Self-fulfilling Volatility and a New Monetary Policy

Data and code necessary for replicating the empirical evidence and model simulation exercises in the appendix of the paper titled "Self-fulfilling Volatility and a New Monetary Policy" by Seung Joo Lee and Marc Dordal i Carreras.本数据集包含复现Seung Joo Lee与Marc Dordal i Carreras所撰论文《自我实现式波动与新型货币政策（Self-fulfilling Volatility and a New Monetary Policy）》附录中的实证证据与模型模拟实验所需的数据与代码。