Details about Oscar Jorda
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
- Inflation and Wage Growth Since the Pandemic
Working Paper Series, Federal Reserve Bank of San Francisco View citations (2)
2021
- Zombies at Large? Corporate Debt Overhang and the Macroeconomy
Working Papers Series, Institute for New Economic Thinking 
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (11) ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany (2020) View citations (13) Working Paper Series, Federal Reserve Bank of San Francisco (2020) View citations (12) Staff Reports, Federal Reserve Bank of New York (2020) View citations (11) NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (12)
See also Journal Article in Review of Financial Studies (2022)
2020
- Decomposing the Fiscal Multiplier
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (11)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (12) Working Paper Series, Federal Reserve Bank of San Francisco (2020) View citations (12)
- Disasters Everywhere: The Costs of Business Cycles Reconsidered
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (15)
Also in Staff Reports, Federal Reserve Bank of New York (2020) View citations (15) NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (16) Working Paper Series, Federal Reserve Bank of San Francisco (2020) View citations (15)
- Longer-Run Economic Consequences of Pandemics
Working Paper Series, Federal Reserve Bank of San Francisco View citations (138)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (212) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (210)
See also Journal Article in The Review of Economics and Statistics (2022)
- The Long-Run Effects of Monetary Policy
NBER Working Papers, National Bureau of Economic Research, Inc View citations (61)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (59) 2019 Meeting Papers, Society for Economic Dynamics (2019) View citations (6) Working Paper Series, Federal Reserve Bank of San Francisco (2020) View citations (41)
2019
- Inflation Globally
Working Papers Central Bank of Chile, Central Bank of Chile 
Also in Working Paper Series, Federal Reserve Bank of San Francisco (2018) 
See also Chapter (2020)
- Riders on the Storm
NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
Also in Working Paper Series, Federal Reserve Bank of San Francisco (2019) View citations (3) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (7)
See also Journal Article in FRBSF Economic Letter (2019)
- The Total Risk Premium Puzzle
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
Also in Working Paper Series, Federal Reserve Bank of San Francisco (2019) View citations (3) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (3)
2018
- Effects of Quasi-Random Monetary Experiments
Working Paper Series, Federal Reserve Bank of San Francisco View citations (12)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (13) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (12)
See also Journal Article in Journal of Monetary Economics (2020)
- Global Financial Cycles and Risk Premiums
Working Paper Series, Federal Reserve Bank of San Francisco View citations (16)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (23) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (23)
See also Journal Article in IMF Economic Review (2019)
- The Rate of Return on Everything, 1870-2015
CESifo Working Paper Series, CESifo View citations (4)
Also in Working Paper Series, Federal Reserve Bank of San Francisco (2017) View citations (6) NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (6) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (25)
See also Journal Article in The Quarterly Journal of Economics (2019)
2017
- Bank Capital Redux: Solvency, Liquidity, and Crisis
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (43)
Also in Working Paper Series, Federal Reserve Bank of San Francisco (2017) View citations (39) 2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (43) NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (43)
See also Journal Article in Review of Economic Studies (2021)
2016
- Macrofinancial History and the New Business Cycle Facts
Working Paper Series, Federal Reserve Bank of San Francisco View citations (78)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) View citations (92) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (94)
See also Journal Article in NBER Macroeconomics Annual (2017) Chapter (2016)
- The Great Mortgaging
2016 Meeting Papers, Society for Economic Dynamics View citations (50)
2015
- Leveraged Bubbles
NBER Working Papers, National Bureau of Economic Research, Inc View citations (46)
Also in CESifo Working Paper Series, CESifo (2015) View citations (46) 2015 Meeting Papers, Society for Economic Dynamics (2015) View citations (46) Working Paper Series, Federal Reserve Bank of San Francisco (2015) View citations (46) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (46)
See also Journal Article in Journal of Monetary Economics (2015)
2014
- Betting the House
