Òscar Jordà

Federal Reserve Banks - Federal Reserve Bank of San Francisco

SCHOLARLY PAPERS

22

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1,262

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52

Scholarly Papers (22)

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1.

The Rate of Return on Everything, 1870–2015

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Citation 142

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 2023
Òscar Jordà, Katharina Knoll, Dmitry Kuvshinov, Moritz Schularick and Alan M. Taylor
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 Columbia University
Downloads 851 (54,918)

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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
Òscar Jordà, Katharina Knoll, Dmitry Kuvshinov, Moritz Schularick and Alan M. Taylor
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 Columbia University
Downloads 751 (64,946)
Citation 11

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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
Òscar Jordà, Katharina Knoll, Dmitry Kuvshinov, Moritz Schularick and Alan M. Taylor
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 Columbia University
Downloads 18 (1,038,017)
Citation 38
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capital gains, dividends, household wealth, housing markets, interest rates, rents, return on capital, risk premiums, yields

2.

The Long-Run Effects of Monetary Policy

Downloads 162 (350,289)
Citation 11

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, Federal Reserve Banks - Federal Reserve Bank of San Francisco and Columbia University
Downloads 124 (434,894)
Citation 10

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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: 92 Posted: 22 Jan 2020 Last Revised: 13 May 2023
Òscar Jordà, Sanjay R. Singh and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Federal Reserve Banks - Federal Reserve Bank of San Francisco and Columbia University
Downloads 37 (850,396)

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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, Federal Reserve Banks - Federal Reserve Bank of San Francisco and Columbia University
Downloads 1 (1,239,286)
Citation 1
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hysteresis, instrumental vari- ables, local projections, monetary policy, money neutrality, trilemma

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 Columbia University
Downloads 148 (377,541)
Citation 28

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

4.

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 2023
Òscar Jordà, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and Columbia University
Downloads 148 (377,541)
Citation 44

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5.

Betting the House

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Citation 47

Betting the House

NBER Working Paper No. w20771
Number of pages: 43 Posted: 22 Dec 2014 Last Revised: 03 Apr 2023
Òscar Jordà, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and Columbia University
Downloads 64 (669,352)
Citation 1

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6.

Zombies at Large? Corporate Debt Overhang and the Macroeconomy

Downloads 115 (458,679)
Citation 31

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
Òscar Jordà, Martin Gunter Michail Kornejew, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, World Bank, University of Bonn - Department of Economics and Columbia University
Downloads 115 (461,015)

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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
Òscar Jordà, Martin Kornejew, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn, University of Bonn - Department of Economics and Columbia University
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Citation 33
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7.

Leveraged Bubbles

NBER Working Paper No. w21486
Number of pages: 36 Posted: 25 Aug 2015 Last Revised: 18 Mar 2023
Òscar Jordà, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and Columbia University
Downloads 112 (467,803)
Citation 3

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8.

Bank Capital Redux: Solvency, Liquidity, and Crisis

NBER Working Paper No. w23287
Number of pages: 75 Posted: 27 Mar 2017 Last Revised: 17 Feb 2023
Òscar Jordà, Björn Richter, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Universitat Pompeu Fabra, University of Bonn - Department of Economics and Columbia University
Downloads 109 (477,092)
Citation 1

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9.

The Total Risk Premium Puzzle

NBER Working Paper No. w25653
Number of pages: 56 Posted: 19 Mar 2019 Last Revised: 04 Feb 2023
Òscar Jordà, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and Columbia University
Downloads 105 (490,128)

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10.

Longer-Run Economic Consequences of Pandemics

Downloads 81 (578,705)
Citation 64

Longer-Run Economic Consequences of Pandemics

NBER Working Paper No. w26934
Number of pages: 22 Posted: 06 Apr 2020 Last Revised: 04 Feb 2023
Òscar Jordà, Sanjay R. Singh and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Federal Reserve Banks - Federal Reserve Bank of San Francisco and Columbia University
Downloads 81 (586,036)
Citation 2

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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, Federal Reserve Banks - Federal Reserve Bank of San Francisco and Columbia University
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Citation 62
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depressions, local projections, Natural rate, Pandemics, Real interest rate, wars

11.

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 2023
Òscar Jordà, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and Columbia University
Downloads 81 (578,705)
Citation 26

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12.

