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Do Federal Reserve policy surprises reveal superior information about economy?

Faust, Jon (contributor); Swanson, Eric T. (contributor); … - In: Contributions to macroeconomics 4 (2004) 1

Persistent link: https://www.econbiz.de/10002388587

Credit spreads as predictors of real-time economic activity : a Bayesian model-averaging approach

Faust, Jon; Gilchrist, Simon; Wright, Jonathan H.; … - 2011

Persistent link: https://www.econbiz.de/10008839764

Posterior predictive analysis for evaluating DSGE models

Faust, Jon; Gupta, Abhishek - 2012

Persistent link: https://www.econbiz.de/10009523377

Risk premia in the 8:30 economy

Faust, Jon; Wright, Jonathan H. - In: The quarterly journal of finance 8 (2018) 3, pp. 1-19

Persistent link: https://www.econbiz.de/10011922029

The equilibrium degree of transparency and control in monetary policy

Svensson, Lars E. O. - 1999

Persistent link: https://www.econbiz.de/10013422918

Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy?

Faust, Jon; Swanson, Eric T; Wright, Jonathan H - In: Contributions in Macroeconomics 4 (2004) 1

Abstract A number of recent papers have hypothesized that the Federal Reserve possesses information about the course of inflation and output that is unknown to the private sector, and that policy actions by the Federal Reserve convey some of this superior information. We conduct two tests of...

Persistent link: https://www.econbiz.de/10014588454

Exchange rate forecasting: the errors we've really made

Faust, Jon; Rogers, John H.; H. Wright, Jonathan - In: Journal of International Economics 60 (2003) 1, pp. 35-59

Persistent link: https://www.econbiz.de/10005527380

Comment

Faust, Jon - In: Journal of Business & Economic Statistics 25 (2007) April, pp. 154-156

Persistent link: https://www.econbiz.de/10005430018

Rejoinder to Hendry

Faust, Jon; Whiteman, Charles H. - In: Carnegie-Rochester Conference Series on Public Policy 47 (1997) 1, pp. 191-195

Persistent link: https://www.econbiz.de/10005430691

Border prices and retail prices

Berger, David; Faust, Jon; Rogers, John H.; Steverson, Kai - In: Journal of International Economics 88 (2012) 1, pp. 62-73

We analyze retail prices and at-the-dock (import) prices of specific items in the Bureau of Labor Statistics' (BLS) CPI and IPP databases, using both databases simultaneously to identify items that are identical in description at the dock and when sold at retail. This identification allows us to...

Persistent link: https://www.econbiz.de/10011056352