Information and Policy Shocks in Monetary SurprisesThe 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 ShocksFinal paper and replica codes published on AEJ:macro (Forthcoming) [Link] Monetary Policy Instrument [.xlsx] Replication Codes [.zip]...
