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Details about Oscar Jorda

E-mail:
Homepage:https://sites.google.com/site/oscarjorda/
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 2022-10-26. Update your information in the RePEc Author Service.

Short-id: pjo46


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Working Papers

2022

  1. Inflation and Wage Growth Since the Pandemic
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (2)

2021

  1. Zombies at Large? Corporate Debt Overhang and the Macroeconomy
    Working Papers Series, Institute for New Economic Thinking Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (11)
    ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany (2020) Downloads View citations (13)
    Working Paper Series, Federal Reserve Bank of San Francisco (2020) Downloads View citations (12)
    Staff Reports, Federal Reserve Bank of New York (2020) Downloads View citations (11)
    NBER Working Papers, National Bureau of Economic Research, Inc (2020) Downloads View citations (12)

    See also Journal Article in Review of Financial Studies (2022)

2020

  1. Decomposing the Fiscal Multiplier
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (11)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) Downloads View citations (12)
    Working Paper Series, Federal Reserve Bank of San Francisco (2020) Downloads View citations (12)
  2. Disasters Everywhere: The Costs of Business Cycles Reconsidered
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (15)
    Also in Staff Reports, Federal Reserve Bank of New York (2020) Downloads View citations (15)
    NBER Working Papers, National Bureau of Economic Research, Inc (2020) Downloads View citations (16)
    Working Paper Series, Federal Reserve Bank of San Francisco (2020) Downloads View citations (15)
  3. Longer-Run Economic Consequences of Pandemics
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (138)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) Downloads View citations (212)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (210)

    See also Journal Article in The Review of Economics and Statistics (2022)
  4. The Long-Run Effects of Monetary Policy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (61)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (59)
    2019 Meeting Papers, Society for Economic Dynamics (2019) Downloads View citations (6)
    Working Paper Series, Federal Reserve Bank of San Francisco (2020) Downloads View citations (41)

2019

  1. Inflation Globally
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2018) Downloads

    See also Chapter (2020)
  2. Riders on the Storm
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2019) Downloads View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) Downloads View citations (7)

    See also Journal Article in FRBSF Economic Letter (2019)
  3. The Total Risk Premium Puzzle
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2019) Downloads View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) Downloads View citations (3)

2018

  1. Effects of Quasi-Random Monetary Experiments
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (12)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) Downloads View citations (13)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (12)

    See also Journal Article in Journal of Monetary Economics (2020)
  2. Global Financial Cycles and Risk Premiums
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (16)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) Downloads View citations (23)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) Downloads View citations (23)

    See also Journal Article in IMF Economic Review (2019)
  3. The Rate of Return on Everything, 1870-2015
    CESifo Working Paper Series, CESifo Downloads View citations (4)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2017) Downloads View citations (6)
    NBER Working Papers, National Bureau of Economic Research, Inc (2017) Downloads View citations (6)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (25)

    See also Journal Article in The Quarterly Journal of Economics (2019)

2017

  1. Bank Capital Redux: Solvency, Liquidity, and Crisis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (43)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2017) Downloads View citations (39)
    2017 Meeting Papers, Society for Economic Dynamics (2017) Downloads View citations (43)
    NBER Working Papers, National Bureau of Economic Research, Inc (2017) Downloads View citations (43)

    See also Journal Article in Review of Economic Studies (2021)

2016

  1. Macrofinancial History and the New Business Cycle Facts
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (78)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) Downloads View citations (92)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (94)

    See also Journal Article in NBER Macroeconomics Annual (2017)
    Chapter (2016)
  2. The Great Mortgaging
    2016 Meeting Papers, Society for Economic Dynamics Downloads View citations (50)

2015

  1. Leveraged Bubbles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (46)
    Also in CESifo Working Paper Series, CESifo (2015) Downloads View citations (46)
    2015 Meeting Papers, Society for Economic Dynamics (2015) Downloads View citations (46)
    Working Paper Series, Federal Reserve Bank of San Francisco (2015) Downloads View citations (46)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (46)

    See also Journal Article in Journal of Monetary Economics (2015)

