This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Oscar Jorda

Personal Details | Affiliation | Works
This is information that was supplied by Oscar Jorda in registering through RePEc. If you are Oscar Jorda , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Oscar
Middle Name:
Last Name: Jorda
Suffix:

RePEc Short-ID: pjo46

Email:
Homepage: http://www.econ.ucdavis.edu/faculty/jorda/
Postal Address: Department of Economics U.C. Davis One Shields Ave. Davis, CA 95616-8578
Phone: (530) 752 7021

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Òscar Jordà & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Economics Working Papers ECO2008/34, European University Institute. [Downloadable!]
    Other versions:

  2. Jorda, Oscar, 2007. "Inference for Impulse Responses," Working Papers 07-7, University of California at Davis, Department of Economics. [Downloadable!]

  3. Jorda, Oscar, 2007. "Joint Inference and Counterfactual Experimentation for Impulse Response Functions by Local Projections," Working Papers 06-24, University of California at Davis, Department of Economics. [Downloadable!]

  4. Òscar Jordà & Sharon Kozicki, 2007. "Estimation and Inference by the Method of Projection Minimum Distance," Working Papers 07-56, Bank of Canada. [Downloadable!]
    Other versions:

  5. Jorda, Oscar & Kozicki, Sharon, 2006. "Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models," Working Papers 06-23, University of California at Davis, Department of Economics. [Downloadable!]

  6. Oscar Jorda, 2004. "Model-Free Impulse Responses," Macroeconomics 0403016, EconWPA. [Downloadable!]
    Other versions:

  7. Jorda, Oscar & Marcellino, Massimiliano, 2003. "Time-Scale Transformations of Discrete-Time Processes," Working Papers 03-2, University of California at Davis, Department of Economics. [Downloadable!]
    Published as:

  8. Jorda, Oscar & Liu, Holly & Williams, Jeffrey, 2002. "Non-institutional Market Making Behavior: The Dalian Futures Exchange," Working Papers 02-4, University of California at Davis, Department of Economics. [Downloadable!]

  9. Bergin, Paul & Jorda, Oscar, 2002. "Measuring Monetary Policy Interdependence," Working Papers 06-9, University of California at Davis, Department of Economics. [Downloadable!]
    Published as:

  10. Liu, Holly & Williams, Jeffrey & Jorda, Oscar, 2001. "Market-Making Behavior In Futures Markets," 2001 Conference, April 23-24, 2001, St. Louis, Missouri 18961, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]

  11. Selva Demiralp & Òscar Jordà, 2001. "The Pavlovian response of term rates to Fed announcements," Finance and Economics Discussion Series 2001-10, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:

  12. Escribano, Alvaro & Jorda, Oscar, 1998. "Decision Rules for Selecting between Exponential and Logistic STAR," Working Papers 06-11, University of California at Davis, Department of Economics. [Downloadable!]

  13. Oscar Jorda & Kevin Salyer, . "The Response of Term Rates to Monetary Policy Uncertainty," Department of Economics 01-06, California Davis - Department of Economics. [Downloadable!]
    Other versions:
    Published as:

  14. Oscar Jorda & Massimiliano Marcellino, . "Stochastic Processes Subject To Time Scale Transformations: An Application To High-Frequency Fx Data," Department of Economics 00-02, California Davis - Department of Economics. [Downloadable!]
    Other versions:

  15. Alvaro Escribano & Oscar Jorda, . "Improved Testing And Specification Of Smooth Transition Regression Models," Department of Economics 97-26, California Davis - Department of Economics. [Downloadable!]