Global Financial Cycles and Risk Premiums

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Citation 39

Global Financial Cycles and Risk Premiums

NBER Working Paper No. w24677
Number of pages: 58 Posted: 13 Jun 2018 Last Revised: 05 Jun 2023
Òscar Jordà, Moritz Schularick, Alan M. Taylor and Felix Ward
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics, Columbia University and Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Economics
Downloads 76 (608,462)
Citation 28

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Global Financial Cycles and Risk Premiums

CEPR Discussion Paper No. DP12969
Number of pages: 60 Posted: 05 Jun 2018
Òscar Jordà, Moritz Schularick, Alan M. Taylor and Felix Ward
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics, Columbia University and Max Planck Society for the Advancement of the Sciences - Max Planck Institute for Economics
Downloads 1 (1,239,286)
Citation 10
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asset prices, equity return premium, financial centers, financial cycles, policy spillovers

13.

Disasters Everywhere: The Costs of Business Cycles Reconsidered

Downloads 75 (604,405)
Citation 6

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 Columbia University
Downloads 51 (746,995)

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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 2023
Òscar Jordà, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and Columbia University
Downloads 24 (971,891)

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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 Columbia University
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Citation 8
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Asymmetry, Fluctuations, local projections, macroprudential policy, Random coefficients

14.

Macrofinancial History and the New Business Cycle Facts

NBER Working Paper No. w22743
Number of pages: 57 Posted: 17 Oct 2016 Last Revised: 22 Feb 2023
Òscar Jordà, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and Columbia University
Downloads 70 (627,664)
Citation 68

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15.

Empirical Simultaneous Confidence Regions for Path-Forecasts

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Citation 3

Empirical Simultaneous Confidence Regions for Path-Forecasts

Number of pages: 60 Posted: 17 Oct 2015
Òscar Jordà, Malte Knüppel and Massimiliano Giuseppe Marcellino
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Deutsche Bundesbank - Research Centre and Bocconi University - Department of Economics
Downloads 30 (912,551)
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
Òscar Jordà, Malte Knüppel and Massimiliano Giuseppe Marcellino
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Deutsche Bundesbank - Research Centre and Bocconi University - Department of Economics
Downloads 30 (912,551)
Citation 2

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

16.

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: 20 Jul 2023
Òscar Jordà and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Columbia University
Downloads 52 (724,308)
Citation 1

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17.

Sovereigns Versus Banks: Credit, Crises, and Consequences

NBER Working Paper No. w19506
Number of pages: 43 Posted: 05 Oct 2013 Last Revised: 20 Apr 2023
Òscar Jordà, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and Columbia University
Downloads 51 (730,580)
Citation 15

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18.

Zombies at Large? Corporate Debt Overhang and the Macroeconomy

NBER Working Paper No. w28197
Number of pages: 46 Posted: 19 Jan 2021 Last Revised: 19 Jul 2023
Òscar Jordà, Martin Kornejew, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn, University of Bonn - Department of Economics and Columbia University
Downloads 46 (762,704)

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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: 20 Jul 2023
Òscar Jordà, Moritz Schularick and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco, University of Bonn - Department of Economics and Columbia University
Downloads 38 (820,186)

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20.

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 2022
Joshua D. Angrist, Òscar Jordà and Guido M. Kuersteiner
Massachusetts Institute of Technology (MIT) - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of San Francisco and Boston University - Department of Economics
Downloads 38 (820,186)
Citation 23

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21.

Decomposing the Fiscal Multiplier

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Citation 3

Decomposing the Fiscal Multiplier

NBER Working Paper No. w26939
Number of pages: 53 Posted: 06 Apr 2020 Last Revised: 09 Feb 2023
James Cloyne, James Cloyne, Òscar Jordà and Alan M. Taylor
University of California, DavisBank of England - Monetary Analysis, Federal Reserve Banks - Federal Reserve Bank of San Francisco and Columbia University
Downloads 34 (876,207)

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Decomposing the Fiscal Multiplier

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

22.

Riders on the Storm

Downloads 27 (913,862)
Citation 6

Riders on the Storm

NBER Working Paper No. w26262
Number of pages: 48 Posted: 18 Sep 2019 Last Revised: 05 Apr 2023
Òscar Jordà and Alan M. Taylor
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Columbia University
Downloads 27 (941,391)

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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 Columbia University
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Citation 2
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Kalman filter, monetary policy stance, neutral rate of interest, state-space model