Jon Faust : Citation Profile


Are you Jon Faust?

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

21

H index

24

i10 index

2747

Citations

RESEARCH PRODUCTION:

19

Articles

41

Papers

RESEARCH ACTIVITY:

   31 years (1981 - 2012). See details.
   Cites by year: 88
   Journals where Jon Faust has often published
   Relations with other researchers
   Recent citing documents: 142.    Total self citations: 13 (0.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa9
   Updated: 2020-11-09    RAS profile: 2007-02-10    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jon Faust.

Is cited by:

Hughes Hallett, Andrew (46)

Demertzis, Maria (32)

Bjørnland, Hilde (29)

Clements, Michael (27)

Peersman, Gert (26)

Fratzscher, Marcel (25)

Canova, Fabio (22)

Ehrmann, Michael (19)

Rossi, Barbara (18)

Swanson, Eric (17)

Goldberg, Linda (17)

Cites to:

Sims, Christopher (22)

Svensson, Lars (20)

Watson, Mark (18)

Eichenbaum, Martin (15)

Diebold, Francis (15)

Christiano, Lawrence (14)

Bernanke, Ben (14)

Leeper, Eric (14)

Rogoff, Kenneth (12)

Stock, James (11)

Zha, Tao (10)

Main data


Where Jon Faust has published?


Journals with more than one article published# docs
Economic Review5
Review3
Econometrica2
Federal Reserve Bulletin2

Working Papers Series with more than one paper published# docs
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)23
Research Working Paper / Federal Reserve Bank of Kansas City3
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta2

Recent works citing Jon Faust (2020 and 2019)


YearTitle of citing document
2020The Weak Job Recovery in a Macro Model of Search and Recruiting Intensity. (2020). Liu, Zheng ; Leduc, Sylvain. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:12:y:2020:i:1:p:310-43.

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2019A regime-switching model for the federal funds rate target. (2019). Sirchenko, Andrei. In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1901.

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2020A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2019Shifts in Monetary Policy and Exchange Rate Dynamics: Is Dornbuschs Overshooting Hypothesis Intact, After all?. (2019). Ruth, Sebastian K. In: Working Papers. RePEc:awi:wpaper:0673.

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2019Revisions to Quarterly National Accounts data in Luxembourg. (2019). Krebs, Bob. In: BCL working papers. RePEc:bcl:bclwop:bclwp136.

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2019The Effect of News Shocks and Monetary Policy. (2019). Zanetti, Francesco ; Korobilis, Dimitris ; Görtz, Christoph ; Tsoukalas, John ; Gortz, Christoph ; Gambetti, Luca. In: Discussion Papers. RePEc:bir:birmec:19-03.

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2019Import prices and invoice currency: evidence from Chile. (2019). Luttini, Emiliano ; Giuliano, Fernando . In: BIS Working Papers. RePEc:bis:biswps:784.

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2020Dollar borrowing, firmcharacteristics, and FX-hedged funding opportunities. (2020). Serena Garralda, Jose Maria ; Mayordomo, Sergio ; Gambacorta, Leonardo. In: BIS Working Papers. RePEc:bis:biswps:843.

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2020Are monetary surprises effective? The view of professional forecasters in Israel. (2020). Ilek, Alex. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2020.09.

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2019Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market. (2019). Mehl, Arnaud ; Lafarguette, R ; Corsetti, G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1970.

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2019Central Bank Communication and Monetary Policy Predictability under Uncertain Economic Conditions. (2019). Lehtimäki, Jonne ; Palmu, Marianne. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:8:y:2019:i:2:p:5-32.

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2019A Re-Evaluation of the Choice of an Inflation Target in the Wake of the Global Financial Crisis. (2019). Guender, Alfred V ; Froyen, Richard T. In: Working Papers in Economics. RePEc:cbt:econwp:19/17.

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2019Trade and Worker Deskilling. (2019). Machin, Stephen ; Costa, Rui ; Dhingra, Swati. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1622.

