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Economics Department

 

cdv escut 2010

People Coming Together Can Accomplish Great Things 

 


Òscar Jordà
Professor of Economics

(On leave at the Federal Reserve Bank of San Francisco starting July 1, 2011)

Ph.D. University of California, San Diego

E-mail: ojorda@ucdavis.edu

Temporary contact phone: (415) 974 2691
Phone: (530) 554 9382
Office: SSH 1150

C.V. [PDF]

Research Interests:

Time Series Econometrics, Monetary Economics. 

Current Research:

 

Time Series methods for macroeconomics.

 

Forecasting

 

Non-linear time series

 

Classification of Economic Cyclical Phenomena

 

Representative Recent Papers:

 

“The Carry Trade and Fundamentals: Nothing to Fear but FEER itself” with Alan M. Taylor. Journal of International Economics, forthcoming.

 

“The Harrod-Balassa Samuelson Hypothesis: Real Exchange Rates and their Long-Run Equilibrium” with Yanping Chong and Alan M. Taylor. International Economic Review, forthcoming.

 

“The Classification of Economic Activity into Expansions and Recessions”  with Travis Berge. American Economic Journal: Macroeconomics, April 2011, 3(2), 246-277.

 

“Estimation and Inference by the Method of Projection Minimum Distance: An Application to the New Keynesian Hybrid Phillips Curve,” with Sharon Kozicki. International Economic Review, May 2011, 52(2): 461-487.

 

“Simultaneous Confidence Regions for Impulse Responses” Review of Economics and Statistics, 91(3): 629-647

 

"Estimation and Inference of Impulse Responses by Local Projections," American Economic Review, 95(1), 161-182.

"A Model for the Federal Funds Rate Target," with James Hamilton, Journal of Political Economy, 2002, no.5, v. 110, 1135-1167.