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Oscar Jorda

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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: UC-Davis: ojorda@ucdavis.edu FRBSF: oscar.jorda@sf.frb.org
Phone:

Affiliation

(50%) Economic Research
Federal Reserve Bank of San Francisco
Location: San Francisco, California (United States)
Homepage: http://www.frbsf.org/economics/
Email:
Phone: (415) 974-3190
Fax: (415) 974-2168
Postal: P.O. Box 7702, San Francisco, CA 94120-7702
Handle: RePEc:edi:erfsfus (more details at EDIRC)
(25%) Economics Department
University of California-Davis
Location: Davis, California (United States)
Homepage: http://www.econ.ucdavis.edu/
Email:
Phone: (530) 752-0741
Fax: (530) 752-9382
Postal: One Shields Ave., Davis, CA 95616-8578
Handle: RePEc:edi:educdus (more details at EDIRC)
(25%) Federal Reserve Bank of San Francisco
Location: San Francisco, California (United States)
Homepage: http://www.frbsf.org/
Email:
Phone: (415) 974-2000
Fax: (415) 974-3333
Postal: P.O. Box 7702, San Francisco, CA 94120-7702
Handle: RePEc:edi:frbsfus (more details at EDIRC)

Works

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Working papers

  1. Daly, Mary C. & Fernald, John G. & Jorda, Oscar & Nechio, Fernanda, 2014. "Labor markets in the global financial crisis: the good, the bad and the ugly," Working Paper Series 2014-11, Federal Reserve Bank of San Francisco.
  2. Joshua D. Angrist & Òscar Jordà & Guido Kuersteiner, 2013. "Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited," NBER Working Papers 19355, National Bureau of Economic Research, Inc.
  3. Moritz Schularick & Alan Taylor & Oscar Jorda, 2013. "When Credit Bites Back," 2013 Meeting Papers 71, Society for Economic Dynamics.
  4. Mary C. Daly & John G. Fernald & Òscar Jordà & Fernanda Nechio, 2013. "Okun’s macroscope and the changing cyclicality of underlying margins of adjustment," Working Paper Series 2013-32, Federal Reserve Bank of San Francisco.
  5. Òscar Jordà & Alan M. Taylor, 2013. "The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy," NBER Working Papers 19414, National Bureau of Economic Research, Inc.
  6. Oscar Jorda & John Fernald & Fernanda Nechio & Mary Daly, 2013. "Okun’s Macroscope: Changes in the Cyclical Behavior of Productivity and the Comovement between Output and Unemployment," 2013 Meeting Papers 1155, Society for Economic Dynamics.
  7. Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," NBER Working Papers 19506, National Bureau of Economic Research, Inc.
  8. Òscar Jordà, 2013. "Assessing the historical role of credit: business cycles, financial crises and the legacy of Charles S. Peirce," Working Paper Series 2013-19, Federal Reserve Bank of San Francisco.
  9. Òscar Jordá & Malte Knuppel & Massimiliano Marcellino, 2012. "Empirical simultaneous prediction regions for path-forecasts," Working Paper Series 2012-05, Federal Reserve Bank of San Francisco.
  10. Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2011. "When Credit Bites Back: Leverage, Business Cycles, and Crises," NBER Working Papers 17621, National Bureau of Economic Research, Inc.
  11. Travis J. Berge & Òscar Jordà, 2011. "A chronology of turning points in economic activity: Spain 1850-2011," Working Paper Series 2011-28, Federal Reserve Bank of San Francisco.
  12. Òscar Jordà & Alan M. Taylor, 2011. "Performance Evaluation of Zero Net-Investment Strategies," NBER Working Papers 17150, National Bureau of Economic Research, Inc.
  13. Hsieh Fushing & Shu-Chun Chen & Travis J. Berge & Oscar Jorda, 2010. "A Chronology of International Business Cycles Through Non-parametric Decoding," Working Papers 1020, University of California, Davis, Department of Economics.
  14. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2010. "Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons," NBER Working Papers 16567, National Bureau of Economic Research, Inc.
