Jon Faust

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

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SCHOLARLY PAPERS

24

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SSRN CITATIONS
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332

CROSSREF CITATIONS

318

Scholarly Papers (24)

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1.

Preventing Deflation: Lessons from Japan's Experience in the 1990s

Number of pages: 64 Posted: 21 Jul 2003
Alan G. Ahearne, Joseph Gagnon, Jane Haltmaier, Steven B. Kamin, Christopher J. Erceg, Jon Faust, Luca Guerrieri, Jennifer E. Roush, John H. Rogers, Nathan Sheets and Jonathan H. Wright
National University of Ireland, Galway (NUIG) - Department of Economics, Peterson Institute, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 1,698 (11,798)
Citation 30

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Monetary policy, Taylor rule, fiscal policy

2.

An Empirical Comparison of Bundesbank and ECB Monetary Policy Rules

Number of pages: 25 Posted: 22 Aug 2001
Jon Faust, John H. Rogers and Jonathan H. Wright
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 681 (45,038)
Citation 23

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Taylor Rule, monetary policy, European Central Bank, Bundesbank, inflation

3.

Exchange Rate Forecasting: The Errors We've Really Made

Number of pages: 35 Posted: 04 Mar 2002
Jon Faust, John H. Rogers and Jonathan H. Wright
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 420 (82,635)
Citation 20

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monetary model, real time data, random walk

4.

Is Inflation Targeting Best-Practice Monetary Policy?

Number of pages: 42 Posted: 28 Jun 2004
Jon Faust and Dale W. Henderson
Board of Governors of the Federal Reserve System and Federal Reserve Board
Downloads 398 (87,897)
Citation 10

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Rules, discretion, commitment, transparency, communication, forecast, political economy, inflation bias, stabilization bias, trade off, expectations, fixed horizon, optimal policy, simple rule

5.

Monetary Policy's Role in Exchange Rate Behavior

Number of pages: 33 Posted: 06 Nov 2000
Jon Faust and John H. Rogers
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 363 (97,764)
Citation 25

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exchange rates, overshooting, forward premium bias,

6.

Exchange Rate Pass-Through to U.S. Import Prices: Some New Evidence

Number of pages: 67 Posted: 04 May 2005
Nathan Sheets, Mario Marazzi, Robert J. Vigfusson, Jon Faust, Joseph Gagnon, Robert F. Martin, Jaime Marquez, Trevor A. Reeve and John H. Rogers
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Peterson Institute, Federal Reserve Board - International Finance Division, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 340 (105,214)
Citation 24

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external adjustment, U.S. current account, commodity prices, China

7.

The High-Frequency Response of Exchange Rates and Interest Rates to Macroeconomic Announcements

Number of pages: 47 Posted: 05 Dec 2003
Jon Faust, John H. Rogers, Shing-Yi Wang and Jonathan H. Wright
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Yale University - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 327 (109,932)
Citation 83

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data releases, exchange rates, uncovered interest parity, overshooting

8.

Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data

Downloads 267 (136,220)
Citation 37

Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data

Number of pages: 47 Posted: 17 Dec 2002
Jon Faust, John H. Rogers, Eric T. Swanson and Jonathan H. Wright
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, University of California, Irvine - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 228 (158,713)

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High frequency data, identification, vector autoregression, exchange rates, monetary policy

Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data

NBER Working Paper No. w9660
Number of pages: 47 Posted: 27 Apr 2003
Jon Faust, John H. Rogers, Eric T. Swanson and Jonathan H. Wright
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, University of California, Irvine - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 39 (511,896)
Citation 7

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9.

The Robustness of Identified VAR Conclusions About Money

Number of pages: 50 Posted: 16 May 1998
Jon Faust
Board of Governors of the Federal Reserve System
Downloads 260 (140,032)
Citation 69

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10.

News and Noise in G-7 GDP Announcements

Number of pages: 24 Posted: 05 Jan 2001
Jon Faust, John H. Rogers and Jonathan H. Wright
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 167 (211,120)
Citation 13

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Vintage Data, Preliminary Data, Final Data, Revision, GDP

11.

Identifying Vars Based on High Frequency Futures Data

Number of pages: 44 Posted: 27 Apr 2002
Jon Faust, Eric T. Swanson and Jonathan H. Wright
Board of Governors of the Federal Reserve System, University of California, Irvine - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 143 (240,016)
Citation 66

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partial identification, monetary policy, vector autoregressions

12.

