Jon Faust : Citation Profile


Are you Jon Faust?

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

13

H index

15

i10 index

1682

Citations

RESEARCH PRODUCTION:

6

Articles

30

Papers

RESEARCH ACTIVITY:

   24 years (1988 - 2012). See details.
   Cites by year: 70
   Journals where Jon Faust has often published
   Relations with other researchers
   Recent citing documents: 150.    Total self citations: 8 (0.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa9
   Updated: 2019-11-10    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 (41)

Demertzis, Maria (30)

Peersman, Gert (26)

Bjørnland, Hilde (19)

Canova, Fabio (19)

Kehoe, Patrick (16)

Hefeker, Carsten (16)

Dai, Meixing (15)

Di Bartolomeo, Giovanni (15)

Geraats, Petra (15)

Libich, Jan (15)

Cites to:

Sims, Christopher (18)

Watson, Mark (14)

Leeper, Eric (11)

Diebold, Francis (10)

Christiano, Lawrence (9)

Bernanke, Ben (9)

Eichenbaum, Martin (9)

Hendry, David (8)

Stock, James (7)

Zha, Tao (7)

Rogoff, Kenneth (7)

Main data


Where Jon Faust has published?


Journals with more than one article published# docs
Econometrica2

Working Papers Series with more than one paper published# docs
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)14
Research Working Paper / Federal Reserve Bank of Kansas City3

Recent works citing Jon Faust (2018 and 2017)


YearTitle of citing document
2017Twenty Years of Time Series Econometrics in Ten Pictures. (2017). Watson, Mark ; Stock, James H. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:59-86.

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

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2017The Effect of Central Bank Transparency on Exchange Rate Volatility. (2017). Weber, Christoph. In: Working Papers. RePEc:bav:wpaper:174_weber.

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2017Perturbaciones macroeconómicas, tasa de cambio y pass-through sobre precios. (2017). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Castro-Pantoja, John ; Rodriguez-Nio, Norberto. In: Borradores de Economia. RePEc:bdr:borrec:982.

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2018The Effects of Conventional and Unconventional Monetary Policy on Exchange Rates. (2018). Rossi, Barbara ; Inoue, Atsushi. In: Working Papers. RePEc:bge:wpaper:1078.

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

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2017Monetary policys rising FX impact in the era of ultra-low rates. (2017). Schrimpf, Andreas ; Minesso Ferrari, Massimo ; Kearns, Jonathan. In: BIS Working Papers. RePEc:bis:biswps:626.

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2018Nonlinear state and shock dependence of exchange rate pass through on prices. (2018). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto. In: BIS Working Papers. RePEc:bis:biswps:690.

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2018Fear of Forward Guidance. (2018). Isakov, Alex ; Gorlinsky, Oleg ; Grishin, Petr. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:4:p:84-106.

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2017Central bank transparency under the cost channel. (2017). Dai, Meixing ; Zhang, Qiao. In: International Finance. RePEc:bla:intfin:v:20:y:2017:i:2:p:189-209.

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2017Optimal Transparency and Policy Intervention with Heterogeneous Signals and Information Stickiness. (2017). James, Jonathan G ; Lawler, Phillip . In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:5:p:577-600.

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2018Monetary authoritys transparency and income inequality. (2018). de Mendonça, Helder ; ESTEVES, DIOGO MARTINS ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Review of Development Economics. RePEc:bla:rdevec:v:22:y:2018:i:4:p:e202-e227.

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2018Do Monetary Policy Announcements Affect Exchange Rate Returns and Volatility of Returns? Some Evidence from High‐Frequency Intra‐Day South African Data. (2018). Farrell, Greg ; Rossouw, Jannie ; May, Cyril. In: South African Journal of Economics. RePEc:bla:sajeco:v:86:y:2018:i:3:p:308-338.

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2018The Impact of U.S. Supply Shocks on the Global Oil Price. (2018). Gundersen, Thomas. In: Working Papers. RePEc:bny:wpaper:0065.

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2017Monetary policy transmission with two exchange rates and a single currency : The Chinese experience. (2017). Qian, Zongxin ; Korhonen, Iikka ; HE, QING ; Zongxin, Qian ; Qing, HE. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_014.

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2017A Structural VAR Model for Estimating the Link between Monetary Policy and Home Prices in Israel. (2017). Orfaig, Dana. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2017.09.

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2017Which Monetary Shocks Matter in Small Open Economies? Evidence from SVARs. (2017). So, Inhwan ; Ha, Jongrim. In: Working Papers. RePEc:bok:wpaper:1702.

