) View citations (6)
17. Joint Inference and Counterfactual Experimentation for Impulse Response Functions by Local Projections
    Working Papers, University of California at Davis, Department of Economics View citations (1)
    Also in Working Papers, University of California, Davis, Department of Economics (2007)

2006

18. Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models
    Working Papers, University of California, Davis, Department of Economics
    Also in Working Papers, University of California at Davis, Department of Economics (2006) View citations (3)

2004

19. Model-Free Impulse Responses
    Macroeconomics, EconWPA
    Also in Working Papers, University of California at Davis, Department of Economics (2004)
    Working Papers, University of California, Davis, Department of Economics (2004)
    Working Papers, University of California, Davis, Department of Economics (2003)
    Working Papers, University of California at Davis, Department of Economics (2003)

2003

20. A model for the federal funds rate target
    Working Papers, University of California, Davis, Department of Economics View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) View citations (18)
    Department of Economics, California Davis - Department of Economics View citations (24)
    See also Journal Article in Journal of Political Economy (2002)
21. IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS
    Working Papers, University of California, Davis, Department of Economics View citations (2)
    Also in Department of Economics, California Davis - Department of Economics View citations (31)
22. Measuring Systematic Monetary Policy
    Working Papers, University of California, Davis, Department of Economics
    Also in Working Papers, University of California at Davis, Department of Economics (2001) View citations (11)
    Working Papers, University of California at Davis, Department of Economics (2001) View citations (12)
    Working Papers, University of California, Davis, Department of Economics (2001) View citations (2)
    Department of Economics, California Davis - Department of Economics
    See also Journal Article in Review (2001)
23. Monetary Policy Coordination: A New Empirical Approach
    Working Papers, University of California, Davis, Department of Economics
    Also in Working Papers, University of California at Davis, Department of Economics (2000)
    Department of Economics, California Davis - Department of Economics
24. Non-Institutional Market Making Behavior: The Dalian Futures Exchange
    Working Papers, University of California, Davis, Department of Economics
    Also in Working Papers, University of California at Davis, Department of Economics (2002)
25. RANDOM-TIME AGGREGATION IN PARTIAL AJUSTMENT MODELS
    Working Papers, University of California, Davis, Department of Economics
    Also in Department of Economics, California Davis - Department of Economics
    See also Journal Article in Journal of Business & Economic Statistics (1999)
26. STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA
    Working Papers, University of California, Davis, Department of Economics
    Also in Department of Economics, California Davis - Department of Economics
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
    Working Papers, University of California at Davis, Department of Economics (2000)
27. The Announcement Effect: Evidence from Open Market Desk Data
    Working Papers, University of California, Davis, Department of Economics View citations (7)
    Also in Department of Economics, California Davis - Department of Economics View citations (3)
    Working Papers, University of California at Davis, Department of Economics (2001) View citations (2)
    See also Journal Article in Economic Policy Review (2002)
28. The Pavlovian Response of Term Rates to Fed Announcements
    Working Papers, University of California, Davis, Department of Economics View citations (2)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2001) View citations (11)
    Department of Economics, California Davis - Department of Economics View citations (1)
29. The Response of Term Rates to Monetary Policy Uncertainty
    Working Papers, University of California, Davis, Department of Economics View citations (2)
    Also in Working Papers, University of California at Davis, Department of Economics (2001) View citations (2)
    Department of Economics, California Davis - Department of Economics View citations (4)
    See also Journal Article in Review of Economic Dynamics (2003)
30. Time-Scale Transformations of Discrete-Time Processes
    Working Papers, University of California at Davis, Department of Economics View citations (1)
    Also in Working Papers, University of California, Davis, Department of Economics (2003) View citations (2)
    See also Journal Article in Journal of Time Series Analysis (2004)

2002

31. Measuring Monetary Policy Interdependence
    Working Papers, University of California at Davis, Department of Economics View citations (4)
    Also in Working Papers, University of California, Davis, Department of Economics (2001)
    See also Journal Article in Journal of International Money and Finance (2004)

2001

32. MARKET-MAKING BEHAVIOR IN FUTURES MARKETS
    2001 Conference, April 23-24, 2001, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management
33. Testing Nonlinearity: Decision Rules for Selecting between Logistic and Exponential STAR Models
    Open Access publications from Universidad Carlos III de Madrid, Universidad Carlos III de Madrid View citations (9)
    See also Journal Article in Spanish Economic Review (2001)

