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Jorda, Oscar's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,579 |
Total
Citations
158 |
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1.
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A Model for the Federal Funds Rate Target
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Hamilton, James D.
University of California at San Diego Jorda, Oscar
University of California, Davis - Department of Economics
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Posted:
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09 Nov 99
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Last Revised:
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23 Sep 02
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601
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44
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Hamilton, James D.
University of California at San Diego Jorda, Oscar
University of California, Davis - Department of Economics
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44
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44
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Hamilton, James D.
University of California at San Diego Jorda, Oscar
University of California, Davis - Department of Economics
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557
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44
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2.
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The Announcement Effect: Evidence from Open Market Desk Data
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Demiralp, Selva
Koc University - Department of Economics Jorda, Oscar
University of California, Davis - Department of Economics
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Posted:
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25 Jul 01
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Last Revised:
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20 Sep 05
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204
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18
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Demiralp, Selva
Koc University - Department of Economics Jorda, Oscar
University of California, Davis - Department of Economics
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69
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18
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open market operations, monetary policy
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Demiralp, Selva
Koc University - Department of Economics Jorda, Oscar
University of California, Davis - Department of Economics
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135
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18
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Open market operations, announcement effect, term structure
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3.
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Hoover, Kevin D.
Duke University - Departments of Economics and Philosophy Jorda, Oscar
University of California, Davis - Department of Economics
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204
(73,327)
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9
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systematic monetary policy, VAR, structural break
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4.
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Demiralp, Selva
Koc University - Department of Economics Jorda, Oscar
University of California, Davis - Department of Economics
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190
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2
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5.
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Jorda, Oscar
University of California, Davis - Department of Economics Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics
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166
(89,301)
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6.
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The Carry Trade and Fundamentals: Nothing to Fear But Feer Itself
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Jorda, Oscar
University of California, Davis - Department of Economics Taylor, Alan M.
University of Virginia (UVA) - Department of Economics
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Posted:
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17 Nov 09
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Last Revised:
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11 Jan 10
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158
(93,426)
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10
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Jorda, Oscar
University of California, Davis - Department of Economics Taylor, Alan M.
University of Virginia (UVA) - Department of Economics
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12
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10
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efficient markets hypothesis, foreign exchange market
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Jorda, Oscar
University of California, Davis - Department of Economics Taylor, Alan M.
University of Virginia (UVA) - Department of Economics
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146
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10
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7.
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Jorda, Oscar
University of California, Davis - Department of Economics
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158
(93,426)
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impulse response function, local projection, vector autoregression, nonlinear
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8.
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Bergin, Paul R.
University of California, Davis - Department of Economics Jorda, Oscar
University of California, Davis - Department of Economics
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116
(121,238)
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monetary policy, international coordination, interest rate targets
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9.
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Jorda, Oscar
University of California, Davis - Department of Economics Demiralp, Selva
Koc University - Department of Economics
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107
(128,881)
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25
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liquidity effect, announcement effect, term structure, marked point process
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10.
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Jorda, Oscar
University of California, Davis - Department of Economics Salyer, Kevin D.
University of California, Davis - Department of Economics
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97
(138,029)
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6
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Limited participation, term structure, time-varying uncertainty
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11.
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Jorda, Oscar
University of California, Davis - Department of Economics
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95
(139,952)
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1
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impulse response, local projections, vector autoregressions
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12.
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Jorda, Oscar
University of California, Davis - Department of Economics
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72
(166,541)
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impulse response, local projections, time-profile bands, counterfactual
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13.
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Time Scale Transformations of Discrete Time Processes
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Jorda, Oscar
University of California, Davis - Department of Economics Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics
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Posted:
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26 Feb 03
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Last Revised:
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09 Nov 04
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70
(169,323)
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4
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Jorda, Oscar
University of California, Davis - Department of Economics Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics
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13
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4
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Jorda, Oscar
University of California, Davis - Department of Economics Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics
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57
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4
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time aggregation, time-scale transformation, irregularly spaced data, autoregressive conditional intensity model
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14.
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Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons
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Jorda, Oscar
University of California, Davis - Department of Economics Schularick, Moritz
Free University of Berlin (FUB) Taylor, Alan M.
