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Jon Faust

Personal Details

First Name:Jon
Middle Name:
Last Name:Faust
Suffix:
RePEc Short-ID:pfa9
http://patriot.net/~faustj/jon
Terminal Degree:1988 Department of Economics; University of California-Berkeley (from RePEc Genealogy)

Affiliation

Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (United States)
http://www.federalreserve.gov/



20th Street and Constitution Avenue, NW, Washington, DC 20551
RePEc:edi:frbgvus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

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. David W. Berger & Jon Faust & John H. Rogers & Kai Steverson, 2009. "Border prices and retail prices," International Finance Discussion Papers 972, Board of Governors of the Federal Reserve System (U.S.).
  4. Jon Faust & Jonathan H. Wright, 2008. "Efficient Prediction of Excess Returns," NBER Working Papers 14169, National Bureau of Economic Research, Inc.
  5. Jon Faust, 2008. "Comments on Piazzesi and Schneider's \"Bond positions, expectations, and the yield curve\"," FRB Atlanta Working Paper 2008-04, Federal Reserve Bank of Atlanta.
  6. 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.
  7. Jon Faust & Joseph E. Gagnon & Mario Marazzi & Jaime R. Marquez & Robert F. Martin & Trevor A. Reeve & John H. Rogers & Nathan Sheets & Robert J. Vigfusson, 2005. "Exchange rate pass-through to U.S. import prices: some new evidence," International Finance Discussion Papers 833, Board of Governors of the Federal Reserve System (U.S.).
  8. Jon Faust & Dale W. Henderson, 2004. "Is inflation targeting best-practice monetary policy?," International Finance Discussion Papers 807, Board of Governors of the Federal Reserve System (U.S.).
  9. Brian M. Doyle & Jon Faust, 2003. "Breaks in the variability and co-movement of G-7 economic growth," International Finance Discussion Papers 786, Board of Governors of the Federal Reserve System (U.S.).
  10. 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.
  11. Jon Faust & John H. Rogers & Shing-Yi Wang & Jonathan H. Wright, 2003. "The high-frequency response of exchange rates and interest rates to macroeconomic announcements," International Finance Discussion Papers 784, Board of Governors of the Federal Reserve System (U.S.).
  12. Jon Faust & Eric T. Swanson & Jonathan H. Wright, 2002. "Identifying vars based on high frequency futures data," International Finance Discussion Papers 720, Board of Governors of the Federal Reserve System (U.S.).
  13. Jon Faust & John H. Rogers & Jonathan H. Wright, 2001. "An empirical comparison of Bundesbank and ECB monetary policy rules," International Finance Discussion Papers 705, Board of Governors of the Federal Reserve System (U.S.).
  14. Jon Faust & John H. Rogers & Jonathan H. Wright, 2001. "Exchange rate forecasting: the errors we've really made," International Finance Discussion Papers 714, Board of Governors of the Federal Reserve System (U.S.).
  15. 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.).
  16. 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.
  17. 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.).
  18. 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.).
  19. 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.
  20. Jon 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.).
  21. 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.).
  22. Jon Faust & John S. 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.).
  23. Jon Faust & Ralph W. 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.).
  24. 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.).
  25. Jon Faust & Ralph W. 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.).
  26. Jon Faust & Eric M. Leeper, 1994. "When do long-run identifying restrictions give reliable results?," FRB Atlanta Working Paper 94-2, Federal Reserve Bank of Atlanta.
  27. 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.).
  28. 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.).
  29. 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.
  30. Jon Faust, 1988. "The variance ratio test: statistical properties and implementation," Research Working Paper 88-08, Federal Reserve Bank of Kansas City.
  31. 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.