2014

  1. Betting the House
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (27)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (29)
    Working Papers, Hong Kong Institute for Monetary Research (2014) Downloads View citations (27)
    Working Paper Series, Federal Reserve Bank of San Francisco (2014) Downloads View citations (8)
    CESifo Working Paper Series, CESifo (2014) Downloads View citations (26)

    See also Journal Article in Journal of International Economics (2015)
    Chapter (2014)
  2. Labor Markets in the Global Financial Crisis: The Good, the Bad and the Ugly
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (1)
    See also Journal Article in National Institute Economic Review (2014)
  3. Sovereigns versus Banks: Credit, Crises and Consequences
    Working Papers Series, Institute for New Economic Thinking Downloads View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (33)
    Working Paper Series, Federal Reserve Bank of San Francisco (2013) Downloads View citations (20)
    NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (32)
    CESifo Working Paper Series, CESifo (2013) Downloads View citations (33)

    See also Journal Article in Journal of the European Economic Association (2016)
    Chapter (2013)
  4. The Great Mortgaging: Housing Finance, Crises, and Business Cycles
    CESifo Working Paper Series, CESifo Downloads View citations (64)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (74)
    Working Papers, Hong Kong Institute for Monetary Research (2014) Downloads View citations (62)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (63)
    Working Paper Series, Federal Reserve Bank of San Francisco (2014) Downloads View citations (47)

    See also Journal Article in Economic Policy (2016)
  5. The time for austerity: Estimating the average treatment effect of fiscal policy
    SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE Downloads View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (77)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (59)
    Working Paper Series, Federal Reserve Bank of San Francisco (2013) Downloads View citations (55)

    See also Journal Article in Economic Journal (2016)

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
    See also Journal Article in International Journal of Forecasting (2014)
  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 View citations (1)
  3. Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (38)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (34)

    See also Journal Article in Journal of Business & Economic Statistics (2018)
  4. Shocks and Adjustments
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (6)
  5. When Credit Bites Back
    2013 Meeting Papers, Society for Economic Dynamics Downloads View citations (550)
    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 (33)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (142)
    Working Papers Series, Institute for New Economic Thinking (2012) Downloads View citations (38)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (151)
    Working Paper Series, Federal Reserve Bank of San Francisco (2011) Downloads View citations (50)

2011

  1. A chronology of turning points in economic activity: Spain 1850-2011
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (5)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (2011) Downloads View citations (5)

    See also Journal Article in SERIEs: Journal of the Spanish Economic Association (2013)
  2. Performance Evaluation of Zero Net-Investment Strategies
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (57)

2010

  1. A Chronology of International Business Cycles Through Non-parametric Decoding
    Working Papers, University of California, Davis, Department of Economics Downloads View citations (5)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (2010) Downloads View citations (9)
  2. Carry Trade
    Working Papers, University of California, Davis, Department of Economics Downloads
  3. Currency Carry Trades
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    See also Journal Article in NBER International Seminar on Macroeconomics (2011)
    Chapter (2010)
  4. Empirical Simultaneous Confidence Regions for Path-Forecasts
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (15)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2010) Downloads View citations (12)

    See also Journal Article in International Journal of Forecasting (2013)
  5. Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (61)
    See also Journal Article in IMF Economic Review (2011)
  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 (7)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (8)

    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 (20)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (36)

    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

2008

  1. Path Forecast Evaluation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in Economics Working Papers, European University Institute (2008) Downloads View citations (2)
    Working Papers, University of California, Davis, Department of Economics (2008) Downloads View citations (1)

    See also Journal Article in Journal of Applied Econometrics (2010)

2007

  1. Estimation and Inference by the Method of Projection Minimum Distance
    Staff Working Papers, Bank of Canada Downloads View citations (12)
    Also in Working Papers, University of California, Davis, Department of Economics (2007) Downloads View citations (9)
  2. Inference for Impulse Responses
    Working Papers, University of California, Davis, Department of Economics Downloads View citations (2)
  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 View citations (3)