  15. Òscar Jordà & Malte Knüppel & Massimiliano Marcellino, 2010. "Empirical Simultaneous Confidence Regions for Path-Forecasts," Economics Working Papers ECO2010/18, European University Institute.
  16. Travis J. Berge & Òscar Jordà & Alan M. Taylor, 2010. "Currency Carry Trades," NBER Working Papers 16491, National Bureau of Economic Research, Inc.
  17. Yanping Chong & Òscar Jordà & Alan M. Taylor, 2010. "The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium," NBER Working Papers 15868, National Bureau of Economic Research, Inc.
  18. Oscar Jorda, 2010. "Carry Trade," Working Papers 1019, University of California, Davis, Department of Economics.
  19. Travis Berge & Oscar Jorda, 2009. "The Classification of Economic Activity into Expansions and Recessions," Working Papers 918, University of California, Davis, Department of Economics.
  20. Òscar Jordà & Alan M. Taylor, 2009. "The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself," NBER Working Papers 15518, National Bureau of Economic Research, Inc.
  21. Òscar Jordà & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Economics Working Papers ECO2008/34, European University Institute.
  22. Oscar Jorda, 2007. "Inference for Impulse Responses," Working Papers 77, University of California, Davis, Department of Economics.
  23. Òscar Jordà & Sharon Kozicki, 2007. "Estimation and Inference by the Method of Projection Minimum Distance," Working Papers 07-56, Bank of Canada.
  24. Oscar Jorda, 2007. "Joint Inference and Counterfactual experimentation for Impulse Response Functions by Local Projections," Working Papers 624, University of California, Davis, Department of Economics.
  25. Oscar Jorda & Sharon Kozicki, 2006. "Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models," Working Papers 623, University of California, Davis, Department of Economics.
  26. Oscar Jorda, 2004. "Model-Free Impulse Responses," Macroeconomics 0403016, EconWPA.
  27. Oscar Jorda & Massimiliano Marcellino, 2003. "Time-Scale Transformations of Discrete-Time Processes," Working Papers 32, University of California, Davis, Department of Economics.
  28. Oscar Jorda & Holly Liu & Jeffrey Williams, 2003. "Non-Institutional Market Making Behavior: The Dalian Futures Exchange," Working Papers 24, University of California, Davis, Department of Economics.
  29. Liu, Holly & Williams, Jeffrey C. & 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.
  30. Paul Bergin & Oscar Jorda, 2001. "Measuring Monetary Policy Interdependence," Working Papers 69, University of California, Davis, Department of Economics.
  31. 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.).
  32. Oscar Jorda, 1998. "Decision Rules for Selecting between Exponential and Logistic STAR," Working Papers 611, University of California, Davis, Department of Economics.
  33. Alvaro Escribano & Oscar Jorda, . "Improved Testing And Specification Of Smooth Transition Regression Models," Department of Economics 97-26, California Davis - Department of Economics.
  34. Selva Demiralp & Oscar Jorda, . "The Announcement Effect: Evidence from Open Market Desk Data," Department of Economics 01-04, California Davis - Department of Economics.
  35. Oscar Jorda & Kevin Salyer, . "The Response of Term Rates to Monetary Policy Uncertainty," Department of Economics 01-06, California Davis - Department of Economics.
  36. 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.
  37. James D. Hamilton & Oscar Jorda, . "A model for the federal funds rate target," Department of Economics 99-07, California Davis - Department of Economics.
  38. Paul R. Bergin & Oscar Jorda, . "Monetary Policy Coordination: A New Empirical Approach," Department of Economics 01-02, California Davis - Department of Economics.
  39. Oscar Jorda, . "Random-Time Aggregation In Partial Ajustment Models," Department of Economics 97-32, California Davis - Department of Economics.
  40. Kevin D. Hoover & Oscar Jorda, . "Measuring Systematic Monetary Policy," Department of Economics 00-05, California Davis - Department of Economics.

