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Real-time data for estimating a forward-looking interest rate rule of the ECB

The purpose of the data presented in this article is to use it in ex post estimations of interest rate decisions by the European Central Bank (ECB), as it is done by Bletzinger and Wieland (2017) [1]. The data is of quarterly frequency from 1999 Q1 until 2013 Q2 and consists of the ECB's policy...

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Dettagli Bibliografici
Pubblicato in:Data Brief
Autori principali: Bletzinger, Tilman, Wieland, Volker
Natura: Artigo
Lingua:Inglês
Pubblicazione: Elsevier 2017
Soggetti:
Accesso online:https://ncbi.nlm.nih.gov/pmc/articles/PMC5671468/
https://ncbi.nlm.nih.gov/pubmed/29124091
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.dib.2017.10.025
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