More detailed search

Advanced Search

Papers Articles Authors Institutions Data (FRED®)

This is information that was supplied by Jon Faust in registering through RePEc. If you are Jon Faust , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Jon
Middle Name:
Last Name: Faust
Suffix:

RePEc Short-ID: pfa9

Email:
Homepage: http://patriot.net/~faustj/jon
Postal Address:
Phone:

Affiliation

• Federal Reserve Board (Board of Governors of the Federal Reserve System)
  Location: Washington, District of Columbia (United States)
  Homepage: http://www.federalreserve.gov/
  Email:
  Phone:
  Fax:
  Postal: 20th Street and Constitution Avenue, NW, Washington, DC 20551
  Handle: RePEc:edi:frbgvus (more details at EDIRC)

Works

Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

1. Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajsek, 2011. "Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach," NBER Working Papers 16725, National Bureau of Economic Research, Inc.
2. Jon Faust & Jonathan H. Wright, 2008. "Efficient Prediction of Excess Returns," NBER Working Papers 14169, National Bureau of Economic Research, Inc.
3. Jon Faust & Jonathan H. Wright, 2007. "Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset," NBER Working Papers 13397, National Bureau of Economic Research, Inc.
4. Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright, 2003. "Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data," NBER Working Papers 9660, National Bureau of Economic Research, Inc.
   • Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright, 2003. "Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data," Journal of the European Economic Association, MIT Press, vol. 1(5), pages 1031-1057, 09.
   • Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright, 2002. "Identifying the effects of monetary policy shocks on exchange rates using high frequency data," International Finance Discussion Papers 739, Board of Governors of the Federal Reserve System (U.S.).
   • John H. Rogers & Jonathan H. Wright & Jon Faust, 2002. "Identifying the effects of monetary policy shocks on exchange rates using high frequency data," Working Paper Series 167, European Central Bank.
5. Jon Faust & John H. Rogers & Jonathan H. Wright, 2000. "News and noise in G-7 GDP announcements," International Finance Discussion Papers 690, Board of Governors of the Federal Reserve System (U.S.).
   • Faust, Jon & Rogers, John H & Wright, Jonathan H, 2005. "News and Noise in G-7 GDP Announcements," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 403-19, June.
6. Jon Faust & John H. Rogers, 1999. "Monetary policy's role in exchange rate behavior," International Finance Discussion Papers 652, Board of Governors of the Federal Reserve System (U.S.).
   • Faust, Jon & Rogers, John H., 2003. "Monetary policy's role in exchange rate behavior," Journal of Monetary Economics, Elsevier, vol. 50(7), pages 1403-1424, October.
7. Faust, Jon & Svensson, Lars E O, 1999. "The Equilibrium Degree of Transparency and Control in Monetary Policy," CEPR Discussion Papers 2195, C.E.P.R. Discussion Papers.
   • Faust, Jon & Svensson, Lars E O, 2002. "The Equilibrium Degree of Transparency and Control in Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(2), pages 520-39, May.
   • Faust, J. & Svensson, L.E.O., 1999. "The Equilibrium Degree of Transparency and Control in Monetary Policy," Papers 669, Stockholm - International Economic Studies.
   • Jon Faust & Lars E.O. Svensson, 1999. "The equilibrium degree of transparency and control in monetary policy," International Finance Discussion Papers 651, Board of Governors of the Federal Reserve System (U.S.).
   • Svensson, Lars & Faust, Jon, 1999. "The Equilibrium Degree of Transparency and Control in Monetary Policy," Seminar Papers 669, Stockholm University, Institute for International Economic Studies.
   • Jon Faust & Lars E.O. Svensson, 1999. "The Equilibrium Degree of Transparency and Control in Monetary Policy," NBER Working Papers 7152, National Bureau of Economic Research, Inc.
8. Faust, Jon & Svensson, Lars E O, 1998. "Transparency and Credibility: Monetary Policy with Unobservable Goals," CEPR Discussion Papers 1852, C.E.P.R. Discussion Papers.
   • Faust, Jon & Svensson, Lars E O, 2001. "Transparency and Credibility: Monetary Policy with Unobservable Goals," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(2), pages 369-97, May.