2004

  1. Model-Free Impulse Responses
    Working Papers, University of California, Davis, Department of Economics Downloads
    Also in Macroeconomics, University Library of Munich, Germany (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
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) Downloads View citations (29)
    Department of Economics, California Davis - Department of Economics Downloads View citations (27)

    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
    Also in DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística (1997) Downloads View citations (6)
    Department of Economics, California Davis - Department of Economics Downloads View citations (35)
  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 (2000) Downloads
    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 Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads
    Department of Economics, California Davis - Department of Economics Downloads
  8. The Announcement Effect: Evidence from Open Market Desk Data
    Working Papers, University of California, Davis, Department of Economics Downloads
    Also in Department of Economics, California Davis - Department of Economics Downloads View citations (4)

    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 (1)
    Also in Department of Economics, California Davis - Department of Economics Downloads View citations (1)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2001) Downloads View citations (9)
  10. The Response of Term Rates to Monetary Policy Uncertainty
    Working Papers, University of California, Davis, Department of Economics Downloads View citations (18)
    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
    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

2000

  1. 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)
    Chapter (2017)

1998

  1. Decision Rules for Selecting between Exponential and Logistic STAR
    Working Papers, University of California, Davis, Department of Economics Downloads View citations (3)

1997

  1. Testing nonlinearity: decision rules for selecting between logistic and exponential star models
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads View citations (1)
    See also Journal Article in Spanish Economic Review (2001)

Journal Articles

2022

  1. Longer-Run Economic Consequences of Pandemics
    The Review of Economics and Statistics, 2022, 104, (1), 166-175 Downloads
    See also Working Paper (2020)
  2. Wage Growth When Inflation Is High
    FRBSF Economic Letter, 2022, 2022, (25), 6 Downloads View citations (1)
  3. Why Is U.S. Inflation Higher than in Other Countries?
    FRBSF Economic Letter, 2022, 2022, (07), 06 Downloads View citations (3)
  4. Zombies at Large? Corporate Debt Overhang and the Macroeconomy
    Review of Financial Studies, 2022, 35, (10), 4561-4586 Downloads View citations (6)
    See also Working Paper (2021)

2021

  1. Bank Capital Redux: Solvency, Liquidity, and Crisis
    Review of Economic Studies, 2021, 88, (1), 260-286 Downloads View citations (21)
    See also Working Paper (2017)

2020

  1. The Fog of Numbers
    FRBSF Economic Letter, 2020, 2020, (20), 5 Downloads
  2. The effects of quasi-random monetary experiments
    Journal of Monetary Economics, 2020, 112, (C), 22-40 Downloads View citations (52)
    See also Working Paper (2018)

2019

  1. Global Financial Cycles and Risk Premiums
    IMF Economic Review, 2019, 67, (1), 109-150 Downloads View citations (48)
    See also Working Paper (2018)
  2. Inflation: Stress-Testing the Phillips Curve
    FRBSF Economic Letter, 2019 Downloads View citations (6)
  3. Riders on the Storm
    FRBSF Economic Letter, 2019 Downloads View citations (3)
    See also Working Paper (2019)
  4. The Economics of Climate Change: A First Fed Conference
    FRBSF Economic Letter, 2019, 2019, (31), 5 Downloads
  5. The Rate of Return on Everything, 1870–2015
    The Quarterly Journal of Economics, 2019, 134, (3), 1225-1298 Downloads View citations (90)
    See also Working Paper (2018)
  6. Why Is Inflation Low Globally?
    FRBSF Economic Letter, 2019 Downloads View citations (6)

2018

  1. Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited
    Journal of Business & Economic Statistics, 2018, 36, (3), 371-387 Downloads View citations (80)
    See also Working Paper (2013)

2017

  1. Macrofinancial History and the New Business Cycle Facts
    NBER Macroeconomics Annual, 2017, 31, (1), 213 - 263 Downloads View citations (225)
    See also Chapter (2016)
    Working Paper (2016)
  2. Monetary Policy Medicine: Large Effects from Small Doses?
    FRBSF Economic Letter, 2017 Downloads

