Òscar Jordà

Federal Reserve Banks - Federal Reserve Bank of San Francisco

SCHOLARLY PAPERS

15

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CITATIONS
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8

Scholarly Papers (15)

The Rate of Return on Everything, 1870–2015

NBER Working Paper No. w24112
Number of pages: 123 Posted: 19 Dec 2017 Last Revised: 09 Jan 2018
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Free University of Berlin (FUB) - Division of Economics, University of Bonn, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
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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, University of Bonn, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 193 (141,893)

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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: 126 Posted: 19 Dec 2017
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Free University of Berlin (FUB) - Division of Economics, University of Bonn, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
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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: 18 May 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 71 (276,664)

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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 45 (321,144)

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

4.
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Betting the House

NBER Working Paper No. w20771
Number of pages: 43 Posted: 22 Dec 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 21 (485,637)

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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 17 (509,584)

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

5.

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

NBER Working Paper No. w17621
Number of pages: 42 Posted: 24 Nov 2011 Last Revised: 30 Nov 2011
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 38 (368,488)
Citation 7

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6.

Sovereigns Versus Banks: Credit, Crises, and Consequences

NBER Working Paper No. w19506
Number of pages: 43 Posted: 05 Oct 2013
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 23 (449,023)

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7.

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
Òscar Jordà and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco and University of California, Davis - Department of Economics
Downloads 21 (449,023)

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8.

Leveraged Bubbles

NBER Working Paper No. w21486
Number of pages: 36 Posted: 25 Aug 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 17 (400,832)

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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 European University Institute
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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 European University Institute
Downloads 5 (579,514)

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

10.

Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited

NBER Working Paper No. w19355
Number of pages: 47 Posted: 29 Aug 2013
Massachusetts Institute of Technology (MIT) - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of San Francisco and Boston University - Department of Economics
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11.

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 (582,602)
Citation 1
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12.

Bank Capital Redux: Solvency, Liquidity, and Crisis

NBER Working Paper No. w23287
Number of pages: 55 Posted: 27 Mar 2017
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
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13.

The Effects of Quasi-Random Monetary Experiments

NBER Working Paper No. w23074
Number of pages: 46 Posted: 23 Jan 2017
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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14.

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
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15.

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

The Economic Journal, Vol. 126, Issue 590, pp. 219-255, 2016
Number of pages: 37 Posted: 11 Feb 2016
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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