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (27)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (29) Working Papers, Hong Kong Institute for Monetary Research (2014) View citations (27) Working Paper Series, Federal Reserve Bank of San Francisco (2014) View citations (8) CESifo Working Paper Series, CESifo (2014) View citations (26)
See also Journal Article in Journal of International Economics (2015) Chapter (2014)
- Labor Markets in the Global Financial Crisis: The Good, the Bad and the Ugly
Working Paper Series, Federal Reserve Bank of San Francisco View citations (1)
See also Journal Article in National Institute Economic Review (2014)
- Sovereigns versus Banks: Credit, Crises and Consequences
Working Papers Series, Institute for New Economic Thinking View citations (3)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (33) Working Paper Series, Federal Reserve Bank of San Francisco (2013) View citations (20) NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (32) CESifo Working Paper Series, CESifo (2013) View citations (33)
See also Journal Article in Journal of the European Economic Association (2016) Chapter (2013)
- The Great Mortgaging: Housing Finance, Crises, and Business Cycles
CESifo Working Paper Series, CESifo View citations (64)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (74) Working Papers, Hong Kong Institute for Monetary Research (2014) View citations (62) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (63) Working Paper Series, Federal Reserve Bank of San Francisco (2014) View citations (47)
See also Journal Article in Economic Policy (2016)
- The time for austerity: Estimating the average treatment effect of fiscal policy
SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE View citations (5)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (77) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (59) Working Paper Series, Federal Reserve Bank of San Francisco (2013) View citations (55)
See also Journal Article in Economic Journal (2016)
2013
- 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 
See also Journal Article in International Journal of Forecasting (2014)
- Okun’s Macroscope: Changes in the Cyclical Behavior of Productivity and the Comovement between Output and Unemployment
2013 Meeting Papers, Society for Economic Dynamics View citations (1)
- Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited
Working Paper Series, Federal Reserve Bank of San Francisco View citations (38)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (34)
See also Journal Article in Journal of Business & Economic Statistics (2018)
- Shocks and Adjustments
Working Paper Series, Federal Reserve Bank of San Francisco View citations (6)
- When Credit Bites Back
2013 Meeting Papers, Society for Economic Dynamics View citations (550)
See also Journal Article in Journal of Money, Credit and Banking (2013)
2012
- Empirical simultaneous prediction regions for path-forecasts
Working Paper Series, Federal Reserve Bank of San Francisco 
See also Journal Article in International Journal of Forecasting (2013)
- When Credit Bites Back: Leverage, Business Cycles and Crises
Working Papers, University of California, Davis, Department of Economics View citations (33)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (142) Working Papers Series, Institute for New Economic Thinking (2012) View citations (38) NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (151) Working Paper Series, Federal Reserve Bank of San Francisco (2011) View citations (50)
2011
- A chronology of turning points in economic activity: Spain 1850-2011
Working Paper Series, Federal Reserve Bank of San Francisco View citations (5)
Also in Research Working Paper, Federal Reserve Bank of Kansas City (2011) View citations (5)
See also Journal Article in SERIEs: Journal of the Spanish Economic Association (2013)
- Performance Evaluation of Zero Net-Investment Strategies
NBER Working Papers, National Bureau of Economic Research, Inc View citations (57)
2010
- A Chronology of International Business Cycles Through Non-parametric Decoding
Working Papers, University of California, Davis, Department of Economics View citations (5)
Also in Research Working Paper, Federal Reserve Bank of Kansas City (2010) View citations (9)
- Carry Trade
Working Papers, University of California, Davis, Department of Economics
- Currency Carry Trades
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
See also Journal Article in NBER International Seminar on Macroeconomics (2011) Chapter (2010)
- Empirical Simultaneous Confidence Regions for Path-Forecasts
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (15)
Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2010) View citations (12)
See also Journal Article in International Journal of Forecasting (2013)
- Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons
NBER Working Papers, National Bureau of Economic Research, Inc View citations (61)
See also Journal Article in IMF Economic Review (2011)
- The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (8)
See also Journal Article in International Economic Review (2012)
2009
- The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself
