Jon Faust

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

24

DOWNLOADS
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SSRN RANKINGS

Top 12,428

in Total Papers Downloads

5,728

SSRN CITATIONS
Rank 1,924

SSRN RANKINGS

Top 1,924

in Total Papers Citations

352

CROSSREF CITATIONS

316

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 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 1,771 (14,003)
Citation 31

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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 System, Fudan University - Fanhai International School of Finance (FISF) and Johns Hopkins University - Department of Economics
Downloads 717 (51,545)
Citation 24

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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 System, Fudan University - Fanhai International School of Finance (FISF) and Johns Hopkins University - Department of Economics
Downloads 435 (96,055)
Citation 20

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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 System and Federal Reserve Board
Downloads 429 (97,581)
Citation 10

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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

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 371 (115,280)
Citation 27

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exchange rates, overshooting, forward premium bias,

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
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

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

Number of pages: 67 Posted: 04 May 2005
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 349 (122,586)
Citation 24

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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

Number of pages: 47 Posted: 05 Dec 2003
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 340 (126,977)
Citation 85

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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

Number of pages: 47 Posted: 17 Dec 2002
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 238 (182,027)

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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 Last Revised: 26 May 2022
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 46 (562,206)
Citation 7

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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 267 (163,167)
Citation 77

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10.

News and Noise in G-7 GDP Announcements

Number of pages: 24 Posted: 05 Jan 2001
Board of Governors of the Federal Reserve System, Fudan University - Fanhai International School of Finance (FISF) and Johns Hopkins University - Department of Economics
Downloads 173 (243,710)
Citation 13

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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 System, University of California, Irvine - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 147 (278,614)
Citation 67

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partial identification, monetary policy, vector autoregressions

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 System, National Bureau of Economic Research (NBER), Johns Hopkins University - Department of Economics and Bank for International Settlements (BIS)
Downloads 70 (459,909)
Citation 10

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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: 14 Sep 2022
Board of Governors of the Federal Reserve System, National Bureau of Economic Research (NBER), Johns Hopkins University - Department of Economics and Bank for International Settlements (BIS)
Downloads 36 (617,936)
Citation 13

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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 99 (370,556)
Citation 12

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International business cycles, economic integration

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 67 (464,585)
Citation 5

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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: 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 55 (511,038)

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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 System and Fudan University - Fanhai International School of Finance (FISF)
Downloads 37 (598,176)
Citation 13

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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 2022
Jon Faust and Jonathan H. Wright
Board of Governors of the Federal Reserve System and Johns Hopkins University - Department of Economics
Downloads 31 (633,985)
Citation 19

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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 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 22 (720,523)
Citation 3

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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

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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: 06 Jun 2021
Jon Faust and Abhishek Gupta
Board of Governors of the Federal Reserve System and affiliation not provided to SSRN
Downloads 19 (722,789)

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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 System
Downloads 9 (815,925)

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

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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
Board of Governors of the Federal Reserve System and Indiana University at Bloomington - Department of EconomicsUniversity of Virginia

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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

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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

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