  16. Kevin D. Hoover & Oscar Jorda, . "Measuring Systematic Monetary Policy," Department of Economics 00-05, California Davis - Department of Economics. [Downloadable!]
    Other versions:
    Published as:

  17. Oscar Jorda, . "Random-Time Aggregation In Partial Ajustment Models," Department of Economics 97-32, California Davis - Department of Economics. [Downloadable!]
    Published as:

  18. James D. Hamilton & Oscar Jorda, . "A model for the federal funds rate target," Department of Economics 99-07, California Davis - Department of Economics. [Downloadable!]
    Other versions:
    Published as:

  19. Selva Demiralp & Oscar Jorda, . "The Announcement Effect: Evidence from Open Market Desk Data," Department of Economics 01-04, California Davis - Department of Economics. [Downloadable!]
    Other versions:
    Published as:

  20. Paul R. Bergin & Oscar Jorda, . "Monetary Policy Coordination: A New Empirical Approach," Department of Economics 01-02, California Davis - Department of Economics. [Downloadable!]
    Other versions:

Articles

  1. Galina Hale & Òscar Jordà, 2007. "Do monetary aggregates help forecast inflation?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Apr 13. [Downloadable!]

  2. Òscar Jordà, 2005. "Estimation and Inference of Impulse Responses by Local Projections," American Economic Review, American Economic Association, vol. 95(1), pages 161-182, March. [Downloadable!]

  3. Òscar Jordà, 2005. "Can monetary policy influence long-term interest rates?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue May 20. [Downloadable!]

  4. Demiralp, Selva & Jorda, Oscar, 2004. "The Response of Term Rates to Fed Announcements," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(3), pages 387-405, June.

  5. Oscar Jordà & Massimiliano Marcellino, 2004. "Time-scale transformations of discrete time processes," Journal of Time Series Analysis, Blackwell Publishing, vol. 25(6), pages 873-894, November. [Downloadable!] (restricted)
    Other versions:

  6. Bergin, Paul R. & Jorda, Oscar, 2004. "Measuring monetary policy interdependence," Journal of International Money and Finance, Elsevier, vol. 23(5), pages 761-783, September. [Downloadable!] (restricted)
    Other versions:

  7. Oscar Jorda & Kevin Salyer, 2003. "The Response of Term Rates to Monetary Policy Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 941-962, October. [Downloadable!] (restricted)
    Other versions:

  8. Selva Demiralp & Òscar Jordà, 2002. "The announcement effect: evidence from open market desk data," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 29-48. [Downloadable!]
    Other versions:

  9. James D. Hamilton & Oscar Jorda, 2002. "A Model of the Federal Funds Rate Target," Journal of Political Economy, University of Chicago Press, vol. 110(5), pages 1135-1167, October. [Downloadable!] (restricted)
    Other versions:

  10. Kevin D. Hoover & Òscar Jordà, 2001. "Measuring systematic monetary policy," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 113-144. [Downloadable!]
    Other versions:

  11. Álvaro Escribano & Oscar Jordá, 2001. "Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models," Spanish Economic Review, Springer, vol. 3(3), pages 193-209. [Downloadable!] (restricted)

  12. Jorda, Oscar, 1999. "Random-Time Aggregation in Partial Adjustment Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(3), pages 382-95, July.
    Other versions:

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2008-12-14 2009-02-07 2009-02-28 Author is listed
  2. NEP-CMP: Computational Economics (1) 2004-03-28
  3. NEP-ECM: Econometrics (7) 2000-06-05 2001-04-02 2004-03-28 2008-01-05 2008-12-14 2009-02-07 2009-02-28 Author is listed
  4. NEP-ETS: Econometric Time Series (3) 2000-06-05 2004-03-28 2009-02-07 Author is listed
  5. NEP-FMK: Financial Markets (2) 2000-06-05 2001-04-02
  6. NEP-FOR: Forecasting (3) 2008-12-14 2009-02-07 2009-02-28 Author is listed
  7. NEP-IFN: International Finance (2) 2000-06-05 2001-04-02
  8. NEP-MAC: Macroeconomics (1) 2004-03-28
  9. NEP-MON: Monetary Economics (3) 2001-04-02 2001-04-02 2001-07-30 Author is listed
Did you know? You can create your own reading lists on IDEAS.

This page was last updated on 2009-7-3.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.