The Monetary Policy Stance metrics file contains estimates of the Shadow Short Rate (SSR), the Effective Monetary Stimulus (EMS), and the Expected Time to Lift-off (ETL). These are for the United States, the Euro Area, Japan, the United Kingdom, Canada, Australia, and New Zealand. The SSR file, yield curve decompositions, and inflation swap decompositions are as described by the respective titles.
Date | Title | Link |
31/10/2024 | Shadow Short Rate (SSR) estimates | Download |
31/10/2024 | Monetary Policy Stance metrics | Download |
31/10/2024 | G4 and dollar-bloc yield curve decompositions | Download |
14/02/2024 | What's up with the term premium? | Download |
20/10/2023 | Governors' order: twice over-easy? (long version) | Download |
01/03/2023 | Governors' order: twice over-easy? (short version) | Download |
25/11/2022 | US, Euro Area, and UK inflation swap decomposition | Download |
13/04/2022 | Unwind of negative bond risk premium to underpin rising yields | Download |
05/11/2021 | RBNZ lifts off from deepest and steepest COVID monetary policy cycle | Download |
29/05/2020 | Shadow Short Rate documentation | Download |
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