Jon Faust : Citation Profile


Are you Jon Faust?

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

21

H index

25

i10 index

3014

Citations

RESEARCH PRODUCTION:

19

Articles

41

Papers

RESEARCH ACTIVITY:

   31 years (1981 - 2012). See details.
   Cites by year: 97
   Journals where Jon Faust has often published
   Relations with other researchers
   Recent citing documents: 154.    Total self citations: 14 (0.46 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa9
   Updated: 2022-01-15    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 (48)

Demertzis, Maria (32)

Clements, Michael (32)

Bjørnland, Hilde (29)

Peersman, Gert (27)

Dai, Meixing (25)

Fratzscher, Marcel (25)

Rossi, Barbara (23)

Canova, Fabio (23)

Wright, Jonathan (22)

Gürkaynak, Refet (20)

Cites to:

Sims, Christopher (22)

Svensson, Lars (20)

Watson, Mark (18)

Diebold, Francis (15)

Eichenbaum, Martin (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
Federal Reserve Bulletin2
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.)23
Research Working Paper / Federal Reserve Bank of Kansas City3
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta2

Recent works citing Jon Faust (2021 and 2020)


YearTitle of citing document
2021The incremental information in the yield curve about future interest rate risk. (2021). Veliyev, Bezirgen ; Kjar, Mads Markvart ; Christensen, Bent Jesper. In: CREATES Research Papers. RePEc:aah:create:2021-11.

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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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2021Evaluating U.S. Department of Agriculture’s Long-Term Forecasts for U.S. Harvested Area. (2021). MacLachlan, Matthew ; Skorbiansky, Sharon Raszap ; Boussios, David. In: USDA Miscellaneous. RePEc:ags:usdami:309616.

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2021Evaluating U.S. Department of Agriculture’s Long-Term Forecasts for U.S. Harvested Area. (2021). MacLachlan, Matthew ; Skoriansky, Sharon Raszap ; Boussios, David. In: USDA Miscellaneous. RePEc:ags:usdami:309619.

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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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2020Dynamic Effects of Persistent Shocks. (2020). Sanz, Carlos ; Alloza, Mario ; Gonzalo, Jesus. In: Papers. RePEc:arx:papers:2006.14047.

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2020Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields. (2020). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:20-14.

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2021The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07.

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2020Common Trade Exposure and Business Cycle Comovement. (2020). Mix, Carter ; Avila-Montealegre, Oscar. In: Borradores de Economia. RePEc:bdr:borrec:1149.

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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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2020Estimating Excess Sensitivity and Habit Persistence in Consumption Using Greenbook Forecasts. (2020). Kishor, N ; Bhatt, Vipul ; Marfatia, Hardik. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:2:p:257-284.

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2021Global spillovers of the Fed information effect. (2021). Szczepaniak, Andrzej ; Pinchetti, Marco. In: Bank of England working papers. RePEc:boe:boeewp:0952.

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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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2021Does Monetary Policy Credibility Help in Anchoring Inflation Expectations? Evidence from Six Inflation Targeting Emerging Economies. (2021). Guler, Asli. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:10:y:2021:i:1:p:93-111.

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2020Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters. (2020). Reif, Magnus ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8054.

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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). Gürkaynak, Refet ; Kisacikoglu, Burcin ; Kara, Hakan A ; Gurkaynak, Refet S. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8557.

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2021Measuring Market Expectations. (2021). Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9305.

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2021Covid-19 and Output in Japan. (2021). Nakata, Taisuke ; Fujii, Daisuke. In: CARF F-Series. RePEc:cfi:fseres:cf505.

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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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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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2020One Money, Many Markets: Monetary Transmission and Housing Financing in the Euro Area. (2020). Mann, Samuel ; Corsetti, Giancarlo ; Duarte, Joao. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14968.

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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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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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2020Monetary policy effects in times of negative interest rates: What do bank stock prices tell us?. (2020). Houben, Aerdt ; Bats, Joost ; Giuliodori, Massimo. In: DNB Working Papers. RePEc:dnb:dnbwpp:694.

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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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2021Economic predictions with big data: the illusion of sparsity. (2021). Giannone, Domenico ; Primiceri, Giorgio E ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20212542.

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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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2020Dynamic impacts of SME stock market development and innovation on macroeconomic indicators: A Post-Keynesian approach. (2020). Chaiechi, Taha ; Nguyen, Trang ; Low, David ; Eagle, Lynne. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:327-347.

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2021Monetary policy announcements and bank lending: Do banks’ refinancing markets matter?. (2021). Scharler, Johann ; Breitenlechner, Max. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001486.

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2021Facial expressions and the business cycle. (2021). Clements, Adam ; Aromi, Daniel J. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001528.

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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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2021Mortgage credit volumes and monetary policy after the Great Recession. (2021). Leu, Shawn ; Robertson, Mari L. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:483-500.

