A New Measure of Monetary Shocks: Derivation and Implications (AER 2004)

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Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Christina D. Romer, David H. Romer A New Measure of Monetary Shocks: Derivation and Implications AER 2004 4 1055 - 1084 E52, E58, E32, E31 -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
0 - not available online 0 - not available online 0 - not available online Vector autoregression (VAR) Time series, Macro Federal Reserve’s expected funds rate derived from the Weekly Report of the Manager of Open Market Operations, Federal Reserve’s narrative accounts of each FOMC meeting (1969-1996), Federal Reserve’s internal forecasts of inflation and real activity USA unknown

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement

References

DOI: 10.1257/0002828042002651 IDEAS: a/aea/aecrev/v94y2004i4p1055-1084.html EconPapers: RePEc:aea:aecrev:v:94:y:2004:i:4:p:1055-1084


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