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

University of Galway - 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, Fudan University - Fanhai International School of Finance (FISF), Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics

Downloads 2,136 (14,302)

Citation 30

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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, Fudan University - Fanhai International School of Finance (FISF) and Johns Hopkins University - Department of Economics

Downloads 792 (61,472)

Citation 21

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3.

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 514 (106,422)

Citation 13

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4.

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, Fudan University - Fanhai International School of Finance (FISF) and Johns Hopkins University - Department of Economics

Downloads 459 (121,866)

Citation 20

Abstract:

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 Fudan University - Fanhai International School of Finance (FISF)

Downloads 441 (128,045)

Citation 102

Abstract:

6.

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

Downloads 376 (153,304)

Citation 26

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, Fudan University - Fanhai International School of Finance (FISF), Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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 Fudan University - Fanhai International School of Finance (FISF)

Downloads 376 (152,012)

Citation 26

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, Fudan University - Fanhai International School of Finance (FISF), Yale University - Department of Economics and Johns Hopkins University - Department of Economics

Downloads 363 (159,413)

Citation 109

Abstract:

8.

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

Downloads 337 (172,733)

Citation 51

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, Fudan University - Fanhai International School of Finance (FISF), University of California, Irvine - Department of Economics and Johns Hopkins University - Department of Economics

Downloads 268 (218,202)

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: 29 Nov 2022

Jon Faust, John H. Rogers, Eric T. Swanson and Jonathan H. Wright

Board of Governors of the Federal Reserve System, Fudan University - Fanhai International School of Finance (FISF), University of California, Irvine - Department of Economics and Johns Hopkins University - Department of Economics

Downloads 69 (642,811)

Citation 22

Abstract:

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 293 (200,327)

Citation 115

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, Fudan University - Fanhai International School of Finance (FISF) and Johns Hopkins University - Department of Economics

Downloads 206 (282,777)

Citation 22

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 175 (327,587)

Citation 67

Abstract:

12.

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

Downloads 147 (379,602)

Citation 55

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 Zakrajšek

Board of Governors of the Federal Reserve System, National Bureau of Economic Research (NBER), Johns Hopkins University - Department of Economics and Federal Reserve Bank of Boston

Downloads 86 (564,666)

Citation 7

Abstract:

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: 15 Mar 2023

Jon Faust, Simon Gilchrist, Jonathan H. Wright and Egon Zakrajšek

Board of Governors of the Federal Reserve System, National Bureau of Economic Research (NBER), Johns Hopkins University - Department of Economics and Federal Reserve Bank of Boston

Downloads 61 (686,072)

Citation 25

Abstract:

13.

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 121 (441,423)

Citation 12

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: 18 Jul 2022

Jon Faust and Lars E. O. Svensson

Board of Governors of the Federal Reserve System and Stockholm School of Economics

Downloads 93 (531,727)

Citation 6

Abstract:

15.

Efficient Prediction of Excess Returns

NBER Working Paper No. w14169

Number of pages: 50 Posted: 16 Jul 2008 Last Revised: 19 Sep 2022

Jon Faust and Jonathan H. Wright

Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics

Downloads 73 (613,602)

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 Fudan University - Fanhai International School of Finance (FISF)

Downloads 57 (695,017)

Citation 15

Abstract:

17.

Transparency and Credibility: Monetary Policy with Unobservable Goals

Downloads 50 (736,865)

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: 20 Aug 2022

Jon Faust and Lars E. O. Svensson

Board of Governors of the Federal Reserve System and Stockholm School of Economics

Downloads 50 (753,637)

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:

18.

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: 11 Aug 2022

Jon Faust and Jonathan H. Wright

Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics

Downloads 48 (749,551)

Citation 19

Abstract:

19.

Posterior Predictive Analysis for Evaluating DSGE Models

NBER Working Paper No. w17906

Number of pages: 53 Posted: 10 Mar 2012 Last Revised: 05 Jun 2023

Jon Faust and Abhishek Gupta

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

Downloads 33 (860,729)

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 25 (932,761)

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

Abstract:

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

Abstract:

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

Abstract:

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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