NBER Working Papers, National Bureau of Economic Research, Inc View citations (20)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (36)
See also Journal Article in Journal of International Economics (2012)
- The Classification of Economic Activity into Expansions and Recessions
Working Papers, University of California, Davis, Department of Economics
2008
- Path Forecast Evaluation
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
Also in Economics Working Papers, European University Institute (2008) View citations (2) Working Papers, University of California, Davis, Department of Economics (2008) View citations (1)
See also Journal Article in Journal of Applied Econometrics (2010)
2007
- Estimation and Inference by the Method of Projection Minimum Distance
Staff Working Papers, Bank of Canada View citations (12)
Also in Working Papers, University of California, Davis, Department of Economics (2007) View citations (9)
- Inference for Impulse Responses
Working Papers, University of California, Davis, Department of Economics View citations (2)
- Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections
Working Papers, University of California, Davis, Department of Economics
2006
- Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models
Working Papers, University of California, Davis, Department of Economics View citations (3)
2004
- Model-Free Impulse Responses
Working Papers, University of California, Davis, Department of Economics 
Also in Macroeconomics, University Library of Munich, Germany (2004)  Working Papers, University of California, Davis, Department of Economics (2003)
2003
- A model for the federal funds rate target
Working Papers, University of California, Davis, Department of Economics 
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) View citations (29) Department of Economics, California Davis - Department of Economics View citations (27)
See also Journal Article in Journal of Political Economy (2002)
- IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS
Working Papers, University of California, Davis, Department of Economics 
Also in DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística (1997) View citations (6) Department of Economics, California Davis - Department of Economics View citations (35)
- Measuring Systematic Monetary Policy
Working Papers, University of California, Davis, Department of Economics 
Also in Working Papers, University of California, Davis, Department of Economics (2000)  Department of Economics, California Davis - Department of Economics 
See also Journal Article in Review (2001)
- Monetary Policy Coordination: A New Empirical Approach
Working Papers, University of California, Davis, Department of Economics 
Also in Department of Economics, California Davis - Department of Economics
- Non-Institutional Market Making Behavior: The Dalian Futures Exchange
Working Papers, University of California, Davis, Department of Economics
- 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)
- 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 Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University  Department of Economics, California Davis - Department of Economics
- The Announcement Effect: Evidence from Open Market Desk Data
Working Papers, University of California, Davis, Department of Economics 
Also in Department of Economics, California Davis - Department of Economics View citations (4)
See also Journal Article in Economic Policy Review (2002)
- The Pavlovian Response of Term Rates to Fed Announcements
Working Papers, University of California, Davis, Department of Economics View citations (1)
Also in Department of Economics, California Davis - Department of Economics View citations (1) Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2001) View citations (9)
- The Response of Term Rates to Monetary Policy Uncertainty
Working Papers, University of California, Davis, Department of Economics View citations (18)
Also in Department of Economics, California Davis - Department of Economics View citations (3)
See also Journal Article in Review of Economic Dynamics (2003)
- Time-Scale Transformations of Discrete-Time Processes
Working Papers, University of California, Davis, Department of Economics 
See also Journal Article in Journal of Time Series Analysis (2004)
2001
- 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
2000
- Measuring Monetary Policy Interdependence
Working Papers, University of California, Davis, Department of Economics 
See also Journal Article in Journal of International Money and Finance (2004) Chapter (2017)
1998
- Decision Rules for Selecting between Exponential and Logistic STAR
Working Papers, University of California, Davis, Department of Economics View citations (3)
1997
- 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 View citations (1)
See also Journal Article in Spanish Economic Review (2001)
Journal Articles
2022
- Longer-Run Economic Consequences of Pandemics
The Review of Economics and Statistics, 2022, 104, (1), 166-175 
See also Working Paper (2020)
- Wage Growth When Inflation Is High
FRBSF Economic Letter, 2022, 2022, (25), 6 View citations (1)
- Why Is U.S. Inflation Higher than in Other Countries?
