Automated Organization Profile

University of Oxford and INET

Current S-Index

3.2

Sum of Dataset Indices for all datasets

Average Dataset Index per Dataset

1.6

Average Dataset Index per dataset

Total Datasets

2

Total datasets in this organization

Average FAIR Score

73.1%

Average FAIR Score per dataset

Total Citations

0

Total citations to the organization's datasets

Total Mentions

0

Total mentions of the organization's datasets

S-Index Interpretation

S-Index Over Time

Cumulative Citations Over Time

Cumulative Mentions Over Time

Datasets

Data and Code for: Testing the effectiveness of unconventional monetary policy in Japan and the United States (Version: v0)

Unconventional monetary policy (UMP) may make the effective lower bound (ELB) on the short-term interest rate irrelevant. We develop a theoretical model that underpins our empirical test of this `irrelevance hypothesis,' based on the simple idea that under the hypothesis, the short rate can be excluded in any empirical model that accounts for alternative measures of monetary policy. We test the hypothesis for Japan and the United States using a structural vector autoregressive model with the ELB. We firmly reject the hypothesis but find that UMP has had strong delayed effects.

Authors

  • Ikeda, Daisuke ;
  • Li, Shangshang ;
  • Mavroeidis, Sophocles ;
  • Zanetti, Francesco
0 Citations0 Mentions73% FAIR1.6 Dataset Index
10.3886/e1919412024

Data and Code for: Testing the effectiveness of unconventional monetary policy in Japan and the United States (Version: v1)

Unconventional monetary policy (UMP) may make the effective lower bound (ELB) on the short-term interest rate irrelevant. We develop a theoretical model that underpins our empirical test of this `irrelevance hypothesis,' based on the simple idea that under the hypothesis, the short rate can be excluded in any empirical model that accounts for alternative measures of monetary policy. We test the hypothesis for Japan and the United States using a structural vector autoregressive model with the ELB. We firmly reject the hypothesis but find that UMP has had strong delayed effects.

Authors

  • Ikeda, Daisuke ;
  • Li, Shangshang ;
  • Mavroeidis, Sophocles ;
  • Zanetti, Francesco
0 Citations0 Mentions73% FAIR1.6 Dataset Index
10.3886/e191941v12024