Articles

  1. Jordà, Òscar, 2014. "Assessing the historical role of credit: Business cycles, financial crises and the legacy of Charles S. Peirce," International Journal of Forecasting, Elsevier, vol. 30(3), pages 729-740.
  2. Mary C. Daly & John G. Fernald & Òscar Jordà & Fernanda Nechio, 2014. "Labour Markets in the Global Financial Crisis: The Good, the Bad and the Ugly," National Institute Economic Review, National Institute of Economic and Social Research, vol. 228(1), pages R58-R64, May.
  3. Daly, Mary C. & Fernald, John G. & Jorda, Oscar & Nechio, Fernanda, 2014. "Interpreting deviations from Okun’s Law," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  4. Jorda, Oscar & Schularick, Moritz & Taylor, Alan M., 2014. "Private credit and public debt in financial crises," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  5. Fushing, Hsieh & Jordà, Òscar & Beisner, Brianne & McCowan, Brenda, 2014. "Computing systemic risk using multiple behavioral and keystone networks: The emergence of a crisis in primate societies and banks," International Journal of Forecasting, Elsevier, vol. 30(3), pages 797-806.
  6. Travis Berge & Òscar Jordà, 2013. "A chronology of turning points in economic activity: Spain, 1850–2011," SERIEs, Spanish Economic Association, vol. 4(1), pages 1-34, March.
  7. Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2013. "Empirical simultaneous prediction regions for path-forecasts," International Journal of Forecasting, Elsevier, vol. 29(3), pages 456-468.
  8. Early Elias & Òscar Jordà, 2013. "Crises before and after the creation of the Fed," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue may6.
  9. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2013. "When Credit Bites Back," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 3-28, December.
  10. Daly, Mary C. & Fernald, John G. & Jorda, Oscar & Nechio, Fernanda, 2013. "Labor markets in the global financial crisis," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
  11. Òscar Jordà, 2012. "Credit: a starring role in the downturn," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr16.
  12. Mary Daly & Early Elias & Bart Hobijn & Òscar Jordà, 2012. "Will the jobless rate drop take a break?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue dec17.
  13. Jordà, Òscar & Taylor, Alan M., 2012. "The carry trade and fundamentals: Nothing to fear but FEER itself," Journal of International Economics, Elsevier, vol. 88(1), pages 74-90.
  14. Yanping Chong & Òscar Jordà & Alan M. Taylor, 2012. "The Harrod–Balassa–Samuelson Hypothesis: Real Exchange Rates And Their Long‐Run Equilibrium," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(2), pages 609-634, 05.
  15. Travis J. Berge & Òscar Jordà, 2011. "Evaluating the Classification of Economic Activity into Recessions and Expansions," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(2), pages 246-77, April.
  16. Travis J. Berge & Early Elias & Òscar Jordà, 2011. "Future recession risks: an update," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov.14.
  17. Òscar Jordà & Sharon Kozicki, 2011. "Estimation And Inference By The Method Of Projection Minimum Distance: An Application To The New Keynesian Hybrid Phillips Curve," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(2), pages 461-487, 05.
  18. Òscar Jordà, 2011. "Variable capital rules in a risky world," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug29.
  19. Òscar Jordà, 2010. "Diagnosing recessions," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue feb16.
  20. Oscar Jorda, 2010. "Book Review: New Introduction to Multiple Time Series Analysis," Econometric Reviews, Taylor & Francis Journals, vol. 29(2), pages 243-246.
  21. Travis J. Berge & Òscar Jordà, 2010. "Future recession risks," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug9.
  22. �scar Jordà, 2009. "Simultaneous Confidence Regions for Impulse Responses," The Review of Economics and Statistics, MIT Press, vol. 91(3), pages 629-647, August.
  23. Galina Hale & Òscar Jordà, 2007. "Do monetary aggregates help forecast inflation?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr13.
  24. 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.
  25. Òscar Jordà, 2005. "Can monetary policy influence long-term interest rates?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue may20.
  26. Bergin, Paul R. & Jorda, Oscar, 2004. "Measuring monetary policy interdependence," Journal of International Money and Finance, Elsevier, vol. 23(5), pages 761-783, September.
  27. Oscar Jordà & Massimiliano Marcellino, 2004. "Time-scale transformations of discrete time processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(6), pages 873-894, November.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. Kevin D. Hoover & Òscar Jordà, 2001. "Measuring systematic monetary policy," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 113-144.
  34. 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.