FRBSF Economic Letter, 2022, 2022, (07), 06 View citations (3)
- Zombies at Large? Corporate Debt Overhang and the Macroeconomy
Review of Financial Studies, 2022, 35, (10), 4561-4586 View citations (6)
See also Working Paper (2021)
2021
- Bank Capital Redux: Solvency, Liquidity, and Crisis
Review of Economic Studies, 2021, 88, (1), 260-286 View citations (21)
See also Working Paper (2017)
2020
- The Fog of Numbers
FRBSF Economic Letter, 2020, 2020, (20), 5
- The effects of quasi-random monetary experiments
Journal of Monetary Economics, 2020, 112, (C), 22-40 View citations (52)
See also Working Paper (2018)
2019
- Global Financial Cycles and Risk Premiums
IMF Economic Review, 2019, 67, (1), 109-150 View citations (48)
See also Working Paper (2018)
- Inflation: Stress-Testing the Phillips Curve
FRBSF Economic Letter, 2019 View citations (6)
- Riders on the Storm
FRBSF Economic Letter, 2019 View citations (3)
See also Working Paper (2019)
- The Economics of Climate Change: A First Fed Conference
FRBSF Economic Letter, 2019, 2019, (31), 5
- The Rate of Return on Everything, 1870–2015
The Quarterly Journal of Economics, 2019, 134, (3), 1225-1298 View citations (90)
See also Working Paper (2018)
- Why Is Inflation Low Globally?
FRBSF Economic Letter, 2019 View citations (6)
2018
- Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited
Journal of Business & Economic Statistics, 2018, 36, (3), 371-387 View citations (80)
See also Working Paper (2013)
2017
- Macrofinancial History and the New Business Cycle Facts
NBER Macroeconomics Annual, 2017, 31, (1), 213 - 263 View citations (225)
See also Chapter (2016) Working Paper (2016)
- Monetary Policy Medicine: Large Effects from Small Doses?
FRBSF Economic Letter, 2017
2016
- Bubbles, Credit, and Their Consequences
FRBSF Economic Letter, 2016 View citations (2)
- SOVEREIGNS VERSUS BANKS: CREDIT, CRISES, AND CONSEQUENCES
Journal of the European Economic Association, 2016, 14, (1), 45-79 View citations (88)
Also in Journal of the European Economic Association, 2016, 14, (1), 45-79 (2016) View citations (82)
See also Working Paper (2014) Chapter (2013)
- The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy
Economic Journal, 2016, 126, (590), 219-255 View citations (204)
See also Working Paper (2014)
- The great mortgaging: housing finance, crises and business cycles
Economic Policy, 2016, 31, (85), 107-152 View citations (273)
See also Working Paper (2014)
2015
- Betting the house
Journal of International Economics, 2015, 96, (S1), S2-S18 View citations (148)
See also Chapter (2014) Working Paper (2014)
- Interest rates and house prices: pill or poison?
FRBSF Economic Letter, 2015 View citations (1)
- Leveraged bubbles
Journal of Monetary Economics, 2015, 76, (S), S1-S20 View citations (48)
See also Working Paper (2015)
- Mortgaging the future?
FRBSF Economic Letter, 2015
2014
- 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 View citations (1)
See also Working Paper (2013)
- 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 View citations (2)
- Interpreting deviations from Okun’s Law
FRBSF Economic Letter, 2014 View citations (19)
- Labour Markets in the Global Financial Crisis: The Good, the Bad and the Ugly
National Institute Economic Review, 2014, 228, R58-R64 View citations (1)
Also in National Institute Economic Review, 2014, 228, (1), R58-R64 (2014) View citations (3)
See also Working Paper (2014)
- Monetary policy when the spyglass is smudged
FRBSF Economic Letter, 2014 View citations (4)
- Private credit and public debt in financial crises
FRBSF Economic Letter, 2014 View citations (13)
2013
- A chronology of turning points in economic activity: Spain, 1850–2011
SERIEs: Journal of the Spanish Economic Association, 2013, 4, (1), 1-34 View citations (7)
See also Working Paper (2011)
- Crises before and after the creation of the Fed
FRBSF Economic Letter, 2013, (may6) View citations (1)
- Empirical simultaneous prediction regions for path-forecasts
International Journal of Forecasting, 2013, 29, (3), 456-468 View citations (11)
See also Working Paper (2012) Working Paper (2010)
- Labor markets in the global financial crisis
FRBSF Economic Letter, 2013 View citations (2)
- When Credit Bites Back
Journal of Money, Credit and Banking, 2013, 45, (s2), 3-28 View citations (275)
Also in Journal of Money, Credit and Banking, 2013, 45, (s2), 3-28 (2013) View citations (553)
See also Working Paper (2013)
2012
- Credit: a starring role in the downturn
FRBSF Economic Letter, 2012, (apr16)
- THE HARROD–BALASSA–SAMUELSON HYPOTHESIS: REAL EXCHANGE RATES AND THEIR LONG‐RUN EQUILIBRIUM
International Economic Review, 2012, 53, (2), 609-634 View citations (49)
See also Working Paper (2010)
- The carry trade and fundamentals: Nothing to fear but FEER itself
Journal of International Economics, 2012, 88, (1), 74-90 View citations (90)
See also Working Paper (2009)
- Will the jobless rate drop take a break?
