Fan Dora Xia

Ph.D. Candidate – Department of Economics

Policy Rate for the US

The policy rate from Wu and Xia (2013) can downloaded in Matlab format and Excel format. (First column: date in yyyymm from January 1960 to now. Second column: policy rate.). Please cite as follows: Jing Cynthia Wu and Fan Dora Xia (2014) "Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound" , NBER Working Paper No. 20117.



Shadow Rate for the ECB

The shadow rate for ECB can downloaded in Matlab format and Excel format. (First column: date in yyyymm from September 2004 to now. Second column: shadow rate computed using the method from Wu and Xia (2013).)



Shadow Rate for the UK

The shadow rate for UK can downloaded in Matlab format and Excel format. (First column: January 1990 to now. Second column: shadow rate computed using the method from Wu and Xia (2013).)