Christopher J. Gust

Federal Reserve Board - Trade and Financial Studies

20th St. and Constitution Ave.

Washington, DC 20551

United States

SCHOLARLY PAPERS

22

DOWNLOADS
Rank 15,769

SSRN RANKINGS

Top 15,769

in Total Papers Downloads

2,417

CITATIONS
Rank 1,568

SSRN RANKINGS

Top 1,568

in Total Papers Citations

356

Scholarly Papers (22)

1.
Downloads 682 ( 29,363)
Citation 51

Monetary Policy in a Financial Crisis

FRB of Chicago Working Paper No. 2002-05, FRB of Cleveland Working Paper No. 02-04
Number of pages: 75 Posted: 12 Sep 2002 Last Revised: 18 Nov 2007
Lawrence J. Christiano, Christopher J. Gust and Jorge E. Roldos
Northwestern University, Federal Reserve Board - Trade and Financial Studies and International Monetary Fund (IMF)
Downloads 650 (30,848)
Citation 51

Abstract:

financial crisis, exchange rates, collateral constraints

Monetary Policy in a Financial Crisis

NBER Working Paper No. w9005
Number of pages: 69 Posted: 13 Jun 2002
Lawrence J. Christiano, Christopher J. Gust and Jorge E. Roldos
Northwestern University, Federal Reserve Board - Trade and Financial Studies and International Monetary Fund (IMF)
Downloads 32 (391,516)
Citation 51

Abstract:

2.

SIGMA: A New Open Economy Model for Policy Analysis

IFDP Discussion Paper No. 835, IFDP Discussion Paper No. 835
Number of pages: 53 Posted: 17 Aug 2005
Christopher J. Erceg, Luca Guerrieri and Christopher J. Gust
Federal Reserve Board - Trade and Quantitative Studies, Federal Reserve Board - Trade and Financial Studies and Federal Reserve Board - Trade and Financial Studies
Downloads 304 (63,010)
Citation 60

Abstract:

SDGE model, open-economy macroeconomics

3.

International Comparisons of Productivity Growth: The Role of Information Technology and Regulatory Practices

FRB International Finance Discussion Paper No. 727
Number of pages: 49 Posted: 10 Jun 2002
Christopher J. Gust and Jaime Marquez
Federal Reserve Board - Trade and Financial Studies and Board of Governors of the Federal Reserve System - International Financial Transactions Section
Downloads 273 (88,572)
Citation 26

Abstract:

4.

Expansionary Fiscal Shocks and the Trade Deficit

FRB International Finance Discussion Paper No. 825
Number of pages: 50 Posted: 05 Feb 2005
Christopher J. Erceg, Luca Guerrieri and Christopher J. Gust
Federal Reserve Board - Trade and Quantitative Studies, Federal Reserve Board - Trade and Financial Studies and Federal Reserve Board - Trade and Financial Studies
Downloads 165 (144,655)
Citation 42

Abstract:

DGE model, open-economy macroeconomics

5.

Are Depreciations as Contractionary as Devaluations? A Comparison of Selected Emerging and Industrial Economies

FRB International Finance Discussion Paper No. 737
Number of pages: 46 Posted: 22 Jan 2003
Shaghil Ahmed, Christopher J. Gust, Steven B. Kamin and Jonathan Huntley
Board of Governors of the Federal Reserve System, Federal Reserve Board - Trade and Financial Studies, U.S. Board of Governors of the Federal Reserve - Division of International Finance (IFDP) and Northwestern University - Department of Economics
Downloads 138 (140,948)
Citation 6

Abstract:

contractionary devaluations, exchange rate regimes

6.

Can Long-Run Restrictions Identify Technology Shocks?

FRB International Finance Discussion Paper No. 792
Number of pages: 56 Posted: 17 Feb 2004
Christopher J. Erceg, Luca Guerrieri and Christopher J. Gust
Federal Reserve Board - Trade and Quantitative Studies, Federal Reserve Board - Trade and Financial Studies and Federal Reserve Board - Trade and Financial Studies
Downloads 119 (185,776)
Citation 40

Abstract:

Technology shocks, vector autoregressions, real business cycle models

7.

The Adjustment of Global External Imbalances: Does Partial Exchange Rate Pass-Through to Trade Prices Matter?