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2019Government ideology and monetary policy in OECD countries. (2019). Potrafke, Niklas ; Dörr, Luisa ; Dorr, Luisa ; Cahan, Dodge. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7549.

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2019The effect of news shocks and monetary policy. (2019). Zanetti, Francesco ; Korobilis, Dimitris ; Görtz, Christoph ; Tsoukalas, John D ; Gortz, Christoph ; Gambetti, Luca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7578.

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2019Measuring Euro Area Monetary Policy. (2019). Gürkaynak, Refet ; Brugnolini, Luca ; Altavilla, Carlo ; Ragusa, Giuseppe ; Motto, Roberto ; Gurkaynak, Refet S ; Carlo Altavilla , . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7699.

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2019Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles. (2019). Yeromonahos, Mallory ; Gortz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7959.

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2019Macroeconomic Shocks and Racial Labour Market Differences in the U.S.. (2019). Giedeman, Daniel ; Compton, Ryan ; Hoover, Gary A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8004.

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2020Different No More: Country Spreads in Advanced and Emerging Economies. (2020). Müller, Gernot ; Born, Benjamin ; Muller, Gernot J ; Wellmann, Susanne ; Pfeifer, Johannes. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8083.

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2020Monetary Policy Surprises and Exchange Rate Behavior. (2020). Kisacikoglu, Burcin ; Kara, Hakan A ; Gurkaynak, Refet S. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8557.

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2019Who Benefits from More Transparency in Parliamentary Voting?. (2019). , Katharinahofer ; Hofer, Katharina ; Butler, Monika ; Benesch, Christine. In: ifo DICE Report. RePEc:ces:ifodic:v:17:y:2019:i:01:p:36-41.

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2019Who Benefits from More Transparency in Parliamentary Voting?. (2019). Hofer, Katharina ; Butler, Monika ; Benesch, Christine. In: ifo DICE Report. RePEc:ces:ifodic:v:17:y:2019:i:1:p:50000000005877.

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2019Government ideology and monetary policy in OECD countries. (2019). Potrafke, Niklas ; Dörr, Luisa ; Dorr, Luisa ; Cahan, Dodge. In: ifo Working Paper Series. RePEc:ces:ifowps:_296.

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2019Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market. (2019). Mehl, Arnaud ; Lafarguette, Romain ; Corsetti, Giancarlo. In: Discussion Papers. RePEc:cfm:wpaper:1914.

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2020Mildly Explosive Dynamics in U.S. Fixed Income Markets. (2019). Guidolin, Massimo ; De Pace, Pierangelo ; Contessi, Silvio ; DePace, Pierangelo. In: Economics Department, Working Paper Series. RePEc:clm:pomwps:1001.

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2020Estimation bayésienne d’un modèle DSGE pour une petite économie ouverte : Cas de la RD Congo. (2020). UMBA, Gilles Bertrand. In: Dynare Working Papers. RePEc:cpm:dynare:057.

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2019Exchange Rate Undershooting: Evidence and Theory. (2019). Müller, Gernot ; Wolf, Martin ; Muller, Gernot ; Hettig, Thomas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13597.

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2019Measuring Euro Area Monetary Policy. (2019). Gürkaynak, Refet ; Brugnolini, Luca ; Altavilla, Carlo ; Ragusa, Giuseppe ; Motto, Roberto . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13759.

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2019Trade and Worker Deskilling. (2019). Machin, Stephen ; Costa, Rui ; Dhingra, Swati. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13768.

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2019Threats to Central Bank Independence: High-Frequency Identification with Twitter. (2019). Kung, Howard ; Kind, Thilo ; Bianchi, Francesco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14021.

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2020Global Macro-Financial Cycles and Spillovers. (2020). Ha, Jongrim ; Kose, Ayhan ; Otrok, Christopher ; Prasad, Eswar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14404.

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2020Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities. (2020). Gambacorta, Leonardo ; Mayordomo, Sergio ; Garralda, Jose-Maria Serena. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14419.