Articles

  1. Jon Faust, 2009. "Commentary on Issues on potential growth measurement and comparison: how structural is the production function approach?," Review, Federal Reserve Bank of St. Louis, vol. 91(Jul), pages 241-246.
  2. Jon Faust & Athanasios Orphanides & David L. Reifschneider, 2005. "Introduction," Proceedings, Board of Governors of the Federal Reserve System (U.S.), pages 1-16.
  3. Jon Faust & Dale W. Henderson, 2004. "Is inflation targeting best-practice monetary policy?," Review, Federal Reserve Bank of St. Louis, vol. 86(Jul), pages 117-144.
  4. Jon Faust & Athanasios Orphanides & David L. Reifschneider, 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, Board of Governors of the Federal Reserve System (U.S.), vol. 90(3), pages .289-296.
  5. Brian M. Doyle & Jon Faust, 2002. "An investigation of co-movements among the growth rates of the G-7 countries," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), vol. 88(Oct), pages 427-437, October.
  6. Jon Faust, 1999. "Conventional Confidence Intervals for Points on Spectrum Have Confidence Level Zero," Econometrica, Econometric Society, vol. 67(3), pages 629-638, May.
  7. 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 345-353, July.
  8. Bowman, David & Faust, Jon, 1997. "Options, Sunspots, and the Creation of Uncertainty," Journal of Political Economy, University of Chicago Press, vol. 105(5), pages 957-975, October.
  9. Jon Faust, 1996. "Inflation and growth: in search of a stable relationship - commentary," Proceedings, Federal Reserve Bank of St. Louis, vol. 78(May), pages 147-149.
  10. 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, Springer;Society for Computational Economics, vol. 8(4), pages 303-316, November.
  11. Faust, Jon, 1992. "When Are Variance Ratio Tests for Serial Dependence Optimal?," Econometrica, Econometric Society, vol. 60(5), pages 1215-1226, September.
  12. Jon Faust, 1990. "Judging investment strength: taking account of high tech," Economic Review, Federal Reserve Bank of Kansas City, vol. 75(Nov), pages 5-18.
  13. Jon Faust, 1990. "Will higher corporate debt worsen future recessions?," Economic Review, Federal Reserve Bank of Kansas City, vol. 75(Mar), pages 19-34.
  14. Faust, Jon, 1989. "Supernovas in Monetary Theory: Does the Ultimate Sunspot Rule Out Money?," American Economic Review, American Economic Association, vol. 79(4), pages 872-881, September.
  15. Jon Faust, 1989. "U.S. foreign indebtedness: are we investing what we borrow?," Economic Review, Federal Reserve Bank of Kansas City, vol. 74(Jul), pages 3-20.
  16. Jon Faust, 1989. "Does the inverted yield curve signal a recession?," Financial Letters, Federal Reserve Bank of Kansas City, issue Mar.
  17. Jon Faust & Bryon Higgins, 1983. "NOW's and Super NOW's: implications for defining and measuring money," Economic Review, Federal Reserve Bank of Kansas City, vol. 68(Jan), pages 3-18.
  18. Jon Faust & Bryon Higgins, 1981. "Velocity behavior of the new monetary aggregates," Economic Review, Federal Reserve Bank of Kansas City, vol. 66(Sep), pages 3-17.

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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h-index
  19. Number of Registered Citing Authors
  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Euclidian citation score
  22. Breadth of citations across fields
  23. Wu-Index
  24. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MON: Monetary Economics (7) 1999-07-28 2000-04-17 2001-02-08 2001-09-10 2002-10-27 2004-07-18 2004-08-09. Author is listed
  2. NEP-CBA: Central Banking (6) 2002-03-14 2002-11-04 2003-11-30 2004-08-09 2007-09-16 2009-07-17. Author is listed
  3. NEP-IFN: International Finance (6) 2000-04-17 2002-03-14 2002-11-04 2003-11-30 2004-07-18 2005-05-23. Author is listed
  4. NEP-ETS: Econometric Time Series (5) 2002-03-14 2002-04-25 2004-01-18 2007-09-16 2012-03-21. Author is listed
  5. NEP-MAC: Macroeconomics (5) 2003-04-27 2003-11-30 2004-01-18 2004-08-09 2007-09-16. Author is listed
  6. NEP-FOR: Forecasting (4) 2007-09-16 2008-07-14 2012-03-21 2012-12-22
  7. NEP-RMG: Risk Management (3) 2002-11-04 2003-04-27 2003-11-30
  8. NEP-EEC: European Economics (2) 2001-09-10 2004-01-18
  9. NEP-BAN: Banking (1) 2012-12-22
  10. NEP-DGE: Dynamic General Equilibrium (1) 2012-03-21
  11. NEP-ECM: Econometrics (1) 2008-07-14
  12. NEP-OPM: Open Economy Macroeconomics (1) 2009-07-17

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