Author Page for Oscar Jorda

1.

A Model for the Federal Funds Rate Target

Downloads 637 ( 39,910)

Citation 27

2

A Model for the Federal Funds Rate Target

UC Davis Working Paper No. 99-07

Number of pages: 44 Posted: 09 Nov 1999

James D. Hamilton and Oscar Jorda

University of California at San Diego and University of California, Davis - Department of Economics

Downloads 582 (44,386)

Abstract:

A Model for the Federal Funds Rate Target

NBER Working Paper No. w7847

Number of pages: 50 Posted: 15 Aug 2000 Last Revised: 23 Sep 2002

James D. Hamilton and Oscar Jorda

University of California at San Diego and University of California, Davis - Department of Economics

Downloads 55 (372,677)

Citation 73

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2.

The Announcement Effect: Evidence from Open Market Desk Data

Downloads 267 (112,616)

Citation 16

2

The Announcement Effect: Evidence from Open Market Desk Data

UC Davis Working Paper No. 01-04

Number of pages: 39 Posted: 25 Jul 2001

Selva Demiralp and Oscar Jorda

Koc University - Department of Economics and University of California, Davis - Department of Economics

Downloads 189 (157,742)

Citation 22

Abstract:

The Announcement Effect: Evidence from Open Market Desk Data

Economic Policy Review, Vol. 8, No. 1, May 2002

Number of pages: 20 Posted: 20 Sep 2005

Selva Demiralp and Oscar Jorda

Koc University - Department of Economics and University of California, Davis - Department of Economics

Downloads 78 (308,585)

Abstract:

3.

Measuring Systematic Monetary Policy

UC Davis Working Paper No. 00-05

Number of pages: 64 Posted: 12 Dec 2000

Kevin D. Hoover and Oscar Jorda

Duke University - Departments of Economics and Philosophy and University of California, Davis - Department of Economics

Downloads 258 (116,698)

Citation 8

Abstract:

4.

The Transmission of Monetary Policy Via Announcement Effects

UC Davis Working Paper No. 99-06

Number of pages: 45 Posted: 12 Oct 1999

Selva Demiralp and Oscar Jorda

Koc University - Department of Economics and University of California, Davis - Department of Economics

Downloads 242 (124,557)

Citation 10

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5.

The Carry Trade and Fundamentals: Nothing to Fear But Feer Itself

Downloads 236 (127,820)

Citation 5

2

The Carry Trade and Fundamentals: Nothing to Fear But Feer Itself

NBER Working Paper No. w15518

Number of pages: 38 Posted: 17 Nov 2009 Last Revised: 23 Nov 2009

Oscar Jorda and Alan M. Taylor

University of California, Davis - Department of Economics and University of California, Davis - Department of Economics

Downloads 224 (134,102)

Abstract:

The Carry Trade and Fundamentals: Nothing to Fear But Feer Itself

CEPR Discussion Paper No. DP7568

Number of pages: 40 Posted: 11 Jan 2010

Oscar Jorda and Alan M. Taylor

University of California, Davis - Department of Economics and University of California, Davis - Department of Economics

Downloads 12 (584,166)

Citation 26

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6.

Model-Free Impulse Responses

UC Davis Working Paper No. 03-08

Number of pages: 42 Posted: 06 Nov 2003

Oscar Jorda

University of California, Davis - Department of Economics

Downloads 185 (160,837)

Abstract:

7.

Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency Fx Data

UC Davis Working Paper No. 00-02

Number of pages: 43 Posted: 14 Jun 2000

Oscar Jorda and Massimiliano Giuseppe Marcellino

University of California, Davis - Department of Economics and European University Institute

Downloads 180 (164,935)

Citation 4

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8.

Monetary Policy Coordination: A New Empirical Approach

UC Davis Working Paper No. 01-02

Number of pages: 44 Posted: 25 Feb 2001

Paul R. Bergin and Oscar Jorda

University of California, Davis - Department of Economics and University of California, Davis - Department of Economics

Downloads 130 (216,442)

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9.

The Pavlovian Response of Term Rates to Fed Announcements

UC Davis Working Paper No. 99-06R

Number of pages: 47 Posted: 12 Dec 2000

Oscar Jorda and Selva Demiralp

University of California, Davis - Department of Economics and Koc University - Department of Economics

Downloads 115 (237,343)

Citation 19

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10.

Inference for Impulse Responses

Number of pages: 40 Posted: 20 Jul 2007

Oscar Jorda

University of California, Davis - Department of Economics

Downloads 114 (238,806)

Citation 2

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11.

