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A Distributed Block Approach to Solving Near-Block-Diagonal Systems with an Application to a Large Macroeconometric Model.

Faust, Jon; Tryon, Ralph - In: Computational Economics 8 (1995) 4, pp. 303-16

This paper illustrates some benefits of small-scale distributed processing in solving nearblock-diagonal systems. We review the theoretical advantages of distributed block algorithms and apply such an algorithm to solve a large nonlinear macroeconometric model. For our application, on a...

Persistent link: https://www.econbiz.de/10005701647

Conventional Confidence Intervals for Points on Spectrum Have Confidence Level Zero

Faust, Jon - In: Econometrica 67 (1999) 3, pp. 629-638

Persistent link: https://www.econbiz.de/10005702108

Whom can we trust to run the Fed? Theoretical support for the founders' views

Faust, Jon - In: Journal of Monetary Economics 37 (1996) 2-3, pp. 267-283

Persistent link: https://www.econbiz.de/10005131666

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/10005131744

Supernovas in Monetary Theory: Does the Ultimate Sunspot Rule Out Money?

Faust, Jon - In: American Economic Review 79 (1989) 4, pp. 872-81

Persistent link: https://www.econbiz.de/10005237861

The robustness of identified VAR conclusions about money

Faust, Jon - In: Carnegie-Rochester Conference Series on Public Policy 49 (1998) 1, pp. 207-244

Persistent link: https://www.econbiz.de/10005348186

General-to-specific procedures for fitting a data-admissible, theory-inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: A translation and critique

Faust, Jon; Whiteman, Charles H. - In: Carnegie-Rochester Conference Series on Public Policy 47 (1997) 1, pp. 121-161

Persistent link: https://www.econbiz.de/10005348286

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

Faust, Jon; Rogers, John H.; Wang, Shing-Yi B.; Wright, … - In: Journal of Monetary Economics 54 (2007) 4, pp. 1051-1068

Persistent link: https://www.econbiz.de/10005180393

Money, politics and the post-war business cycle

Faust, Jon; Irons, John S. - In: Journal of Monetary Economics 43 (1999) 1, pp. 61-89

Persistent link: https://www.econbiz.de/10005182452

Monetary policy's role in exchange rate behavior

Faust, Jon; Rogers, John H. - In: Journal of Monetary Economics 50 (2003) 7, pp. 1403-1424

Persistent link: https://www.econbiz.de/10005182494

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