Data
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Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset; Faust, Jon; Jonathan H. Wright;
Journal of Business and Economic Statistics, Oct 2009, 27:4, 468-479.
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Breaks in the variability and co-movement of G-7 economic growth; Doyle, Brian M.; Faust, Jon;
Review of Economics and Statistics, 7(4), Nov. 2005, 721-740..
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Identifying VARs Based on High Frequency Futures Data; Faust, Jon; Swanson, Eric; Wright, Jonathan H.;
Journal of Monetary Economics, Sept. 2004, 51:6, 1107-1131.
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Monetary Policy's Role in Exchange Rate Behavior; Faust, Jon; Rogers, John H.;
Journal of Monetary Economics, Special Issue October 2003, v. 50, iss. 7, pp. 1403-24.
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Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data; Faust, Jon; Rogers, John H.; Swanson, Eric; Wright, Jonathan H.;
Journal of the European Economic Association, September 2003, v. 1, iss. 5, pp. 1031-57.
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News and Noise in G-7 GDP Announcements; Faust, Jon; Rogers, John H.; Wright, Jonathan H.;
Journal of Money, Credit, and Banking, v.37, n.3, June 2005, 403-417.
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The Robustness of Identified VAR Conclusions About Money; Jon Faust;
Carnegie-Rochester Conference Series on Public Policy, 49, 207-244.
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Money, Politics and the Post-War Business Cycle; Faust, Jon; Irons, John S.;
Journal of Monetary Economics, February 1999, v. 43, iss. 1, pp. 61-89.
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When Do Long-Run Identifying Restrictions Give Reliable Results?; Faust, Jon; Leeper, Eric M.;
Journal of Business and Economic Statistics, July 1997, v. 15, iss. 3, pp. 345-53.
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Code
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The Robustness of Identified VAR Conclusions About Money; Jon Faust;
Carnegie-Rochester Conference Series on Public Policy, 49, 207-244.
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When Are Variance Ratio Tests for Serial Dependence Optimal?; Faust, Jon;
Econometrica, September 1992, v. 60, iss. 5, pp. 1215-26.
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