2016

  1. Bubbles, Credit, and Their Consequences
    FRBSF Economic Letter, 2016 Downloads View citations (2)
  2. SOVEREIGNS VERSUS BANKS: CREDIT, CRISES, AND CONSEQUENCES
    Journal of the European Economic Association, 2016, 14, (1), 45-79 Downloads View citations (88)
    Also in Journal of the European Economic Association, 2016, 14, (1), 45-79 (2016) Downloads View citations (82)

    See also Working Paper (2014)
    Chapter (2013)
  3. The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy
    Economic Journal, 2016, 126, (590), 219-255 Downloads View citations (204)
    See also Working Paper (2014)
  4. The great mortgaging: housing finance, crises and business cycles
    Economic Policy, 2016, 31, (85), 107-152 Downloads View citations (273)
    See also Working Paper (2014)

2015

  1. Betting the house
    Journal of International Economics, 2015, 96, (S1), S2-S18 Downloads View citations (148)
    See also Chapter (2014)
    Working Paper (2014)
  2. Interest rates and house prices: pill or poison?
    FRBSF Economic Letter, 2015 Downloads View citations (1)
  3. Leveraged bubbles
    Journal of Monetary Economics, 2015, 76, (S), S1-S20 Downloads View citations (48)
    See also Working Paper (2015)
  4. Mortgaging the future?
    FRBSF Economic Letter, 2015 Downloads

2014

  1. Assessing the historical role of credit: Business cycles, financial crises and the legacy of Charles S. Peirce
    International Journal of Forecasting, 2014, 30, (3), 729-740 Downloads View citations (1)
    See also Working Paper (2013)
  2. Computing systemic risk using multiple behavioral and keystone networks: The emergence of a crisis in primate societies and banks
    International Journal of Forecasting, 2014, 30, (3), 797-806 Downloads View citations (2)
  3. Interpreting deviations from Okun’s Law
    FRBSF Economic Letter, 2014 Downloads View citations (19)
  4. Labour Markets in the Global Financial Crisis: The Good, the Bad and the Ugly
    National Institute Economic Review, 2014, 228, R58-R64 Downloads View citations (1)
    Also in National Institute Economic Review, 2014, 228, (1), R58-R64 (2014) Downloads View citations (3)

    See also Working Paper (2014)
  5. Monetary policy when the spyglass is smudged
    FRBSF Economic Letter, 2014 Downloads View citations (4)
  6. Private credit and public debt in financial crises
    FRBSF Economic Letter, 2014 Downloads View citations (13)

2013

  1. A chronology of turning points in economic activity: Spain, 1850–2011
    SERIEs: Journal of the Spanish Economic Association, 2013, 4, (1), 1-34 Downloads View citations (7)
    See also Working Paper (2011)
  2. Crises before and after the creation of the Fed
    FRBSF Economic Letter, 2013, (may6) Downloads View citations (1)
  3. Empirical simultaneous prediction regions for path-forecasts
    International Journal of Forecasting, 2013, 29, (3), 456-468 Downloads View citations (11)
    See also Working Paper (2012)
    Working Paper (2010)
  4. Labor markets in the global financial crisis
    FRBSF Economic Letter, 2013 Downloads View citations (2)
  5. When Credit Bites Back
    Journal of Money, Credit and Banking, 2013, 45, (s2), 3-28 Downloads View citations (275)
    Also in Journal of Money, Credit and Banking, 2013, 45, (s2), 3-28 (2013) Downloads View citations (553)

    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 Downloads View citations (49)
    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 (90)
    See also Working Paper (2009)
  4. Will the jobless rate drop take a break?
    FRBSF Economic Letter, 2012, (dec17) Downloads View citations (9)

