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Details about Jon Faust

E-mail:
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. Posterior Predictive Analysis for Evaluating DSGE Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)

2011

  1. Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)

2008

  1. 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 (28)

2003

  1. 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 (43)

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 (69)

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 (59)
  2. The Equilibrium Degree of Transparency and Control in Monetary Policy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (13)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1999) Downloads View citations (57)
    NBER Working Papers, National Bureau of Economic Research, Inc (1999) Downloads View citations (14)
    Working Papers, Stockholm - International Economic Studies (1999) View citations (13)

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 (189)
  2. Transparency and Credibility: Monetary Policy with Unobservable Goals
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (29)
    Also in Seminar Papers, Stockholm University, Institute for International Economic Studies (1998) Downloads View citations (28)
    NBER Working Papers, National Bureau of Economic Research, Inc (1998) Downloads View citations (47)
    Working Papers, Stockholm - International Economic Studies (1998) View citations (27)
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1998) Downloads View citations (151)

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 (10)

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 (28)
  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 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 (9)

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

1999

  1. Conventional Confidence Intervals for Points on Spectrum Have Confidence Level Zero
    Econometrica, 1999, 67, (3), 629-638 View citations (5)

1997

  1. Options, Sunspots, and the Creation of Uncertainty
    Journal of Political Economy, 1997, 105, (5), 957-75 Downloads View citations (7)
    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 (302)
    See also Working Paper (1994)

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 (21)

1989

  1. 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)

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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