Òscar Jordà

Federal Reserve Banks - Federal Reserve Bank of San Francisco

SCHOLARLY PAPERS

22

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2,074

SSRN CITATIONS
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Top 3,062

in Total Papers Citations

394

CROSSREF CITATIONS

49

Scholarly Papers (22)

1.
Downloads 1,233 ( 20,345)
Citation 58

The Rate of Return on Everything, 1870–2015

NBER Working Paper No. w24112
Number of pages: 174 Posted: 19 Dec 2017 Last Revised: 21 May 2021
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Free University of Berlin (FUB) - Division of Economics, Universitat Pompeu Fabra, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 707 (44,102)

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The Rate of Return on Everything, 1870-2015

CESifo Working Paper Series No. 6899
Number of pages: 124 Posted: 19 Apr 2018
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Free University of Berlin (FUB) - Division of Economics, Universitat Pompeu Fabra, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 508 (67,555)
Citation 1

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return on capital, interest rates, yields, dividends, rents, capital gains, risk premiums, household wealth, housing markets

The Rate of Return on Everything, 1870-2015

CEPR Discussion Paper No. DP12509
Number of pages: 177 Posted: 19 Dec 2017 Last Revised: 20 May 2019
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Free University of Berlin (FUB) - Division of Economics, Universitat Pompeu Fabra, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 18 (664,610)
Citation 38
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capital gains, dividends, household wealth, housing markets, interest rates, rents, return on capital, risk premiums, yields

2.

The Great Mortgaging: Housing Finance, Crises, and Business Cycles

NBER Working Paper No. w20501
Number of pages: 48 Posted: 22 Sep 2014 Last Revised: 09 Jul 2021
Òscar Jordà, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 103 (315,898)
Citation 2

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3.

The Great Mortgaging: Housing Finance, Crises, and Business Cycles

CESifo Working Paper Series No. 4993
Number of pages: 48 Posted: 09 Oct 2014
Òscar Jordà, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 84 (359,431)
Citation 1

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leverage, recessions, mortgage lending, financial crises, business cycles, local projections

4.
Downloads 67 (408,089)
Citation 17

Betting the House

HKIMR Working Paper No.31/2014
Number of pages: 48 Posted: 02 Jan 2015
Òscar Jordà, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 37 (538,546)
Citation 1

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Financial Crises, Monetary Policy, Leverage, Credit, House Prices, Local Projections, Instrumental Variables

Betting the House

NBER Working Paper No. w20771
Number of pages: 43 Posted: 22 Dec 2014 Last Revised: 04 Apr 2021
Òscar Jordà, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 30 (578,613)
Citation 1

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Zombies at Large? Corporate Debt Overhang and the Macroeconomy

FRB of New York Staff Report No. 951
Number of pages: 46 Posted: 08 Dec 2020
Federal Reserve Banks - Federal Reserve Bank of San Francisco, World Bank, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 61 (434,056)

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corporate debt, business cycles, local projections

Zombies at Large? Corporate Debt Overhang and the Macroeconomy

CEPR Discussion Paper No. DP15518
Number of pages: 49 Posted: 23 Dec 2020
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
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Citation 2
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6.

The Total Risk Premium Puzzle

NBER Working Paper No. w25653
Number of pages: 56 Posted: 19 Mar 2019 Last Revised: 04 Feb 2021
Òscar Jordà, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 58 (438,736)

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7.

Bank Capital Redux: Solvency, Liquidity, and Crisis

NBER Working Paper No. w23287
Number of pages: 75 Posted: 27 Mar 2017 Last Revised: 12 Feb 2021
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Universitat Pompeu Fabra, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 56 (446,108)
Citation 1

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8.

