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).)