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Replication data for: Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Effects

Harvard Dataverse (Africa Rice Center, Bioversity International, CCAFS, CIAT, IFPRI, IRRI and WorldFish)

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Title Replication data for: Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Effects
 
Identifier https://doi.org/10.7910/DVN/00ZPO1
 
Creator Lewis, Daniel
 
Publisher Harvard Dataverse
 
Description Replication package for "Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Effects"
 
Subject Social Sciences
high-frequency identification
time-varying volatility
monetary policy shocks
forward guidance
quantitative easing
 
Date 2023-02-14
 
Contributor Lewis, Daniel