Joint Inference and Counterfactual Experimentation for Impulse Response Functions By Local Projections

U.C. Davis Working Paper No. 06-24R

Number of pages: 47 Posted: 17 Sep 2006

Oscar Jorda

University of California, Davis - Department of Economics

Downloads 111 (243,340)

Citation 1

Abstract:

12.

The Response of Term Rates to Monetary Policy Uncertainty

UC Davis Working Paper No. 01-06

Number of pages: 33 Posted: 30 Jul 2001

Oscar Jorda and Kevin D. Salyer

University of California, Davis - Department of Economics and University of California, Davis - Department of Economics

Downloads 106 (251,354)

Citation 5

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13.

Sovereigns Versus Banks: Credit, Crises, and Consequences

Downloads 97 (266,860)

Citation 8

2

Sovereigns Versus Banks: Credit, Crises, and Consequences

CESifo Working Paper Series No. 4431

Number of pages: 44 Posted: 25 Oct 2013 Last Revised: 19 Feb 2014

Oscar Jorda, Moritz Schularick and Alan M. Taylor

University of California, Davis - Department of Economics, University of Bonn - Department of Economics and University of California, Davis - Department of Economics

Downloads 97 (268,756)

Abstract:

Sovereigns Versus Banks: Credit, Crises, and Consequences

CEPR Discussion Paper No. DP9678

Number of pages: 35 Posted: 07 Oct 2013

Oscar Jorda, Moritz Schularick and Alan M. Taylor

University of California, Davis - Department of Economics, University of Bonn - Department of Economics and University of California, Davis - Department of Economics

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Citation 23

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14.

Time Scale Transformations of Discrete Time Processes

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Citation 2

2

Time Scale Transformations of Discrete Time Processes

U of California Davis Working Paper

Number of pages: 29 Posted: 26 Feb 2003

Oscar Jorda and Massimiliano Giuseppe Marcellino

University of California, Davis - Department of Economics and European University Institute

Downloads 71 (325,998)

Abstract:

Time-Scale Transformations of Discrete Time Processes

Journal of Time Series Analysis, Vol. 25, No. 6, pp. 873-894, November 2004

Number of pages: 22 Posted: 18 Oct 2004

Oscar Jorda and Massimiliano Giuseppe Marcellino

University of California, Davis - Department of Economics and European University Institute

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Citation 3

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15.

Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons

NBER Working Paper No. w16567

Number of pages: 43 Posted: 06 Dec 2010

Oscar Jorda, Moritz Schularick and Alan M. Taylor

University of California, Davis - Department of Economics, University of Bonn - Department of Economics and University of California, Davis - Department of Economics

Downloads 73 (317,507)

Citation 113

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16.

The Classification of Economic Activity

Number of pages: 43 Posted: 05 Nov 2009 Last Revised: 04 Mar 2013

Travis J. Berge and Oscar Jorda

Board of Governors of the Federal Reserve System and University of California, Davis - Department of Economics

Downloads 72 (319,900)

Citation 5

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17.

Estimation and Inference by the Method of Projection Minimum Distance

Number of pages: 68 Posted: 20 Jul 2007

Oscar Jorda and Sharon Kozicki

University of California, Davis - Department of Economics and Bank of Canada

Downloads 70 (324,883)

Citation 10

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18.

Currency Carry Trades

NBER Working Paper No. w16491

Number of pages: 29 Posted: 25 Oct 2010 Last Revised: 04 Nov 2010

Travis J. Berge, Oscar Jorda and Alan M. Taylor

Board of Governors of the Federal Reserve System, University of California, Davis - Department of Economics and University of California, Davis - Department of Economics

Downloads 68 (329,994)

Citation 6

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19.

Path Forecast Evaluation

Number of pages: 45 Posted: 18 Jul 2008 Last Revised: 05 Feb 2014

Oscar Jorda and Massimiliano Giuseppe Marcellino

University of California, Davis - Department of Economics and European University Institute

Downloads 54 (376,002)

Citation 1

Abstract:

Path Forecast Evaluation

CEPR Discussion Paper No. DP7009

Number of pages: 48 Posted: 18 Dec 2008

Oscar Jorda and Massimiliano Giuseppe Marcellino

University of California, Davis - Department of Economics and European University Institute

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Citation 11

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20.

Betting the House

CESifo Working Paper Series No. 5147

Number of pages: 43 Posted: 16 Jan 2015

Oscar Jorda, Moritz Schularick and Alan M. Taylor

University of California, Davis - Department of Economics, University of Bonn - Department of Economics and University of California, Davis - Department of Economics

Downloads 52 (376,470)

Abstract:

21.

