A sample data to identify monetary policy shock.
Usage
data(monetary)Format
A matrix and a ts object with time series of over two hundred observations on 5 variables:
- gdpc1
monthly real gross domestic product
- gdpdef
monthly gross domestic product: implicit price deflator
- cprindex
monthly consumer price index
- totresns
monthly reserves of depository institutions
- bognonbr
monthly non-borrowed reserves of depository institutions
- fedfunds
monthly federal funds effective rate
Source
Replication package, https://www.aeaweb.org/articles?id=10.1257/aer.20161852