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Identifying VARS based on high frequency futures data

Faust, Jon; Swanson, Eric T.; Wright, Jonathan H. - In: Journal of monetary economics 51 (2004) 6, pp. 1107-1131

Persistent link: https://www.econbiz.de/10002222223

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

Identifying VARs based on high frequency futures data

Faust, Jon; Swanson, Eric T.; Wright, Jonathan H. - 2002

Persistent link: https://www.econbiz.de/10001657391

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

Faust, Jon; Rogers, John H.; Swanson, Eric T.; Wright, … - 2002

Persistent link: https://www.econbiz.de/10001715318

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

Faust, Jon; Rogers, John H.; Swanson, Eric T.; Wright, … - In: Journal of the European Economic Association 1 (2003) 5, pp. 1031-1057

Persistent link: https://www.econbiz.de/10001824463

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

Faust, Jon; Rogers, John H.; Swanson, Eric T.; Wright, … - 2003

Persistent link: https://www.econbiz.de/10001756611

Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data

Faust, Jon - 2003

This paper proposes a new approach to identifying the effects of monetary policy shocks in an international vector autoregression. Using high-frequency data on the prices of Fed Funds futures contracts, we measure the impact of the surprise component of the FOMC-day Federal Reserve policy...

Persistent link: https://www.econbiz.de/10012469038

An empirical comparison of Bundesbank and ECB monetary policy rules

Faust, Jon; Rogers, John H.; Wright, Jonathan H. - 2001

Persistent link: https://www.econbiz.de/10001597841

Whom can we trust to run the fed? : theoretical support for the founders' views

Faust, Jon - 1992

Persistent link: https://www.econbiz.de/10000840921

The robustness of identified VAR conclusions about money

Faust, Jon - 1998

Persistent link: https://www.econbiz.de/10000669633

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