FRBSF Economic Letter, 2012, (dec17) View citations (9)
2011
- Currency Carry Trades
NBER International Seminar on Macroeconomics, 2011, 7, (1), 357 - 388 View citations (6)
See also Chapter (2010) Working Paper (2010)
- 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)
- Evaluating the Classification of Economic Activity into Recessions and Expansions
American Economic Journal: Macroeconomics, 2011, 3, (2), 246-77 View citations (196)
- Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons
IMF Economic Review, 2011, 59, (2), 340-378 View citations (429)
See also Working Paper (2010)
- Future recession risks: an update
FRBSF Economic Letter, 2011, (nov.14) View citations (1)
- Variable capital rules in a risky world
FRBSF Economic Letter, 2011, (aug29)
2010
- Book Review: New Introduction to Multiple Time Series Analysis
Econometric Reviews, 2010, 29, (2), 243-246
- Diagnosing recessions
FRBSF Economic Letter, 2010, (feb16)
- Future recession risks
FRBSF Economic Letter, 2010, (aug9) View citations (2)
- Path forecast evaluation
Journal of Applied Econometrics, 2010, 25, (4), 635-662 View citations (47)
See also Working Paper (2008)
2009
- Simultaneous Confidence Regions for Impulse Responses
The Review of Economics and Statistics, 2009, 91, (3), 629-647 View citations (21)
2007
- Do monetary aggregates help forecast inflation?
FRBSF Economic Letter, 2007, (apr13) View citations (10)
2005
- Can monetary policy influence long-term interest rates?
FRBSF Economic Letter, 2005, (may20) View citations (1)
- Estimation and Inference of Impulse Responses by Local Projections
American Economic Review, 2005, 95, (1), 161-182 View citations (861)
2004
- Measuring monetary policy interdependence
Journal of International Money and Finance, 2004, 23, (5), 761-783 View citations (12)
See also Chapter (2017) Working Paper (2000)
- The Response of Term Rates to Fed Announcements
Journal of Money, Credit and Banking, 2004, 36, (3), 387-405 View citations (63)
- Time‐scale transformations of discrete time processes
Journal of Time Series Analysis, 2004, 25, (6), 873-894 View citations (7)
See also Working Paper (2003)
2003
- MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS
Macroeconomic Dynamics, 2003, 7, (4), 618-635 View citations (1)
- The Response of Term Rates to Monetary Policy Uncertainty
Review of Economic Dynamics, 2003, 6, (4), 941-962 View citations (25)
See also Working Paper (2003)
2002
- A Model of the Federal Funds Rate Target
Journal of Political Economy, 2002, 110, (5), 1135-1167 View citations (146)
See also Working Paper (2003)
- The announcement effect: evidence from open market desk data
Economic Policy Review, 2002, 8, (May), 29-48 View citations (38)
See also Working Paper (2003)
2001
- Measuring systematic monetary policy
Review, 2001, 83, (Jul), 113-144 View citations (16)
See also Working Paper (2003)
- Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models
Spanish Economic Review, 2001, 3, (3), 193-209 View citations (40)
See also Working Paper (1997)
1999
- 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
- Inflation Globally
Chapter 08 in Changing Inflation Dynamics,Evolving Monetary Policy, 2020, vol. 27, pp 269-316 
See also Working Paper (2019)
2017
- Measuring Monetary Policy Interdependence
Chapter 14 in International Macroeconomic Interdependence, 2017, pp 387-415 
See also Journal Article in Journal of International Money and Finance (2004) Working Paper (2000)
2016
- 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
- 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
- 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
- Currency Carry Trades
A chapter in NBER International Seminar on Macroeconomics 2010, 2010, pp 357-387 View citations (9)
See also Working Paper (2010) Journal Article in NBER International Seminar on Macroeconomics (2011)
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