Carlo Altavilla
Domenico Giannone

the effectiveness of non-standard monetary policy measures: evidence from survey data (replication data)

We assess professional forecasters' perceptions of the effects of the unconventional monetary policy measures announced by the US Federal Reserve after the collapse of Lehman Brothers. Using survey data, collected at the individual level, we analyze the change in the forecasts for Treasury and corporate bond yields around the announcement dates of the non-standard measures. We find that forecasters expected bond yields to drop significantly for at least 1 year after the announcement of accommodative policies.

Data and Resources

Suggested Citation

Altavilla, Carlo; Giannone, Domenico (2017): The Effectiveness of Non-Standard Monetary Policy Measures: Evidence from Survey Data (replication data). Version: 1. Journal of Applied Econometrics. Dataset.