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.

本数据集包含复现由李承宙（Seung Joo Lee）与马克·多达尔·伊·卡雷拉斯（Marc Dordal i Carreras）所著论文《自我实现型波动与新型货币政策（Self-fulfilling Volatility and a New Monetary Policy）》附录中的实证结果与模型仿真实验所需的数据与代码。