DATE
log industrial production
unemployment rate
log CPI
federal funds rate
log commodity price index
log real durable consumption expenditures
log real nondurable consumption expenditures
log real services consumption expenditures
Romer-Romer shock, estimated 1969-2007
Cumulative Romer-Romer shock, full sample
Romer-Romer shock, estimated 1983-2007
Cumulative Romer-Romer shock, from 1983-2007 sample
Romer-Romer shock, estimated 1969-2007 using GARCH(1,1)
Cumulative Romer-Romer GARCH shock
Gertler-Karadi 3-month ahead fed funds futures
Gertler-Karadi 6-month ahead euro-dollar
1-year Treasury bill rate
M1