Replication Data and Code for "Do FOMC Statement Innovations Move the Treasury Yield Curve Beyond Current-Meeting Policy Surprises?"

This record contains the public replication data and code for the study “Do FOMC Statement Innovations Move the Treasury Yield Curve Beyond Current-Meeting Policy Surprises?” The analysis covers 211 scheduled Federal Open Market Committee statement releases from 21 March 2000 through 29 July 2026. It combines a calendar-year-excluded text classifier with 30-minute U.S. Treasury-yield changes and futures-based monetary-policy surprises from the Federal Reserve Bank of San Francisco U.S. Monetary Policy Event-Study Database. The archive includes the frozen analysis-ready meeting-level dataset, Python code, pinned environment files, generated regression and resampling outputs, figures, a data dictionary, source inventories and SHA-256 hashes, five dated Federal Reserve statement patches, and automated integrity and numerical audits. It supports immediate reproduction of the reported processed-data results. A source-level reconstruction workflow is also supplied for use after downloading the four omitted bulk third-party raw files. The primary calendar-year-excluded estimates are small across Treasury maturities: 0.151 basis points at two years, -0.024 at ten years, and 0.065 at thirty years for a one-standard-deviation hawkishness innovation. A meeting-clustered six-maturity Wald test has p = 0.383. Equivalence tests reject average effects outside plus or minus 1 basis point at every reported maturity, while smaller or state-dependent effects remain possible. These are conditional 30-minute event-window associations, not structural causal effects of wording alone. Bulk third-party raw files are not redistributed. The archive supplies their public source locations, frozen hashes, retrieval instructions, and source-license notes. Original project code is licensed under the MIT License. Original documentation, figures, generated outputs, and author-created derived materials are licensed under Creative Commons Attribution-NonCommercial 4.0 International to the extent that the creator holds the relevant rights. Third-party source terms remain controlling. Version 1.0.0. Analysis frozen 5 August 2026. Not peer reviewed.