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2020Exchange Rates and the Information Channel of Monetary Policy. (2020). Holtemöller, Oliver ; Kwak, Boreum ; Kriwoluzky, Alexander ; Holtemoller, Oliver. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1906.

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2019Does monetary policy affect income inequality in the euro area?. (2019). Samarina, Anna ; Nguyen, Anh. In: DNB Working Papers. RePEc:dnb:dnbwpp:626.

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2020Demand shocks for public debt in the Eurozone. (2020). Giuliodori, Massimo ; Lengyel, Andras. In: DNB Working Papers. RePEc:dnb:dnbwpp:674.

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2020Identifying the effects of monetary policy shocks on exchange rates using high frequency data. (2002). Wright, Jonathan ; Swanson, Eric ; Rogers, John ; Faust, J.. In: Working Paper Series. RePEc:ecb:ecbwps:20020167.

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2019Interest rates and foreign spillovers. (2019). Zimic, Sreko ; De Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20192221.

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2019Measuring euro area monetary policy. (2019). Gürkaynak, Refet ; Brugnolini, Luca ; Altavilla, Carlo ; Ragusa, Giuseppe ; Motto, Roberto. In: Working Paper Series. RePEc:ecb:ecbwps:20192281.

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2019Fast trading and the virtue of entropy: evidence from the foreign exchange market. (2019). Mehl, Arnaud ; Lafarguette, Romain ; Corsetti, Giancarlo. In: Working Paper Series. RePEc:ecb:ecbwps:20192300.

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2019Global value chain participation and exchange rate pass-through. (2019). Khalil, Makram ; Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20192327.

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2020Monetary policy and regional inequality. (2020). Hauptmeier, Sebastian ; Nikalexi, Katerina ; Holm-Hadulla, Federic. In: Working Paper Series. RePEc:ecb:ecbwps:20202385.

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2020Monetary policy with judgment. (2020). Gelain, Paolo ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20202404.

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2020Forecasting macroeconomic risk in real time: Great and Covid-19 Recessions. (2020). van der Veken, Wouter ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20202436.

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2020Government spending and heterogeneous consumption dynamics. (2020). Laumer, Sebastian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300373.

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2019Immigration and public finances in OECD countries. (2019). d'Albis, Hippolyte ; Coulibaly, Dramane ; Boubtane, Ekrame ; Dalbis, Hippolyte. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:99:y:2019:i:c:p:116-151.

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2019Asymmetry in exchange rate pass-through to consumer prices: Evidence from emerging and developing Asian countries. (2019). Sun, Gang ; Kassi, Diby Franois ; Assamoi, Guy Roland ; Rathnayake, Dilesha Nawadali ; Ding, Ning. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:62:y:2019:i:c:p:357-372.

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2019On the reduced macroeconomic volatility of the Australian economy: Good policy or good luck?. (2019). Cross, Jamie. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:174-186.

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2020Is the exchange rate a shock absorber or a source of shocks? Evidence from the U.S.. (2020). Sun, Wei ; De, Kuhelika. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:1-9.

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2020Structural analysis with mixed-frequency data: A model of US capital flows. (2020). Rossi, Eduardo ; Missale, Alessandro ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:427-443.

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2020On the cross-sectional relation between exchange rates and future fundamentals. (2020). Fatnassi, Ibrahim ; Hammami, Yacine ; Kharrat, Sabrine. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:484-501.

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2020The changing nature of the real exchange rate: The role of central bank preferences. (2020). Caputo, Rodrigo ; Pedersen, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:445-464.

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2019Predictive ability of financial variables in changing economic circumstances. (2019). Vataja, Juuso ; Rahko, Jaana ; Kuosmanen, Petri. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:37-47.

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2019Time-varying effects of macroeconomic news on euro-dollar returns. (2019). Zhou, Xinyao ; Welch, Robert ; Savaser, Tanseli ; ben Omrane, Walid . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306454.