2011

  1. Currency Carry Trades
    NBER International Seminar on Macroeconomics, 2011, 7, (1), 357 - 388 Downloads View citations (6)
    See also Chapter (2010)
    Working Paper (2010)
  2. 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 (13)
  3. Evaluating the Classification of Economic Activity into Recessions and Expansions
    American Economic Journal: Macroeconomics, 2011, 3, (2), 246-77 Downloads View citations (196)
  4. Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons
    IMF Economic Review, 2011, 59, (2), 340-378 Downloads View citations (429)
    See also Working Paper (2010)
  5. Future recession risks: an update
    FRBSF Economic Letter, 2011, (nov.14) Downloads View citations (1)
  6. 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 (2)
  4. Path forecast evaluation
    Journal of Applied Econometrics, 2010, 25, (4), 635-662 Downloads View citations (47)
    See also Working Paper (2008)

2009

  1. Simultaneous Confidence Regions for Impulse Responses
    The Review of Economics and Statistics, 2009, 91, (3), 629-647 Downloads View citations (21)

2007

  1. Do monetary aggregates help forecast inflation?
    FRBSF Economic Letter, 2007, (apr13) Downloads View citations (10)

2005

  1. Can monetary policy influence long-term interest rates?
    FRBSF Economic Letter, 2005, (may20) Downloads View citations (1)
  2. Estimation and Inference of Impulse Responses by Local Projections
    American Economic Review, 2005, 95, (1), 161-182 Downloads View citations (861)

2004

  1. Measuring monetary policy interdependence
    Journal of International Money and Finance, 2004, 23, (5), 761-783 Downloads View citations (12)
    See also Chapter (2017)
    Working Paper (2000)
  2. The Response of Term Rates to Fed Announcements
    Journal of Money, Credit and Banking, 2004, 36, (3), 387-405 View citations (63)
  3. Time‐scale transformations of discrete time processes
    Journal of Time Series Analysis, 2004, 25, (6), 873-894 Downloads View citations (7)
    See also Working Paper (2003)

2003

  1. MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS
    Macroeconomic Dynamics, 2003, 7, (4), 618-635 Downloads View citations (1)
  2. The Response of Term Rates to Monetary Policy Uncertainty
    Review of Economic Dynamics, 2003, 6, (4), 941-962 Downloads View citations (25)
    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 (146)
    See also Working Paper (2003)
  2. The announcement effect: evidence from open market desk data
    Economic Policy Review, 2002, 8, (May), 29-48 Downloads View citations (38)
    See also Working Paper (2003)

2001

  1. Measuring systematic monetary policy
    Review, 2001, 83, (Jul), 113-144 Downloads View citations (16)
    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 (40)
    See also Working Paper (1997)

1999

  1. Random-Time Aggregation in Partial Adjustment Models
    Journal of Business & Economic Statistics, 1999, 17, (3), 382-95 View citations (12)
    See also Working Paper (2003)

Chapters

2020

  1. Inflation Globally
    Chapter 08 in Changing Inflation Dynamics,Evolving Monetary Policy, 2020, vol. 27, pp 269-316 Downloads
    See also Working Paper (2019)

2017

  1. Measuring Monetary Policy Interdependence
    Chapter 14 in International Macroeconomic Interdependence, 2017, pp 387-415 Downloads
    See also Journal Article in Journal of International Money and Finance (2004)
    Working Paper (2000)

2016

  1. Macrofinancial History and the New Business Cycle Facts
    A chapter in NBER Macroeconomics Annual 2016, Volume 31, 2016, pp 213-263 View citations (197)
    See also Working Paper (2016)
    Journal Article in NBER Macroeconomics Annual (2017)

2014

  1. Betting the House
    A chapter in NBER International Seminar on Macroeconomics 2014, 2014, pp 2-18 View citations (26)
    See also Working Paper (2014)
    Journal Article in Journal of International Economics (2015)

2013

  1. Sovereigns versus Banks: Credit, Crises, and Consequences
    A chapter in Sovereign Debt and Financial Crises, 2013 View citations (20)
    See also Journal Article in Journal of the European Economic Association (2016)
    Working Paper (2014)

2010

  1. Currency Carry Trades
    A chapter in NBER International Seminar on Macroeconomics 2010, 2010, pp 357-387 Downloads View citations (9)
    See also Working Paper (2010)
    Journal Article in NBER International Seminar on Macroeconomics (2011)
 
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