Updated Miranda-Agrippino and Ricco (2021)'s IV for monetary policy shocks
This GitHub Repository contains time series at monthly frequency of the high-frequency instruments for monetary policy and information...
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Research Blog
Monetary-Fiscal Crosswinds in the European Monetary Union
Accepted at the European Economic Review Final draft Appendix Replica Code [ZIP] BIS working paper VoxEu column "Fiscal-monetary...
Information and Policy Shocks in Monetary Surprises
The GitHub Repository contains time series at monthly frequency of the high-frequency instruments for monetary policy and information...
S. Miranda-Agrippino, G. Ricco - The Transmission of Monetary Policy Shocks
Final paper and replica codes published on AEJ:macro (Forthcoming) [Link] Monetary Policy Instrument [.xlsx] Replication Codes [.zip]...
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