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2020The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach. (2020). Rodríguez, Gabriel ; Guevara, Carlos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819304656.

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2019Deciphering the causes for the post-1990 slow output recoveries. (2019). Zhang, Wen. In: Economics Letters. RePEc:eee:ecolet:v:176:y:2019:i:c:p:28-34.

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2020Oil booms, bank productivity and natural resource curse in finance. (2020). Adetutu, Morakinyo O ; Murinde, Victor ; Ebireri, John E ; Odusanya, Kayode A. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519302423.

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2020The relation between the corporate bond-yield spread and the real economy: Stable or time-varying?. (2020). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304458.

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2020Does the credit supply shock have asymmetric effects on macroeconomic variables?. (2020). Paccagnini, Alessia ; Colombo, Valentina. In: Economics Letters. RePEc:eee:ecolet:v:188:y:2020:i:c:s0165176520300100.

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2020The state-dependence of output revisions. (2020). Hubert, Paul ; Ducoudré, Bruno ; Tabarly, Guilhem. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301592.

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2020Posterior distribution of nondifferentiable functions. (2020). Montiel, Jose Luis ; Kitagawa, Toru ; Velez, Amilcar ; Payne, Jonathan. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:161-175.

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2020Monetary policy transmission in the United Kingdom: A high frequency identification approach. (2020). Vicondoa, Alejandro ; Thwaites, Gregory ; Cesa-Bianchi, Ambrogio. In: European Economic Review. RePEc:eee:eecrev:v:123:y:2020:i:c:s0014292120300076.

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2020Mildly explosive dynamics in U.S. fixed income markets. (2020). Guidolin, Massimo ; De Pace, Pierangelo ; DePace, Pierangelo ; Contessi, Silvio. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:2:p:712-724.

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2019Stock returns and real growth: A Bayesian nonparametric approach. (2019). Yang, Qiao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:53-69.

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2019Shocks effects of macroeconomic variables on natural gas consumption in Nigeria: Structural VAR with sign restrictions. (2019). Aminu, Abubakar Wambai ; Galadima, Mukhtar Danladi. In: Energy Policy. RePEc:eee:enepol:v:125:y:2019:i:c:p:135-144.

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2019News implied volatility and long-term foreign exchange market volatility. (2019). Yin, Libo ; Han, Liyan ; Liu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:126-142.

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2019Finance and synchronization. (2019). Saleheen, Jumana ; Imbs, Jean ; Cesa-Bianchi, Ambrogio. In: Journal of International Economics. RePEc:eee:inecon:v:116:y:2019:i:c:p:74-87.

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2019The effects of conventional and unconventional monetary policy on exchange rates. (2019). Inoue, Atsushi ; Rossi, Barbara. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:419-447.

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2019Central bank announcements and realized volatility of stock markets in G7 countries. (2019). Molnár, Peter ; Lyócsa, Štefan ; Plihal, Toma ; Molnar, Peter ; Lyocsa, Tefan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:117-135.

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2019Characteristics and implications of Chinese macroeconomic data revisions. (2019). Sinclair, Tara. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1108-1117.

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2019Do forecasters target first or later releases of national accounts data?. (2019). Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1240-1249.

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2019Financial nowcasts and their usefulness in macroeconomic forecasting. (2019). Zaman, Saeed ; Knotek, Edward S. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1708-1724.

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2019Macroeconomic news and market reaction: Surprise indexes meet nowcasting. (2019). Caruso, Alberto. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1725-1734.

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2020High-frequency credit spread information and macroeconomic forecast revision. (2020). Ka, Kook ; Ioannidis, Christos ; Deschamps, Bruno. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:358-372.

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2020Capital flows in the euro area and TARGET2 balances. (2020). Wollmershäuser, Timo ; Hülsewig, Oliver ; Wollmershauser, Timo ; Hulsewig, Oliver ; Hristov, Nikolay. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300017.