   • Faust, J. & Svensson, L.E.O., 1998. "Transparency and Credibility: Monetary Policy with Unobservable Goals," Papers 636, Stockholm - International Economic Studies.
   • Jon Faust & Lars E. O. Svensson, 1998. "Transparency and Credibility: Monetary Policy with Unobservable Goals," NBER Working Papers 6452, National Bureau of Economic Research, Inc.
   • Jon Faust & Lars E.O. Svensson, 1998. "Transparency and credibility: monetary policy with unobservable goals," International Finance Discussion Papers 605, Board of Governors of the Federal Reserve System (U.S.).
   • Svensson, Lars E.O. & Faust, John, 1998. "Transparency and Credibility: Monetary Policy with Unobservable Goals," Seminar Papers 636, Stockholm University, Institute for International Economic Studies.
9. Jon Faust, 1998. "The robustness of identified VAR conclusions about money," International Finance Discussion Papers 610, Board of Governors of the Federal Reserve System (U.S.).
10. John Faust & Charles H. Whiteman, 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 crit," International Finance Discussion Papers 576, Board of Governors of the Federal Reserve System (U.S.).
    • Faust, Jon & Whiteman, Charles H., 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 criti," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 47(1), pages 121-161, December.
11. Jon Faust & John Irons, 1996. "Money, politics and the post-war business cycle," International Finance Discussion Papers 572, Board of Governors of the Federal Reserve System (U.S.).
12. Jon Faust, 1996. "Theoretical confidence level problems with confidence intervals for the spectrum of a time series," International Finance Discussion Papers 575, Board of Governors of the Federal Reserve System (U.S.).
13. Jon Faust & Ralph Tryon, 1995. "Block distributed methods for solving multi-country econometric models," International Finance Discussion Papers 516, Board of Governors of the Federal Reserve System (U.S.).
14. David Bowman & Jon Faust, 1995. "Options, sunspots, and the creation of uncertainty," International Finance Discussion Papers 510, Board of Governors of the Federal Reserve System (U.S.).
    • Bowman, David & Faust, Jon, 1997. "Options, Sunspots, and the Creation of Uncertainty," Journal of Political Economy, University of Chicago Press, vol. 105(5), pages 957-75, October.
15. Jon Faust & Eric M. Leeper, 1994. "When do long-run identifying restrictions give reliable results?," Working Paper 94-2, Federal Reserve Bank of Atlanta.
    • Faust, Jon & Leeper, Eric M, 1997. "When Do Long-Run Identifying Restrictions Give Reliable Results?," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(3), pages 345-53, July.
    • Jon Faust & Eric M. Leeper, 1994. "When do long-run identifying restrictions give reliable results?," International Finance Discussion Papers 462, Board of Governors of the Federal Reserve System (U.S.).
16. Jon Faust & Ralph Tryon, 1994. "A distributed block approach to solving near-block-diagonal systems with an application to a large macroeconometric model," International Finance Discussion Papers 488, Board of Governors of the Federal Reserve System (U.S.).
    • Faust, Jon & Tryon, Ralph, 1995. "A Distributed Block Approach to Solving Near-Block-Diagonal Systems with an Application to a Large Macroeconometric Model," Computational Economics, Society for Computational Economics, vol. 8(4), pages 303-16, November.
17. Jon Faust, 1993. "Near observational equivalence and unit root processes: formal concepts and implications," International Finance Discussion Papers 447, Board of Governors of the Federal Reserve System (U.S.).
18. Jon Faust, 1992. "Whom can we trust to run the Fed? Theoretical support for the founders' views," International Finance Discussion Papers 429, Board of Governors of the Federal Reserve System (U.S.).
19. Jon Faust, 1989. "Optimal variance ratio tests for serial dependence and a test for mean reversion," Research Working Paper 89-07, Federal Reserve Bank of Kansas City.
20. Jon Faust, 1988. "The variance ratio test: statistical properties and implementation," Research Working Paper 88-08, Federal Reserve Bank of Kansas City.
21. Jon Faust, 1988. "Supernovas in monetary theory: does the ultimate sunspot rule out money?," Research Working Paper 88-09, Federal Reserve Bank of Kansas City.
    • Faust, Jon, 1989. "Supernovas in Monetary Theory: Does the Ultimate Sunspot Rule Out Money?," American Economic Review, American Economic Association, vol. 79(4), pages 872-81, September.

