Jon Faust

The robustness of identified VAR conclusions about money

Jon Faust · Carnegie-Rochester Conference Series on Public Policy · 1998 · 546 citations

Empirical Finance, Identified Var Conclusions, Monetary Theory +2

When Do Long-Run Identifying Restrictions Give Reliable Results?

Jon Faust, Eric M. Leeper · Journal of Business and Economic Statistics · 1997 · 521 citations

Engineering, Verification, Macroeconomic Forecasting +24

The high-frequency response of exchange rates and interest rates to macroeconomic announcements

Jon Faust, John H. Rogers, Shing-Yi B. Wang et al. · Journal of Monetary Economics · 2006 · 487 citations

Economics, Macroeconomics, Exchange Rate Movement +6

Transparency and Credibility: Monetary Policy With Unobservable Goals

Jon Faust, Lars E.O. Svensson · International Economic Review · 2001 · 441 citations

Monetary Policy, Public Policy, Economics +13

Monetary policy's role in exchange rate behavior

Jon Faust, John H. Rogers · Journal of Monetary Economics · 2003 · 334 citations

Economics, Monetary Policy, Finance +7