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2020GDP announcements and stock prices. (2020). Ohtsuka, Yoshihiro ; Iizuka, Nobuo ; Funashima, Yoshito. In: Journal of Economics and Business. RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302772.

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2019Interconnectedness in the interbank market. (2019). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso ; Michailidis, George. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:2:p:520-538.

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2020Inflation and exchange rate pass-through. (2020). YILMAZKUDAY, HAKAN ; Ha, Jongrim ; Stocker, Marc M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:105:y:2020:i:c:s0261560620301431.

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2020Import prices and invoice currency: Evidence from Chile. (2020). Luttini, Emiliano ; Giuliano, Fernando. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:106:y:2020:i:c:s026156062030139x.

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2019The impact of the U.S. employment report on exchange rates. (2019). Ederington, Louis ; Yang, Lisa ; Guan, Wei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:257-267.

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2019Accounting for real exchange rates using micro-data. (2019). Crucini, Mario J ; Landry, Anthony. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:86-100.

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2019Three dimensions of central bank credibility and inferential expectations: The Euro zone. (2019). Zizzo, Daniel ; Henckel, Timo ; Moffatt, Peter ; Menzies, Gordon D. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:294-308.

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2019Testing for news and noise in non-stationary time series subject to multiple historical revisions. (2019). Hecq, Alain ; Stamatogiannis, Michalis P. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:396-407.

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2019An IV framework for combining sign and long-run parametric restrictions in SVARs. (2019). Huh, Hyeon-Seung ; Fisher, Lance A. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:61:y:2019:i:c:6.

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2019How do consumers assess the macroeconomic effects of oil price fluctuations? Evidence from U.S. survey data. (2019). Geiger, Martin ; Scharler, Johann. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070418304464.

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2020Risk Shocks and Credit Spreads. (2020). Kwon, Dohyoung. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070420301348.

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2019Measuring euro area monetary policy. (2019). Gürkaynak, Refet ; Altavilla, Carlo ; Ragusa, Giuseppe ; Motto, Roberto ; Gurkaynak, Refet S ; Brugnolini, Luca ; Carlo Altavilla , . In: Journal of Monetary Economics. RePEc:eee:moneco:v:108:y:2019:i:c:p:162-179.

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2019Central bank announcements: Big news for little people?. (2019). Lamla, Michael ; Vinogradov, Dmitri V. In: Journal of Monetary Economics. RePEc:eee:moneco:v:108:y:2019:i:c:p:21-38.

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2020The effects of quasi-random monetary experiments. (2020). Taylor, Alan ; Jorda, Oscar ; Schularick, Moritz. In: Journal of Monetary Economics. RePEc:eee:moneco:v:112:y:2020:i:c:p:22-40.

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2019Asset pricing with an imprecise information set. (2019). Wang, Yan ; Paseka, Alexander ; Lee, Gemma ; Jacoby, Gady. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:82-93.

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2019On the determinants of long-run inflation uncertainty: Evidence from a panel of 17 developed economies. (2019). Conrad, Christian ; Hartmann, Matthias . In: European Journal of Political Economy. RePEc:eee:poleco:v:56:y:2019:i:c:p:233-250.

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2020Do bond markets find inflation targets credible? Evidence from five inflation-targeting countries. (2020). Ka, Kook ; Ho, Kyu ; Kim, Young Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:66-84.

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2020Regulatory reform and market efficiency: The case of Indian agricultural commodity futures markets. (2020). Mishra, Sibanjan ; Mohanty, Sunil K. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918308109.

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2020The Credit Spread Curve Distribution and Economic Fluctuations in Japan. (2020). Okimoto, Tatsuyoshi ; Sumiko, Takaoka ; Tatsuyoshi, Okimoto. In: Discussion papers. RePEc:eti:dpaper:20030.

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2020Monetary Policy with Judgment. (2020). Manganelli, Simone ; Gelain, Paolo. In: Working Papers. RePEc:fip:fedcwq:88033.