Articles

1. Jon Faust, 1999. "Conventional Confidence Intervals for Points on Spectrum Have Confidence Level Zero," Econometrica, Econometric Society, vol. 67(3), pages 629-638, May.
2. Faust, Jon & Leeper, Eric M, 1997. "When Do Long-Run Identifying Restrictions Give Reliable Results?," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(3), pages 345-53, July.
   • Jon Faust & Eric M. Leeper, 1994. "When do long-run identifying restrictions give reliable results?," International Finance Discussion Papers 462, Board of Governors of the Federal Reserve System (U.S.).
   • Tom Doan, . "RATS programs to replicate Faust and Leeper JBES 1997 paper," Statistical Software Components RTZ00058, Boston College Department of Economics.
   • Jon Faust & Eric M. Leeper, 1994. "When do long-run identifying restrictions give reliable results?," Working Paper 94-2, Federal Reserve Bank of Atlanta.
3. Bowman, David & Faust, Jon, 1997. "Options, Sunspots, and the Creation of Uncertainty," Journal of Political Economy, University of Chicago Press, vol. 105(5), pages 957-75, October.
   • David Bowman & Jon Faust, 1995. "Options, sunspots, and the creation of uncertainty," International Finance Discussion Papers 510, Board of Governors of the Federal Reserve System (U.S.).
4. Faust, Jon & Tryon, Ralph, 1995. "A Distributed Block Approach to Solving Near-Block-Diagonal Systems with an Application to a Large Macroeconometric Model," Computational Economics, Society for Computational Economics, vol. 8(4), pages 303-16, November.
   • Jon Faust & Ralph Tryon, 1994. "A distributed block approach to solving near-block-diagonal systems with an application to a large macroeconometric model," International Finance Discussion Papers 488, Board of Governors of the Federal Reserve System (U.S.).
5. Faust, Jon, 1992. "When Are Variance Ratio Tests for Serial Dependence Optimal?," Econometrica, Econometric Society, vol. 60(5), pages 1215-26, September.
6. Jon Faust, 1989. "Does the inverted yield curve signal a recession?," Financial Letters, Federal Reserve Bank of Kansas City, issue Mar.
7. Faust, Jon, 1989. "Supernovas in Monetary Theory: Does the Ultimate Sunspot Rule Out Money?," American Economic Review, American Economic Association, vol. 79(4), pages 872-81, September.
   • Jon Faust, 1988. "Supernovas in monetary theory: does the ultimate sunspot rule out money?," Research Working Paper 88-09, Federal Reserve Bank of Kansas City.

Software components

1. Jon Faust, 1998. "LABGRAPH: Stata module to place text labels on two-way graphs," Statistical Software Components S357401, Boston College Department of Economics.
2. Jon Faust, 1998. "DCT: GAUSS module to read and write Stata numeric file dictionaries," Statistical Software Components S357402, Boston College Department of Economics.

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

1. NEP-CBA: Central Banking (1) 2007-09-16
2. NEP-ECM: Econometrics (1) 2008-07-14
3. NEP-ETS: Econometric Time Series (1) 2007-09-16
4. NEP-FIN: Finance (1) 2003-04-27
5. NEP-FOR: Forecasting (2) 2007-09-16 2008-07-14 Author is listed
6. NEP-IFN: International Finance (2) 2000-04-17 2004-07-18 Author is listed
7. NEP-MAC: Macroeconomics (2) 2003-04-27 2007-09-16 Author is listed
8. NEP-MON: Monetary Economics (4) 1999-07-28 2000-04-17 2001-02-08 2004-07-18 Author is listed
9. NEP-RMG: Risk Management (1) 2003-04-27

Statistics

This author is among the top 5% authors according to these criteria:

1. Average Rank Score
2. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
3. Number of Citations
4. Number of Citations, Discounted by Citation Age
5. Number of Citations, Weighted by Simple Impact Factor
6. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
7. Number of Citations, Weighted by Recursive Impact Factor
8. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
9. Number of Citations, Weighted by Number of Authors
10. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
11. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
12. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
13. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
14. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
15. h-index
16. Number of Registered Citing Authors
17. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
18. Wu-Index

Most cited item

• Jon Faust & Eric M. Leeper, 1994. "When do long-run identifying restrictions give reliable results?," Working Paper 94-2, Federal Reserve Bank of Atlanta.

Most downloaded item (past 12 months)

• Jon Faust, 1998. "The robustness of identified VAR conclusions about money," International Finance Discussion Papers 610, Board of Governors of the Federal Reserve System (U.S.).

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

To update listings or check citations waiting for approval, Jon Faust should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to correct references and citations.

To link different versions of the same work, where versions have a different title, email the respective handles to

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

---

This information is provided to you by IDEAS at the Economic Research Department of the Federal Reserve Bank of St. Louis using RePEc data.

Privacy Legal