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Jon Faust

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Personal Details

First Name: Jon
Middle Name:
Last Name: Faust
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RePEc Short-ID: pfa9

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

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

Works

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Working papers

  1. Jon Faust & Abhishek Gupta, 2012. "Posterior Predictive Analysis for Evaluating DSGE Models," NBER Working Papers 17906, National Bureau of Economic Research, Inc.
  2. 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.
  3. Jon Faust & Jonathan H. Wright, 2008. "Efficient Prediction of Excess Returns," NBER Working Papers 14169, National Bureau of Economic Research, Inc.
  4. 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.
  5. 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.
  6. 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.).
  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.
  8. 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.).
  9. 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.
  10. 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.).
  11. 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.).
  12. 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.).
  13. 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.).
  14. 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.).
  15. 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.).
  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.).
  17. Jon Faust & Eric M. Leeper, 1994. "When do long-run identifying restrictions give reliable results?," Working Paper 94-2, Federal Reserve Bank of Atlanta.
  18. 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.).
  19. 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.).
  20. 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.
  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.
  22. Jon Faust, 1988. "The variance ratio test: statistical properties and implementation," Research Working Paper 88-08, Federal Reserve Bank of Kansas City.

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. 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.
  3. 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.
  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.
  5. Faust, Jon, 1992. "When Are Variance Ratio Tests for Serial Dependence Optimal?," Econometrica, Econometric Society, vol. 60(5), pages 1215-26, September.
  6. 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.

Software components

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

NEP Fields

8 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-DGE: Dynamic General Equilibrium (1) 2012-03-21
  3. NEP-ECM: Econometrics (1) 2008-07-14
  4. NEP-ETS: Econometric Time Series (2) 2007-09-16 2012-03-21. Author is listed
  5. NEP-FIN: Finance (1) 2003-04-27
  6. NEP-FOR: Forecasting (3) 2007-09-16 2008-07-14 2012-03-21. Author is listed
  7. NEP-IFN: International Finance (2) 2000-04-17 2004-07-18. Author is listed
  8. NEP-MAC: Macroeconomics (2) 2003-04-27 2007-09-16. Author is listed
  9. NEP-MON: Monetary Economics (4) 1999-07-28 2000-04-17 2001-02-08 2004-07-18. Author is listed
  10. NEP-RMG: Risk Management (1) 2003-04-27

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  2. Number of Citations
  3. Number of Citations, Discounted by Citation Age
  4. Number of Citations, Weighted by Simple Impact Factor
  5. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Recursive Impact Factor
  7. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors
  9. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  11. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  14. Number of Registered Citing Authors
  15. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
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