Jon Faust - Central Bank Research Hub

Papers by year: All | 2012 | 2009 | 2008 | 2005 | 2004 | 2003

Title Other author(s)

Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2012-77, 14.11.2012)

DSGE Models: I Smell a Rat (and It Smells Good)

IJCB International Journal of Central Banking [View] (Paper: 12q1a3, 01.03.2012)

JEL: E20, E30, E60

Border Prices and Retail Prices

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0972, 10.06.2009)

JEL: F30

Comments on Piazzesi and Schneider's %22Bond Positions, Expectations, and the Yield Curve%22

Atlanta Fed Working papers [View] (Paper: 2008-04, 12.02.2008)

Exchange Rate Pass-through to U.S. Import Prices: Some New Evidence

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0833, 01.05.2005)

JEL: E31, F3, F41

Is Inflation Targeting Best-Practice Monetary Policy?

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0807, 01.06.2004)

Breaks in the Variability and Co-Movement of G-7 Economic Growth

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0786, 01.01.2004)

The High-Frequency Response of Exchange Rates and Interest Rates to Macroeconomic Announcements

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0784, 01.11.2003)

JEL: C22, F31

Identifying the effects of monetary policy shocks on exchange rates using high frequency data

European Central Bank Working papers [View] (Paper: 0167, 02.04.2003)

JEL: C32, E52, F30

Papers by year: All | 2012 | 2009 | 2008 | 2005 | 2004 | 2003