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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... -
Employment reconciliation and nowcasting (replication data)
We construct a latent employment estimate for the U.S. which both reconciles the information from separate payroll and household surveys, and incorporates the preliminary data...