Details about Jon Faust
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
- 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.) View citations (5)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (16)
- Posterior Predictive Analysis for Evaluating DSGE Models
NBER Working Papers, National Bureau of Economic Research, Inc View citations (19)
2009
- Border prices and retail prices
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (21)
2008
- Comments on Piazzesi and Schneider's \"Bond positions, expectations, and the yield curve\"
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta
- Efficient Prediction of Excess Returns
NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
2007
- Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset
NBER Working Papers, National Bureau of Economic Research, Inc View citations (42)
2005
- 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.) View citations (117)
2004
- Is inflation targeting best-practice monetary policy?
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (51)
See also Journal Article Is inflation targeting best-practice monetary policy?, Review, Federal Reserve Bank of St. Louis (2004) View citations (70) (2004)
2003
- 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.) View citations (40)
- Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data
NBER Working Papers, National Bureau of Economic Research, Inc View citations (89)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2002) View citations (8)
- 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.) View citations (42)
2002
- Identifying vars based on high frequency futures data
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (15)
2001
- An empirical comparison of Bundesbank and ECB monetary policy rules
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (60)
- Exchange rate forecasting: the errors we've really made
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (17)
2000
- News and noise in G-7 GDP announcements
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (69)
1999
- Monetary policy's role in exchange rate behavior
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (60)
- The Equilibrium Degree of Transparency and Control in Monetary Policy
NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1999) View citations (55) Working Papers, Stockholm - International Economic Studies (1999) View citations (16) CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) View citations (16)
1998
- The robustness of identified VAR conclusions about money
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (255)
- Transparency and Credibility: Monetary Policy with Unobservable Goals
NBER Working Papers, National Bureau of Economic Research, Inc View citations (59)
Also in Seminar Papers, Stockholm University, Institute for International Economic Studies (1998) View citations (40) CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998) View citations (41) International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1998) View citations (146) Working Papers, Stockholm - International Economic Studies (1998) View citations (35)
1997
- 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.) View citations (12)
1996
- Money, politics and the post-war business cycle
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (37)
- 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.) View citations (5)
1995
- Block distributed methods for solving multi-country econometric models
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
- Options, sunspots, and the creation of uncertainty
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 
See also Journal Article Options, Sunspots, and the Creation of Uncertainty, Journal of Political Economy, University of Chicago Press (1997) View citations (14) (1997)
1994
- 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.) 
See also Journal Article A Distributed Block Approach to Solving Near-Block-Diagonal Systems with an Application to a Large Macroeconometric Model, Computational Economics, Springer (1995) View citations (1) (1995)
- When do long-run identifying restrictions give reliable results?
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (121)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1994) View citations (26)
See also Journal Article When Do Long-Run Identifying Restrictions Give Reliable Results?, Journal of Business & Economic Statistics, American Statistical Association (1997) View citations (416) (1997)
1993
- 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.) View citations (10)
1992
- 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.) View citations (20)
1989
- Optimal variance ratio tests for serial dependence and a test for mean reversion
Research Working Paper, Federal Reserve Bank of Kansas City
1988
- Supernovas in monetary theory: does the ultimate sunspot rule out money?
Research Working Paper, Federal Reserve Bank of Kansas City
See also Journal Article Supernovas in Monetary Theory: Does the Ultimate Sunspot Rule Out Money?, American Economic Review, American Economic Association (1989) View citations (9) (1989)
- The variance ratio test: statistical properties and implementation
Research Working Paper, Federal Reserve Bank of Kansas City View citations (1)
Journal Articles
2009
- Commentary on Issues on potential growth measurement and comparison: how structural is the production function approach?
Review, 2009, 91, (Jul), 241-246
2005
- Introduction
Proceedings, 2005, 1-16
2004
- Is inflation targeting best-practice monetary policy?
Review, 2004, 86, (Jul), 117-144 View citations (70)
See also Working Paper Is inflation targeting best-practice monetary policy?, International Finance Discussion Papers (2004) View citations (51) (2004)
- 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
2002
- An investigation of co-movements among the growth rates of the G-7 countries
Federal Reserve Bulletin, 2002, 88, (Oct), 427-437 View citations (46)
1999
- Conventional Confidence Intervals for Points on Spectrum Have Confidence Level Zero
Econometrica, 1999, 67, (3), 629-638 View citations (8)
1997
- Options, Sunspots, and the Creation of Uncertainty
Journal of Political Economy, 1997, 105, (5), 957-75 View citations (14)
See also Working Paper Options, sunspots, and the creation of uncertainty, International Finance Discussion Papers (1995) (1995)
- When Do Long-Run Identifying Restrictions Give Reliable Results?
Journal of Business & Economic Statistics, 1997, 15, (3), 345-53 View citations (416)
See also Working Paper When do long-run identifying restrictions give reliable results?, FRB Atlanta Working Paper (1994) View citations (121) (1994)
1996
- Inflation and growth: in search of a stable relationship - commentary
Proceedings, 1996, 78, (May), 147-149 
Also in Review, 1996, 78, (May), 147-149 (1996)
1995
- 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 A distributed block approach to solving near-block-diagonal systems with an application to a large macroeconometric model, International Finance Discussion Papers (1994) (1994)
1992
- When Are Variance Ratio Tests for Serial Dependence Optimal?
Econometrica, 1992, 60, (5), 1215-26 View citations (31)
1990
- Judging investment strength: taking account of high tech
Economic Review, 1990, 75, (Nov), 5-18
- Will higher corporate debt worsen future recessions?
Economic Review, 1990, 75, (Mar), 19-34 View citations (3)
1989
- Does the inverted yield curve signal a recession?
Financial Letters, 1989, (Mar)
- Supernovas in Monetary Theory: Does the Ultimate Sunspot Rule Out Money?
American Economic Review, 1989, 79, (4), 872-81 View citations (9)
See also Working Paper Supernovas in monetary theory: does the ultimate sunspot rule out money?, Research Working Paper (1988) (1988)
- U.S. foreign indebtedness: are we investing what we borrow?
Economic Review, 1989, 74, (Jul), 3-20
1983
- NOW's and Super NOW's: implications for defining and measuring money
Economic Review, 1983, 68, (Jan), 3-18
1981
- Velocity behavior of the new monetary aggregates
Economic Review, 1981, 66, (Sep), 3-17
Software Items
1998
- DCT: GAUSS module to read and write Stata numeric file dictionaries
Statistical Software Components, Boston College Department of Economics
- LABGRAPH: Stata module to place text labels on two-way graphs
Statistical Software Components, Boston College Department of Economics
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