Christopher Gust

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

24

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408

CROSSREF CITATIONS

412

Scholarly Papers (24)

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1.

Monetary Policy in a Financial Crisis

Downloads 733 (58,771)
Citation 58

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 Gust and Jorge E. Roldos
Northwestern University, Board of Governors of the Federal Reserve System and International Monetary Fund (IMF)
Downloads 684 (63,457)
Citation 1

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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 Last Revised: 11 Aug 2022
Lawrence J. Christiano, Christopher Gust and Jorge E. Roldos
Northwestern University, Board of Governors of the Federal Reserve System and International Monetary Fund (IMF)
Downloads 49 (656,718)
Citation 8

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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 Gust
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 572 (80,768)
Citation 97

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SDGE model, open-economy macroeconomics

3.

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

Number of pages: 49 Posted: 10 Jun 2002
Christopher Gust and Jaime Marquez
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 339 (148,837)
Citation 27

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4.

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

Number of pages: 46 Posted: 22 Jan 2003
Shaghil Ahmed, Christopher Gust, Steven B. Kamin and Jonathan Huntley
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 Northwestern University - Department of Economics
Downloads 209 (241,771)
Citation 8

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contractionary devaluations, exchange rate regimes

5.

Expansionary Fiscal Shocks and the Trade Deficit

Number of pages: 50 Posted: 05 Feb 2005
Christopher J. Erceg, Luca Guerrieri and Christopher Gust
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 202 (249,539)
Citation 35

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DGE model, open-economy macroeconomics

6.

The Empirical Implications of the Interest-Rate Lower Bound

Downloads 171 (289,245)
Citation 125

The Empirical Implications of the Interest-Rate Lower Bound

FEDS Working Paper No. 2012-83
Number of pages: 76 Posted: 08 Jan 2013
Christopher Gust, Edward Herbst, David Lopez-Salido and Matthew E. Smith
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 Hutchin Hill Capital
Downloads 153 (318,068)
Citation 29

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Zero lower bound, DSGE model, Bayesian estimation

The Empirical Implications of the Interest-Rate Lower Bound

FEDS Working Paper No. 2012-83
Number of pages: 57 Posted: 19 Jul 2021
Christopher Gust, Edward Herbst, David Lopez-Salido and Matthew E. Smith
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 affiliation not provided to SSRN
Downloads 14 (940,659)

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The Empirical Implications of the Interest-Rate Lower Bound

CEPR Discussion Paper No. DP9214
Number of pages: 59 Posted: 01 Feb 2013
Christopher Gust, David Lopez-Salido and Matthew E. Smith
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Hutchin Hill Capital
Downloads 4 (1,038,937)
Citation 81
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Bayesian estimation, DSGE model, zero lower bound

7.

Can Long-Run Restrictions Identify Technology Shocks?

Number of pages: 56 Posted: 17 Feb 2004
Christopher J. Erceg, Luca Guerrieri and Christopher Gust
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 152 (319,414)
Citation 43

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Technology shocks, vector autoregressions, real business cycle models

8.

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 Gust and Nathan Sheets
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 127 (367,518)
Citation 10

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

9.

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 Gust, Sylvain Leduc and Robert J. Vigfusson
Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of San Francisco and Board of Governors of the Federal Reserve System
Downloads 122 (378,709)
Citation 37

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Pass-through, trade integration, strategic complementarity

10.

The Transmission of Domestic Shocks in the Open Economy

Downloads 91 (464,350)
Citation 1

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 Gust and David Lopez-Salido
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 63 (581,145)

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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 Last Revised: 12 Sep 2022
Christopher J. Erceg, Christopher Gust and David Lopez-Salido
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 28 (807,482)
Citation 1

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11.

Trade Adjustment and the Composition of Trade

International Finance Discussion Paper No. 859
Number of pages: 47 Posted: 19 May 2006
Christopher J. Erceg, Luca Guerrieri and Christopher Gust
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 85 (484,358)
Citation 11

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SDGE model, open-economy macroeconomics

12.

