Details about Oscar Jorda

Access statistics for papers by Oscar Jorda.

Last updated 2009-04-07. Update your information in the RePEc Author Service.

Short-id: pjo46

Working Papers

2008

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

2007

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

2006

5. Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models
   Working Papers, University of California at Davis, Department of Economics View citations

2004

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

2003

7. Time-Scale Transformations of Discrete-Time Processes
   Working Papers, University of California at Davis, Department of Economics View citations
   See also Journal Article in Journal of Time Series Analysis (2004)

2002

8. Measuring Monetary Policy Interdependence
   Working Papers, University of California at Davis, Department of Economics View citations
   See also Journal Article in Journal of International Money and Finance (2004)
9. Non-institutional Market Making Behavior: The Dalian Futures Exchange
   Working Papers, University of California at Davis, Department of Economics

2001

10. 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
11. Measuring Systematic Monetary Policy
    Working Papers, University of California at Davis, Department of Economics View citations
    Also in Working Papers, University of California at Davis, Department of Economics (2001) View citations
    Department of Economics, California Davis - Department of Economics
    See also Journal Article in Review (2001)
12. The Announcement Effect: Evidence from Open Market Desk Data
    Working Papers, University of California at Davis, Department of Economics
    Also in Department of Economics, California Davis - Department of Economics View citations
    See also Journal Article in Economic Policy Review (2002)
13. The Pavlovian response of term rates to Fed announcements
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations
    Also in Department of Economics, California Davis - Department of Economics View citations
14. The Response of Term Rates to Monetary Policy Uncertainty
    Working Papers, University of California at Davis, Department of Economics View citations
    Also in Department of Economics, California Davis - Department of Economics View citations
    See also Journal Article in Review of Economic Dynamics (2003)

2000

15. A Model for the Federal Funds Rate Target
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Department of Economics, California Davis - Department of Economics View citations
    See also Journal Article in Journal of Political Economy (2002)
16. Monetary Policy Coordination: A New Empirical Approach
    Working Papers, University of California at Davis, Department of Economics
    Also in Department of Economics, California Davis - Department of Economics
17. Stochastic Processes Subject to Time Scale Transformations: An Application to High-Frequency FX Data
    Working Papers, University of California at 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

1998

18. Decision Rules for Selecting between Exponential and Logistic STAR
    Working Papers, University of California at Davis, Department of Economics View citations

Undated

19. IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS
    Department of Economics, California Davis - Department of Economics View citations
20. RANDOM-TIME AGGREGATION IN PARTIAL AJUSTMENT MODELS
    Department of Economics, California Davis - Department of Economics
    See also Journal Article in Journal of Business & Economic Statistics (1999)

Journal Articles

2007

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

2005

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

2004

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

2003

7. The Response of Term Rates to Monetary Policy Uncertainty
   Review of Economic Dynamics, 2003, 6, (4), 941-962 View citations
   See also Working Paper (2001)

2002

8. A Model of the Federal Funds Rate Target
   Journal of Political Economy, 2002, 110, (5), 1135-1167 View citations
   See also Working Paper (2000)
9. The announcement effect: evidence from open market desk data
   Economic Policy Review, 2002, (May), 29-48 View citations
   See also Working Paper (2001)

2001

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

1999

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