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Details about Oscar Jorda

E-mail:
Homepage:http://www.econ.ucdavis.edu/faculty/jorda/
Postal address:UC-Davis: ojorda@ucdavis.edu FRBSF: oscar.jorda@sf.frb.org
Workplace:Economic Research, Federal Reserve Bank of San Francisco, (more information at EDIRC)
Economics Department, University of California-Davis, (more information at EDIRC)
Federal Reserve Bank of San Francisco, (more information at EDIRC)

Access statistics for papers by Oscar Jorda.

Last updated 2014-03-20. Update your information in the RePEc Author Service.

Short-id: pjo46


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Working Papers

2013

  1. Assessing the historical role of credit: business cycles, financial crises and the legacy of Charles S. Peirce
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads
  2. Okun’s Macroscope: Changes in the Cyclical Behavior of Productivity and the Comovement between Output and Unemployment
    2013 Meeting Papers, Society for Economic Dynamics Downloads
  3. Okun’s macroscope and the changing cyclicality of underlying margins of adjustment
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads
  4. Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2013) Downloads View citations (1)
  5. Sovereigns versus Banks: Credit, Crises, and Consequences
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in CESifo Working Paper Series, CESifo Group Munich (2013) Downloads View citations (1)
    Working Paper Series, Federal Reserve Bank of San Francisco (2013) Downloads View citations (2)
  6. The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2013) Downloads View citations (2)
  7. When Credit Bites Back
    2013 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    See also Journal Article in Journal of Money, Credit and Banking (2013)

2012

  1. Empirical simultaneous prediction regions for path-forecasts
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads
    See also Journal Article in International Journal of Forecasting (2013)
  2. When Credit Bites Back: Leverage, Business Cycles and Crises
    Working Papers, University of California, Davis, Department of Economics Downloads View citations (16)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2011) Downloads View citations (12)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (7)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (4)

2011

  1. A chronology of turning points in economic activity: Spain 1850-2011
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (2011) Downloads

    See also Journal Article in SERIEs (2013)
  2. Performance Evaluation of Zero Net-Investment Strategies
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)

2010

  1. A Chronology of International Business Cycles Through Non-parametric Decoding
    Working Papers, University of California, Davis, Department of Economics Downloads View citations (3)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (2010) Downloads View citations (3)
  2. Carry Trade
    Working Papers, University of California, Davis, Department of Economics Downloads
    Also in Working Papers, University of California, Davis, Department of Economics Downloads View citations (6)
  3. Currency Carry Trades
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Chapter (2010)
  4. Empirical Simultaneous Confidence Regions for Path-Forecasts
    Economics Working Papers, European University Institute Downloads View citations (3)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2010) Downloads View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (2)
  5. Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)
  6. The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (3)

    See also Journal Article in International Economic Review (2012)

2009

  1. The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (6)

    See also Journal Article in Journal of International Economics (2012)
  2. The Classification of Economic Activity into Expansions and Recessions
    Working Papers, University of California, Davis, Department of Economics Downloads View citations (5)

2008

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

2007

  1. Estimation and Inference by the Method of Projection Minimum Distance
    Working Papers, University of California, Davis, Department of Economics Downloads View citations (1)
    Also in Working Papers, Bank of Canada (2007) Downloads View citations (8)
  2. Inference for Impulse Responses
    Working Papers, University of California, Davis, Department of Economics Downloads View citations (6)
  3. Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections
    Working Papers, University of California, Davis, Department of Economics Downloads

2006

  1. Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models
    Working Papers, University of California, Davis, Department of Economics Downloads

2004

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

2003

  1. A model for the federal funds rate target
    Working Papers, University of California, Davis, Department of Economics Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) Downloads View citations (16)
    Department of Economics, California Davis - Department of Economics Downloads View citations (25)

    See also Journal Article in Journal of Political Economy (2002)
  2. IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS
    Working Papers, University of California, Davis, Department of Economics Downloads View citations (2)
    Also in Department of Economics, California Davis - Department of Economics Downloads View citations (32)
  3. Measuring Systematic Monetary Policy
    Working Papers, University of California, Davis, Department of Economics Downloads
    Also in Working Papers, University of California, Davis, Department of Economics (2001) Downloads View citations (3)
    Department of Economics, California Davis - Department of Economics Downloads

    See also Journal Article in Review (2001)
  4. Monetary Policy Coordination: A New Empirical Approach
    Working Papers, University of California, Davis, Department of Economics Downloads
    Also in Department of Economics, California Davis - Department of Economics Downloads
  5. Non-Institutional Market Making Behavior: The Dalian Futures Exchange
    Working Papers, University of California, Davis, Department of Economics Downloads
  6. RANDOM-TIME AGGREGATION IN PARTIAL AJUSTMENT MODELS
    Working Papers, University of California, Davis, Department of Economics Downloads
    Also in Department of Economics, California Davis - Department of Economics Downloads

    See also Journal Article in Journal of Business & Economic Statistics (1999)
  7. STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA
    Working Papers, University of California, Davis, Department of Economics Downloads
    Also in Department of Economics, California Davis - Department of Economics Downloads
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads
  8. The Announcement Effect: Evidence from Open Market Desk Data
    Working Papers, University of California, Davis, Department of Economics Downloads View citations (7)
    Also in Department of Economics, California Davis - Department of Economics Downloads View citations (2)

