Unconventional but Different After All? — Replication code

Code and data for the construction of the shock series in Unconventional but Different After All? A Unified Series of Narrative Monetary Policy Shocks, with David Bügel and Albert Hidalgo.

Open the code and shock-series repository on GitHub.

The repository includes scripts for the updated Romer–Romer series, conventional monetary policy shocks, and unconventional monetary policy shocks. See the repository README for the data sources, outputs and instructions.