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2018Central Bank Reputation and Inflation-Unemployment Performance: Empirical Evidence from an Executive Survey of 62 Countries. (2018). Do, IN. In: Working Papers. RePEc:bok:wpaper:1814.

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2018Transmission of U.S. Monetary Policy to Commodity Exporters and Importers. (2018). Kim, Myunghyun. In: Working Papers. RePEc:bok:wpaper:1843.

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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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2018FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2018). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt1778z416.

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2018FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES: THE ROLE OF MONETARY POLICY. (2015). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt2cm6p186.

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2017FORWARD BIAS, THE FAILURE OF UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2017). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt2ff194s2.

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2017Government Ideology and Economic Policy-Making in the United States. (2017). Potrafke, Niklas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6444.

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2017The Democratic-Republican Presidential Growth Gap and the Partisan Balance of the State Governments. (2017). Potrafke, Niklas ; Cahan, Dodge. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6517.

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2018Capital Flows in the Euro Area and TARGET2 Balances. (2018). Wollmershäuser, Timo ; Hülsewig, Oliver ; Wollmershauser, Timo ; Hulsewig, Oliver ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6877.

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2018Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis. (2018). Moravcova, Michala ; Kočenda, Evžen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7239.

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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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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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2017The Effect of News Shocks and Monetary Policy. (2017). Zanetti, Francesco ; Tsoukalas, John ; Korobilis, Dimitris ; Gambetti, Luca. In: Discussion Papers. RePEc:cfm:wpaper:1730.

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2019Mildly 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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2017Impact of International Monetary Policy in Uruguay: A favar Approach. (2017). Bucacos, Elizabeth . In: Investigación Conjunta-Joint Research. RePEc:cml:incocp:3-10.

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2017Economic Predictions with Big Data: The Illusion Of Sparsity. (2017). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12256.

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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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2017The Use of Financial Market Variables in Forecasting. (2017). Gebauer, Stefan. In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:115en.

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2017Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions. (2017). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1642.

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2017Capital Taxation and Government Debt Policy with Public Discounting. (2017). Rieth, Malte. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1697.

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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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2017On the sources of business cycles: implications for DSGE models. (2017). Solmaz, Serhat ; Bruha, Jan ; Andrle, Michal ; Brha, Jan. In: Working Paper Series. RePEc:ecb:ecbwps:20172058.

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2017Effect of Economic Announcements on FX Fluctuations: Testing a Unified Approach for Prediction. (2017). Tianqiong, Wang ; Saddique, Shamila ; Yang, Shu. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-83.

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2017Measurement errors and monetary policy: Then and now. (2017). Wang, Mu-Chun ; Amir Ahmadi, Pooyan ; Matthes, Christian ; Amir-Ahmadi, Pooyan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:79:y:2017:i:c:p:66-78.

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2017Capital taxation and government debt policy with public discounting. (2017). Rieth, Malte. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:85:y:2017:i:c:p:1-20.

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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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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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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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2017The impact of changes in monetary aggregates on exchange rate volatility in a developing country: Do structural breaks matter?. (2017). Ojede, Andrew ; Lam, Eddery. In: Economics Letters. RePEc:eee:ecolet:v:155:y:2017:i:c:p:111-115.

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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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2017Statistical inference for independent component analysis: Application to structural VAR models. (2017). Renne, Jean-Paul ; Monfort, Alain ; gourieroux, christian. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:111-126.

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2018Delta-method inference for a class of set-identified SVARs. (2018). Meier, Matthias ; Gafarov, Bulat ; Montiel, Jose Luis. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:316-327.

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2017Structural vector autoregressions with heteroskedasticity: A review of different volatility models. (2017). Lütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:2-18.

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2017Uncertainty shocks, central bank characteristics and business cycles. (2017). Yildirim-Karaman, Secil. In: Economic Systems. RePEc:eee:ecosys:v:41:y:2017:i:3:p:379-388.

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2018Exchange rate dynamics and their effect on macroeconomic volatility in selected CEE countries. (2018). Audzei, Volha ; Brazdik, Frantiek . In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:584-596.

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2018Intraday effect of news on emerging European forex markets: An event study analysis. (2018). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:597-615.

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2018The cyclicality of labor-market flows: A multiple-shock approach. (2018). Hairault, Jean-Olivier ; Zhutova, Anastasia. In: European Economic Review. RePEc:eee:eecrev:v:103:y:2018:i:c:p:150-172.

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2017The relationship between global oil price shocks and Chinas output: A time-varying analysis. (2017). Cross, Jamie ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:79-91.

