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 shocks as defined in Miranda-Agrippino and Ricco (2021) and extended to 2017 with R. Degasperi

Some additional information information here:

https://www.giovanni-ricco.com/single-post/information-and-policy-shocks-in-monetary-surprises