Chapters

  1. Travis Berge & Òscar Jordà & Alan M. Taylor, 2010. "Currency Carry Trades," NBER Chapters, in: NBER International Seminar on Macroeconomics 2010, pages 357-387 National Bureau of Economic Research, Inc.

NEP Fields

37 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (7) 2010-12-11 2011-12-13 2011-12-19 2012-10-20 2013-08-23 2013-10-11 2014-01-10. Author is listed
  2. NEP-BEC: Business Economics (1) 2011-12-13
  3. NEP-CBA: Central Banking (17) 2008-12-14 2009-02-28 2009-11-21 2009-12-05 2010-04-11 2010-05-22 2010-06-11 2010-10-30 2010-12-11 2011-12-13 2011-12-13 2011-12-19 2012-10-20 2013-09-24 2013-10-11 2014-01-10 2014-06-02. Author is listed
  4. NEP-CMP: Computational Economics (1) 2004-03-28
  5. NEP-ECM: Econometrics (11) 2000-06-05 2001-04-02 2004-03-28 2008-01-05 2008-12-14 2009-02-28 2010-05-22 2010-06-11 2012-06-13 2013-09-24 2013-09-24. Author is listed
  6. NEP-ETS: Econometric Time Series (3) 2000-06-05 2004-03-28 2010-06-11
  7. NEP-FDG: Financial Development & Growth (1) 2010-12-11
  8. NEP-FMK: Financial Markets (3) 2000-06-05 2001-04-02 2010-10-30
  9. NEP-FOR: Forecasting (9) 2008-12-14 2009-02-28 2010-05-22 2010-06-11 2010-10-30 2011-12-19 2012-02-01 2012-06-13 2013-08-31. Author is listed
  10. NEP-HIS: Business, Economic & Financial History (5) 2011-12-19 2012-02-01 2013-08-31 2013-10-11 2014-01-10. Author is listed
  11. NEP-HPE: History & Philosophy of Economics (1) 2013-08-31
  12. NEP-IFN: International Finance (4) 2000-06-05 2001-04-02 2010-10-30 2010-12-11
  13. NEP-LAB: Labour Economics (1) 2014-05-17
  14. NEP-MAC: Macroeconomics (10) .html">"> 2004-03-28 2011-12-19 2011-12-19 2012-02-01 2012-06-13 2012-10-20 2013-10-11 2014-06-02 2014-06-02. Author is listed
  15. NEP-MON: Monetary Economics (5) 2001-04-02 2001-04-02 2001-07-30 2010-10-30 2013-09-24. Author is listed
  16. NEP-OPM: Open Economy Macroeconomics (9) 2010-04-11 2010-12-11 2011-12-13 2011-12-19 2012-10-20 2013-08-23 2013-10-11 2014-01-10 2014-06-02. Author is listed
  17. NEP-PUB: Public Finance (1) 2014-06-02

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Works
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  7. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  8. Number of Abstract Views in RePEc Services over the past 12 months
  9. Number of Downloads through RePEc Services over the past 12 months
  10. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  11. Closeness measure in co-authorship network
  12. Betweenness measure in co-authorship network
  13. Strength of students

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