News and Monetary Shocks
Posted: Wed Oct 30, 2019 1:55 pm
Has anybody implemented this paper by Matheson and Stavrev
"News and Monetary Shocks at a High Frequency: A Simple Approach"
Figure 1 in the paper.
https://www.imf.org/external/pubs/ft/wp ... p14167.pdf
"News and Monetary Shocks at a High Frequency: A Simple Approach"
Figure 1 in the paper.
https://www.imf.org/external/pubs/ft/wp ... p14167.pdf