Constructing high-frequency monetary policy surprises from SOFR futures
收藏DataCite Commons2025-05-11 更新2025-05-17 收录
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https://dataverse.harvard.edu/citation?persistentId=doi: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.
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Harvard Dataverse
创建时间:
2024-07-17



