This paper introduces a novel panel approach to structural vector autoregressive analysis. For identification, we impose independence of structural innovations at the pooled...

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...

We study the effects of monetary policy on economic activity separately identifying the effects of a conventional change in the fed funds rate from the policy of forward...

The ECB updated its monetary policy strategy for the first time in 18 years in July 2021. Therein, the ECB announced that it is willing to accept a transitory period of moderate...

These are the replication files for Oraby (JCRE, 2022). The paper aims to replicate Svensson (American Economic Journal: Macroeconomics, 2015). Abstract: This paper replicates...

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...