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2020Risk Premia at the ZLB: A Macroeconomic Interpretation. (2020). Gourio, Francois ; Ngo, Phuong. In: Working Paper Series. RePEc:fip:fedhwp:87504.

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2019Indeterminacy and Imperfect Information. (2019). Mertens, Elmar ; Matthes, Christian ; Lubik, Thomas. In: Working Paper. RePEc:fip:fedrwp:19-17.

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2019The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying?. (2019). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Working Papers. RePEc:hhs:oruesi:2019_007.

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2019Currency Options, Implied Interest Rates and Inflation Targeting. (2019). Rengifo, Erick W ; Keefe, Helena G. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:11:y:2019:i:2:p:119-136.

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2019Regional Growth Spillovers in Sub-Saharan Africa. (2019). MacDonald, Margaux ; Arizala, Francisco ; Bellon, Matthieu. In: IMF Working Papers. RePEc:imf:imfwpa:19/160.

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2020Global Macro-Financial Cycles and Spillovers. (2020). Prasad, Eswar ; Kose, Ayhan ; Ha, Jongrim ; Otrok, Christopher. In: IZA Discussion Papers. RePEc:iza:izadps:dp13000.

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2019.

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More than 100 citations found, this list is not complete...

Works by Jon Faust:


YearTitleTypeCited
1989Supernovas in Monetary Theory: Does the Ultimate Sunspot Rule Out Money? In: American Economic Review.
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article6
1988Supernovas in monetary theory: does the ultimate sunspot rule out money?.(1988) In: Research Working Paper.
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This paper has another version. Agregated cites: 6
paper
1997When Do Long-Run Identifying Restrictions Give Reliable Results? In: Journal of Business & Economic Statistics.
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article405
1994When do long-run identifying restrictions give reliable results?.(1994) In: FRB Atlanta Working Paper.
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This paper has another version. Agregated cites: 405
paper
1994When do long-run identifying restrictions give reliable results?.(1994) In: International Finance Discussion Papers.
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paper
1998Transparency and Credibility: Monetary Policy with Unobservable Goals In: CEPR Discussion Papers.
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1998Transparency and credibility: monetary policy with unobservable goals.(1998) In: International Finance Discussion Papers.
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paper
1998Transparency and Credibility: Monetary Policy with Unobservable Goals.(1998) In: Stockholm - International Economic Studies.
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paper
1998Transparency and Credibility: Monetary Policy with Unobservable Goals.(1998) In: Seminar Papers.
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paper
1998Transparency and Credibility: Monetary Policy with Unobservable Goals.(1998) In: NBER Working Papers.
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paper
1999The Equilibrium Degree of Transparency and Control in Monetary Policy In: CEPR Discussion Papers.
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paper110
1999The equilibrium degree of transparency and control in monetary policy.(1999) In: International Finance Discussion Papers.
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paper
1999The Equilibrium Degree of Transparency and Control in Monetary Policy..(1999) In: Stockholm - International Economic Studies.
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This paper has another version. Agregated cites: 110
paper
1999The Equilibrium Degree of Transparency and Control in Monetary Policy.(1999) In: NBER Working Papers.
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This paper has another version. Agregated cites: 110
paper
1992When Are Variance Ratio Tests for Serial Dependence Optimal? In: Econometrica.
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article24
1999Conventional Confidence Intervals for Points on Spectrum Have Confidence Level Zero In: Econometrica.
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article6
2008Comments on Piazzesi and Schneiders Bond positions, expectations, and the yield curve In: FRB Atlanta Working Paper.
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paper0
2012Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach In: Finance and Economics Discussion Series.
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paper76
2011Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 76
paper
1992Whom can we trust to run the Fed? Theoretical support for the founders views In: International Finance Discussion Papers.
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paper19
1993Near observational equivalence and unit root processes: formal concepts and implications In: International Finance Discussion Papers.
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paper10
1994A distributed block approach to solving near-block-diagonal systems with an application to a large macroeconometric model In: International Finance Discussion Papers.
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paper0
1995A Distributed Block Approach to Solving Near-Block-Diagonal Systems with an Application to a Large Macroeconometric Model..(1995) In: Computational Economics.
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This paper has another version. Agregated cites: 0
article
