Òscar Jordà

Federal Reserve Banks - Federal Reserve Bank of San Francisco

SCHOLARLY PAPERS

20

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1,604

SSRN CITATIONS
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Top 9,469

in Total Papers Citations

59

CROSSREF CITATIONS

49

Scholarly Papers (20)

1.
Downloads 1,019 ( 21,978)
Citation 14

The Rate of Return on Everything, 1870–2015

NBER Working Paper No. w24112
Number of pages: 174 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, Universitat Pompeu Fabra, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 653 (40,369)

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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 348 (88,516)

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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 (574,370)
Citation 9
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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 93 (288,810)
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 72 (336,717)
Citation 1

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

4.
Downloads 56 (383,135)
Citation 1

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 29 (503,896)
Citation 1

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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 27 (515,601)
Citation 1

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

5.

The Total Risk Premium Puzzle

NBER Working Paper No. w25653
Number of pages: 56 Posted: 19 Mar 2019
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 (389,733)
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6.

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 52 (396,286)
Citation 6

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7.

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, Universitat Pompeu Fabra, University of Bonn - Department of Economics and University of California, Davis - Department of Economics
Downloads 49 (406,639)

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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 42 (432,824)

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9.

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 30 (485,552)
Citation 1

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10.

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 27 (501,131)

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11.

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 24 (518,163)
Citation 2

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12.
Downloads 21 (535,920)
Citation 8

Global Financial Cycles and Risk Premiums

NBER Working Paper No. w24677
Number of pages: 58 Posted: 13 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 20 (560,697)

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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 (708,902)
Citation 4
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asset prices, equity return premium, financial centers, financial cycles, policy spillovers

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
Downloads 12 (616,407)
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 European University Institute
Downloads 8 (645,428)

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

14.

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
Downloads 18 (554,390)
Citation 6

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The Long-Run Effects of Monetary Policy

NBER Working Paper No. w26666
Number of pages: 74 Posted: 22 Jan 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 10 (630,811)
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The Long-Run Effects of Monetary Policy

CEPR Discussion Paper No. DP14338
Number of pages: 76 Posted: 29 Jan 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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hysteresis, instrumental vari- ables, local projections, monetary policy, money neutrality, trilemma

16.

The Effects of Quasi-Random Monetary Experiments

NBER Working Paper No. w23074
Number of pages: 44 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
Downloads 9 (612,111)

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17.
Downloads 6 (632,305)
Citation 1

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 (660,087)
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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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Kalman filter, monetary policy stance, neutral rate of interest, state-space model

18.

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
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19.

The Long-Run Effects of Monetary Policy

Number of pages: 73
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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monetary policy, money neutrality, hysteresis, trilemma, instrumental vari- ables, local projections

20.

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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