Author Page for Jon Faust

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 1,704 (12,318)

Citation 31

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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 690 (46,167)

Citation 23

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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 424 (84,848)

Citation 20

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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 403 (89,989)

Citation 10

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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 367 (100,199)

Citation 27

Abstract:

6.

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

Downloads 343 (108,120)

Citation 24

2

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

International Finance Discussion Paper No. 833

Posted: 06 Jul 2021 Last Revised: 03 Jul 2021

Jon Faust, Joseph Gagnon, Mario Marazzi, Jaime Marquez, Robert F. Martin, Trevor A. Reeve, John H. Rogers, Nathan Sheets and Robert J. Vigfusson

Board of Governors of the Federal Reserve System, Peterson Institute, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, affiliation not provided to SSRN, affiliation not provided to SSRN, 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

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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 343 (107,381)

Citation 24

Abstract:

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 330 (112,849)

Citation 83

Abstract:

8.

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

Downloads 269 (140,060)

Citation 37

2

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 229 (163,582)

Abstract:

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 Last Revised: 26 May 2021

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 40 (522,672)

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 (144,980)

Citation 75

Abstract:

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 169 (216,173)

Citation 13

Abstract:

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 144 (246,993)

Citation 67

Abstract:

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 97 (328,155)

Citation 12

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13.

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

Downloads 94 (334,753)

Citation 44

2

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 Bank for International Settlements (BIS)

Downloads 61 (433,583)

Citation 11

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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 Bank for International Settlements (BIS)

Downloads 33 (560,217)

Citation 13

Abstract:

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 67 (407,656)

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 51 (464,484)

Abstract:

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 (536,203)

Citation 13

Abstract:

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 30 (563,095)

Citation 19

Abstract:

18.

Transparency and Credibility: Monetary Policy with Unobservable Goals

Downloads 19 (634,592)

Citation 3

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 19 (656,141)

Citation 3

Abstract:

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

Abstract:

19.

Posterior Predictive Analysis for Evaluating DSGE Models

NBER Working Paper No. w17906

Number of pages: 53 Posted: 10 Mar 2012 Last Revised: 06 Jun 2021

Jon Faust and Abhishek Gupta

Board of Governors of the Federal Reserve System and affiliation not provided to SSRN

Downloads 18 (641,679)

Abstract:

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 (708,981)

Abstract:

21.

General-to-Specific Procedures for Fitting a Data-Admissible, Theory-Inspired, Congruent, Parsimonious, Encompassing, Weakly-Exogenous, Identified, Structural Model to the Dgp: A Translation and Critique

Posted: 01 Apr 1997

Jon Faust and Charles H. Whiteman

Board of Governors of the Federal Reserve System and Pennsylvania State University - Smeal College of Business

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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

Jon Faust

Board of Governors of the Federal Reserve System

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