Breaks in the Variability and Co-Movement of G-7 Economic Growth

Number of pages: 48 Posted: 19 Jan 2004
Brian M. Doyle and Jon Faust
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 96 (320,001)
Citation 12

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International business cycles, economic integration

13.

Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach

Downloads 94 (324,380)
Citation 43

Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach

FEDS Working Paper No. 2012-77
Number of pages: 52 Posted: 08 Jan 2013
Jon Faust, Simon Gilchrist, Jonathan H. Wright and Egon Zakrajsek
Board of Governors of the Federal Reserve System, Boston University - Department of Economics, Johns Hopkins University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 61 (420,277)
Citation 8

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Forecasting, real-time data, Bayesian Model Averaging, credit spreads

Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach

NBER Working Paper No. w16725
Number of pages: 41 Posted: 31 Jan 2011 Last Revised: 04 Feb 2011
Jon Faust, Simon Gilchrist, Jonathan H. Wright and Egon Zakrajsek
Board of Governors of the Federal Reserve System, Boston University - Department of Economics, Johns Hopkins University - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 33 (543,359)
Citation 11

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14.

The Equilibrium Degree of Transparency and Control in Monetary Policy

NBER Working Paper No. w7152
Number of pages: 26 Posted: 08 Jun 2000 Last Revised: 12 Oct 2010
Jon Faust and Lars E. O. Svensson
Board of Governors of the Federal Reserve System and Stockholm School of Economics
Downloads 66 (398,263)
Citation 5

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15.

Efficient Prediction of Excess Returns

NBER Working Paper No. w14169
Number of pages: 50 Posted: 16 Jul 2008 Last Revised: 21 Mar 2021
Jon Faust and Jonathan H. Wright
Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 50 (454,219)

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16.

Border Prices and Retail Prices

FRB International Finance Discussion Paper No. 972
Number of pages: 50 Posted: 16 Jun 2009
David Berger, Jon Faust and John H. Rogers
Yale University, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 35 (520,009)
Citation 13

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Prices, distribution, exchange rates

17.

Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset

NBER Working Paper No. w13397
Number of pages: 51 Posted: 14 Sep 2007 Last Revised: 08 Feb 2021
Jon Faust and Jonathan H. Wright
Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 29 (551,725)
Citation 19

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18.

Posterior Predictive Analysis for Evaluating DSGE Models

NBER Working Paper No. w17906
Number of pages: 53 Posted: 10 Mar 2012 Last Revised: 28 Mar 2012
Jon Faust and Abhishek Gupta
Board of Governors of the Federal Reserve System and affiliation not provided to SSRN
Downloads 18 (621,970)

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19.

Transparency and Credibility: Monetary Policy with Unobservable Goals

Downloads 18 (621,970)
Citation 2

Transparency and Credibility: Monetary Policy with Unobservable Goals

NBER Working Paper No. w6452
Number of pages: 43 Posted: 12 Oct 2010 Last Revised: 18 Feb 2021
Jon Faust and Lars E. O. Svensson
Board of Governors of the Federal Reserve System and Stockholm School of Economics
Downloads 18 (643,727)
Citation 2

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Transparency and Credibility: Monetary Policy with Unobservable Goals

Posted: 21 Apr 1998
Jon Faust and Lars E. O. Svensson
Board of Governors of the Federal Reserve System and Stockholm School of Economics

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20.

Comments on Piazzesi and Schneider's 'Bond Positions, Expectations, and the Yield Curve'

FRB Atlanta Working Paper No. 2008-4
Number of pages: 11 Posted: 18 Mar 2015
Jon Faust
Board of Governors of the Federal Reserve System
Downloads 9 (686,774)

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expectations, surveys, interest rates, portfolio choice, asset positions, term structure, yield curve

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22.

When Do Long-Run Restrictions Give Reliable Results?

JOURNAL OF BUSINESS AND ECONOMIC STATISTICS, December 1996
Posted: 25 Mar 1997
Jon Faust and Eric M. Leeper
Board of Governors of the Federal Reserve System and University of Virginia

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23.

Theoretical Confidence Level Problems with Confidence Intervals for the Spectrum of a Time Series

Posted: 20 Jan 1997
Jon Faust
Board of Governors of the Federal Reserve System

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24.

Money, Politics and the Post-War Business Cycle

Posted: 20 Jan 1997
Jon Faust and John S. Irons
Board of Governors of the Federal Reserve System and Amherst College - Department of Economics

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