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
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5,177

CITATIONS
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in Total Papers Citations

405

Scholarly Papers (24)

1.

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

FRB International Finance Discussion Paper No. 729
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, Federal Reserve Board - Trade and Financial Studies, 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 1,554 (10,917)
Citation 15

Abstract:

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Monetary policy, Taylor rule, fiscal policy

2.

An Empirical Comparison of Bundesbank and ECB Monetary Policy Rules

FRB International Finance Discussion Paper No. 705
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 627 (41,106)
Citation 22

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Taylor Rule, monetary policy, European Central Bank, Bundesbank, inflation

3.

Exchange Rate Forecasting: The Errors We've Really Made

FRB International Finance Discussion Paper No. 714
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 414 (69,414)
Citation 5

Abstract:

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monetary model, real time data, random walk

4.

Is Inflation Targeting Best-Practice Monetary Policy?

FRB International Finance Discussion Paper No. 807
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 372 (78,932)
Citation 4

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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

International Finance Working Paper No. 652
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 354 (83,364)
Citation 6

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exchange rates, overshooting, forward premium bias,

6.

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

IFCD Paper No. 833
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 334 (89,077)
Citation 11

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external adjustment, U.S. current account, commodity prices, China

7.

The High-Frequency Response of Exchange Rates and Interest Rates to Macroeconomic Announcements

FRB International Finance Discussion Paper No. 784
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 319 (93,700)
Citation 29

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data releases, exchange rates, uncovered interest parity, overshooting

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

ECB Working Paper No. 167; FRB International Finance Discussion Paper No. 739
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 223 (135,749)

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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 35 (452,991)
Citation 4

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9.

The Robustness of Identified VAR Conclusions About Money

FRB International Finance Discussion Paper No. 610
Number of pages: 50 Posted: 16 May 1998
Jon Faust
Board of Governors of the Federal Reserve - Division of International Finance
Downloads 251 (121,010)
Citation 26

Abstract:

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10.

News and Noise in G-7 GDP Announcements

FRB International Finance Discussion Paper No. 690
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 (180,322)
Citation 5

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Vintage Data, Preliminary Data, Final Data, Revision, GDP

11.

Identifying Vars Based on High Frequency Futures Data

FRB International Finance Discussion Paper No. 720
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 139 (206,773)
Citation 6

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partial identification, monetary policy, vector autoregressions

12.

Breaks in the Variability and Co-Movement of G-7 Economic Growth

FRB International Finance Discussion Paper No. 786
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 94 (274,535)
Citation 3

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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 57 (369,284)
Citation 7

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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 29 (482,465)
Citation 1

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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 (338,117)

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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: 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 41 (418,350)

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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 33 (451,068)
Citation 6

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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 (469,752)
Citation 3

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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 (556,622)
Citation 19

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Transparency and Credibility: Monetary Policy with Unobservable Goals

FRB International Finance Discussion Paper No. 605
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

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19.

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 16 (542,441)

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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 (585,417)

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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

FEDS Discussion Papers No. 576
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

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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 - Division of International Finance and University of Virginia

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23.

Theoretical Confidence Level Problems with Confidence Intervals for the Spectrum of a Time Series

FRB International Finance Discussion Paper No. 575
Posted: 20 Jan 1997
Jon Faust
Board of Governors of the Federal Reserve - Division of International Finance

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24.

Money, Politics and the Post-War Business Cycle

FRB International Finance Discussion Paper No. 572
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

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