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Meet the Economists

Photo of Jon Faust

Jon Faust

Senior Special Adviser to the Chair General Program Support Section Board Members
202-912-7982
[email protected]

Education

  • B.S., Economics, University of Iowa, 1981
  • M.Phil., Economics, Oxford University, 1985
  • Ph.D., Economics, University of California - Berkeley, 1988
Current Research Topics
  • Forecasting, DSGE Modeling, Financial Stability
  • Louis J. Maccini Professor of Economics (on govt. service leave)

    Johns Hopkins University

    2008 - 2018
  • Director, Center for Financial Economics

    Johns Hopkins University

    2008 - 2018
  • Professor

    Johns Hopkins University

    2006 - 2007
  • Assistant Director (final position)

    Federal Reserve Board

    1991 - 2006
  • Visiting Faculty

    Princeton University

    1990 - 1991
  • Economist

    Federal Reserve Bank of Kansas City

    1989 - 1990
  • Research Assistant

    Federal Reserve Bank of Kansas City

    1981 - 1983
  • Special Advisor to the Board

    Federal Reserve Board (on leave from Hopkins)

    2012 - 2014
  • Berger, David W., Jon Faust, John Harold Rogers, and Kai Steverson (2012). "Border Prices and Retail Prices," Journal of International Economics, vol. 88, no. 1, pp. 62-73.
  • Faust, Jon, Simon Gilchrist, Jonathan H. Wright, and Egon Zakrajšek (2012). "Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach," Finance and Economics Discussion Series 2012-77. Board of Governors of the Federal Reserve System (U.S.).
  • Faust, Jon, and Jonathan H. Wright (2011). "Efficient Prediction of Excess Returns," The Review of Economics and Statistics, vol. 93, no. 2, pp. 647-659.
  • Faust, Jon, and Jonathan H. Wright (2008). "Efficient Prediction of Excess Returns," NBER Working Paper, no. 14169. National Bureau of Economic Research.
  • Ammer, John, Carol C. Bertaut, Fang Cai, Mark Carey, Jon Faust, Sara B. Holland, Linda S. Kole, Greg Nini, John H. Rogers, David C. Smith, Charles P. Thomas, Shing-Yi B. Wang, Francis E. Warnock, Jon Wongswan, and Jonathan Wright (2004). "Global Financial Integration: A Collection of New Research," International Finance Discussion Papers 821. Board of Governors of the Federal Reserve System (U.S.).
  • Faust, Jon, Simon Gilchrist, Jonathan H. Wright, and Egon Zakrajšek (2011). "Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach," NBER Working Paper, no.16725. National Bureau of Economic Research.
  • Berger, David W., Jon Faust, John Harold Rogers, and Kai Steverson (2009). "Border Prices and Retail Prices," International Finance Discussion Papers 972. Board of Governors of the Federal Reserve System (U.S.).
  • Faust, Jon, John H. Rogers, Shing-Yi B. Wang, and Jonathan H. Wright (2007). "The High-Frequency Response of Exchange Rates and Interest Rates to Macroeconomic Announcements," Journal of Monetary Economics, vol. 54, no. 4, pp. 1051-1068.
  • Doyle, Brian M., and Jon Faust (2005). "Breaks in the Variability and Comovement of G-7 Economic Growth," The Review of Economics and Statistics, vol. 87, no. 4, pp. 721-740.
  • Faust, Jon, John H. Rogers, and Jonathan H. Wright (2005). "News and Noise in G-7 GDP Announcements," Journal of Money, Credit, and Banking, vol. 37, no. 3, pp. 403-419.
  • Faust, Jon, John H. Rogers, Eric Swanson, and Jonathan H. Wright (2003). "Identifying the Effects of Monetary Policy Shocks on Exchange Rates using High Frequency Data," Journal of the European Economic Association, vol. 1, pp. 1031-1057.
  • Doyle, Brian M., and Jon Faust (2002). "An Investigation of Co-Movements among the Growth Rates of the G-7 Countries," Federal Reserve Bulletin, vol. 88, no. 10, pp. 427-437.
  • Faust, Jon, John H. Rogers, Eric Swanson, and Jonathan H. Wright (2002). "Identifying the Effects of Monetary Policy Shocks on Exchange Rates using High Frequency Data," International Finance Discussion Papers 739. Board of Governors of the Federal Reserve System (U.S.).
  • Bowman, David, and Jon Faust (1997). "Options, Sunspots, and the Creation of Uncertainty," Journal of Political Economy, vol. 105, no. 5, pp. 957-975.
Conference Organization

  • 2004 | Federal Reserve Board

    Models and Monetary Policy: Research in the Tradition of Henderson, Porter, and Tinsley

    co-organizer

Editor
  • Editor, Berkeley Journals in Macro, 2004-2008
  • Associate Editor, Journal of Business and Economic Statistics, 2004-2007
Professional Affiliation
  • Member, American Economic Association
  • Member, Econometric Society
  • Research Associate, NBER
Last update: June 30, 2022