1.
Noisy Monetary Policy Announcements
Dahlhaus, Tatjana ; Gambetti, Luca
We address two main questions. First, do monetary policy announcements contain noise? Second, if yes, what are the effects of policy noise on the economy? The answer to t[...]
2025 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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2.
Noisy monetary policy announcements (replication data)
Dahlhaus, Tatjana ; Gambetti, Luca
Replication files for: Dahlhaus, T. and Gambetti L., Noisy Monetary Policy Announcements, Journal of Applied Econometrics. MainProg_JAE.m replicates the analysis in Sect[...]
2024 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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