The USMPD is a new comprehensive monetary policy event-study dataset, now available through the CMR at the San Francisco Fed.
We have also released a new working paper paper with it. Main findings and link below.
This project was a huge endeavor. Thanks to my brilliant coauthors and team members!
We have also released a new working paper paper with it. Main findings and link below.
This project was a huge endeavor. Thanks to my brilliant coauthors and team members!
📢 New Data & Paper 📢
We released the U.S. Monetary Policy Event Study Database, a public, transparent, and regularly updated dataset of high-frequency financial market reactions to all official FOMC communication since 1994.
Data: sffed.us/USMPD
Paper: frbsf.org/research-and...
We released the U.S. Monetary Policy Event Study Database, a public, transparent, and regularly updated dataset of high-frequency financial market reactions to all official FOMC communication since 1994.
Data: sffed.us/USMPD
Paper: frbsf.org/research-and...
December 17, 2025 at 12:04 PM
The USMPD is a new comprehensive monetary policy event-study dataset, now available through the CMR at the San Francisco Fed.
We have also released a new working paper paper with it. Main findings and link below.
This project was a huge endeavor. Thanks to my brilliant coauthors and team members!
We have also released a new working paper paper with it. Main findings and link below.
This project was a huge endeavor. Thanks to my brilliant coauthors and team members!
Reposted by Andrea Ajello
📢 New Data & Paper 📢
We released the U.S. Monetary Policy Event Study Database, a public, transparent, and regularly updated dataset of high-frequency financial market reactions to all official FOMC communication since 1994.
Data: sffed.us/USMPD
Paper: frbsf.org/research-and...
We released the U.S. Monetary Policy Event Study Database, a public, transparent, and regularly updated dataset of high-frequency financial market reactions to all official FOMC communication since 1994.
Data: sffed.us/USMPD
Paper: frbsf.org/research-and...
December 16, 2025 at 9:07 PM
📢 New Data & Paper 📢
We released the U.S. Monetary Policy Event Study Database, a public, transparent, and regularly updated dataset of high-frequency financial market reactions to all official FOMC communication since 1994.
Data: sffed.us/USMPD
Paper: frbsf.org/research-and...
We released the U.S. Monetary Policy Event Study Database, a public, transparent, and regularly updated dataset of high-frequency financial market reactions to all official FOMC communication since 1994.
Data: sffed.us/USMPD
Paper: frbsf.org/research-and...