FRB International Finance Discussion Paper No. 850r
Number of pages: 45 Posted: 24 Jan 2006
Christopher J. Gust and Nathan Sheets
Federal Reserve Board - Trade and Financial Studies and Federal Reserve Board
Downloads 104 (210,050)
Citation 18

Abstract:

Import prices, Export prices, Trade balance, Marshall-Lerner condition, DGE model

8.

Trade Integration, Competition, and the Decline in Exchange-Rate Pass-Through

FRB International Finance Discussion Paper No. 864
Number of pages: 51 Posted: 31 Aug 2006
Christopher J. Gust, Sylvain Leduc and Robert Vigfusson
Federal Reserve Board - Trade and Financial Studies, Federal Reserve Banks - Federal Reserve Bank of San Francisco and Federal Reserve Board - Trade and Quantitative Studies
Downloads 89 (228,016)
Citation 27

Abstract:

Pass-through, trade integration, strategic complementarity

9.

Trade Adjustment and the Composition of Trade

Number of pages: 47 Posted: 19 May 2006
Christopher J. Erceg, Luca Guerrieri and Christopher J. Gust
Federal Reserve Board - Trade and Quantitative Studies, Federal Reserve Board - Trade and Financial Studies and Federal Reserve Board - Trade and Financial Studies
Downloads 57 (288,567)
Citation 8

Abstract:

SDGE model, open-economy macroeconomics

The Transmission of Domestic Shocks in the Open Economy

FRB International Finance Discussion Paper No. 906
Number of pages: 76 Posted: 09 Dec 2007
Christopher J. Erceg, Christopher J. Gust and David Lopez-Salido
Federal Reserve Board - Trade and Quantitative Studies, Federal Reserve Board - Trade and Financial Studies and Board of Governors of the Federal Reserve System
Downloads 39 (364,155)
Citation 9

Abstract:

Open economy Phillips Curve, Variable markups, Imported intermediate inputs

The Transmission of Domestic Shocks in the Open Economy

NBER Working Paper No. w13613
Number of pages: 71 Posted: 27 Nov 2007
Christopher J. Erceg, Christopher J. Gust and David Lopez-Salido
Federal Reserve Board - Trade and Quantitative Studies, Federal Reserve Board - Trade and Financial Studies and Board of Governors of the Federal Reserve System
Downloads 13 (493,810)
Citation 9

Abstract:

Monetary Policy and the Cyclicality of Risk

Number of pages: 38 Posted: 24 Jul 2010
Christopher J. Gust and J. David López-Salido
Federal Reserve Board - Trade and Financial Studies and Board of Governors of the Federal Reserve System
Downloads 47 (337,144)

Abstract:

limited financial market participation, equity premium, inflation targeting

Monetary Policy and the Cyclicality of Risk

CEPR Discussion Paper No. DP7727
Number of pages: 31 Posted: 17 Mar 2010
Christopher J. Gust and David Lopez-Salido
Federal Reserve Board - Trade and Financial Studies and Board of Governors of the Federal Reserve System
Downloads 4 (541,652)

Abstract:

countercyclical equity premium, monetary policy, portfolio inertia, segmented markets

The Empirical Implications of the Interest-Rate Lower Bound

FEDS Working Paper No. 2012-83
Number of pages: 76 Posted: 08 Jan 2013
Federal Reserve Board - Trade and Financial Studies, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Hutchin Hill Capital
Downloads 36 (375,354)
Citation 3

Abstract:

Zero lower bound, DSGE model, Bayesian estimation

The Empirical Implications of the Interest-Rate Lower Bound

CEPR Discussion Paper No. DP9214
Number of pages: 59 Posted: 01 Feb 2013
Christopher J. Gust, David Lopez-Salido and Matthew E. Smith
Federal Reserve Board - Trade and Financial Studies, Board of Governors of the Federal Reserve System and Hutchin Hill Capital
Downloads 4 (541,652)
Citation 3

Abstract:

Bayesian estimation, DSGE model, zero lower bound

13.

