Constructing high-frequency monetary policy surprises from SOFR futures
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下载链接：
https://doi.org/10.7910/DVN/WUXWHS
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资源简介：
This excel file contains our updated versions of the Nakamura and Steinsson (2018) and Gurkaynak, Sack, and Swanson (2005) high-frequency monetary policy surprises using SOFR futures. The views are those of the authors and not of the Federal Reserve Board, System, or Governors.
创建时间：
2025-06-25
