Constructing high-frequency monetary policy surprises from SOFR futures
收藏NIAID Data Ecosystem2026-05-02 收录
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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




