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Details about Oscar Jorda

E-mail:
Homepage:http://www.econ.ucdavis.edu/faculty/jorda/
Phone:(530) 752 7021
Postal address:Department of Economics U.C. Davis One Shields Ave. Davis, CA 95616-8578
Workplace:Economics Department, University of California-Davis, (more information at EDIRC)

Access statistics for papers by Oscar Jorda.

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

Short-id: pjo46


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Working Papers

2008

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

2007

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

2006

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

2004

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

2003

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

2002

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

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 Systematic Monetary Policy
    Working Papers, University of California at Davis, Department of Economics Downloads View citations
    Also in Working Papers, University of California at Davis, Department of Economics (2001) Downloads View citations
    Department of Economics, California Davis - Department of Economics Downloads

    See also Journal Article in Review (2001)
  3. The Announcement Effect: Evidence from Open Market Desk Data
    Working Papers, University of California at Davis, Department of Economics Downloads
    Also in Department of Economics, California Davis - Department of Economics Downloads View citations

    See also Journal Article in Economic Policy Review (2002)
  4. The Pavlovian response of term rates to Fed announcements
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations
    Also in Department of Economics, California Davis - Department of Economics Downloads View citations
  5. The Response of Term Rates to Monetary Policy Uncertainty
    Working Papers, University of California at Davis, Department of Economics Downloads View citations
    Also in Department of Economics, California Davis - Department of Economics Downloads View citations

    See also Journal Article in Review of Economic Dynamics (2003)

2000

  1. A Model for the Federal Funds Rate Target
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations
    Also in Department of Economics, California Davis - Department of Economics Downloads View citations

    See also Journal Article in Journal of Political Economy (2002)
  2. Monetary Policy Coordination: A New Empirical Approach
    Working Papers, University of California at Davis, Department of Economics Downloads
    Also in Department of Economics, California Davis - Department of Economics Downloads
  3. Stochastic Processes Subject to Time Scale Transformations: An Application to High-Frequency FX Data
    Working Papers, University of California at 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

1998

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

Undated

  1. IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS
    Department of Economics, California Davis - Department of Economics Downloads View citations
  2. RANDOM-TIME AGGREGATION IN PARTIAL AJUSTMENT MODELS
    Department of Economics, California Davis - Department of Economics Downloads
    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) Downloads View citations

2005

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

2004

  1. Measuring monetary policy interdependence
    Journal of International Money and Finance, 2004, 23, (5), 761-783 Downloads View citations
    See also Working Paper (2002)
  2. The Response of Term Rates to Fed Announcements
    Journal of Money, Credit and Banking, 2004, 36, (3), 387-405 View citations
  3. Time-scale transformations of discrete time processes
    Journal of Time Series Analysis, 2004, 25, (6), 873-894 Downloads View citations
    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
    See also Working Paper (2001)

2002

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

2001

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

1999

  1. Random-Time Aggregation in Partial Adjustment Models
    Journal of Business & Economic Statistics, 1999, 17, (3), 382-95 View citations
    See also Working Paper
 
 
Page updated 2009-11-06