News and Monetary Shocks

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News and Monetary Shocks

Unread postby lali62 » 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
lali62
 
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