|
View: |
Part 1: Document Description
|
|
Citation |
|
|---|---|
|
Title: |
Replication Data for: 'Perceptions about Monetary Policy' |
|
Identification Number: |
doi:10.7910/DVN/A5EPGE |
|
Distributor: |
Harvard Dataverse |
|
Date of Distribution: |
2024-06-19 |
|
Version: |
1 |
|
Bibliographic Citation: |
Michael D. Bauer; Carolin E. Pflueger; Adi Sunderam, 2024, "Replication Data for: 'Perceptions about Monetary Policy'", https://doi.org/10.7910/DVN/A5EPGE, Harvard Dataverse, V1, UNF:6:Lmcb1G+wpCNsesUKBlIRCQ== [fileUNF] |
|
Citation |
|
|
Title: |
Replication Data for: 'Perceptions about Monetary Policy' |
|
Identification Number: |
doi:10.7910/DVN/A5EPGE |
|
Authoring Entity: |
Michael D. Bauer (Federal Reserve Bank of San Francisco) |
|
Carolin E. Pflueger (University of Chicago) |
|
|
Adi Sunderam (Harvard University) |
|
|
Distributor: |
Harvard Dataverse |
|
Access Authority: |
Adi Sunderam |
|
Depositor: |
Baranga, Thomas |
|
Date of Deposit: |
2024-06-19 |
|
Holdings Information: |
https://doi.org/10.7910/DVN/A5EPGE |
|
Study Scope |
|
|
Keywords: |
Social Sciences, Interest Rates: Determination, Term Structure, and Effects, Monetary Policy, Central Banks and Their Policies |
|
Abstract: |
The data and programs replicate tables and figures from "Perceptions about Monetary Policy", by Bauer, Pflueger, and Sunderam. Please see the Readme file for additional details. |
|
Methodology and Processing |
|
|
Sources Statement |
|
|
Data Access |
|
|
Other Study Description Materials |
|
|
Related Publications |
|
|
Citation |
|
|
Title: |
Bauer, Michael D., Carolin E. Pflueger, and Adi Sunderam, "Perceptions about Monetary Policy," The Quarterly Journal of Economics, vol. 139 no.4, November 2024, pp. 2227-2278. |
|
Bibliographic Citation: |
Bauer, Michael D., Carolin E. Pflueger, and Adi Sunderam, "Perceptions about Monetary Policy," The Quarterly Journal of Economics, vol. 139 no.4, November 2024, pp. 2227-2278. |
|
File Description--f10283680 |
|
|
File: CPIAUCSL.tab |
|
|
|
|
Notes: |
UNF:6:jl+t+Gnxzf35i4PGWtt1aA== |
|
File Description--f10283646 |
|
|
File: FEDFUNDS.tab |
|
|
|
|
Notes: |
UNF:6:wqMLRj4ypQgwdx3QRsVC+Q== |
|
File Description--f10283684 |
|
|
File: output_gap.tab |
|
|
|
|
Notes: |
UNF:6:kv8jf6UmAKv8vFLhOr/c0Q== |
|
File Description--f10283676 |
|
|
File: UNRATE.tab |
|
|
|
|
Notes: |
UNF:6:5I667u9uzYAKRhBwOaAWLA== |
|
File Description--f10283678 |
|
|
File: USRECM.tab |
|
|
|
|
Notes: |
UNF:6:Ly5TIhI6Wnen5u5nYwMxvQ== |
|
File Description--f10283656 |
|
|
File: VIXCLS_monthly.tab |
|
|
|
|
Notes: |
UNF:6:8MNNPDQzsigx4hSAENFMLw== |
|
File Description--f10283679 |
|
|
File: vwrted_daily_SAMPLE.tab |
|
|
|
|
Notes: |
UNF:6:1aDyB7+/fevLPxZHejbU4g== |
|
File Description--f10283665 |
|
|
File: VXOCLS_monthly.tab |
|
|
|
|
Notes: |
UNF:6:p03csX74muCH6kuyny4M/w== |
|
List of Variables: | |
|
Variables |
|
|
f10283680 Location: |
Variable Format: character Notes: UNF:6:Eu4iiHdLIOIMUTaJFUMTHQ== |
|
f10283680 Location: |
Summary Statistics: Min. 21.48; Valid 917.0; Mean 117.59194220283527; StDev 83.55599471764663; Max. 303.294 Variable Format: numeric Notes: UNF:6:yKMXZaXTxcz5OcyXUZgKiA== |
|
f10283646 Location: |
Variable Format: character Notes: UNF:6:efeWoGLEWziKtsmpXBXpSg== |
|
f10283646 Location: |
Summary Statistics: Mean 4.60427718040621; Max. 19.1; Min. 0.05; StDev 3.5862511059391067; Valid 837.0 Variable Format: numeric Notes: UNF:6:D4x930QAS5Uz1QcPGwlIig== |
|
f10283684 Location: |
Variable Format: character Notes: UNF:6:VnigP6cvQ74XUya33yG4nA== |
|
f10283684 Location: |
Summary Statistics: Mean -0.7531149958454261; Valid 297.0; StDev 2.4752400704737028; Min. -10.818830603181121; Max. 5.679481799948928; Variable Format: numeric Notes: UNF:6:q+/1WReH2NLCm7DjrDK59Q== |
|
f10283676 Location: |
Variable Format: character Notes: UNF:6:0M2HGlzCwNWAd/5LLR5x+g== |
|
f10283676 Location: |