1998

34. Decision Rules for Selecting between Exponential and Logistic STAR
    Working Papers, University of California at Davis, Department of Economics View citations (1)
    Also in Working Papers, University of California, Davis, Department of Economics (1998)

Journal Articles

2013

1. A chronology of turning points in economic activity: Spain, 1850–2011
   SERIEs, 2013, 4, (1), 1-34
   See also Working Paper (2011)

2012

2. Credit: a starring role in the downturn
   FRBSF Economic Letter, 2012, (Apr 16)
3. THE HARROD–BALASSA–SAMUELSON HYPOTHESIS: REAL EXCHANGE RATES AND THEIR LONG‐RUN EQUILIBRIUM
   International Economic Review, 2012, 53, (2), 609-634
   See also Working Paper (2010)
4. The carry trade and fundamentals: Nothing to fear but FEER itself
   Journal of International Economics, 2012, 88, (1), 74-90
   See also Working Paper (2009)
5. Will the jobless rate drop take a break?
   FRBSF Economic Letter, 2012, (Dec 17)

2011

6. ESTIMATION AND INFERENCE BY THE METHOD OF PROJECTION MINIMUM DISTANCE: AN APPLICATION TO THE NEW KEYNESIAN HYBRID PHILLIPS CURVE
   International Economic Review, 2011, 52, (2), 461-487
7. Evaluating the Classification of Economic Activity into Recessions and Expansions
   American Economic Journal: Macroeconomics, 2011, 3, (2), 246-77 View citations (3)
8. Future recession risks: an update
   FRBSF Economic Letter, 2011, (Nov. 14)
9. Variable capital rules in a risky world
   FRBSF Economic Letter, 2011, (Aug 29)

2010

10. Book Review: New Introduction to Multiple Time Series Analysis
    Econometric Reviews, 2010, 29, (2), 243-246
11. Diagnosing recessions
    FRBSF Economic Letter, 2010, (Feb 16)
12. Future recession risks
    FRBSF Economic Letter, 2010, (Aug 9) View citations (1)

2009

13. Simultaneous Confidence Regions for Impulse Responses
    The Review of Economics and Statistics, 2009, 91, (3), 629-647 View citations (2)

2007

14. Do monetary aggregates help forecast inflation?
    FRBSF Economic Letter, 2007, (Apr 13) View citations (4)

2005

15. Can monetary policy influence long-term interest rates?
    FRBSF Economic Letter, 2005, (May 20)
16. Estimation and Inference of Impulse Responses by Local Projections
    American Economic Review, 2005, 95, (1), 161-182 View citations (50)

2004

17. Measuring monetary policy interdependence
    Journal of International Money and Finance, 2004, 23, (5), 761-783 View citations (8)
    See also Working Paper (2002)
18. The Response of Term Rates to Fed Announcements
    Journal of Money, Credit and Banking, 2004, 36, (3), 387-405 View citations (30)
19. Time-scale transformations of discrete time processes
    Journal of Time Series Analysis, 2004, 25, (6), 873-894 View citations (3)
    See also Working Paper (2003)

2003

20. The Response of Term Rates to Monetary Policy Uncertainty
    Review of Economic Dynamics, 2003, 6, (4), 941-962 View citations (10)
    See also Working Paper (2003)

2002

21. A Model of the Federal Funds Rate Target
    Journal of Political Economy, 2002, 110, (5), 1135-1167 View citations (38)
    See also Working Paper (2003)
22. The announcement effect: evidence from open market desk data
    Economic Policy Review, 2002, (May), 29-48 View citations (27)
    See also Working Paper (2003)

2001

23. Measuring systematic monetary policy
    Review, 2001, (Jul), 113-144 View citations (11)
    See also Working Paper (2003)
24. Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models
    Spanish Economic Review, 2001, 3, (3), 193-209 View citations (15)
    See also Working Paper (2001)

1999

25. Random-Time Aggregation in Partial Adjustment Models
    Journal of Business & Economic Statistics, 1999, 17, (3), 382-95 View citations (9)
    See also Working Paper (2003)

Chapters

2010

1. Currency Carry Trades
   A chapter in NBER International Seminar on Macroeconomics 2010, 2010, pp 357-387 View citations (4)
   See also Working Paper (2010)