Faculty

Associate Professor Oscar Jorda

Specialization:

Office Hours:

Economics Department:

Working Papers:

2009

• The Classification Of Economic Activity (09-18)

2008

• Path Forecast Evaluation (08-5)

2007

• Estimation And Inference By The Method Of Projection Minimum Distance (07-8)
• Inference For Impulse Responses (07-7)

2006

• Measuring Monetary Policy Interdependence (06-9)
• Model Free Impulse Responses (06-8)
• Joint Inference And Counterfactual Experimentation For Impulse Response Functions By Local Projections (06-24)
• Projection Minimum Distance: An Estimator For Dynamic Macroeconomic Models (06-23)
• Decision Rules For Selecting Between Exponential And Logistic Star (06-11)
• Measuring Systematic Monetary Policy (06-10)

2003

• Model Free Impulse Responses (03-8)
• Time Scale Transformations Of Discrete Time Processes (03-2)

2002

• Non Institutional Market Making Behavior: The Dalian Futures Exchange (02-4)

2001

• The Response Of Term Rates To Monetary Policy Uncertainty (01-6)
• The Announcement Effect: Evidence From Open Market Desk Data (01-4)
• Monetary Policy Coordination: A New Empirical Approach (01-2)

2000

• Measuring Systematic Monetary Policy (00-5)
• Stochastic Processes Subject To Time Scale Transformations: An Application To High Frequency Fx Data (00-2)

1999

• A Model For The Federal Funds Rate Target (99-7)
• The Pavlovian Response Of Term Rates To Fed Announcements (99-6)

1997

• Random Time Aggregation In Partial Ajustment Models (97-32)
• Improved Testing And Specification Of Smooth Transition Regression Models (97-26)