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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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2017To bi, or not to bi? Differences between spillover estimates from bilateral and multilateral multi-country models. (2017). Georgiadis, Georgios. In: Journal of International Economics. RePEc:eee:inecon:v:107:y:2017:i:c:p:1-18.

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2017If the Fed sneezes, who catches a cold?. (2017). Stracca, Livio ; Rivolta, Giulia ; Dedola, Luca. In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:s1:p:s23-s41.

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2018The shocks matter: Improving our estimates of exchange rate pass-through. (2018). Hjortsoe, Ida ; Nenova, Tsvetelina ; Forbes, Kristin. In: Journal of International Economics. RePEc:eee:inecon:v:114:y:2018:i:c:p:255-275.

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2018Commodity prices and labour market dynamics in small open economies. (2018). Kamber, Gunes ; Thoenissen, Christoph ; Bodenstein, Martin . In: Journal of International Economics. RePEc:eee:inecon:v:115:y:2018:i:c:p:170-184.

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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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2017Model Confidence Sets and forecast combination. (2017). Samuels, Jon D ; Sekkel, Rodrigo M. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:48-60.

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2017When does the yield curve contain predictive power? Evidence from a data-rich environment. (2017). Hannikainen, Jari. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1044-1064.

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2018Unobservable systematic risk, economic activity and stock market. (2018). De Santis, Roberto A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:51-69.

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2017The effectiveness of conventional and unconventional monetary policy: Evidence from a structural dynamic factor model for Japan. (2017). Hanisch, Max. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:110-134.

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2017Are supply shocks important for real exchange rates? A fresh view from the frequency-domain. (2017). Yao, Fang ; Gehrke, Britta. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:99-114.

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2018How does financial liberalisation affect the influence of monetary policy on the current account?. (2018). Hjortsoe, Ida ; Wieladek, Tomasz ; Weale, Martin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:93-123.

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2018Regional pull vs global push factors: China and US influence on Asian financial markets. (2018). He, Dong ; Wang, Honglin ; Dong, Jinyue ; Shu, Chang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:112-132.

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2018Current account dynamics and the housing cycle in Spain. (2018). Rüth, Sebastian ; Mayer, Eric ; Ruth, Sebastian K ; Maas, Daniel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:22-43.

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2017The term structure of credit spreads and business cycle in Japan. (2017). Okimoto, Tatsuyoshi ; Takaoka, Sumiko. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:45:y:2017:i:c:p:27-36.

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2017Whats so great about the Great Moderation?. (2017). Valcarcel, Victor (Vic) ; Keating, John W. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:51:y:2017:i:c:p:115-142.

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2018Effects of monetary policy shocks on exchange rate in small open Economies. (2018). Kim, Soyoung ; Lim, Kuntae . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:56:y:2018:i:c:p:324-339.

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2018Constitutional rules as determinants of social infrastructure. (2018). Kuenzel, David ; Garcia-Pealosa, Cecilia ; Eicher, Theo S. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:182-209.

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2018Credit prices vs. credit quantities as predictors of economic activity in Europe: Which tell a better story?. (2018). Guender, Alfred. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:380-399.

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2018Investment specific technology, news, sentiment, and fluctuations: Evidence from nowcast data. (2018). Ma, Xiaohan. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:55-70.

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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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2018A menu on output gap estimation methods. (2018). Gómez-Loscos, Ana ; Alvarez, Luis ; Gomez-Loscos, Ana. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:4:p:827-850.

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2018Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations. (2018). Baumeister, Christiane ; Hamilton, James D. In: Journal of Monetary Economics. RePEc:eee:moneco:v:100:y:2018:i:c:p:48-65.

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2018Changes in monetary regimes and the identification of monetary policy shocks: Narrative evidence from Canada. (2018). Champagne, Julien ; Sekkel, Rodrigo. In: Journal of Monetary Economics. RePEc:eee:moneco:v:99:y:2018:i:c:p:72-87.

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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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2017Anchoring of inflation expectations in the euro area: Recent evidence based on survey data. (2017). Paloviita, Maritta ; Łyziak, Tomasz. In: European Journal of Political Economy. RePEc:eee:poleco:v:46:y:2017:i:c:p:52-73.

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2019Political economists or political economists? The role of political environments in the formation of fed policy under burns, Greenspan, and Bernanke. (2019). Smith, Daniel ; Salter, Alexander W. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:1-13.

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2017Effect of credibility and exchange rate pass-through on inflation: An assessment for developing countries. (2017). Tiberto, Bruno ; de Mendonça, Helder ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: International Review of Economics & Finance. RePEc:eee:reveco:v:50:y:2017:i:c:p:196-244.