University of Virginia (UVA) - Department of Economics
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Posted:
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06 Dec 10
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Last Revised:
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04 Jul 11
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53
(195,198)
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5
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Jorda, Oscar
University of California, Davis - Department of Economics Schularick, Moritz
Free University of Berlin (FUB) Taylor, Alan M.
University of Virginia (UVA) - Department of Economics
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2
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5
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Jorda, Oscar
University of California, Davis - Department of Economics Schularick, Moritz
Free University of Berlin (FUB) Taylor, Alan M.
University of Virginia (UVA) - Department of Economics
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51
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5
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15.
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Berge, Travis J.
Federal Reserve Bank of Kansas City Jorda, Oscar
University of California, Davis - Department of Economics
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05 Nov 09
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Last Revised:
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04 Mar 13
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50
(200,418)
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6
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16.
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Jorda, Oscar
University of California, Davis - Department of Economics Kozicki, Sharon
Bank of Canada
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50
(200,418)
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7
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impulse response, local projection, minimum chi-square, minimum distance
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17.
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Path Forecast Evaluation
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Jorda, Oscar
University of California, Davis - Department of Economics Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics
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Posted:
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18 Jul 08
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Last Revised:
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27 Jan 09
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46
(207,825)
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4
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Jorda, Oscar
University of California, Davis - Department of Economics Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics
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2
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4
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error bands, path forecast, simultaneous confidence region
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Jorda, Oscar
University of California, Davis - Department of Economics Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics
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18 Jul 08
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Last Revised:
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21 Jul 08
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44
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4
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path forecast, simultaneous confidence region, error bands
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18.
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Berge, Travis J.
Federal Reserve Bank of Kansas City Jorda, Oscar
University of California, Davis - Department of Economics Taylor, Alan M.
University of Virginia (UVA) - Department of Economics
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40
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1
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19.
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Jorda, Oscar
University of California, Davis - Department of Economics Kozicki, Sharon
Bank of Canada
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38
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2
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GMM, impulse response, local projection, minimum distance
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20.
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The Harrod-Balassa-Samuelson Hypothesis: Real Exchange Rates and Their Long-Run Equilibrium
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Chong, Yanping
Winona State University - Department of Economics Jorda, Oscar
University of California, Davis - Department of Economics Taylor, Alan M.
University of Virginia (UVA) - Department of Economics
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Posted:
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05 Apr 10
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Last Revised:
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19 Jul 10
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29
(245,998)
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1
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Chong, Yanping
Winona State University - Department of Economics Jorda, Oscar
University of California, Davis - Department of Economics Taylor, Alan M.
University of Virginia (UVA) - Department of Economics
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3
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1
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cointegration, Harrod-Balassa-Samuelson hypothesis, local projections, panel data
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Chong, Yanping
Winona State University - Department of Economics Jorda, Oscar
University of California, Davis - Department of Economics Taylor, Alan M.
University of Virginia (UVA) - Department of Economics
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26
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21.
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Fushing, Hsieh
University of California, Davis - Department of Statistics Chen, Shu-Chun
Academia Sinica - Institute of Mathematics Berge, Travis J.
Federal Reserve Bank of Kansas City Jorda, Oscar
University of California, Davis - Department of Economics
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20
(275,149)
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decoding, hierarchical factor segmentation, network analysis, business cycles
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22.
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Jorda, Oscar
University of California, Davis - Department of Economics Taylor, Alan M.
University of Virginia (UVA) - Department of Economics
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10
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3
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23.
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Jorda, Oscar
University of California, Davis - Department of Economics Schularick, Moritz
Free University of Berlin (FUB) Taylor, Alan M.
University of Virginia (UVA) - Department of Economics
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3
(331,046)
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9
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business cycles, financial crises, leverage, local projections
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24.
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Jorda, Oscar
University of California, Davis - Department of Economics Knüppel, Malte
Deutsche Bundesbank - Research Department Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics
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2
(335,836)
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1
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forecast uncertainty, path forecast, Scheffe;'s S-method, simultaneous confidence region
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25.
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Hamilton, James D.
University of California at San Diego Jorda, Oscar
University of California, Davis - Department of Economics
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26.
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Jorda, Oscar
University of California, Davis - Department of Economics
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27.
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Escribano, Álvaro
Universidad Carlos III de Madrid - Department of Economics Jorda, Oscar
University of California, Davis - Department of Economics
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