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Macroeconomic Time Series for Policy Shock Analysis

Creators: Alisdair McKay, Christian K. Wolf
Publication Date: 2023-09-01
Creators: Alisdair McKay, Christian K. Wolf

This dataset provides macroeconomic time-series variables prepared for structural vector autoregression (VAR) analysis. It includes indicators such as real output, inflation, interest rates, and monetary policy shocks. The variables are formatted to support empirical evaluation of policy scenarios through VAR-based counterfactual exercises. Metadata from the accompanying documentation clarifies variable transformations and modeling roles within the policy identification framework.

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