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2017Heterogeneity in the debt-growth nexus: Evidence from EMU countries. (2017). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:470-486.

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2017Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets. (2017). Spyromitros, Eleftherios ; Sidiropoulos, Moise ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:951-962.

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2017On the rationality and efficiency of inflation forecasts: Evidence from advanced and emerging market economies. (2017). Jalles, Joao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:175-189.

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2017Exchange rates and monetary policy uncertainty. (2017). Tahbaz-Salehi, Alireza ; Vedolin, Andrea ; Mueller, Philippe. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:77256.

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2017The effect of news shocks and monetary policy. (2017). Zanetti, Francesco ; Korobilis, Dimitris ; Tsoukalas, John D ; Gambetti, Luca. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:86145.

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2017Commodity Prices and Labour Market Dynamics in Small Open Economies. (2017). Thoenissen, Christoph ; Kamber, Gunes ; Bodenstein, Martin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-39.

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2017Online Appendix for: International Evidence on Long-Run Money Demand. (2017). Weber, Warren ; Nicolini, Juan Pablo ; Lucas, Robert ; Benati, Luca. In: Working Papers. RePEc:fip:fedmwp:738.

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2017The Effect of News Shocks and Monetary Policy. (2017). Zanetti, Francesco ; Korobilis, Dimitris ; Tsoukalas, John D ; Gambetti, Luca. In: Working Papers. RePEc:gla:glaewp:2017_11.

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2018Do Fed Forecast Errors Matter?. (2018). Tien, Pao-Lin ; Sinclair, Tara ; Gamber, Edward. In: Working Papers. RePEc:gwi:wpaper:2016-14.

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2018Immigration and Government Spending in OECD Countries. (2018). d'Albis, Hippolyte ; Coulibaly, Dramane ; Boubtane, Ekrame. In: PSE Working Papers. RePEc:hal:psewpa:hal-01852411.

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2018Immigration and Public Finances in OECD Countries. (2018). d'Albis, Hippolyte ; Coulibaly, Dramane ; Boubtane, Ekrame. In: PSE Working Papers. RePEc:hal:psewpa:halshs-01955539.

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2018Predictability of Euro Area Revisions. (2018). Glass, Katharina. In: Macroeconomics and Finance Series. RePEc:hep:macppr:201801.

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

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2018The Macroeconomic Effects of Trade Tariffs: Revisiting the Lerner Symmetry Result. (2018). Lindé, Jesper ; Pescatori, Andrea ; Linde, Jesper. In: Working Paper Series. RePEc:hhs:rbnkwp:0363.

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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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article399
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: 399
paper
1994When do long-run identifying restrictions give reliable results?.(1994) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 399
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1998Transparency and Credibility: Monetary Policy with Unobservable Goals In: CEPR Discussion Papers.
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paper299
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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This paper has another version. Agregated cites: 299
paper
1998Transparency and Credibility: Monetary Policy with Unobservable Goals.(1998) In: Seminar Papers.
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This paper has another version. Agregated cites: 299
paper
1998Transparency and Credibility: Monetary Policy with Unobservable Goals.(1998) In: NBER Working Papers.
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This paper has another version. Agregated cites: 299
paper
1999The Equilibrium Degree of Transparency and Control in Monetary Policy In: CEPR Discussion Papers.
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paper104
1999The equilibrium degree of transparency and control in monetary policy.(1999) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 104
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: 104
paper
1999The Equilibrium Degree of Transparency and Control in Monetary Policy..(1999) In: Stockholm - International Economic Studies.
[Citation analysis]
This paper has another version. Agregated cites: 104
paper
1992When Are Variance Ratio Tests for Serial Dependence Optimal? In: Econometrica.
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article22
1999Conventional Confidence Intervals for Points on Spectrum Have Confidence Level Zero In: Econometrica.
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article6
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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paper44
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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paper212
1999Monetary policys role in exchange rate behavior In: International Finance Discussion Papers.
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paper215
2000News and noise in G-7 GDP announcements In: International Finance Discussion Papers.
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paper146
1988The variance ratio test: statistical properties and implementation In: Research Working Paper.
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paper1
1989Optimal variance ratio tests for serial dependence and a test for mean reversion In: Research Working Paper.
[Citation analysis]
paper0
2007Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset In: NBER Working Papers.
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paper31
2008Efficient Prediction of Excess Returns In: NBER Working Papers.
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paper2
2011Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach In: NBER Working Papers.
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paper59
2012Posterior Predictive Analysis for Evaluating DSGE Models In: NBER Working Papers.
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paper20
2003Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data In: NBER Working Papers.
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paper61

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