NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Jon Faust

Johns Hopkins University
Department of Economics
Mergenthaler Hall 456
3400 N. Charles Street
Baltimore, MD 21218
Tel: 410/516-7614
Fax: 410/516-7600

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NBER Program Affiliations: ME
NBER Affiliation: Research Associate

NBER Working Papers and Publications

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: Jon Faust & Jonathan H. Wright, 2011. "Efficient Prediction of Excess Returns," Review of Economics and Statistics, vol 93(2), pages 647-659.

September 2007Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset
with Jonathan H. Wright: w13397

Published: Jon Faust & Jonathan H. Wright, 2009. "Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset," Journal of Business & Economic Statistics, vol 27(4), pages 468-479.

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

 
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