    See also Journal Article in Economic Policy Review (2002)
  9. The Pavlovian Response of Term Rates to Fed Announcements
    Working Papers, University of California, Davis, Department of Economics Downloads View citations (2)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2001) Downloads View citations (8)
    Department of Economics, California Davis - Department of Economics Downloads View citations (1)
  10. The Response of Term Rates to Monetary Policy Uncertainty
    Working Papers, University of California, Davis, Department of Economics Downloads View citations (2)
    Also in Department of Economics, California Davis - Department of Economics Downloads View citations (3)

    See also Journal Article in Review of Economic Dynamics (2003)
  11. Time-Scale Transformations of Discrete-Time Processes
    Working Papers, University of California, Davis, Department of Economics Downloads View citations (2)
    See also Journal Article in Journal of Time Series Analysis (2004)

2001

  1. 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 Downloads
  2. Measuring Monetary Policy Interdependence
    Working Papers, University of California, Davis, Department of Economics Downloads
    See also Journal Article in Journal of International Money and Finance (2004)

1998

  1. Decision Rules for Selecting between Exponential and Logistic STAR
    Working Papers, University of California, Davis, Department of Economics Downloads

Journal Articles

2014

  1. Private credit and public debt in financial crises
    FRBSF Economic Letter, 2014 Downloads

2013

  1. A chronology of turning points in economic activity: Spain, 1850–2011
    SERIEs, 2013, 4, (1), 1-34 Downloads
    See also Working Paper (2011)
  2. Crises before and after the creation of the Fed
    FRBSF Economic Letter, 2013, (may6) Downloads
  3. Empirical simultaneous prediction regions for path-forecasts
    International Journal of Forecasting, 2013, 29, (3), 456-468 Downloads
    See also Working Paper (2012)
  4. Labor markets in the global financial crisis
    FRBSF Economic Letter, 2013 Downloads
  5. When Credit Bites Back
    Journal of Money, Credit and Banking, 2013, 45, (s2), 3-28 Downloads View citations (1)
    See also Working Paper (2013)

2012

  1. Credit: a starring role in the downturn
    FRBSF Economic Letter, 2012, (apr16) Downloads
  2. THE HARROD–BALASSA–SAMUELSON HYPOTHESIS: REAL EXCHANGE RATES AND THEIR LONG‐RUN EQUILIBRIUM
    International Economic Review, 2012, 53, (2), 609-634 View citations (1)
    See also Working Paper (2010)
  3. The carry trade and fundamentals: Nothing to fear but FEER itself
    Journal of International Economics, 2012, 88, (1), 74-90 Downloads View citations (4)
    See also Working Paper (2009)
  4. Will the jobless rate drop take a break?
    FRBSF Economic Letter, 2012, (dec17) Downloads View citations (1)

2011

  1. 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 View citations (1)
  2. Evaluating the Classification of Economic Activity into Recessions and Expansions
    American Economic Journal: Macroeconomics, 2011, 3, (2), 246-77 Downloads View citations (9)
  3. Future recession risks: an update
    FRBSF Economic Letter, 2011, (nov.14) Downloads
  4. Variable capital rules in a risky world
    FRBSF Economic Letter, 2011, (aug29) Downloads

2010

  1. Book Review: New Introduction to Multiple Time Series Analysis
    Econometric Reviews, 2010, 29, (2), 243-246 Downloads
  2. Diagnosing recessions
    FRBSF Economic Letter, 2010, (feb16) Downloads
  3. Future recession risks
    FRBSF Economic Letter, 2010, (aug9) Downloads View citations (1)

2009

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

2007

  1. Do monetary aggregates help forecast inflation?
    FRBSF Economic Letter, 2007, (apr13) Downloads View citations (6)

2005

  1. Can monetary policy influence long-term interest rates?
    FRBSF Economic Letter, 2005, (may20) Downloads
  2. Estimation and Inference of Impulse Responses by Local Projections
    American Economic Review, 2005, 95, (1), 161-182 Downloads View citations (62)

2004

  1. Measuring monetary policy interdependence
    Journal of International Money and Finance, 2004, 23, (5), 761-783 Downloads View citations (8)
    See also Working Paper (2001)
  2. The Response of Term Rates to Fed Announcements
    Journal of Money, Credit and Banking, 2004, 36, (3), 387-405 View citations (35)
  3. Time-scale transformations of discrete time processes
    Journal of Time Series Analysis, 2004, 25, (6), 873-894 Downloads View citations (3)
    See also Working Paper (2003)

2003

  1. The Response of Term Rates to Monetary Policy Uncertainty
    Review of Economic Dynamics, 2003, 6, (4), 941-962 Downloads View citations (9)
    See also Working Paper (2003)

2002

  1. A Model of the Federal Funds Rate Target
    Journal of Political Economy, 2002, 110, (5), 1135-1167 Downloads View citations (51)
    See also Working Paper (2003)
  2. The announcement effect: evidence from open market desk data
    Economic Policy Review, 2002, (May), 29-48 Downloads View citations (28)
    See also Working Paper (2003)

2001

  1. Measuring systematic monetary policy
    Review, 2001, (Jul), 113-144 Downloads View citations (9)
    See also Working Paper (2003)
  2. Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models
    Spanish Economic Review, 2001, 3, (3), 193-209 Downloads View citations (14)

1999

  1. Random-Time Aggregation in Partial Adjustment Models
    Journal of Business & Economic Statistics, 1999, 17, (3), 382-95 View citations (5)
    See also Working Paper (2003)

Chapters

2010

  1. Currency Carry Trades
    A chapter in NBER International Seminar on Macroeconomics 2010, 2010, pp 357-387 Downloads View citations (4)
    See also Working Paper (2010)
 
Page updated 2014-04-16