Jon Faust

Board of Governors of the Federal Reserve - Division of International Finance

20th St. and Constitution Ave.

Washington, DC 20551

United States

Johns Hopkins University

Baltimore, MD 20036-1984

United States

SCHOLARLY PAPERS

24

DOWNLOADS
Rank 9,482

SSRN RANKINGS

Top 9,482

in Total Papers Downloads

5,342

SSRN CITATIONS
Rank 2,019

SSRN RANKINGS

Top 2,019

in Total Papers Citations

277

CROSSREF CITATIONS

317

Scholarly Papers (24)

1.

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

Number of pages: 64 Posted: 21 Jul 2003
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 - Division of International Finance, Board of Governors of the Federal Reserve System, Federal Reserve Board - Division of Monetary Affairs, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section, Federal Reserve Board and Johns Hopkins University - Department of Economics
Downloads 1,639 (11,323)
Citation 28

Abstract:

Loading...

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
Board of Governors of the Federal Reserve - Division of International Finance, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section and Johns Hopkins University - Department of Economics
Downloads 651 (43,630)
Citation 23

Abstract:

Loading...

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
Board of Governors of the Federal Reserve - Division of International Finance, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section and Johns Hopkins University - Department of Economics
Downloads 417 (76,392)
Citation 17

Abstract:

Loading...

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 - Division of International Finance and Federal Reserve Board
Downloads 390 (82,515)
Citation 10

Abstract:

Loading...

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 - Division of International Finance and Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Downloads 359 (90,835)
Citation 19

Abstract:

Loading...

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
Federal Reserve Board, Board of Governors of the Federal Reserve System - Division of International Finance (IFDP), Federal Reserve Board - Trade and Quantitative Studies, Board of Governors of the Federal Reserve - Division of International Finance, Peterson Institute, Federal Reserve Board - International Finance Division, Board of Governors of the Federal Reserve System - International Financial Transactions Section, U.S. Trade and Quantitative Studies and Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Downloads 338 (97,212)
Citation 22

Abstract:

Loading...

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
Board of Governors of the Federal Reserve - Division of International Finance, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section, Yale University - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 323 (102,290)
Citation 76

Abstract:

Loading...

data releases, exchange rates, uncovered interest parity, overshooting

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

Number of pages: 47 Posted: 17 Dec 2002
Board of Governors of the Federal Reserve - Division of International Finance, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section, University of California, Irvine - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 225 (148,409)

Abstract:

Loading...

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
Board of Governors of the Federal Reserve - Division of International Finance, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section, University of California, Irvine - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 36 (490,216)
Citation 6

Abstract:

Loading...

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 - Division of International Finance
Downloads 254 (132,065)
Citation 58

Abstract:

Loading...

10.

News and Noise in G-7 GDP Announcements

Number of pages: 24 Posted: 05 Jan 2001
Board of Governors of the Federal Reserve - Division of International Finance, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section and Johns Hopkins University - Department of Economics
Downloads 164 (198,148)
Citation 11

Abstract:

Loading...

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
Board of Governors of the Federal Reserve - Division of International Finance, University of California, Irvine - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 142 (223,271)
Citation 57

Abstract:

Loading...

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 - Division of International Finance
Downloads 96 (296,788)
Citation 12

Abstract:

Loading...

International business cycles, economic integration

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
Board of Governors of the Federal Reserve - Division of International Finance, Boston University - Department of Economics, Johns Hopkins University - Department of Economics and Federal Reserve Board - Division of Monetary Affairs
Downloads 60 (393,570)
Citation 7

Abstract:

Loading...

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
Board of Governors of the Federal Reserve - Division of International Finance, Boston University - Department of Economics, Johns Hopkins University - Department of Economics and Federal Reserve Board - Division of Monetary Affairs
Downloads 31 (516,021)
Citation 9

Abstract:

Loading...

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 - Division of International Finance and Stockholm School of Economics
Downloads 66 (369,865)
Citation 4

Abstract:

Loading...

15.

Efficient Prediction of Excess Returns

NBER Working Paper No. w14169
Number of pages: 50 Posted: 16 Jul 2008 Last Revised: 20 Sep 2010
Jon Faust and Jonathan H. Wright
Board of Governors of the Federal Reserve - Division of International Finance and Johns Hopkins University - Department of Economics
Downloads 45 (445,058)

Abstract:

Loading...

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 - Division of International Finance and Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Downloads 34 (488,480)
Citation 12

Abstract:

Loading...

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: 11 Aug 2010
Jon Faust and Jonathan H. Wright
Board of Governors of the Federal Reserve - Division of International Finance and Johns Hopkins University - Department of Economics
Downloads 29 (513,625)
Citation 15

Abstract:

Loading...

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 - Division of International Finance and affiliation not provided to SSRN
Downloads 17 (586,888)

Abstract:

Loading...

Transparency and Credibility: Monetary Policy with Unobservable Goals

NBER Working Paper No. w6452
Number of pages: 43 Posted: 12 Oct 2010
Jon Faust and Lars E. O. Svensson
Board of Governors of the Federal Reserve - Division of International Finance and Stockholm School of Economics
Downloads 17 (608,157)
Citation 2

Abstract:

Loading...

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 - Division of International Finance and Stockholm School of Economics

Abstract:

Loading...

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 - Division of International Finance
Downloads 9 (641,576)

Abstract:

Loading...

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

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 - Division of International Finance and Pennsylvania State University - Smeal College of Business

Abstract:

Loading...

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 - Division of International Finance and University of Virginia

Abstract:

Loading...

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 - Division of International Finance

Abstract:

Loading...

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 - Division of International Finance and Amherst College - Department of Economics

Abstract:

Loading...