Òscar Jordà

Federal Reserve Banks - Federal Reserve Bank of San Francisco

SCHOLARLY PAPERS

23

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2,139

SSRN CITATIONS
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Top 2,906

in Total Papers Citations

415

CROSSREF CITATIONS

49

Scholarly Papers (23)

1.
Downloads 1,261 ( 20,608)
Citation 56

The Rate of Return on Everything, 1870–2015

Number of pages: 174 Posted: 19 Dec 2017 Last Revised: 20 Nov 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 722 (44,670)

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The Rate of Return on Everything, 1870-2015

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 521 (68,200)
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

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 (686,720)
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

Number of pages: 48 Posted: 22 Sep 2014 Last Revised: 29 Aug 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 105 (323,003)
Citation 9

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3.

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

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 89 (359,168)
Citation 1

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

Zombies at Large? Corporate Debt Overhang and the Macroeconomy

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 67 (427,831)

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corporate debt, business cycles, local projections

Zombies at Large? Corporate Debt Overhang and the Macroeconomy

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 3
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5.
Downloads 67 (422,490)
Citation 21

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 (557,171)
Citation 1

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

Betting the House

Number of pages: 43 Posted: 22 Dec 2014 Last Revised: 29 Aug 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 (598,387)
Citation 1

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6.

The Total Risk Premium Puzzle

Number of pages: 56 Posted: 19 Mar 2019 Last Revised: 29 Aug 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 59 (450,296)

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7.

Bank Capital Redux: Solvency, Liquidity, and Crisis

Number of pages: 75 Posted: 27 Mar 2017 Last Revised: 29 Aug 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 57 (457,808)
Citation 1

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8.

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

Number of pages: 42 Posted: 24 Nov 2011 Last Revised: 29 Aug 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 (469,072)
Citation 26

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9.
Downloads 50 (485,225)
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 38 (551,851)
Citation 2

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

The Long-Run Effects of Monetary Policy

Number of pages: 72 Posted: 22 Jan 2020 Last Revised: 12 Nov 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 11 (745,039)

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The Long-Run Effects of Monetary Policy

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 (837,877)
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hysteresis, instrumental vari- ables, local projections, monetary policy, money neutrality, trilemma

10.
Downloads 48 (493,633)
Citation 29

Longer-Run Economic Consequences of Pandemics

Number of pages: 22 Posted: 06 Apr 2020 Last Revised: 29 Aug 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 48 (502,494)
Citation 3

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Longer-Run Economic Consequences of Pandemics

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
Downloads 0
Citation 27
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depressions, local projections, Natural rate, Pandemics, Real interest rate, wars

11.

Leveraged Bubbles

Number of pages: 36 Posted: 25 Aug 2015 Last Revised: 17 Sep 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 (506,804)
Citation 3

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12.

Macrofinancial History and the New Business Cycle Facts

Number of pages: 57 Posted: 17 Oct 2016 Last Revised: 29 Aug 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 37 (544,962)
Citation 9

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13.

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

Number of pages: 45 Posted: 06 Sep 2013 Last Revised: 29 Aug 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 (560,774)
Citation 1

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14.
Downloads 30 (583,089)
Citation 15

Global Financial Cycles and Risk Premiums

Number of pages: 58 Posted: 13 Jun 2018 Last Revised: 29 Aug 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 29 (604,905)
Citation 1

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Global Financial Cycles and Risk Premiums

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 (837,877)
Citation 10
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asset prices, equity return premium, financial centers, financial cycles, policy spillovers

Disasters Everywhere: The Costs of Business Cycles Reconsidered

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 (663,124)

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

Disasters Everywhere: The Costs of Business Cycles Reconsidered

Number of pages: 36 Posted: 13 Apr 2020 Last Revised: 18 Nov 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 7 (779,491)
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Disasters Everywhere: The Costs of Business Cycles Reconsidered

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
Downloads 0
Citation 2
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Asymmetry, Fluctuations, local projections, macroprudential policy, Random coefficients

16.

Sovereigns Versus Banks: Credit, Crises, and Consequences

Number of pages: 43 Posted: 05 Oct 2013 Last Revised: 20 Oct 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 (595,224)
Citation 5

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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 Bocconi University - Department of Economics
Downloads 16 (702,728)
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

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 (762,284)

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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

Number of pages: 47 Posted: 29 Aug 2013 Last Revised: 21 Nov 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 (635,388)
Citation 23

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19.

The Effects of Quasi-Random Monetary Experiments

Number of pages: 44 Posted: 23 Jan 2017 Last Revised: 29 Aug 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 12 (709,351)

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20.

Zombies at Large? Corporate Debt Overhang and the Macroeconomy

Number of pages: 46 Posted: 19 Jan 2021 Last Revised: 18 Nov 2021
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
Downloads 8 (740,965)
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21.
Downloads 6 (756,895)
Citation 1

Decomposing the Fiscal Multiplier

Number of pages: 53 Posted: 06 Apr 2020 Last Revised: 18 Nov 2021
University of California, DavisBank of England - Monetary Analysis, Federal Reserve Banks - Federal Reserve Bank of San Francisco and University of California, Davis - Department of Economics
Downloads 6 (788,113)
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Decomposing the Fiscal Multiplier

Number of pages: 44 Posted: 08 May 2020
University of California, DavisBank of England - Monetary Analysis, 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.
Downloads 6 (756,895)
Citation 2

Riders on the Storm

Number of pages: 48 Posted: 18 Sep 2019 Last Revised: 07 Oct 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 6 (788,113)

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Riders on the Storm

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

23.

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 (801,088)
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