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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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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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2020Revisiting the effects of monetary policy shocks: Evidence from SVAR with narrative sign restrictions. (2020). Yang, Yang ; Cheng, Kai. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s0165176520303591.

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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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2021(Machine) learning parameter regions. (2021). Nesbit, James ; Montiel, Jose Luis. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:716-744.

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2020Identification of independent structural shocks in the presence of multiple Gaussian components. (2020). Maxand, Simone. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:55-68.

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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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2020Fiscal policy shocks and stock prices in the United States. (2020). Theodoridis, Konstantinos ; Mumtaz, Haroon. In: European Economic Review. RePEc:eee:eecrev:v:129:y:2020:i:c:s0014292120301926.

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2021Financial uncertainty and real activity: The good, the bad, and the ugly. (2021). Kima, Richard ; Delrio, Silvia ; Castelnuovo, Efrem ; Caggiano, Giovanni. In: European Economic Review. RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121001033.

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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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2021Decomposing the U.S. Great Depression: How important were loan supply shocks?. (2021). Scharler, Johann ; Mathy, Gabriel P ; Breitenlechner, Max. In: Explorations in Economic History. RePEc:eee:exehis:v:79:y:2021:i:c:s0014498320300814.

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2020Policy uncertainty and bank stress testing. (2020). Kupiec, Paul. In: Journal of Financial Stability. RePEc:eee:finsta:v:51:y:2020:i:c:s1572308920300607.

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2020Shifts in monetary policy and exchange rate dynamics: Is Dornbuschs overshooting hypothesis intact, after all?. (2020). Rüth, Sebastian ; Ruth, Sebastian K. In: Journal of International Economics. RePEc:eee:inecon:v:126:y:2020:i:c:s002219962030060x.

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2021Goods-market frictions and international trade. (2021). McCallum, Andrew H ; Krolikowski, Pawel M. In: Journal of International Economics. RePEc:eee:inecon:v:129:y:2021:i:c:s0022199620301264.

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2021Monetary policy surprises and exchange rate behavior. (2021). Lee, Sang Seok ; Gürkaynak, Refet ; Kisacikolu, Burin ; Kara, Hakan A ; Gurkaynak, Refet S. In: Journal of International Economics. RePEc:eee:inecon:v:130:y:2021:i:c:s0022199621000209.

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2021Puzzling exchange rate dynamics and delayed portfolio adjustment. (2021). van Wincoop, Eric ; Bacchetta, Philippe. In: Journal of International Economics. RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000374.

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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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2020Investigating the inefficiency of the CBO’s budgetary projections. (2020). Arai, Natsuki. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1290-1300.

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2020Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts. (2020). Chan, Joshua ; Cross, Jamie L ; Zhang, BO. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1318-1328.

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2020Linking words in economic discourse: Implications for macroeconomic forecasts. (2020). Aromi, Daniel J. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1517-1530.

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2021Measuring the Connectedness of the Global Economy. (2021). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:899-919.

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2021Nowcasting GDP using machine-learning algorithms: A real-time assessment. (2021). Vehbi, Tugrul ; Richardson, Adam ; van Florenstein, Thomas. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:941-948.

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2021Bayesian VAR forecasts, survey information, and structural change in the euro area. (2021). Ganics, Gergely ; Odendahl, Florens. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:971-999.

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2020Monetary policy shocks and exchange rates in Asian countries. (2020). Kim, Soyoung ; Park, Donghyun. In: Japan and the World Economy. RePEc:eee:japwor:v:56:y:2020:i:c:s0922142520300426.

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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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2021The FOMC announcement returns on long-term US and German bond futures. (2021). Tse, Yiuman ; Jiao, Feng ; Indriawan, Ivan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302880.

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2021Monetary policy’s rising FX impact in the era of ultra-low rates. (2021). Ferrari, Massimo ; Schrimpf, Andreas ; Kearns, Jonathan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s037842662100100x.

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2021Strength of words: Donald Trumps tweets, sanctions and Russias ruble. (2021). Ledyaeva, Svetlana ; Fedorova, Elena ; Afanasyev, Dmitriy O. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:184:y:2021:i:c:p:253-277.

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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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2020Policy uncertainty and corporate credit spreads. (2020). Savor, Pavel ; Maleki, Hosein ; Kryzanowski, Lawrence ; Kaviani, Mahsa S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:838-865.

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2021Treasury yield implied volatility and real activity. (2021). Fleckenstein, Matthias ; Cremers, Martijn ; Gandhi, Priyank. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:412-435.

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2021Common shocks in stocks and bonds. (2021). Pang, Hao ; Cieslak, Anna. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:2:p:880-904.

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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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2020Finance and wealth inequality. (2020). Horvath, Roman ; HASAN, IFTEKHAR ; Mares, Jan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620300723.

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2020Sovereign default risk and credit supply: Evidence from the euro area. (2020). Palmén, Olli. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620302138.

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2021How much does economic news influence bilateral exchange rates?. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000619.

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2022How similar are country- and sector-responses to common shocks within the euro area?. (2022). Sturm, Jan-Egbert ; Streicher, Sina ; Rathke, Alexander. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560620302692.

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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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2021Financial market effects of FOMC projections. (2021). Couture, Cody. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420302019.

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2021Unconventional monetary policy announcements and information shocks in the U.S.. (2021). Scharler, Johann ; Grundler, Daniel ; Breitenlechner, Max. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420302056.

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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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2020Price dispersion and the border effect. (2020). Chahrour, Ryan ; Stevens, Luminita. In: Journal of Monetary Economics. RePEc:eee:moneco:v:116:y:2020:i:c:p:135-146.

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2021Backtesting global Growth-at-Risk. (2021). Brownlees, Christian. In: Journal of Monetary Economics. RePEc:eee:moneco:v:118:y:2021:i:c:p:312-330.

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2021Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data. (2021). Kotze, Kevin ; GUPTA, RANGAN ; Demirer, Riza ; Bathia, Deven. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:61:y:2021:i:c:s1042444x21000037.

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2021What factors are associated with stock price jumps in high frequency?. (2021). Tsai, Shih-Chuan ; Ahn, Yongkil. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001098.

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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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2020Oil price shocks and Chinese economy revisited: New evidence from SVAR model with sign restrictions. (2020). Wang, Yudong ; Meng, Lingjie ; Liu, Donghui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:20-32.

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2021Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter?. (2021). Lyocsa, Tefan ; Plihal, Toma. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:811-829.

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2021Systemic risk measures and distribution forecasting of macroeconomic shocks. (2021). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:178-196.

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2021An investigation of semantic similarity in PBOC’s communication on RMB volatility. (2021). Pang, Xin ; Miao, Shan ; Guo, Yumei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:441-455.

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2021Are monetary surprises effective? The view of professional forecasters in Israel. (2021). Ilek, Alex. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:516-530.

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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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2021Confidence Swings and Sovereign Risk Dynamics. (2021). Tancioni, Massimiliano ; Patella, Valeria. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:56:y:2021:i:c:p:195-206.

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2020Optimal inflation and the identification of the Phillips curve. (2020). Tenreyro, Silvana ; McLeay, Michael. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:103080.

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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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2021Covid-19 and Output in Japan. (2021). Taisuke, Nakata ; Daisuke, Fujii. In: Discussion papers. RePEc:eti:dpaper:21004.

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2021Sustainability and Credit Spreads in Japan. (2021). Sumiko, Takaoka ; Tatsuyoshi, Okimoto. In: Discussion papers. RePEc:eti:dpaper:21052.

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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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article416
1994When do long-run identifying restrictions give reliable results?.(1994) In: FRB Atlanta Working Paper.
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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: 416
paper
1998Transparency and Credibility: Monetary Policy with Unobservable Goals In: CEPR Discussion Papers.
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paper328
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: 328
paper
1998Transparency and Credibility: Monetary Policy with Unobservable Goals.(1998) In: Seminar Papers.
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This paper has another version. Agregated cites: 328
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: 328
paper
1999The Equilibrium Degree of Transparency and Control in Monetary Policy In: CEPR Discussion Papers.
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paper116
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: 116
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: 116
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: 116
paper
1992When Are Variance Ratio Tests for Serial Dependence Optimal? In: Econometrica.
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article26
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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paper88
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: 88
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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paper39
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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paper233
1999Monetary policys role in exchange rate behavior In: International Finance Discussion Papers.
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paper234
2000News and noise in G-7 GDP announcements In: International Finance Discussion Papers.
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paper156
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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paper154
2002Identifying vars based on high frequency futures data In: International Finance Discussion Papers.
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paper177
2002Identifying the effects of monetary policy shocks on exchange rates using high frequency data In: International Finance Discussion Papers.
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paper79
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: 79
paper
2003The high-frequency response of exchange rates and interest rates to macroeconomic announcements In: International Finance Discussion Papers.
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paper257
2003Breaks in the variability and co-movement of G-7 economic growth In: International Finance Discussion Papers.
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paper127
2004Is inflation targeting best-practice monetary policy? In: International Finance Discussion Papers.
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paper49
2004Is inflation targeting best-practice monetary policy?.(2004) In: Review.
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This paper has another version. Agregated cites: 49
article
2005Exchange rate pass-through to U.S. import prices: some new evidence In: International Finance Discussion Papers.
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paper113
2009Border prices and retail prices In: International Finance Discussion Papers.
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paper48
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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article0
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.
[Full Text][Citation analysis]
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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article0
1996Inflation and growth: in search of a stable relationship - commentary.(1996) In: Review.
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This paper has another version. Agregated cites: 0
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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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paper169
2008Efficient Prediction of Excess Returns In: NBER Working Papers.
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paper10
2012Posterior Predictive Analysis for Evaluating DSGE Models In: NBER Working Papers.
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paper25

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