Replication Data for: Risk Appetite and the Risk-Taking Channel of Monetary Policy

Principal Investigator(s): View help for Principal Investigator(s) Michael Bauer, University of Hamburg; Ben Bernanke, Brookings Institution; Eric Milstein, University of Chicago

Version: View help for Version V1

Name	File Type	Size	Last Modified
code			01/19/2023 03:10:PM
data			01/19/2023 09:32:AM
figures			01/04/2023 04:28:PM
tables			01/04/2023 04:28:PM
README.pdf	application/pdf	622.5 KB	01/19/2023 10:47:AM

Project Citation:

Bauer, Michael, Bernanke, Ben, and Milstein, Eric. Replication Data for: Risk Appetite and the Risk-Taking Channel of Monetary Policy. Nashville, TN: American Economic Association [publisher], 2023. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2023-01-31. https://doi.org/10.3886/E183829V1

Project Description

Summary: This replication package contains all the code and the nonconfidential data required to reproduce the tables and figures in the paper "Risk Appetite and the Risk-Taking Channel of Monetary Policy" by Bauer, Bernanke, Milstein, published in 2023 in the Journal of Economic Perspectives. Details are provided in the README file.

Scope of Project

Subject Terms: event studies; financial conditions; monetary transmission; Federal Reserve

JEL Classification:
      E43 Interest Rates: Determination, Term Structure, and Effects
      E52 Monetary Policy
      E58 Central Banks and Their Policies

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Published Versions

V1 [2023-01-31]

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