Portfolio Inertia and the Equity Premium

FRB International Finance Discussion Paper No. 984
Number of pages: 41 Posted: 17 Nov 2009
Christopher J. Gust and David Lopez-Salido
Federal Reserve Board - Trade and Financial Studies and Board of Governors of the Federal Reserve System
Downloads 39 (316,834)
Citation 1

Abstract:

Limited financial market participation, infrequent portfolio adjustment, equity premium

14.

The Expectations Trap Hypothesis

NBER Working Paper No. W7809
Number of pages: 42 Posted: 26 Jul 2000
Lawrence J. Christiano and Christopher J. Gust
Northwestern University and Federal Reserve Board - Trade and Financial Studies
Downloads 23 (403,633)
Citation 22

Abstract:

15.

The Power of Long-Run Structural VARs

FRB International Finance Discussion Paper No. 978
Number of pages: 38 Posted: 30 Sep 2009
Christopher J. Gust and Robert Vigfusson
Federal Reserve Board - Trade and Financial Studies and Federal Reserve Board - Trade and Quantitative Studies
Downloads 22 (408,381)
Citation 1

Abstract:

Vector autoregression, dynamic stochastic general equilibrium model, confidence intervals, impulse responpd functions, identifications, long run restrictions, specification error, sampling

16.

Taylor Rules in a Limited Participation Model

NBER Working Paper No. w7017
Number of pages: 28 Posted: 08 Jun 1999
Lawrence J. Christiano and Christopher J. Gust
Northwestern University and Federal Reserve Board - Trade and Financial Studies
Downloads 22 (413,101)
Citation 20

Abstract:

17.

Entry Dynamics and the Decline in Exchange-Rate Pass-Through

FRB International Finance Discussion Paper No. 1008
Number of pages: 39 Posted: 14 Nov 2010
Christopher J. Gust, Sylvain Leduc and Robert Vigfusson
Federal Reserve Board - Trade and Financial Studies, Federal Reserve Banks - Federal Reserve Bank of San Francisco and Federal Reserve Board - Trade and Quantitative Studies
Downloads 21 (413,101)

Abstract:

Pass-through, trade integration, strategic complementarity, intensive margin

18.

Oil Shocks and the Zero Bound on Nominal Interest Rates

FRB International Finance Discussion Paper No. 1009
Number of pages: 52 Posted: 14 Nov 2010
Martin Bodenstein, Luca Guerrieri and Christopher J. Gust
Board of Governors of the Federal Reserve System, Federal Reserve Board - Trade and Financial Studies and Federal Reserve Board - Trade and Financial Studies
Downloads 21 (413,101)
Citation 4

Abstract:

Oil Shocks, zero lower bound, DSGE models

19.

The Transmission of Domestic Shocks in Open Economies

CEPR Discussion Paper No. DP6574
Number of pages: 73 Posted: 06 Jun 2008
Christopher J. Erceg, Christopher J. Gust and J. David López-Salido
Federal Reserve Board - Trade and Quantitative Studies, Federal Reserve Board - Trade and Financial Studies and Board of Governors of the Federal Reserve System
Downloads 3 (521,593)
Citation 9

Abstract:

imported intermediate inputs, open economy Phillips Curve, variable markups

20.

International Competition and Inflation: A New Keynesian Perspective

CEPR Discussion Paper No. DP7561
Number of pages: 46 Posted: 11 Jan 2010
Luca Guerrieri, Christopher J. Gust and David Lopez-Salido
Federal Reserve Board - Trade and Financial Studies, Federal Reserve Board - Trade and Financial Studies and Board of Governors of the Federal Reserve System
Downloads 2 (527,910)
Citation 6

Abstract:

inflation, New Keynesian Phillips curve, variable markups

21.

Monetary Policy, Velocity, and the Equity Premium

CEPR Discussion Paper No. DP7388
Number of pages: 43 Posted: 08 Sep 2009
Christopher J. Gust and David Lopez-Salido
Federal Reserve Board - Trade and Financial Studies and Board of Governors of the Federal Reserve System
Downloads 2 (527,910)
Citation 3

Abstract:

equity premium, monetary policy, velocity

22.

Monetary Policy, Incomplete Information, and the Zero Lower Bound

FEDS Working Paper No. 2015-99
Number of pages: 41 Posted: 06 Nov 2015
Federal Reserve Board - Trade and Financial Studies, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 0 (433,325)

Abstract: