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NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Jon Faust

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers and Chapters

March 2012Posterior Predictive Analysis for Evaluating DSGE Models
with Abhishek Gupta: w17906
January 2011Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
with Simon Gilchrist, Jonathan H. Wright, Egon Zakrajsek: w16725

Published: Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajšsek, 2013. "Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach," The Review of Economics and Statistics, MIT Press, vol. 95(5), pages 1501-1519, December. citation courtesy of

July 2008Efficient Prediction of Excess Returns
with Jonathan H. Wright: w14169

Published: May 2011, Vol. 93, No. 2, Pages 647-659 Posted Online April 26, 2011. (doi:10.1162/REST_a_00092) © 2011 The President and Fellows of Harvard College and the Massachusetts Institute of Technology Efficient Prediction of Excess Returns Jon Faust Johns Hopkins University Jonathan H. Wright Johns Hopkins University

September 2007Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset
with Jonathan H. Wright: w13397
April 2003Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data
with John H. Rogers, Eric Swanson, Jonathan H. Wright: w9660

Published: Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright, 2003. "Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data," Journal of the European Economic Association, MIT Press, vol. 1(5), pages 1031-1057, 09. citation courtesy of

June 1999The Equilibrium Degree of Transparency and Control in Monetary Policy
with Lars E.O. Svensson: w7152

Published: Journal of Money, Credit, and Banking, Vol. 34, no. 2 (May 2002): 520-539 citation courtesy of

March 1998Transparency and Credibility: Monetary Policy with Unobservable Goals
with Lars E. O. Svensson: w6452

Published: International Economic Review, Vol. 42, no. 2 (May 2001): 369-397 citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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