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Noisy monetary policy announcements (replication data)
Replication files for: Dahlhaus, T. and Gambetti L., Noisy Monetary Policy Announcements, Journal of Applied Econometrics. MainProg_JAE.m replicates the analysis in Section... -
How does monetary policy affect income and wealth inequality? Evidence from q...
This paper evaluates the impact of quantitative easing on income and wealth of individual euro area households. We first estimate the aggregate effects of a QE shock, identified...