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Data · dataset · 2024

Codes for the article “What explains monetary policy rate uncertainty? Evidence from the Americas”

Listed in Teesside University Research Data Repository

These codes help to replicate all the empirical analysis in the article: “What explains monetary policy rate uncertainty?

Description

Evidence from the Americas”, Applied Economics Letters (revise and resubmit), authored by Ana Aguilar, Carlos Madeira, Alejandro Parada, Christian Upper (Bank for International Settlements). The Stata codes use Consensus Economics monthly survey reports with forecasts for countries in the Americas.

These forecasts were collected as a Stata dataset, but the files cannot be shared due to copyright concerns. Future users must collect their own Consensus Forecasts data and then use these codes to replicate the empirical analysis of the article. The data also includes an online appendix with robustness exercises to the main article.

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These robustness exercises estimate the same uncertainty models, but without the past quarter's inflation rate and GDP growth as additional controls. The results are qualitatively similar to the main article.

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Where it is published

Catalogue records · 1

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Inferred from text
Applied economics 72%
Provenance · 1 source records, 12 field assertions
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