Summary Statistics: StDev 1.706482824631767; Mean 5.720662983425414; Max. 14.7; Min. 2.5; Valid 905.0 Variable Format: numeric Notes: UNF:6:MmvoZXDpSZ+WQf06k7155Q== |
|
f10283678 Location: |
Variable Format: character Notes: UNF:6:qQBLRdVb/PFhwBvDTeO1+Q== |
|
f10283678 Location: |
Summary Statistics: StDev 0.45973969294495187; Mean 0.30316518298714346; Max. 1.0; Min. 0.0; Valid 2022.0; Variable Format: numeric Notes: UNF:6:Yk7Fr1tjb2sdBdmB++TvIw== |
|
f10283656 Location: |
Variable Format: character Notes: UNF:6:rgztvHR83ZKRxbt9u+Tvhw== |
|
f10283656 Location: |
Variable Format: character Notes: UNF:6:uSEcWZL6shUBu3qFYjuvpQ== |
|
f10283679 Location: |
Variable Format: character Notes: UNF:6:d4wyQnUVQGOGMIJWrX8+aA== |
|
f10283679 Location: |
Summary Statistics: Min. -0.01713174; Mean 6.380057544444437E-4; Max. 0.02289536; StDev 0.007636374849069076; Valid 126.0 Variable Format: numeric Notes: UNF:6:+sFzvOwNXqaRUwljHNnIaQ== |
|
f10283665 Location: |
Variable Format: character Notes: UNF:6:p8pfOiGOYYcGN9wIALfsIw== |
|
f10283665 Location: |
Variable Format: character Notes: UNF:6:PeIWKIq92/4KjYyslVPnQA== |
|
Label: |
Readme.pdf |
|
Notes: |
application/pdf |
|
Label: |
bcff_raw_May23_SAMPLE.RData |
|
Notes: |
application/gzip |
|
Label: |
CFNAIMA3.xls |
|
Notes: |
application/vnd.ms-excel |
|
Label: |
feds200628.csv |
|
Notes: |
text/csv |
|
Label: |
feds200805.xlsx |
|
Notes: |
application/vnd.openxmlformats-officedocument.spreadsheetml.sheet |
|
Label: |
ff futures updated_SAMPLE.xlsx |
|
Notes: |
application/vnd.openxmlformats-officedocument.spreadsheetml.sheet |
|
Label: |
fomc_bauer_swanson.xlsx |
|
Notes: |
application/vnd.openxmlformats-officedocument.spreadsheetml.sheet |
|
Label: |
macro_news_updated_SAMPLE.xlsx |
|
Notes: |
application/vnd.openxmlformats-officedocument.spreadsheetml.sheet |
|
Label: |
SEP.xlsx |
|
Notes: |
application/vnd.openxmlformats-officedocument.spreadsheetml.sheet |
|
Label: |
SPFmicrodata.xlsx |
|
Notes: |
application/vnd.openxmlformats-officedocument.spreadsheetml.sheet |
|
Label: |
GDPC1.txt |
|
Notes: |
text/plain |
|
Label: |
GDPC1_README.txt |
|
Notes: |
text/plain |
|
Label: |
GDPC1_UNITS.TXT |
|
Notes: |
text/plain |
|
Label: |
GDPPOT.txt |
|
Notes: |
text/plain |
|
Label: |
GDPPOT_README.txt |
|
Notes: |
text/plain |
|
Label: |
GDPPOT_UNITS.txt |
|
Notes: |
text/plain |
|
Label: |
ModelIRF.m |
|
Notes: |
text/x-matlab |
|
Label: |
Simulate2.m |
|
Notes: |
text/x-matlab |
|
Label: |
actual_rule.R |
|
Notes: |
type/x-r-syntax |
|
Label: |
actual_rule_inertial.R |
|
Notes: |
type/x-r-syntax |
|
Label: |
bluechip_rules_creditspreads.R |
|
Notes: |
type/x-r-syntax |
|
Label: |
bluechip_rules_inertial.R |
|
Notes: |
type/x-r-syntax |
|
Label: |
bluechip_rules_regressions.R |
|
Notes: |
type/x-r-syntax |
|
Label: |
disagreement.R |
|
Notes: |
type/x-r-syntax |
|
Label: |
gamma_cyclical.R |
|
Notes: |
type/x-r-syntax |
|
Label: |
gamma_lp.R |
|
Notes: |
type/x-r-syntax |
|
Label: |
plot_parameters.R |
|
Notes: |
type/x-r-syntax |
|
Label: |
process_bluechip.R |
|
Notes: |
type/x-r-syntax |
|
Label: |
sep.R |
|
Notes: |
type/x-r-syntax |
|
Label: |
setup.R |
|
Notes: |
type/x-r-syntax |
|
Label: |
spf_rules.R |
|
Notes: |
type/x-r-syntax |
|
Label: |
ssm_fe.R |
|
Notes: |
type/x-r-syntax |
|
Label: |
ssm_ols.R |
|
Notes: |
type/x-r-syntax |
|
Label: |
bias_v4.do |
|
Notes: |
application/x-stata-syntax |
|
Label: |
bk_clean.do |
|
Notes: |
application/x-stata-syntax |
|
Label: |
gamma_ew.do |
|
Notes: |
application/x-stata-syntax |
|
Label: |
heterogeneity_FE_terciles.do |
|
Notes: |
application/x-stata-syntax |
|
Label: |
hs_clean.do |
|
Notes: |
application/x-stata-syntax |
|
Label: |
macro_news_clean.do |
|
Notes: |
application/x-stata-syntax |
|
Label: |
robustness_plots_correlations.do |
|
Notes: |
application/x-stata-syntax |
|
Label: |
summary_stats.do |
|
Notes: |
application/x-stata-syntax |
|
Label: |
term_premia.do |
|
Notes: |
application/x-stata-syntax |