1995Options, sunspots, and the creation of uncertainty In: International Finance Discussion Papers.
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paper8
1997Options, Sunspots, and the Creation of Uncertainty..(1997) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 8
article
1995Block distributed methods for solving multi-country econometric models. In: International Finance Discussion Papers.
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1996Money, politics and the post-war business cycle In: International Finance Discussion Papers.
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paper43
1996Theoretical confidence level problems with confidence intervals for the spectrum of a time series In: International Finance Discussion Papers.
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paper5
1997General-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 In: International Finance Discussion Papers.
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paper13
1998The robustness of identified VAR conclusions about money In: International Finance Discussion Papers.
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paper219
1999Monetary policys role in exchange rate behavior In: International Finance Discussion Papers.
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paper224
2000News and noise in G-7 GDP announcements In: International Finance Discussion Papers.
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paper153
2001An empirical comparison of Bundesbank and ECB monetary policy rules In: International Finance Discussion Papers.
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paper57
2001Exchange rate forecasting: the errors weve really made In: International Finance Discussion Papers.
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paper152
2002Identifying vars based on high frequency futures data In: International Finance Discussion Papers.
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paper162
2002Identifying the effects of monetary policy shocks on exchange rates using high frequency data In: International Finance Discussion Papers.
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paper74
2003Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 74
paper
2003The high-frequency response of exchange rates and interest rates to macroeconomic announcements In: International Finance Discussion Papers.
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paper245
2003Breaks in the variability and co-movement of G-7 economic growth In: International Finance Discussion Papers.
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paper123
2004Is inflation targeting best-practice monetary policy? In: International Finance Discussion Papers.
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paper48
2004Is inflation targeting best-practice monetary policy?.(2004) In: Review.
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This paper has another version. Agregated cites: 48
article
2005Exchange rate pass-through to U.S. import prices: some new evidence In: International Finance Discussion Papers.
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paper111
2009Border prices and retail prices In: International Finance Discussion Papers.
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paper45
2005Introduction In: Proceedings.
[Citation analysis]
article0
2002An investigation of co-movements among the growth rates of the G-7 countries In: Federal Reserve Bulletin.
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article44
2004Summary of papers presented at the conference models and monetary policy: research in the tradition of Dale Henderson, Richard Porter, and Peter Tinsley In: Federal Reserve Bulletin.
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1981Velocity behavior of the new monetary aggregates In: Economic Review.
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article0
1983NOWs and Super NOWs: implications for defining and measuring money In: Economic Review.
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article0
1989U.S. foreign indebtedness: are we investing what we borrow? In: Economic Review.
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article0
1990Will higher corporate debt worsen future recessions? In: Economic Review.
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article1
1990Judging investment strength: taking account of high tech In: Economic Review.
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article0
1989Does the inverted yield curve signal a recession? In: Financial Letters.
[Citation analysis]
article0
1988The variance ratio test: statistical properties and implementation In: Research Working Paper.
[Citation analysis]
paper1
1989Optimal variance ratio tests for serial dependence and a test for mean reversion In: Research Working Paper.
[Citation analysis]
paper0
1996Inflation and growth: in search of a stable relationship - commentary In: Proceedings.
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1996Inflation and growth: in search of a stable relationship - commentary.(1996) In: Review.
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2009Commentary on Issues on potential growth measurement and comparison: how structural is the production function approach? In: Review.
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2007Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset In: NBER Working Papers.
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paper32
2008Efficient Prediction of Excess Returns In: NBER Working Papers.
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paper2
2012Posterior Predictive Analysis for Evaluating DSGE Models In: NBER Working Papers.
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paper23

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