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Details about Jon Faust

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Homepage:http://patriot.net/~faustj/jon
Workplace:Federal Reserve Board (Board of Governors of the Federal Reserve System), (more information at EDIRC)

Access statistics for papers by Jon Faust.

Last updated 2007-02-10. Update your information in the RePEc Author Service.

Short-id: pfa9


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Working Papers

2012

  1. Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (10)
  2. Posterior Predictive Analysis for Evaluating DSGE Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)

2009

  1. Border prices and retail prices
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (21)

2008

  1. Comments on Piazzesi and Schneider's \"Bond positions, expectations, and the yield curve\"
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads
  2. Efficient Prediction of Excess Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

2007

  1. Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (31)

2005

  1. Exchange rate pass-through to U.S. import prices: some new evidence
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (113)

2004

  1. Is inflation targeting best-practice monetary policy?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (49)
    See also Journal Article in Review (2004)

2003

  1. Breaks in the variability and co-movement of G-7 economic growth
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (40)
  2. Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (61)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2002) Downloads View citations (8)
  3. The high-frequency response of exchange rates and interest rates to macroeconomic announcements
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (42)

2002

  1. Identifying vars based on high frequency futures data
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (16)

2001

  1. An empirical comparison of Bundesbank and ECB monetary policy rules
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (57)
  2. Exchange rate forecasting: the errors we've really made
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (19)

2000

  1. News and noise in G-7 GDP announcements
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (70)

1999

  1. Monetary policy's role in exchange rate behavior
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (61)
  2. The Equilibrium Degree of Transparency and Control in Monetary Policy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (16)
    Also in Working Papers, Stockholm - International Economic Studies (1999) View citations (15)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) Downloads View citations (15)
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1999) Downloads View citations (59)

1998

  1. The robustness of identified VAR conclusions about money
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (236)
  2. Transparency and Credibility: Monetary Policy with Unobservable Goals
    Working Papers, Stockholm - International Economic Studies View citations (31)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1998) Downloads View citations (153)
    Seminar Papers, Stockholm University, Institute for International Economic Studies (1998) Downloads View citations (32)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998) Downloads View citations (33)
    NBER Working Papers, National Bureau of Economic Research, Inc (1998) Downloads View citations (50)

1997

  1. 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
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (12)

1996

  1. Money, politics and the post-war business cycle
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (37)
  2. Theoretical confidence level problems with confidence intervals for the spectrum of a time series
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (5)

1995

  1. Block distributed methods for solving multi-country econometric models
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads
  2. Options, sunspots, and the creation of uncertainty
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads
    See also Journal Article in Journal of Political Economy (1997)

1994

  1. A distributed block approach to solving near-block-diagonal systems with an application to a large macroeconometric model
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads
    See also Journal Article in Computational Economics (1995)
  2. When do long-run identifying restrictions give reliable results?
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (127)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1994) Downloads View citations (27)

    See also Journal Article in Journal of Business & Economic Statistics (1997)

1993

  1. Near observational equivalence and unit root processes: formal concepts and implications
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (10)

1992

  1. Whom can we trust to run the Fed? Theoretical support for the founders' views
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (20)

1989

  1. Optimal variance ratio tests for serial dependence and a test for mean reversion
    Research Working Paper, Federal Reserve Bank of Kansas City

1988

  1. Supernovas in monetary theory: does the ultimate sunspot rule out money?
    Research Working Paper, Federal Reserve Bank of Kansas City
    See also Journal Article in American Economic Review (1989)
  2. The variance ratio test: statistical properties and implementation
    Research Working Paper, Federal Reserve Bank of Kansas City View citations (1)

Journal Articles

2009

  1. Commentary on Issues on potential growth measurement and comparison: how structural is the production function approach?
    Review, 2009, 91, (Jul), 241-246 Downloads

2005

  1. Introduction
    Proceedings, 2005, 1-16

2004

  1. Is inflation targeting best-practice monetary policy?
    Review, 2004, 86, (Jul), 117-144 Downloads View citations (47)
    See also Working Paper (2004)
  2. Summary of Papers Presented at the Conference "Models and Monetary Policy: Research in the Tradition of Dale Henderson, Richard Porter, and Peter Tinsley"
    Federal Reserve Bulletin, 2004, 90, (3), pp. 289-296 Downloads

2002

  1. An investigation of co-movements among the growth rates of the G-7 countries
    Federal Reserve Bulletin, 2002, 88, (Oct), 427-437 Downloads View citations (45)

1999

  1. Conventional Confidence Intervals for Points on Spectrum Have Confidence Level Zero
    Econometrica, 1999, 67, (3), 629-638 View citations (6)

1997

  1. Options, Sunspots, and the Creation of Uncertainty
    Journal of Political Economy, 1997, 105, (5), 957-75 Downloads View citations (8)
    See also Working Paper (1995)
  2. When Do Long-Run Identifying Restrictions Give Reliable Results?
    Journal of Business & Economic Statistics, 1997, 15, (3), 345-53 View citations (345)
    See also Working Paper (1994)

1996

  1. Inflation and growth: in search of a stable relationship - commentary
    Review, 1996, 78, (May), 147-149 Downloads
    Also in Proceedings, 1996, 78, (May), 147-149 (1996) Downloads

1995

  1. A Distributed Block Approach to Solving Near-Block-Diagonal Systems with an Application to a Large Macroeconometric Model
    Computational Economics, 1995, 8, (4), 303-16 View citations (1)
    See also Working Paper (1994)

1992

  1. When Are Variance Ratio Tests for Serial Dependence Optimal?
    Econometrica, 1992, 60, (5), 1215-26 Downloads View citations (26)

1990

  1. Judging investment strength: taking account of high tech
    Economic Review, 1990, 75, (Nov), 5-18 Downloads
  2. Will higher corporate debt worsen future recessions?
    Economic Review, 1990, 75, (Mar), 19-34 Downloads View citations (1)

1989

  1. Does the inverted yield curve signal a recession?
    Financial Letters, 1989, (Mar)
  2. Supernovas in Monetary Theory: Does the Ultimate Sunspot Rule Out Money?
    American Economic Review, 1989, 79, (4), 872-81 Downloads View citations (6)
    See also Working Paper (1988)
  3. U.S. foreign indebtedness: are we investing what we borrow?
    Economic Review, 1989, 74, (Jul), 3-20 Downloads

1983

  1. NOW's and Super NOW's: implications for defining and measuring money
    Economic Review, 1983, 68, (Jan), 3-18 Downloads

1981

  1. Velocity behavior of the new monetary aggregates
    Economic Review, 1981, 66, (Sep), 3-17 Downloads

Software Items

1998

  1. DCT: GAUSS module to read and write Stata numeric file dictionaries
    Statistical Software Components, Boston College Department of Economics Downloads
  2. LABGRAPH: Stata module to place text labels on two-way graphs
    Statistical Software Components, Boston College Department of Economics Downloads
 
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