Replication package for: Empirical Investigation of a Sufficient Statistic for Monetary Shocks

This replication package codes and datasets to replicate the results in "Empirical Investigation of a Sufficient Statistic for Monetary Shocks" by Fernando Alvarez, Andrea Ferrara, Erwan Gautier, Hervé Le Bihan and Francesco Lippi when to be published at RESTUD. The readme file describes how to run the code and how to access the data underlying the results. Please note that the micro CPI and PPI data sets used to compute the price rigidity statistics are proprietary data, provided to the authors by Insee (French Statistical Office) after a bilateral agreement between Banque de France and Insee and these micro price data sets cannot be shared.