==== MP_Shocks: Documentation sheet ====
This file contains series of monetary policy shocks for Norway based on the computations in:
"The Transmission of Monetary Policy under the Microscope"
by Martin Holm, Pascal Paul, and Andreas Tischbirek
Journal of Political Economy
Please cite the paper if you are using these shocks! Thank you very much.
==== MP_decisions: Documentation sheet ====
This file contains the dates of Monetary Policy Decisions by Norges Bank, as well as their associated changes in interest rates.
Sources "Monetary Policy Decisions"
Announcement dates and policy rates | Used as an initial list of policy announcement dates and interest rates
Announcement decisions (dates and exact times) | Used to confirm dates of each press release
Press releases | Used to add observations that are missing from initial list
==== Macro Data: Documentation sheet ====
Macro Data for Norway
Annual Data
Source | Seasonally adjusted | Convert to real units | Link
Policy Rate (Sight Deposit Rate) | Norges Bank | https://www.norges-bank.no/en/topics/Statistics/Interest-rates/
Real GDP | Fred St. Louis / OECD | https://fred.stlouisfed.org/series/NAEXKP01NOA189S
CPI-AEL | Statistics Norway | https://www.ssb.no/en/statbank/table/05335/
Real Gross Fixed Capital Formation | Statistics Norway | https://www.ssb.no/en/statbank/table/09189/
Wages and Salaries (mainland) | Statistics Norway | x | https://www.ssb.no/en/statbank/table/09174/
Registered Unemployment Rate | Fred St. Louis / OECD | https://fred.stlouisfed.org/series/LMUNRRTTNOA156N
Quarterly Data
Source | Seasonally adjusted | Convert to real units | Link
Policy Rate (Sight Deposit Rate) | (Average of monthly series)
Real GDP | Fred St. Louis / Eurostat | x | https://fred.stlouisfed.org/series/CLVMNACSCAB1GQNO
CPI-AEL | (Average of monthly series)
Real Gross Fixed Capital Formation | Statistics Norway | x | https://www.ssb.no/en/statbank/table/09190/
Wages and Salaries (mainland) | Statistics Norway | x | x | https://www.ssb.no/en/statbank/table/09175/
Registered Unemployment Rate | Fred St. Louis / OECD | x | https://fred.stlouisfed.org/series/LMUNRRTTNOQ156S