When Credit Bites Back: Leverage, Business Cycles, and Crises

NBER Working Paper No. w17621
Number of pages: 42 Posted: 24 Nov 2011 Last Revised: 24 Feb 2021
Òscar Jordà, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 54 (453,394)
Citation 26

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9.
Downloads 45 (489,724)
Citation 28

Longer-Run Economic Consequences of Pandemics

NBER Working Paper No. w26934
Number of pages: 22 Posted: 06 Apr 2020 Last Revised: 27 Jun 2021
Òscar Jordà, Sanjay R. Singh and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of California, Davis and University of California, Davis - Department of Economics
Downloads 45 (499,091)
Citation 3

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Longer-Run Economic Consequences of Pandemics

CEPR Discussion Paper No. DP14543
Number of pages: 24 Posted: 08 May 2020 Last Revised: 16 Aug 2020
Òscar Jordà, Sanjay R. Singh and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of California, Davis and University of California, Davis - Department of Economics
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Citation 24
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depressions, local projections, Natural rate, Pandemics, Real interest rate, wars

10.
Downloads 45 (489,724)
Citation 2

The Long-Run Effects of Monetary Policy

Number of pages: 73 Posted: 02 Mar 2020
Òscar Jordà, Sanjay R. Singh and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of California, Davis and University of California, Davis - Department of Economics
Downloads 34 (555,110)
Citation 2

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monetary policy, money neutrality, hysteresis, trilemma, instrumental vari- ables, local projections

The Long-Run Effects of Monetary Policy

NBER Working Paper No. w26666
Number of pages: 72 Posted: 22 Jan 2020 Last Revised: 13 May 2021
Òscar Jordà, Sanjay R. Singh and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of California, Davis and University of California, Davis - Department of Economics
Downloads 10 (729,830)
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The Long-Run Effects of Monetary Policy

CEPR Discussion Paper No. DP14338
Number of pages: 74 Posted: 29 Jan 2020 Last Revised: 21 Sep 2020
Òscar Jordà, Sanjay R. Singh and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of California, Davis and University of California, Davis - Department of Economics
Downloads 1 (813,698)
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hysteresis, instrumental vari- ables, local projections, monetary policy, money neutrality, trilemma

11.

Leveraged Bubbles

NBER Working Paper No. w21486
Number of pages: 36 Posted: 25 Aug 2015 Last Revised: 18 Mar 2021
Òscar Jordà, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 45 (489,724)
Citation 3

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12.

Macrofinancial History and the New Business Cycle Facts

NBER Working Paper No. w22743
Number of pages: 57 Posted: 17 Oct 2016
Òscar Jordà, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 36 (531,661)
Citation 4

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13.

The Time for Austerity: Estimating the Average Treatment Effect of Fiscal Policy

NBER Working Paper No. w19414
Number of pages: 45 Posted: 06 Sep 2013 Last Revised: 19 Jul 2021
Òscar Jordà and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco and University of California, Davis - Department of Economics
Downloads 34 (542,038)
Citation 1

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14.
Downloads 29 (569,550)
Citation 15

Global Financial Cycles and Risk Premiums

NBER Working Paper No. w24677
Number of pages: 58 Posted: 13 Jun 2018 Last Revised: 06 Jun 2021
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics, University of California, Davis - Department of Economics and Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Economics
Downloads 28 (591,533)

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Global Financial Cycles and Risk Premiums

CEPR Discussion Paper No. DP12969
Number of pages: 60 Posted: 05 Jun 2018
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics, University of California, Davis - Department of Economics and Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Economics
Downloads 1 (813,698)
Citation 10
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asset prices, equity return premium, financial centers, financial cycles, policy spillovers

15.