Portfolio Inertia and the Equity Premium

FRB International Finance Discussion Paper No. 984
Number of pages: 41 Posted: 17 Nov 2009
Christopher Gust and David Lopez-Salido
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 80 (502,123)
Citation 2

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Limited financial market participation, infrequent portfolio adjustment, equity premium

13.

Forward Guidance with Bayesian Learning and Estimation

FEDS Working Paper No. 2018-72
Number of pages: 43 Posted: 27 Nov 2018 Last Revised: 21 Feb 2019
Christopher Gust, Edward Herbst and David Lopez-Salido
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 75 (521,111)
Citation 4

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14.

Monetary Policy and the Cyclicality of Risk

Downloads 73 (529,151)
Citation 5

Monetary Policy and the Cyclicality of Risk

International Finance Discussion Paper No. 999
Number of pages: 38 Posted: 24 Jul 2010
Christopher Gust and David Lopez-Salido
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 69 (553,117)

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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 Gust and David Lopez-Salido
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 4 (1,038,937)
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countercyclical equity premium, monetary policy, portfolio inertia, segmented markets

15.

Monetary Policy, Incomplete Information, and the Zero Lower Bound

FEDS Working Paper No. 2015-99
Number of pages: 41 Posted: 06 Nov 2015
Christopher Gust, Benjamin K. Johannsen and David Lopez-Salido
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 52 (626,541)

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16.

The Expectations Trap Hypothesis

NBER Working Paper No. w7809
Number of pages: 42 Posted: 26 Jul 2000 Last Revised: 03 Apr 2022
Lawrence J. Christiano and Christopher Gust
Northwestern University and Board of Governors of the Federal Reserve System
Downloads 49 (643,122)
Citation 2

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17.

Short-term Planning, Monetary Policy, and Macroeconomic Persistence

Downloads 47 (654,493)
Citation 5

Short-term Planning, Monetary Policy, and Macroeconomic Persistence

FEDS Working Paper No. 2020-3
Number of pages: 46 Posted: 14 May 2020
Christopher Gust, Edward Herbst and David Lopez-Salido
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 47 (668,886)
Citation 2

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Finite-horizon planning; Learning; Monetary policy; New keynesian model; Bayesian estimation

Short-Term Planning, Monetary Policy, and Macroeconomic Persistence

CEPR Discussion Paper No. DP16141
Number of pages: 57 Posted: 14 May 2021
Christopher Gust, Edward Herbst and David Lopez-Salido
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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Citation 3
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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 Gust
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 44 (672,102)
Citation 13

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Oil Shocks, zero lower bound, DSGE models

19.

Taylor Rules in a Limited Participation Model

NBER Working Paper No. w7017
Number of pages: 28 Posted: 08 Jun 1999 Last Revised: 03 Apr 2022
Lawrence J. Christiano and Christopher Gust
Northwestern University and Board of Governors of the Federal Reserve System
Downloads 44 (672,102)

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20.

The Power of Long-Run Structural VARs

FRB International Finance Discussion Paper No. 978
Number of pages: 38 Posted: 30 Sep 2009
Christopher Gust and Robert J. Vigfusson
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 42 (684,520)
Citation 1

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

21.

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 Gust, Sylvain Leduc and Robert J. Vigfusson
Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of San Francisco and Board of Governors of the Federal Reserve System
Downloads 41 (690,832)
Citation 5

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

22.

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 Gust and David Lopez-Salido
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 3 (1,006,587)
Citation 4
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imported intermediate inputs, open economy Phillips Curve, variable markups

23.

International Competition and Inflation: A New Keynesian Perspective

CEPR Discussion Paper No. DP7561
Number of pages: 46 Posted: 11 Jan 2010
Luca Guerrieri, Christopher Gust and David Lopez-Salido
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 2 (1,013,930)
Citation 9
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inflation, New Keynesian Phillips curve, variable markups

24.

Monetary Policy, Velocity, and the Equity Premium

CEPR Discussion Paper No. DP7388
Number of pages: 43 Posted: 08 Sep 2009
Christopher Gust and David Lopez-Salido
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 2 (1,013,930)
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equity premium, monetary policy, velocity