Projection Minimum Distance: An Estimator for Dynamic Macroeconomic Models

UC Davis Economics Working Paper No. 06-27

Number of pages: 59 Posted: 01 Sep 2006

Oscar Jorda and Sharon Kozicki

University of California, Davis - Department of Economics and Bank of Canada

Downloads 51 (379,717)

Citation 2

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22.

A Chronology of International Business Cycles Through Non-Parametric Decoding

Number of pages: 49 Posted: 08 Nov 2010

Hsieh Fushing, Shu-Chun Chen, Travis J. Berge and Oscar Jorda

University of California, Davis - Department of Statistics, Academia Sinica - Institute of Mathematics, Board of Governors of the Federal Reserve System and University of California, Davis - Department of Economics

Downloads 48 (389,853)

Citation 4

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23.

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

HKIMR Working Paper No.25/2014

Number of pages: 46 Posted: 25 Sep 2014

Oscar Jorda, Moritz Schularick and Alan M. Taylor

University of California, Davis - Department of Economics, University of Bonn - Department of Economics and University of California, Davis - Department of Economics

Downloads 39 (422,500)

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24.

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

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Citation 5

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

NBER Working Paper No. w15868

Number of pages: 31 Posted: 05 Apr 2010

Yanping Chong, Oscar Jorda and Alan M. Taylor

Winona State University - Department of Economics, University of California, Davis - Department of Economics and University of California, Davis - Department of Economics

Downloads 35 (449,009)

Abstract:

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

CEPR Discussion Paper No. DP7902

Number of pages: 33 Posted: 19 Jul 2010

Yanping Chong, Oscar Jorda and Alan M. Taylor

Winona State University - Department of Economics, University of California, Davis - Department of Economics and University of California, Davis - Department of Economics

Downloads 3 (648,675)

Citation 18

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25.

Performance Evaluation of Zero Net-Investment Strategies

NBER Working Paper No. w17150

Number of pages: 42 Posted: 20 Jun 2011

Oscar Jorda and Alan M. Taylor

University of California, Davis - Department of Economics and University of California, Davis - Department of Economics

Downloads 17 (531,855)

Citation 6

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26.

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

CEPR Discussion Paper No. DP8678

Number of pages: 39 Posted: 22 Dec 2011

Oscar Jorda, Moritz Schularick and Alan M. Taylor

University of California, Davis - Department of Economics, University of Bonn - Department of Economics and University of California, Davis - Department of Economics

Downloads 4 (611,975)

Citation 171

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27.

Empirical Simultaneous Confidence Regions for Path-Forecasts

CEPR Discussion Paper No. DP7797

Number of pages: 51 Posted: 19 May 2010

Oscar Jorda, Malte Knüppel and Massimiliano Giuseppe Marcellino

University of California, Davis - Department of Economics, Deutsche Bundesbank - Research Centre and European University Institute

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28.

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

CEPR Discussion Paper No. DP9646

Number of pages: 39 Posted: 17 Sep 2013

Oscar Jorda and Alan M. Taylor

University of California, Davis - Department of Economics and University of California, Davis - Department of Economics

Downloads 1 (642,532)

Citation 59

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29.

A Model of the Federal Funds Rate Target

Journal of Political Economy, Vol. 110, October 2002

Posted: 05 Nov 2002

James D. Hamilton and Oscar Jorda

University of California at San Diego and University of California, Davis - Department of Economics

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30.

Random-Time Aggregation in Partial Adjustment Models

UC Davis Working Paper #97-32

Posted: 07 Feb 1998

Oscar Jorda

University of California, Davis - Department of Economics

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31.

Improved Testing and Specification of Smooth Transition Regression Models

UC Davis Working Paper #97-26

Posted: 29 Nov 1997

Álvaro Escribano and Oscar Jorda

Universidad Carlos III de Madrid - Department of Economics and University of California, Davis - Department of Economics

Oscar Jorda

University of California, Davis - Department of Economics

Professor

Federal Reserve Banks - Federal Reserve Bank of San Francisco

Research Advisor

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Scholarly Papers (31)

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The Carry Trade and Fundamentals: Nothing to Fear But Feer Itself

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Sovereigns Versus Banks: Credit, Crises, and Consequences

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Time-Scale Transformations of Discrete Time Processes

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Path Forecast Evaluation

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

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

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Empirical Simultaneous Confidence Regions for Path-Forecasts

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

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