Sovereigns Versus Banks: Credit, Crises, and Consequences

NBER Working Paper No. w19506
Number of pages: 43 Posted: 05 Oct 2013 Last Revised: 19 Apr 2021
Òscar Jordà, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 28 (575,583)
Citation 3

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Disasters Everywhere: The Costs of Business Cycles Reconsidered

FRB of New York Staff Report No. 925
Number of pages: 31 Posted: 18 May 2020
Òscar Jordà, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 21 (641,503)

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fluctuations, asymmetry, local projections, random coefficients, macroprudential policy

Disasters Everywhere: The Costs of Business Cycles Reconsidered

NBER Working Paper No. w26962
Number of pages: 36 Posted: 13 Apr 2020 Last Revised: 04 Mar 2021
Òscar Jordà, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 6 (763,662)
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Disasters Everywhere: The Costs of Business Cycles Reconsidered

CEPR Discussion Paper No. DP14559
Number of pages: 39 Posted: 08 May 2020 Last Revised: 16 Aug 2020
Òscar Jordà, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
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Citation 2
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Asymmetry, Fluctuations, local projections, macroprudential policy, Random coefficients

Empirical Simultaneous Confidence Regions for Path-Forecasts

Number of pages: 60 Posted: 17 Oct 2015
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Deutsche Bundesbank - Research Centre and Bocconi University - Department of Economics
Downloads 16 (680,218)
Citation 4

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path forecast, forecast uncertainty, simultaneous confidence region, Scheffé’s S-method, Mahalanobis distance, false discovery rate

Empirical Simultaneous Confidence Regions for Path-Forecasts

Bundesbank Series 1 Discussion Paper No. 2010,06
Number of pages: 60 Posted: 08 Jun 2016
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Deutsche Bundesbank - Research Centre and Bocconi University - Department of Economics
Downloads 9 (738,325)

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Path forecast, forecast uncertainty, simultaneous confidence region, Scheffé's S-method, Mahalanobis distance, false discovery rate

18.

Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited

NBER Working Paper No. w19355
Number of pages: 47 Posted: 29 Aug 2013 Last Revised: 22 May 2021
Massachusetts Institute of Technology (MIT) - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of San Francisco and Boston University - Department of Economics
Downloads 22 (614,608)
Citation 23

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19.

The Effects of Quasi-Random Monetary Experiments

NBER Working Paper No. w23074
Number of pages: 44 Posted: 23 Jan 2017 Last Revised: 19 Jul 2021
Òscar Jordà, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 11 (694,302)

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20.
Downloads 6 (733,186)
Citation 2

Riders on the Storm

NBER Working Paper No. w26262
Number of pages: 48 Posted: 18 Sep 2019
Òscar Jordà and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco and University of California, Davis - Department of Economics
Downloads 6 (763,662)
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Riders on the Storm

CEPR Discussion Paper No. DP13978
Number of pages: 50 Posted: 07 Oct 2019
Òscar Jordà and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco and University of California, Davis - Department of Economics
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Citation 2
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Kalman filter, monetary policy stance, neutral rate of interest, state-space model

21.
Downloads 4 (748,681)
Citation 1

Decomposing the Fiscal Multiplier

NBER Working Paper No. w26939
Number of pages: 50 Posted: 06 Apr 2020 Last Revised: 08 Feb 2021
James Cloyne, Òscar Jordà and Alan M. Taylor
University of California, Davis, Federal Reserve Banks - Federal Reserve Bank of San Francisco and University of California, Davis - Department of Economics
Downloads 4 (780,603)
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Decomposing the Fiscal Multiplier

CEPR Discussion Paper No. DP14544
Number of pages: 44 Posted: 08 May 2020
James Cloyne, Òscar Jordà and Alan M. Taylor
University of California, Davis, Federal Reserve Banks - Federal Reserve Bank of San Francisco and University of California, Davis - Department of Economics
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Citation 1
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balance, Blinder-Oaxaca decomposition, Fiscal policy, identification, interest rates, local projections, State-Dependence

22.

The Harrod–Balassa–Samuelson Hypothesis: Real Exchange Rates and Their Long‐Run Equilibrium

International Economic Review, Vol. 53, Issue 2, pp. 609-634, 2012
Number of pages: 25 Posted: 23 May 2012
Yanping Chong, Òscar Jordà and Alan M. Taylor
Winona State University - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of San Francisco and University of California, Davis - Department of Economics
Downloads 1 (777,810)
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