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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... -
(Un)expected monetary policy shocks and term premia (replication data)
The term structure of interest rates is crucial for the transmission of monetary policy to financial markets and the macroeconomy. Disentangling the impact of monetary policy on... -
COVID-19 and Financial Markets: A Panel Analysis for European Countries (data)
The data set presented here provides granular data on monetary, fiscal and European policy responses to the first wave of the Covid-crisis for a large set of 29 European...
