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.